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NinjaTrader
Screenshot indicator
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Screenshot indicator
Ok so if anyone wants to make one, here is the code from one for MetaTrader4 in C/C++.
It takes pics of our systems while we test them so we dont have to sit and watch.
Perhaps it can be easily converted for NinjaTrader.
Thanks.Attached Files
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Josh yes I know about market replay its the same as strategy tester in MT4 but taking a screen shot of an indicator or system working on sim101 is different than back testing.
Screen shot indicator is good for forward testing so as not to watch the screen especially when you want to see how a new indicator performs and what it does on each bar.
It would really be a valuable tool as ive found with it on MT4.
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Market Replay is not the same as Strategy Analyzer. Strategy Analyzer is used for backtesting while Market Replay is equivalent to forward testing. It is exactly the same as if the market were live except now you can fast forward, rewind, seek, whatever you want.Josh P.NinjaTrader Customer Service
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How can you fast forward on data that doesn't exist yet?
You can only fast forward seek etc on past historical data.
Forward testing means testing on data that is coming in live.
Because an indicator/system did something similar for the past 20 years doesn't mean it will do something similar for the next 20.
If youve seen MT4 strategy tester you will see you can do the same thing as market replay run a system or indicator live in front of your eyes on the chart however only on historical data it is not forward testing it is back testing.
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Mike,
That is what I've been trying to convey. Market Replay records the live market. It stores it in a fashion that can be replayed at any time as if it were a live stream. You get a live data feed and record it. It becomes forever stored and replayable. Just like TIVO to TV.
Best part about this is now you can forward test on the same day as many times as you want. Optimizations one day may work great for that particular day and may fail utterly in a previous day. With screenshots you would never know this since you can never access the previous day for forward testing again. With Market Replay you can forward test on as many days as you have recorded.Josh P.NinjaTrader Customer Service
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The reason for the screenshot indicator is to take pictures of what an indicator does on each bar.
So many times people have created indicators that look good only to do strange unexpected things while sitting on live market data moving into the future.
I don't think you could simulate all of this on backtest.
You could possibly simulate most of it but from my experience and the experience of about 20 other people I know is that forward testing is the only way to see exactly what the market can throw at it.
I know what you are saying, if we recorded the data from now until next year then run it on the data we could get some picture of how it performs.And this is true.
But I still think there could possibly be 1000 variables that could happen in that time while running live that couldn't be simulated with a backtester.
But thats just my personal experience.
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Mike,
The Market Replay is exactly the same as it was during the live market. This is not a backtesting utility. It is a forward testing tool. There is no difference between using a Market Replay recording or using a live data stream. Everything from ticks to L2 bid/ask (provided your data provider offers them) are recorded for you to playback in the exact sequence it happened live. This means you don't only get a "picture" of what your indicators/strategies are doing on each bar, you get a "video" of what your indicators/strategies are doing on every tick.
If you feel the Market Replay is not the feature for you you will need to roll your own for a screenshot indicator. If you do not wish to program you can also try to contact one of the NinjaScript Consultants here: http://www.ninjatrader.com/webnew/pa...injaScript.htmJosh P.NinjaTrader Customer Service
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A snapshot indicator would be great if you could have it take screenshots of the entire workspace and autosave/number them to a predetermined archive folder for later review. Yes, market replay can reproduce the market data, but why go through all that if a simple indy can just save the shots in real time? Market Replay hangs up many times and a couple of the other indies I use get really out of whack if I fastforward them. Plus, I'd like to be able to see my actual SL and TP lines at the time of entry for verification.
Would really appreciate someone programming this indy for the general NT userbase if possible, thanks!
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