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New rules of forex data in NT8

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    New rules of forex data in NT8

    Hi Ninjas,

    First of all, I apologize to post this matter in this new thread ( cause I've already commented the same here: http://www.ninjatrader.com/support/f...449#post397449 ) But I'm really worried cause this could mean to many of us a pretty traumatic change with unpredictable consequences in Algos's performance.

    Please consider to read this post again, looking forward for your feedback

    Hi Matthew,

    I've seen the pdf file about NT8, and I read something that is big time changer, therefore I have several doubts.

    According to that paper, NT8 will manage forex data differently, cause it will save data as "Last" prices comes and not "Bid" as it's now. Since my broker is Interactivebrokers , and according to it, the forex data is and will always be Bid-ask data, and not last sale data...I wonder about this:

    Will NT8 register and save Last sale data despite the fact that Interactivebrokers doesn't give that data?

    You must realize that despite this data is pretty similar however the behavior is quite different, therefore many Algos which are been optimized in historical Bid data, could be rest useless for a while cause is possible an erratic and unpredictable performance.

    I'm looking forward to hear from regarding this very important issue

    Thanks
    Last edited by pstrusi; 12-31-2014, 08:23 AM.

    #2
    To clarify, is this in reference to :

    New Historical Bid/Ask Data Per Tick
    Historical Bid/Ask data is now stored with each last trade tick data.
    If this is the case, then Forex data bid price is substituted for last price. This is the same as NinjaTrader 7 and is no different in NinjaTrader 8.
    MatthewNinjaTrader Product Management

    Comment


      #3
      I'm glad you've clear my misunderstanding of the topic.

      Thanks

      Comment

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