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What's New in Version 7

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General Enhancements



Significant memory reductions across all areas of the application

Faster application start up and workspace recovery on multi-core machines

Optimized processing of streaming/real-time events

Optimized processing of bar data recording - Lower CPU utilization and smaller memory footprint

Significant optimization of internal in memory bar management and building processes

Historical data requests are now internally processed down to an increment of one hour if the connectivity provider supports this level of granularity reducing data download times

Upgrade to Microsoft .NET 3.5 runtime

True 64-bit windows support where possible

Historical data now stored in binary format in file system vs database

Replaced Jet database engine with SQL server compact edition database engine



Added new Google adapter

Added support for fundamental data

Added support for historical bid and ask data (most connectivity providers do not support historical bid/ask data)

Added ability to automatically connect to your broker/market data service on NinjaTrader start up

Improved search algorithm used in the Instrument Manager

Deprecated OpenTick adapter support



Miscellaneous Enhancements



Z-order of application windows are accurately restored on reloading of a workspace

Removed "Default" workspace requirement

ATM strategy generated stop loss orders are no longer hard coded to use "Stop Limit" orders on Globex

Removed "Loading data..." pop up dialog window for historical data

Start up splash screen is no longer top most



Strategy Analyzer Enhancements



Multi-core support for strategy optimization and basket backtesting

Optimized backtesting performance

New Monte Carlo analysis window

New genetic optimization algorithm

New bar interval optimization - In addition to optimizing on strategy parameters you can now optimize on bar interval

New multi-instrument optimization that aggregates all optimization results of an instrument list into a virtual data set which then generates a "total" performance report

Add performance graph - Trades by Entry Time as histogram

Added performance graph - Trades by Exit Time as histogram

Bars required parameter is now only relevant on the first test period during walk forward optimization



Strategy Wizard Enhancements



Added condition element "Session Break"

Added action "Set bar color"

Added action "Set back color"

Added action "Set back color all"

Added action "Candle outline color"

Added drawing action "Regression channel"

Added drawing action "Fixed text"

Added "Compile" button which allows you to compile your strategy at any point in the wizard vs at the very end



Data Management Enhancements



Added "Historical Data Manager" which provides the ability to edit historical data records through addition, exclusion or change

Added "Session Manager" which allows for the creation of session profiles that can be assigned at the instrument level

Added automatic merging (continuous contracts) by where historical data from an expired futures contract will be transparently merged into the front month contract

Added "Metastock" data import

Added ability to import data where time stamps are start of bar time stamped

Added ability to generate minute or day bars from imported tick or minute data

Improved flexibility in historical data import format



Market Replay Enhancements



General performance improvements

Added ability to download historical replay files from NinjaTrader servers

New data files are started at midnight ET

All recorded replay data files are now aggregated into a single replay session allowing for continuous replay across all available days

Draw objects added during replay are now removed on rewind



NinjaScript Enhancements



Objects that implement the IDataSeries interface (excluding DataSeries objects that hold drive indicator plots) now by default only hold the last 256 values but can be overridden to hold infinite values if required

"Save As" and "Print" menus to the Output window

Historical data import are now implemented as NinjaScript objects - Advanced developers can program their own custom import formats

Improved File > Utilities > Import NinjaScript to support custom 3rd party assemblies

NinjaScript exceptions are now sent to the Output window in addition to the Log tab

Added "Weighted" and "Weighteds" price type data series

SendMail() method now supports multiple email addresses

Output window can now be launched from a chart

Added new "OnFundamentalData" method that is called on any change in fundamental data

Changed data type of "int" to "long" for Volume



Added support for multi-series indicators

Improved support for multi-color plots

Changed internal logic of how/when OnBarUpdate() is triggered - There were situations where buried indicators using custom data series did not fire OnBarUpdate() in correct sequence



Added "StdDev" standard deviation to the TradesPerformance class

Added "GetAccountValue()" method

Fixed issue with sequence of OnBarUpdate() calls for multi-series strategies



Market Analyzer Enhancements



Added ability to add/change instruments by typing the instrument name (symbol) directly into the grid

Significantly optimized data series loading for indicator based columns

Optionally highlight instrument column if any cell in its row changes value

Added ability to change the text of a cell based on user defined conditions

Added ">=" and "<=" conditions

Added "Cross Above" and "Cross Below" conditions

Added ability to drag and drop rows

Added ability to add user defined label rows

Added new column "Instrument description"

Bars look back property now customizable per indicator column allow for optimized user set ups resulting in smaller memory footprint

Session definitions can now be defined by instrument row

Clicking in white space or pressing the Esc key now de-selects a row

Added 10+ fundamental data columns



Charting Enhancements



Added support for "Ask" and "Bid" charts

Added support for rapidly changing charts for forex and indexes

Alt + F4 key combination now closes chart


New Multi-Series Charting

Accurately mix multiple data series on the same chart

Data series can be any mix of instruments or interval types

New "Format Data Series" dialog window to support multiple series

Each data series can be parameterized independently allowing for full visual customization



Added support for indicators on indicators at the user interface level

Infinite nesting of indicators on indicators

Added support to save user defined default settings per indicator

Added new plot styles Block, Cross, HLine, TriangleDown, TriangleUp, TriangleLeft, TriangleRight

Added "T3" indicator

Added "DEMA" Double Exponential Moving Average indicator

Added "Double Stochastics" indicator

Added "ZLEMA" Zero Lag Exponential Moving Average indicator

Added "Chaikin Volatility" indicator

Added "LinRegIntercept" indicator

Added "LinRegSlopes" indicator

Added "MAEnvelopes" indicator

Added "PFE" Polarized Fractal Efficiency indicator

Added "RSquared" indicator


Enhanced Y Axis Scaling

Logarithmic or linear

User defined fixed range y axis

Three independent scales per panel (Left, right and overlay)

User defined horizontal grid lines now expressed in points

Reduced white space in left and right margins creating a bigger chart canvas


New Flexible Chart Panel Management

Move panels up or down

Panel properties dialog window

Panels can be maximized to full screen and restored

Auto-arrange panels to default ratios

Panels can be removed which removes all objects within a panel

When adding a new indicator or data series to a chart you can select "New Panel", "Same as input series" or by panel number


Drawing Objects

Drawing objects can attach to data series or indicators

Drawing objects can be local to the chart or global to an instrument across all charts

Snap to OHLC now snaps to any valid data point within a panel

Added new "Lock" property

Added new "Triangle" drawing tool

Added new "Arc" drawing tool

Added option to display fibonacci text levels on the left or right

Regression Channel drawing tool now supports selectable price type

Selecting a draw object and right clicking with your mouse shows context menu with relevant commands


Enhanced Data Box

Enhanced to support multi-series charts

Can control the display of data series labels, indicator labels and panel numbers

Added "Auto Size" function that automatically resizes the Data Box based on the number of data rows required for display

Added "Always On Top" toggle

Added user defined fonts

Plots that are set to a transparent color are no longer displayed

Sizeable column widths


Enhanced Mini Data Box

Condensed format to preserve space

Only displays data from within the panel

Added display for indicator values


New Chart Object Manipulation

Any object on chart can now be selected

Drag and drop indicators or data series to a different panel or create a new one by dropping it in between panels or at the upper/lower boundaries of a chart

Change the paint order (z-order) of any chart object per panel

Double click on any chart object to bring up it's properties dialog window

Right mouse clicking on any chart object will show relevant context menu commands

Press the delete button on any selected chart object will remove it



Connectivity Adapter Enhancements


Barchart Adapter

Updated to the latest API

Added support for a divisor parameter in the symbol map to address incorrect price levels where needed


eSignal Adapter

Updated to eSignal Standard API 152

Added support for a divisor parameter in the symbol map to address incorrect price levels where needed

Added support for eSignal fundamental data

Fixed issue where timestamps could be inaccurate during pre and post market hours


Interactive Brokers Adapter

Fixed issue where price events with zero volume were filtered


IQFeed Adapter

Updated to the latest API (you must update the DTN client)

Optimized processing of news and historical data series requests

Fixed issue where daily events were not processed correctly if NinjaTrader was left connected to IQFeed overnight

Fixed issue where loss of connection during a pending historical data series would cause NinjaTrader to hang


MB Trading Adapter

Added support for historical data (requires MBT Navigator version or later)

Added option to drive streaming level 1 data from either snap shot data or time & sales data

Fixed issue where redundant execution events were thrown after recovery on a loss of connection


Patsystems Adapter

Updated to the latest Patsystems API

Added support for a divisor parameter in the symbol map to address incorrect price levels where needed

Added support for account values (applicable only if FCM provides this data)

Fixed issue where data streams could abruptly stop


PFGBEST.com Adapter

Added support for block accounts


TD Ameritrade Adapter

Implemented streaming API, slight performance improvement


Yahoo Adapter

Complete performance overhaul

Optimized HTTP request processing


Zen-Fire Adapter

Updated to the latest API

Fixed issue with duplicate execution id's with Eurex

Improved reconnect logic