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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 prefer to use, you cannot reliably backtest for more than 1 year since you only get data for 1 year. You cannot use data from another provider either...

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? Almost like trading FX with IB is the first pitfall to avoid..

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 which can be experienced by: -gaps in data -hassle and denials to get historical data -spikes in price in NT but not TWS But you will encounter...

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 robust as possible.

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 calculated from volume. Also using the combo of IB TWS + NT adding to the challenges of using volume based calculations.

Hi, Some specifications: You are saying that your system performs better or worse during higher volatility, and would therefore like to increase or decrease size? And in this case how have you defined higher/lower volatility, pure ATR?

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. EURSEK is on a 15m chart visibly different between Kinetick and IB. However I made the systems less dependent on individual bars and more on more...

Thanks for your answer. - are the trades really different ? -Yes - do you backtest renko bars, 3 line break and so on ? very difficult to backtest. -No but comparing ranges and open and close on bars on pairs like EURSEK. - do you use future information in your backtest that...

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 only provide data for the last 365 days. So, it seems quite hard to design an FX strategy for IB that could be backtested on more than 365 days? Which...

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 also bigger bugs and problems and unreliability of Ninjatrader. Eg. again 2 days ago it started plotting tomorrows data already today. Haven been...

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. Now when I am trying to take the strategies live I have run into so much trouble with eg: -strategies dont sync properly or remember their...

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 lots of ready and built in supporting functionality.

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 perfect sheep. You most likely wont listen until you see it yourself, but thats how the markets work. Actually this could also be a troll just to...