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Hard-coded parameters or not, the algo itself is already a huge anchor ... I'd say from a flexibility point of view, you should have all parameters accessible & modifiable, with proper default value. A related question is: "identical parameters values for distinct markets, or individual (ie...

There is no war here that I know of ... ... that said, and despite all the love I have for C# (read my posts again if you are not convinced), the diamond problem wouldn't be such a problem in C# with multiple inheritance if C# was forcing the shared base class to be virtual (as can be done...

Sorry I didn't mean to start a pissing contest. I just said C# main limitation vs C++ is the single inheritance, and there is no point going ballistic about it. Re-read my prior posts, and tell me where I wrote C++ is better than C#.

The fact that a class X can inherit (be derived) from a single base class B: // C# class X : B { ... } contrary to C++ where a class X can inherit (be derived) from multiple base classes B1, B2, ... Bn // C++ only class X : B1, B2, ..., Bn { ... } Of course, in C# a class can...

I'd say C++ is more open than C#, but in everyday terms that means more opportunities for uncaught (by the compiler) mistakes. C# provides a safer development environment, its main feature - vs C++ - (imo) is the garbage collector (which is a double-edge sword), its main limitation - vs C++...

Speed to implement comes from an adequate programming language (I'd say any object-oriented language fits the bill, but obviously some are better than others), and from the amount of libraries available to use in your strategy development. Amongst those libraries, the most important ones are...

For learning C# from the ground-up (novice to intermediate), I recommend Rob Miles's C# Yellow Book: http://www.csharpcourse.com/ Ninja is a reasonable choice if you want to learn programming C# in a trading environment ... but you'll have to get some historical data ... EoD is free...

A couple more things I forgot in prior post: If you are using the Managed approach, and rely of Ninja to manage OCOs (using SetProfitTarget() / SetStopLoss()) you will have to "catch" all Target & Stop IOrders in the OnOrderUpade() method, as they are not exposed anywhere else. Be aware...

Thanks ... since those kind words were for me, I feel allowed to warn you about what's know in psychology as "confirmation bias" :) http://en.wikipedia.org/wiki/Confirmation_bias To the OP, the best use you can make of all advices is to take them as inputs in your research process, and...

I had to do a lot of this in the last couple of weeks, because of Ninja's bug with IB OCOs ... if you want to take-over the Ninja default error-handling, you need to set RealtimeErrorHandling=false; ... then you must keep track yourself of pretty-much everything that pertains to each order, and...

Sorry for the delay, here is the story about this IB-specific bug on Ninja: IB offers broker-managed OCO orders - I was told by Ninja Support that this feature is unique to IB. The sad truth is, NinjaTrader 7 doesn't deal properly with these broker-managed OCOs ... even though I was told...

I would say if your strategy is about BE in "bad" (for that strategy) market conditions, and makes decent money in "good" conditions, then your best bet is to trade it regardless of market conditions. But ... if you can forecast bad market conditions with quasi certainty, then it is better to...

All of the above, and more: - usual holding time (weeks / days / hours / minutes / seconds) - avg win-rate vs avg win/loss (generally speaking, the higher the win-rate, the lower the avg win/loss ... it boils down to whether you can trade systems w/ low win-rate but high avg win/loss, or you...

I went to the Ninja trace file, which has timestamps to the millisecond for everything.

Agreed - I am using 2 of these for over a year and half. It is very dependable. In really fast markets (CL on Wednesday at 10:30:00 for the Inventories Report), you are screwed no matter what ... take a look at transaction price data in those times ... price doesn't trade through every...

Of course, there are ways ... first you need a decent automation platform ... NinjaTrader / Multicharts / Tradelink come to mind. Second you need a decent datafeed ... you'll have to pay for it, no doubt about it. IQfeed is pretty good (unfiltered, reasonable latency, dependable), if you go...

Are you sure of that? To my knowledge (I admit, limited, and even possibly plain wrong), IQfeed provides updates every 200ms or so, regardless of network latency.

There's a saying around about "you need 10,000 hours of screen-time" (watching then trading live markets), for this to happen your finances have to be large enough to cover your life expenses for that amount of time. Then, you'll need some risk-capital, enough of it to make a living after a...

The tool that I use the most when I am trading is my office door. Seriously. Any trade my systems take & I don't feel comfortable with, I walk out & close that door. I should be am thinking about dedicating a (small) room to my trading PC :)

Just like in many businesses, R&D is at the heart of the value creation process. What you call 'proprietary analysis' I call R&D, that's really the same thing. What I disagree with (and it has nothing to do with you, logic_man), is the generic formulation "access to ...", which implies some...