big discrepancy in simulation & real-time.

[mflorea]

Back-testing with Ninja for day trading is Ok but is misleading because results are very different. Because what we got is just bar-data not level II, (tick-data from real-time). I tried to improve to calculate and trigger using multi – time bars set up but still misleading.
1. Do you support the FirstTickOfBar for every time bar ?? like thisif (FirstTickOfBar && BarsInProgress == 1)One way is to use (ES) market replay data (which are level 2 data). But I don’t have them for last min 60 days.

I have ZEN-FIRE and TDAmeritrade. Is it any way to get level II data from ZEN-FIRE for the last 60 days or from some body which is compatible with Ninja ??. Somehow to get level 2 simulation data after the hours.

I tried all the possibilities still big discrepancy between real-time and simulation.

Example today in real-time I got 4 trades 3 shorts (1 good 2 bad ones) and 1 long good one.
In simulation for today I got 3 trades 2 long(good) ones and 1 short bad one.

Thank you,
mflorea

[NinjaTrader_Bertrand]

mflorea, unfortunately differences are expected for multiple reasons listed here -

http://www.ninjatrader.com/support/helpGuides/nt7/discrepancies_real_time_vs_bac.htm

Replay data for NT 6.5 needs to be recorded, however for our NT7 release version you could now download it from our data server to test your strategy more realistically with the Market Replay feature.

[mflorea]

Thank you Bernard.

How can I download (ES) data from your server for Market Replay
Please can you specify the steps.

Thanks,
mflorea

[NinjaTrader_Bertrand]

mflorea, you would need to upgrade to our NT7 release version - http://www.ninjatrader.com/download-registration.php

The after NT7 startup go to File > Utilities > Download Replay data and download the days of ES replay data needed.

If you connect then to Market Replay those dates are available for immediate replay use.

http://www.ninjatrader.com/support/helpGuides/nt7/set_up12.htm

[mflorea]

many thanks.

[mflorea]

multi-tme environment

Question. On a strategy with main time frame 15minute, secondary time frame 3 minute (CalculateOnBarClose=false). I need to calculate some on the last price of the 15m bar and trigger on the last price of 3m bar.

Can this code get me the last prices for those 2 different time bars ??

if (BarsInProgress == 0 && FirstTickOfBar){double last_price_idx_0 = Inputs[0][1];}
if (BarsInProgress == 1 && FirstTickOfBar){double last_price_idx_1 = Inputs[1][1];}

Thank you,
mflorea

[NinjaTrader_JoshP]

mflorea,

If your input is the Close series, then yes that will achieve what you want.

[mflorea]

From what I understand Input, Inputs[][] is the same with Close, Closes[] on Historical and is the last tick price in real-time. Is this a correct statement ??

mflorea

[NinjaTrader_JoshP]

Not necessarily. Inputs is dependent on what exactly the script is running on. For this particular case scenario you have, yes it is the closing prices. For other scenarios it could be things like the high prices or low prices.

[mflorea]

I understand that for the FirstTickOfBar Input, Input[][1] is the Close

Now in other cases(in the bar) in real-time Input[][0] or Input is the Last Tick Price of the current bar
Or in other words how you reffers for real-time to the Last Tick Price exe: to exit a position.
With:
1. GetCurrentAsk() ??
2. Close[0], Closes[1][0]
or
3. Input, Input[][0] .

When to use Input, when to use Close, when to use GetCurrentAsk()

I am sorry to bother but I need to know. Those are the basics.

Thank you,
mflorea

[jerry1]

mflorea, you would need to upgrade to our NT7 release version - http://www.ninjatrader.com/download-registration.php

The after NT7 startup go to File > Utilities > Download Replay data and download the days of ES replay data needed.

If you connect then to Market Replay those dates are available for immediate replay use.

http://www.ninjatrader.com/support/h...7/set_up12.htm

Is there a way to download more than one day at a time?
Thansks

[mflorea]

I do have NT7 v.23

But when I try it give me an error message. Somthing like. The server is bussy try later.
I tried many times. It is the same

Thanks
mflorea

[NinjaTrader_Bertrand]

I do have NT7 v.23

But when I try it give me an error message. Somthing like. The server is bussy try later.
I tried many times. It is the same

Thanks
mflorea

Can you please try upgrading to the latest NT7 R1 release version via Help > Download Site in the software?

[NinjaTrader_Bertrand]

Is there a way to download more than one day at a time?
Thansks

Unfortunately not Jenny, it would be one day at a time - however your suggestion / idea is already on our list for future consideration.