List your Ninjatrader issues here

Is part of your trading plan to stop trading intraday?

Ever ruined a great morning by overconfidently trading the lunch time doldrums?

Scared of missing that lunchtime trend that does happen 1 in 10 trading days?

Welcome to Ninja Lockout.

That's right, programmed right in.

Sorry. Unable to trade at this time. Please come back later.
 
As a charting platform, NinjaTrader is fine (+ its free). For back-testing and managing price data, it should look at MultiCharts for help.
 
this may not be of help but MetaStock users have similar issues and some choose
to use TradeSim for backtesting
don't know if exported data from NT tested in TS would be valid, if execution handling
is different to NT, but contact them and ask: http://www.compuvision.com.au/
just thought, don't know if TS handles tick data or only 1 min data
 
I thought I might jump in ... yes, Ninja has a lot of issues, but I have yet to encounter any of the crap that has been listed so far in this thread.

FYI, I have multiple BIG systems ... my primary system is 10,000 lines, and I have one in development already past 15,000 lines.

And, yet, I have never seen a crash that wasn't rooted in *my* programming error.

Ninja's documentation is very poor WRT memory management. What's the heck, C# has a garbage collector so no need for memory management ?! Sorry, that's terribly wrong. It doesn't work - in Ninja, so short of really taking care of that by yourself, most anything dynamically created will never be recycled.

Are you using new XYZ in Initialize() ? that's really the worst. Move all this code to OnStartUp(), and don't forget to Dispose (if Disposable) in OnTermination(), and at the very least clear all those "object"s that were assigned using new. (BTW, I now create all my classes as Disposable, just to be sure).

I can write here a good list of real solid Ninja issues. But, still, I am running 24/6 automated, never had a crash / freeze / whatever issue. I backtest/optimize on 10 years of ES tick-data, using 1-sec TF for order fills ... yep, that takes a lot of memory, I actually have 64GB on my R&D machine, and those ES optimization can run up to about 50GB. But I have run these for over 48h, no crash.

Even though C# appears an easy programming language, there are still numerous ways of using it improperly and getting issues under the hood for that reason.

In the end, it is the same problem as trading ... every one think he/she can make money trading, or develop her/his own indicator or strategy, without the proper education/training/skillset/experience, and them lament on someone-else's fault.
 
Quote from dom993:

I thought I might jump in ... yes, Ninja has a lot of issues, but I have yet to encounter any of the crap that has been listed so far in this thread.

FYI, I have multiple BIG systems ... my primary system is 10,000 lines, and I have one in development already past 15,000 lines.

And, yet, I have never seen a crash that wasn't rooted in *my* programming error.

Ninja's documentation is very poor WRT memory management. What's the heck, C# has a garbage collector so no need for memory management ?! Sorry, that's terribly wrong. It doesn't work - in Ninja, so short of really taking care of that by yourself, most anything dynamically created will never be recycled.

Are you using new XYZ in Initialize() ? that's really the worst. Move all this code to OnStartUp(), and don't forget to Dispose (if Disposable) in OnTermination(), and at the very least clear all those "object"s that were assigned using new. (BTW, I now create all my classes as Disposable, just to be sure).

I can write here a good list of real solid Ninja issues. But, still, I am running 24/6 automated, never had a crash / freeze / whatever issue. I backtest/optimize on 10 years of ES tick-data, using 1-sec TF for order fills ... yep, that takes a lot of memory, I actually have 64GB on my R&D machine, and those ES optimization can run up to about 50GB. But I have run these for over 48h, no crash.

Even though C# appears an easy programming language, there are still numerous ways of using it improperly and getting issues under the hood for that reason.

In the end, it is the same problem as trading ... every one think he/she can make money trading, or develop her/his own indicator or strategy, without the proper education/training/skillset/experience, and them lament on someone-else's fault.
More...

Could you provide specs about your R&D machine?
 
Quote from HurricaneUS:

Could you provide specs about your R&D machine?
More...

Mobo: Asus P9X9
CPU : i7-3930k
Heatsink: Noctua NH-D14 SE2011
RAM: 2 x Patriot G2 EL 32GB
SSD: Intel 520 240 GB
HDs: 2 x WD RED 2TB 64MB
DVD: LG run-of-the-mill
Video: 2 x Asus GF GT610 CSM 2GB (silent)
Case: Antec Sonata IV
OS: W7 Pro

The Noctua is HUGE ... but so much worth it!

The Sonata IV case is an error ... great case, but I will have to unmount the heatsink to replace the power supply, or remove the mobo altogether. I realized that too late, and decided to keep it that way for the time being, instead of unmounting & replacing the case right away.

This was my best purchase of 2012, 2nd comes the historical data (from TickData), 3rd is NinjaTrader (multibroker edition).
 
Quote from dom993:

Mobo: Asus P9X9
CPU : i7-3930k
Heatsink: Noctua NH-D14 SE2011
RAM: 2 x Patriot G2 EL 32GB
SSD: Intel 520 240 GB
HDs: 2 x WD RED 2TB 64MB
DVD: LG run-of-the-mill
Video: 2 x Asus GF GT610 CSM 2GB (silent)
Case: Antec Sonata IV
OS: W7 Pro

The Noctua is HUGE ... but so much worth it!

The Sonata IV case is an error ... great case, but I will have to unmount the heatsink to replace the power supply, or remove the mobo altogether. I realized that too late, and decided to keep it that way for the time being, instead of unmounting & replacing the case right away.

This was my best purchase of 2012, 2nd comes the historical data (from TickData), 3rd is NinjaTrader (multibroker edition).
More...

thanks :)
 
Quote from NetTecture:

Piece of shit. If I have ever seen software that makes me want to hit someone in his face with a baseball it is this.

Here is a small list of issues. This is on top of NinjaFreeze crashing regularly.

* Backtest has data issues. Gets data, if not gets bad results. EmaCross (sample strat), optimizing 3 times on same computer, same settings. 3 results. OUCH.
* No tick data in backtest. This leads to concolusive code to make tick exact order handling (tick 1 on top o regular bars) which blows ninja memory limits.
* Running totally outdated .NET version because "support of current systems" is down on their list right above "proper data handling".
* Talk about errors. WHo was the idiot who writes errors into the log as "An error has occured". No message, no stack trace. Hey, if an error occurs in my strategy, you could log the standard info.
* SLOW backtests. You have to see the speed of a event plaback that is optimized to believe it.
* Standardbacktest borked. Bad fill calculation (not always applying splippage), bad analysis methods.

The list really is long.
More...


* Running totally outdated .NET version because "support of current systems" is down on their list right above "proper data handling".


LOL - very true!
 
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