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    Strategy Dev feature suggestions

    I'm still a new user, so take these for what they're worth (incidentally, new users can tell you a lot about usability... )

    - Hotkeys: I'm forever hitting <CTRL>-S to save my strategy or indicator but nothing happens. This is a windows standard, it should have been there from the beginning. It's very frustrating to have to reach for the mouse and hunt around for buttons to save and compile.

    - Workflow: developing NinjaScript has to be one of the most tedious, frustrating exercises I've had in years. I need a half-dozen windows open and am constantly jumping through hoops. The cycle is: code, save, build, backtest. Why does that need a half-dozen windows and a dozen mouse clicks when it should be just four keystrokes: ctrl-s, F5, F6.

    I would pay a few hundred dollars extra to be able to smooth out the development process. Right now, OpenQuant has a great code-build-test cycle and when they catch up to NT with some features, I'd be there in a flash.


    - In the Strategy Analyzer, I want to backtest a strategy, not a stock. I'm also likely to make many tweaks to the strategy and run, re-run, re-run the same strategy on the same data to get things working just the way I envision it. I want to be able to define a backtest configuration, save it, and run it with a single click.

    - I know that each stock has some data associated with it and stored, but how do I see what tha data is? When I run a backtest, it should default to running on the data I have stored locally.

    - When I set options for a strategy, it should use those options every time, even after I restart. Better yet, I should be able to set some defaults.

    - I would pay extra if there was a "backtest" button right on the strategy window which would run it with my previous configuration. It would make my life a lot easier

    - I'm editing an Indicator and a Strategy simultaneously and when I click build on the Strategy, it somehow replaces the contents of that window with the indicator if there is an error compiling the Indicator. Why aren't these separate? It is very confusing and frustrating, especially since they're open in separate windows and so look like they're text editors but something very funky is going on under the covers.


    Overall, my experience with NinjaTrader has been that you have some amazing features and great support people in the forums, but the environment and layout feels poorly laid out with little thought to usability. After spending a week trying to develop some strategies and indicators in NT I tried out OpenQuant and it was like a huge weight had been lifted from my shoulders. Their workflow was nice, simple, easy to use, approachable, streamlined and intuitive where NT has been nothing but frustrating, awkward, kludgy and intimidating. I'm currently going with NT because you have one feature that OQ lacks (the ability to dynamically add Instruments at runtime) but if that was equal, speaking just for myself as a new user, I would pick OQ even if it were double the price just because it makes the process easy and painless.

    #2
    Thanks for the suggestions -

    - You can press F4 to save, and F5 to compile (latter is standard in MS Visual Studio for development)

    - Not sure what you mean about 1/2 dozen windows. Each script is open in an editor, pressing F5 will save and compile.

    - Thanks for suggestion on a defined configuration

    - Click on the chart tab to see any data

    - Prior backtest settings in the backtest dialogue are persisted until changed. Just press the "B" button and press OK on the backtest dialog

    - NT 6.5 improves this by opening a new NinjaScript window if you click on the compile error, the existing script is maintained in the window
    RayNinjaTrader Customer Service

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      #3
      Well I'm not a new user, but I'd have to agree with many of the points you bring up. For all it's great features and support, NT has a number of quirks and frustrating bits. I know several of these are being looked at, but it would be nice to get feedback if these are on the shortlist for NT7

      You can also add these to the usability list

      -Tedious to reconnect to the same providers at each startup

      -Very very tedious to start strategies on multiple symbols

      -Why (oh Why) must we be connected to a feed to apply a strategy to a chart? Sometimes you just want to apply a strategy so we can visually see where the buy/sell signals are. Strategy analyzer is overkill for this. And you can defeat it by connecting to the 'External' feed.
      You can simulate it a bit by coding most of your logic within an Indicator, but this is counter-intuitive and only Strategies maintain position and other status. Very much related to the 'Script is Script thread' See next point.

      -Strategies should not imply 'trading' per se. There should be a separate 'Enable Trading' button/interface (global and per chart). This would allow stratgies to assigned to templates/charts and survive thru restarts (visually)


      -There should be a simple means to instruct NT to collect data for playback and/or historical charts. The current back door method of putting symbols into a Market Analyze r is clunky and wastes resources.

      -Get rid of any system modal 'always on top' dialog. Especially for data loading operations that may take a while. The status could be indicated in some other way

      -Better strategy resync after an NT or system Restart. NT should be able to identify that it should/was in a trade, and inspect the account to ensure the position still exits. As it now stands, it's difficult to use NT strategies for other than intra-day trading.

      - Access to my account balances/margin via Ninja Script. This would be used to create % of buying power money management rules.

      - As above, but for historical back testing. For example, a strategy would place 1 contract per 10K of account equity.. It would be nice to have access to the virtual account to monitor equity as it changes during the backtest.

      - A simple means to plot the equity curve on a normal chart... outside of Strategy Analyzer

      - Allow Chart Trader and Strategies enabled on the same chart. Afterall, you can have a Dom, Basic or other trade window active for the symbol, to exclude Chart Trader is illogical.

      - A simple futures roll-over method. Should update all instrument lists, as well as charts

      - Trading from a Continuous Futures symbol. (ie ES ##-##). NT should apply trades to the front month.

      - Smaller/Thiner/re-sizable Dom

      Comment


        #4
        Hi Ray,

        Thank you for your reply. As I said, I'm a new user so if you have implemented these features already, feel free to take my comments as a reflection of the difficulty in locating them. For instance, I did look through the help file for "hotkeys" but found nothing and since the script editors don't have menus and the tooltips don't indicate there are hotkeys...

        I just fired up Visual Studio 2008 right now and I see that they have menus which tell you the hotkeys (Ctrl-S to save, BTW), they list the hotkeys in their tooltips, and bonus, they have a handy "Run" button right there in the toolbar.

        Maybe the comment should be that at least one new user tried hard to find these features and failed. A comment on usability, not features.


        Originally posted by NinjaTrader_Ray View Post
        - Not sure what you mean about 1/2 dozen windows. Each script is open in an editor, pressing F5 will save and compile.
        I have a strategy editor open, the NinjaTrader window open, Output window open, the online help file open, the strategy analyzer open and to run a backtest I need to open at least one dialog box.

        The code-compile-build-run process is:
        - Strategy editor
        -> Strategy Analyzer
        -> Strategy dialog
        -> Strategy Analyzer for results
        rinse, repeat.

        It would be nice to eliminate the strategy dialog, and if they could run in different tabs in the same window like Visual Studio does, all the better.


        - NT 6.5 improves this by opening a new NinjaScript window if you click on the compile error, the existing script is maintained in the window
        I just moved to the 6.5 beta a couple of hours ago and haven't had a chance to notice this improvement. Thank you.

        (BTW, thank you for again demonstrating that NinjaTrader does have some of the best support I've found. That helps a lot and I appreciate it.)

        Comment


          #5
          Ray,

          I notice that after you run a backtest in 6.5 Beta, the StrategyManager selection changes, so if you click the "B" backtest button then click it again, you can get two different results. Another little irritation

          Comment


            #6
            Another thing: can errors or log messages be directed to the Output Window? It's a pain to have to check yet another spot in yet another window to track down problems. If not the Output Window, at least get some sort of visual cue that there are errors in the log to check.

            Again, as a new user, if I run a strategy and nothing happens, it's very easy to blame the tooling and get very frustrated with the whole NinjaTrader experience. It's probably a good idea to have log messages centralized during actual runtime, but for backtesting and development, it's a pain and there's not even an alert or anything to tell you to look there.

            Comment


              #7
              And if there are errors thrown by our strategies, can we get line numbers telling us where the error was detected?

              Comment


                #8
                Thanks for the all the comments and additional suggestions.

                NT is a multi-window interface instead of MDI where you have one window and child windows. There is good and bad with each approach.
                RayNinjaTrader Customer Service

                Comment


                  #9
                  Layout/Windows Manager

                  Originally posted by NinjaTrader_Ray View Post
                  NT is a multi-window interface instead of MDI where you have one window and child windows. There is good and bad with each approach.

                  At least some kind of very Spartan windows manager would be nice to have.
                  Even just the ability to group the windows with hot keys to be able to minimize/hide them away. Or the option clicking Minimize/Restore control Center window that does this for all NT windows at once... Maybe extra menu item group named Windows in Control Center as a start...

                  Comment

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