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Thanks, I was in NT7 as well coding and back testing, but I did not want to program that additional data series for more intra bar granularity order fills with small profit targets strategies, so I moved to NT8. Since I was new to NT, I went ahead and moved to NT8 anyway.

Hello Chris, Do you develop automated trading systems in NT7 and NT8? Thanks,

Hello, I am currently learning to code trading strategies, back test strategies, and learning NT8 platform every day the past 3 months. The learning curve is very high, but i am very thankful for the excellent support at NinjaTrader. They answer all my questions. So far the service and...

Thanks bashatrader, Can you explain why "system has higher probability to work in near term and fail afterwards." Thanks

Thanks MoneyMatthew, Instead of manual back testing to validate the backtesting software, what about using market replay (in fast mode) as well?

Thanks Handle123, What do you mean by giving up 3 ticks? Thanks

Thank you, I will research CME for tick data costs. You are right, if I am going to put real money to risk, might as well make sure what I have back tested with quality data. Thanks,

Thank you for the advice Mtrader, Few questions for you please: 1. Did you manually back test 1000 intraday after programmed and automated back testing results showed profitability? Or do you prefer manually back testing a strategy/idea to closely understand the strategy/idea before spending...

Thank you lindq for response. You are correct. I can easily manually back test about 100-200 trades and compare/validate those same trades from the back testing simulation. No sense in waiting months. Or just let it run in market replay. what do you mean by data that wasn't accurate? Thanks

Thank you so much MarkGroes

Thanks Xela, The strategies I create are for scalping (intraday strategies on 3-5 min bar chart) or profit targets 7-10 ticks away from entry. I am concern that using OHCL give in correct results when entry and profit target is on the same bar. Thanks

Thank you RedDuke for the response, What do you mean get tick data from the exchange? Can you please refer a link? Thanks,

Hello, We trading strategies developers depend on back testing software to return us accurate as possible back test results. How do you validate your back testing results when testing a strategy? I plan to do the follow: 1. Run strategy in sim mode for 3 months. 2. Back test those same 3...

Hello, I am currently develop trading strategies in Ninja Trader 7 (migrating to Ninja Trader 8) and back testing with Ninja Trader OHLC data points. I would like high quality back test accuracy to have some faith in my back test results. Would you recommend using purchased tick data or OHLC...

Thank you Znail. I will keep my eyes on your thread. When is your next update to the thread?

Hello Znail, Can you please explain the benefit and why a forward testing of strategy is needed? How long do you plan to forward test and what results are you seeking as the outcome of forward testing?

Thank you Znail, Thanks for the recommendation It makes good sense to back test with as accurate data as possible cause once I click start on the strategy, I want the odds of winning to match the back test results. I am serious about finding a trading systems that proves reliable in back test...

Thanks for your comments. I agree, with you. Ninja does have options for a set of secondary bar series to be used as the price data to fill your orders, this allows to bring in more granular data. For instance, strategy running on a 5 min bars, but order fills occurring from a 1 min bars. I...

Znail, @Lee- please share your thoughts here. Thanks Please share with me your advice or experience with back testing software and how to obtain close as possible back testing for testing my trading strategy. I currently in progress of moving from NinjaTrader 7 to NinjaTrader 8 and I use...

Znail, Good work, you making money.