NinjaTrader supported European Brokers for Emini and Micro Emini

[Alex Al23]

Good morning,
I'm looking for a broker in Europe suitable for Emini and Micro Emini. I've noticed that there may be compatibility problems where (for example) Interactive Brokers requires a TWS interface connection with possible complications.I want to specify (important) that I only use range charts, range bars and Renko bars, hence my question about an European broker really suitable for Ninja Trader. I know it would be much easier to open an account with Dormann but since I'm living in Europe I would suffer the double taxation that I would like to avoid.

Kindest regards

Alex

[NinjaTrader_ThomasC]

Hello Alex Al23,
Thank you for your post.


Futures trading would be supported by either Interactive Brokers or NinjaTrader Brokerage.

You can view our supported brokerages below:

• https://ninjatrader.com/Choice

Please let me know if I may be of additional assistance.

[Alex Al23]

Hello Thomas and thanks for your answer.
I realize I have asked an intricate question because in reality the questions are multiple. Summarizing the most important things I ask if it is possible to avoid completely using the TWS platform but only and exclusively use NT directly connected with Interactive Broker. I ask this because I found out (reading here on the forum) that it is impossible to use past market datas and historical datas coming from TWS with renko bars and range bars that I use on NT, as well as some other compatibility problems between NT and TWS. All these complications makes me understand that it would be best to be able to use NT without TWS. Do you know if this is possible?

Kindest regards

Alex

[NinjaTrader_Marco]

Hello,

Thanks for your reply.

You would be able to use NinjaTrader Brokerage in this case to avoid using TWS, however, your taxation question would be best addressed by the brokerage itself (brokeragesupport[at]ninjatrader[dot]com)

Regardless of data provider, Backtesting uses OHLC values from the bar to simulate order fills and actual market movement is not used. Renko Bars also change the open of the bar, which cannot be simulated with historical data. Therefore, it is generally not advised to consider Renko backtest results as being reliable. You could use Market Replay data in the Playback Connection and run the strategy there so it is simulated as if it were running with realtime data, which will show more accurate results.


Please let us know if we can be of further assistance.

[Alex Al23]

Ok Marco,now it's more clear thank You!

Cheers

Alex