Announcement
Collapse
No announcement yet.
Partner 728x90
Collapse
NinjaTrader
Backtesting with Renko bars
Collapse
X
-
Yes, I've been making money with NinjaTrader for several years now. However, I can't answer your question in detail because I don't fully understand it. Thanks to NinjaTrader, I have saved a lot of money, and now I want to invest it in some business. I decided to find a list with ideas for creating a business of interest and found an article that describes all the business details and suggests some ideas. And I think that soon, I will do my business and finally be able to invest my money somewhere and thus increase my income.Last edited by Dortotto; 03-16-2022, 09:52 AM.
-
Hello LangdonJohn,
If you have any questions about the platform specifically, please never hesitate to reach out to us.
You may reach us either through the platform directly (Help > Email Support), here in the forum, or directly via email at platformsupport (at) ninjatrader (dot) com.
While you may always reach out to us if you have any specific questions I've also listed a few good resources to get you started below:- Live Webinars
- NinjaTrader hosts weekly live webinars, demonstrating how to use the newest version of the NinjaTrader Platform, from the first steps to complicated strategies and custom NinjaScript
You may find our full schedule and sign up for reminders at https://ninjatrader.com/PlatformTraining
- NinjaTrader hosts weekly live webinars, demonstrating how to use the newest version of the NinjaTrader Platform, from the first steps to complicated strategies and custom NinjaScript
- Webinar Recordings
- These are recordings of older webinars. While they don't use the most up-to-date version these videos are a great start into using NinjaTrader 8 and may be enjoyed at your own pace
The full training playlist: https://www.youtube.com/playlist?lis...ZmVnauWXkWe0Nf - Suggested first videos:
- Workspace 101 (35 minutes)
- Charting 101 (40 minutes)
- Charting 201 (55 minutes)
- Order Entry 101 (55 minutes)
- These are recordings of older webinars. While they don't use the most up-to-date version these videos are a great start into using NinjaTrader 8 and may be enjoyed at your own pace
- Last but not least, NinjaTrader 8 comes with an automated help feature. If you are ever uncertain what you can do in any window simply press F1 and NinjaTrader will take you to the HelpGuide for this window. All HelpGuides can also be found at the following address:
https://ninjatrader.com/support/helpGuides/nt8/
Leave a comment:
- Live Webinars
-
Yes, I tried it, but I wasn't impressed because I don't know much about it and I'm used to working physically
Leave a comment:
-
Patrick, thanks for the generic response which doesn’t directly address, or even acknowledge, the points raised on the most recent replies to this topic.
I see no point in continuing this discussion, similar to NinjaTrader 8, it’s going round in circles and is doomed to fail.Last edited by tmfdouglas; 10-30-2017, 12:17 PM.
Leave a comment:
-
Thanks for the feedback.
We release a new version of NinjaTrader 8 in monthly intervals typically. Each of these updates contains dozens of improvements and changes.
Although the NinjaTrader 8 userbase continues to grow, the bug reports have continued to decrease.
We are ruthlessly hunting any remaining bugs. Therefore, if you run into any unexpected behavior it is paramount that you contact us so we may investigate. The best way to do this would be to write into PlatformSupport[AT]NinjaTrader[DOT]com so we can get specific information from you.
The original issue reported here was half expected (Renko playback accuracy), but the crashing would not be. CMillz, Please clarify - do any crashes occur when using the 'Sample MA Crossover'? At this point it would be best for you to write in so we can obtain your diagnostic files to learn more about your NinjaTrader.
Leave a comment:
-
Originally posted by tmfdouglas View PostI gave up on nt8 a while ago, I occasionally test it again to see if bugs have been resolved, but generally just find new ones.
Most recent bug I have found is automated strategies cancelling stop losses immediately when there is no reason for the strategy to do so. Ninjatrader have identified the cause although how that got through any form of internal testing, which I’m not confident exists, amazes me.
Very much seems that paying customers are used as testers to save ninjatrader money. In any scenario that is unacceptable, but when real trading capital is at stake it’s an entirely different story.
Also if NinjaTrader support are using the number of bug reports or forum posts to gauge how the platform is doing this is by no means accurate, I know many NinjaTrader users who have stopped bothering to either report bugs or post on the forums as so little progress is being made.
Have to agree with the above. After working through every single beta and subsequent releases I have given up! I am simply no longer prepared to spend 100s of hours of my time in trying to get to the bottom of all the issues I have experienced. I simply check the forum every now and then and when things finally appear to be sorted I might return to using NinjaTrader. Combine this with the minimal brokerage options for trading FOREX in Australia and no options for trading markets such as the Nikkei emini means NT can no longer be the platform of choice for me.
Leave a comment:
-
Originally posted by CMillz View PostPatrick,
I'm a little frustrated this morning because of losing basically an hour worth of work because NT crashed on me twice.
Any backtest I run in Ninja has different live results. Particularly with Renko bar types. I've added slippage (which still doesn't make sense to me how you guys calculate that) and tried to code a worse price fill in, and still the tests show positive results but the actual results are a loser.
I'm at the point now where I don't think any backtest that is run in NinjaTrader can be trusted. My question then is, are there any methods which produce something somewhat similar to a live result. And can Renko-based aggregations provide any type of testing that is somewhat similar to live results?
Leave a comment:
-
I gave up on nt8 a while ago, I occasionally test it again to see if bugs have been resolved, but generally just find new ones.
Most recent bug I have found is automated strategies cancelling stop losses immediately when there is no reason for the strategy to do so. Ninjatrader have identified the cause although how that got through any form of internal testing, which I’m not confident exists, amazes me.
Very much seems that paying customers are used as testers to save ninjatrader money. In any scenario that is unacceptable, but when real trading capital is at stake it’s an entirely different story.
Also if NinjaTrader support are using the number of bug reports or forum posts to gauge how the platform is doing this is by no means accurate, I know many NinjaTrader users who have stopped bothering to either report bugs or post on the forums as so little progress is being made.Last edited by tmfdouglas; 10-28-2017, 03:43 PM.
- Likes 1
Leave a comment:
-
Originally posted by nepenthean View Postwhat instrument(s) do you trade jerry?
I am trying out NT8 playback but when I try to bid on jigsaw's DOM nothing happens. I am not able to execute trades at all. NT7 is not open.
Thanks mate.
I trade the ZB and 6J. I don't trade off the Jigsaw DOM - I use the NT DOM because I like to use ATM strategies.
You might ask Pete on the Jigsaw thread at futures.io - here's the link: https://futures.io/trading-reviews-v...-anything.html
Leave a comment:
-
what instrument(s) do you trade jerry?
I am trying out NT8 playback but when I try to bid on jigsaw's DOM nothing happens. I am not able to execute trades at all. NT7 is not open.
Thanks mate.Last edited by nepenthean; 10-28-2017, 01:28 PM.
Leave a comment:
-
I agree. NT8 crashes all the time, loses workspaces and charts. The "preset" to default settings on indicators doesn't work well. I also use NT7 for live trading. Unfortunately, if I want to use Jigsaw DOM replay, I have to use NT8. It's more trouble than it's worth.
Leave a comment:
-
I understand your frustration insomuch as I just posted about 8.0.9.0's instability with NO indicators other than a few MA's. I trade live using NT7, much slower but has not crashed since i can remember.
Leave a comment:
-
Renko bars re-draw in real-time. There are no means to simulated this accurately.
This means that Renko bars cannot be accurately backtested due to their fundamental nature. This is not a NinjaTrader limitation and I would expect any platform would have difficulty matching live behavior while backtesting with a Renko bar type.
Leave a comment:
-
Patrick,
I'm a little frustrated this morning because of losing basically an hour worth of work because NT crashed on me twice.
Any backtest I run in Ninja has different live results. Particularly with Renko bar types. I've added slippage (which still doesn't make sense to me how you guys calculate that) and tried to code a worse price fill in, and still the tests show positive results but the actual results are a loser.
I'm at the point now where I don't think any backtest that is run in NinjaTrader can be trusted. My question then is, are there any methods which produce something somewhat similar to a live result. And can Renko-based aggregations provide any type of testing that is somewhat similar to live results?
Leave a comment:
-
My name is Patrick and I am the Platform Support Team Lead.
I see from your post history that it seems like you're using custom strategies or at least a strategy which may use a custom add-on. Please clarify - do these issues occur if you use the built-in 'Sample MA Crossover' to run an identical backtest?
Leave a comment:
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by inanazsocial, Today, 01:15 AM
|
0 responses
2 views
0 likes
|
Last Post
by inanazsocial
Today, 01:15 AM
|
||
Started by trilliantrader, 04-18-2024, 08:16 AM
|
5 responses
22 views
0 likes
|
Last Post Today, 12:32 AM | ||
Started by Davidtowleii, Today, 12:15 AM
|
0 responses
3 views
0 likes
|
Last Post
by Davidtowleii
Today, 12:15 AM
|
||
Started by guillembm, Yesterday, 11:25 AM
|
2 responses
9 views
0 likes
|
Last Post
by guillembm
Yesterday, 11:58 PM
|
||
Started by junkone, 04-21-2024, 07:17 AM
|
9 responses
71 views
0 likes
|
Last Post
by jeronymite
Yesterday, 11:51 PM
|
Leave a comment: