NinjaTrader Mechanical Systems & Automation

ThingyMajiggy said:

Account connections > ADD > Provider:Yahoo

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Thanks for that.

I am looking for a way to import historical data so I can backtest some systems.

I am very new to this so any pointers in the right direction would be appreciated.

Account connections > ADD > Provider:Gain

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You can also use the above to get Gain Fx data but you need to select the Ninja Servers option for Historical data.

For the best place to find all indicators, systems, data etc, check out this website: http://forum.bigmiketrading.com/

It will save you thousands of dollars on indicators and systems. The members are really friendly and helpful.

For the best place to find all indicators, systems, data etc, check out this website: http://forum.bigmiketrading.com/

It will save you thousands of dollars on indicators and systems. The members are really friendly and helpful

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Good tip MACD I joined their forum a few days ago they are really helpful .

Hi guys,

I've recently been introduced to Forex along with Ninjatrader, and I'm impressed at both the live trading and the systems development of it. I've done a bit of programming on MetaTrader 4, but still not enough to be able to compare it to Ninjascript.

At the moment I've stuck with NT because I was trying to make a strategy that looks at different FX pairs. However later I found that there is a way to do this in MT4.

For the coders, NT has c# syntax, while MT4 is c++. Both allow for object oriented programming. There is also a way for either to interact with Matlab if you want to add advanced algorithmic calculation to your strategy. Its been said that its a bit harder to code in NT, but I'm starting to get the hang of it, and I'm a pretty rusty programmer.

Regarding the live trading, NT is the first platform I've come across with the 'Dom' tool, and I find it very clever. Very good for quick intraday trading 'ninja' style (no pun intended).

I think I heard somewhere that in NT the stops are kept in your local system, as opposed to the stop being sent to your broker when you open your trade. Not sure about MT4. Can someone confirm this?

I have watched a few ninjatrader training webinars and thats what they say. stops are kept on ninjatrader and are not sent to your broker. I think more specifically the kind of stop losses that were only kept on ninja were the complicated order types , i cant remember what they are called but something about entering a limit order and you want it triggered when your stop loss gets hit, something along those lines.

I thought that stops sit with the broker!

Here is the answer from the Ninja website:

It depends on your broker -

http://www.ninjatrader.com/support/forum/showthread.php?t=5349

Generally it resides at the exchange.

That's a back test right? I will be interested to see how it performs live for the next 6 - 12 months.

updates us month to month along the way live wazza.

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Here's my first Live update of running my systems live.
Not too great to start with the system circled is the one in question.
I've had a loss of $672.00 running my 10 strategies for the last 6 weeks.
I've removed three systems which exceeded their designed number of stop outs. I'm still happy to run the systems as designed and looking forward to an improvement.

Evening waza,
Were the Time Series Forecast and Trix strategies using crossovers with a Moving Average as trigger on a minute/s time frame?
You are looking for an improvement and I assume you mean because your Ninja backtesting showed a positive return with X number of consecutive losses? Hence sticking with them through the drawdown phase?

Were the Time Series Forecast and Trix strategies using crossovers with a Moving Average as trigger on a minute/s time frame

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The TSF system is as you described the Trix is a totally different approach both on 60min.

You are looking for an improvement and I assume you mean because your Ninja backtesting showed a positive return with X number of consecutive losses? Hence sticking with them through the drawdown phase?

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Correct all my systems have no more than 2 consecutive losses in a row backtested over two years except for the EURCHF TSF1 which I removed had 3 in a row.
I was unfortunate to have a drawdown phase in the first 2 weeks of trading live(8 losses in a row)
However I had experienced a similar drawdown in simulation so no reason to panic