I wrote data and meant data. Not going into the API here. Thanks for the tip about using aggregated tick bars.
Stocks and futures are significantly different because they are traded on an exchange so the data is very similar.
lol sure the trading logic is in a 3rd party application, I still use NT. But the point I was trying to make was that whatever application you...
How is one supposed to reliably backtest fx-strategies on IB when they only provide data 1 year back and every brokers fx data is different?...
IB and Ninja are both ok, but unfortunately be prepared for lots of headaches with getting them to work together. They dont mix so well together...
Despite numerous attempts I have not succeeded well, in filtering out periods from my strategies. I am instead focusing on trying to build them as...
Thanks for the tip about VWAP. If I focus more on futures I will test using it but now since I trade forex I cannot rely on it so much since its...
Hi, Some specifications: You are saying that your system performs better or worse during higher volatility, and would therefore like to...
Thanks for the advice! I did not succeed to generate signals on kinetick and execute on IB because the quotes are so different. The data on eg....
Thanks for your answer. - are the trades really different ? -Yes - do you backtest renko bars, 3 line break and so on ? very difficult to...
Or is there something I am missing? Or just have to rely on larger timeframes where the data is more similar from different sources?
Hi, I designed some systems for NT that do good on Kinetick's data on 15min charts. When I run them on IB's data they fail completely. IB...
Thanks mr rc for your comments, appreciate it. Gonna start slowly making tests on MC.
Lol. Yes I joked about these kinds of things the first times. After a while it just gets annoying.
Hi, I am an automated trader. Trading mostly FX and Futures trough IB TWS with Ninjatrader. I am getting so fed up with all the small and...
You sound like you are selling
Been designing strategies and backtesting on Ninjatrader now for a while, it was pretty easy to get started with the coding and backtesting etc....
Thank you for taking the time to post your answer on this.
Sorry for my ignorance but I am interested to hear your reasoning not to use a ready package like Ninjatrader or Multicharts which already have...
With this history of yours of passion and energy and overcoming obstacles in adversity, I would not look to get into trading. You sound like the...
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