Need some help

[brokerbombero]

Hello. I’m Miguel Angel from Spain. I need some help to put the strategy in the production environment.

The strategy has been developed in C# with Ninjatrader, and getting the data from InteractiveBrokers. The strategy work fine less sometimes, that the data that comes from IB lose something, because they give me false signals. I can see that in the chart, that sometimes, the candles it’s not drawing fine, it like jumping.


When I Test the strategy with the data, that Ninjatrader offer in the demo, It always works fine. At this time, ninjatrader has not offer data from EUREX in demo.


I need some help to make the jump to put the strategy in production environment.

I ask too for Rithmic API in C#, they give access to the test environment, but at this time I can’t developed anything, just for time.


Wich suggestion they give me. Ninjatrader and Continuum or Kinetick or Rithmic??

Because the idea is to move the ninjatrader to VPS. I know that Rithmic has its own server..


I need some help, please…

 

[MarkBrown]

i will try and educate you - demos always work great - real trading always fails.

all software is written to fool you so they can get your money and waste your time with dreams of automated trading.

 

[brokerbombero]

So there isn’t strategies that in real Works?? I don`t believed that.


Thanks for you response.

 

[SimpleMeLike]

Hello. I’m Miguel Angel from Spain. I need some help to put the strategy in the production environment.

The strategy has been developed in C# with Ninjatrader, and getting the data from InteractiveBrokers. The strategy work fine less sometimes, that the data that comes from IB lose something, because they give me false signals. I can see that in the chart, that sometimes, the candles it’s not drawing fine, it like jumping.


When I Test the strategy with the data, that Ninjatrader offer in the demo, It always works fine. At this time, ninjatrader has not offer data from EUREX in demo.


I need some help to make the jump to put the strategy in production environment.

I ask too for Rithmic API in C#, they give access to the test environment, but at this time I can’t developed anything, just for time.


Wich suggestion they give me. Ninjatrader and Continuum or Kinetick or Rithmic??

Because the idea is to move the ninjatrader to VPS. I know that Rithmic has its own server..


I need some help, please…

brokerbombero,

Hello,

I have some experience with building and backtesting strategies in NT7 and NT8. So I can comment on this subject.

If you are building intraday strategies for the small time frame charts, you definitely need tick or 1 minute data to get intrabar granularity. I recall when I built a strategy in NT7, and backtest it made lots of money. Then I forward test in sim and got bad results. This is because NT historical data on has OHLC data points, and I was using 5 min bars.

I recommend using NT8 for their fill resolution.

Once you have built and backtest the strategy. Do not use real money. Forward test for about 50 trades with paper money. Then back test those 50 trades using Strategy Analyzer to compare the results. This will tell you if the back testing data you are using is efficient.

This is what I did. I use NT free data, back test strategy, forward test, back test the forward test, and compare. This was the test to prove if Strategy Analyzer was accurate enough for what I needed to do. And this didn't cost me anything. Most people buy expensive historical data, but I was cheap.

 

[brokerbombero]

Thanks SimpleMiLike.

 

[SimpleMeLike]

i will try and educate you - demos always work great - real trading always fails.

all software is written to fool you so they can get your money and waste your time with dreams of automated trading.

Hello MarkBrown,

I am not an trading expert at all, so I don't want start nothing. But I believe there are automated trading systems that make money.

https://www.striker.com/En0303_trading_systems_performance_ranking.php?webpageID=8&webmainID=3

 

[brokerbombero]

I believed that too.

Because I have developed an interface that connect ninjatrader with the API of IG Market with CFD'S and I make some money with the DAX Future. The problem with the CFD is the spread, it's very expensive if you want to trade the future with CFD.


Thanks

 

[cafeole]

Is you algo set to calculate on bar close or on every tick? The way I understand it the sim does not work the same way realtime data does. If your algo is not tick dependent try changing to bar close.

 

[MarkBrown]

Hello MarkBrown,

I am not an trading expert at all, so I don't want start nothing. But I believe there are automated trading systems that make money.

https://www.striker.com/En0303_trading_systems_performance_ranking.php?webpageID=8&webmainID=3

looks great makes me wonder why anyone would waste their time trying to learn to trade when obviously striker can just do it for you.

 

[SunTrader]

looks great makes me wonder why anyone would waste their time trying to learn to trade when obviously striker can just do it for you.

Except Striker doesn't do it for you.

"At Striker, we do not develop or promote our own trading systems, and we do not open our own trading accounts, in order to avoid possible 'conflict of interest' with our clients."