NT7 beta 1 stability

[zweistein]

after thorough working with NT7b1 I am very pleased so far with it.

I didn' t have problems porting my strategies/indicators and also my custom NT integration which uses loads of undocumented features is proceeding well.
Doesn' t really seem to be a beta, in terms of stabiltiy it is not less reliable than NT6.5.
Probably I will start using it for live trading next week (through IB, so I always have the TWS to close positions)

Personally I am happy with their choice of Infragistics and SqlCe. Good interfaces!

Strategy parameter persistance has improved, but you have to keep the strategies with different parameter sets in the grid, which I don't like so much because too many strategies would confuse me.
So for now I stick to my own strategy persitant parameters code which I was able to integrate in NT7.

An absolute winner is the backfill data server for futures. Much better than any of my own code I wrote for backadjusting futures.
Fast download from their servers, an execellent add on for IB users who are plagued with the 14 day backfill limit.

Nice done so far,

Andreas

P.S. Really I don't find serious bugs to report...

[NinjaTrader_JoshP]

Andreas,

Thank you for the comments and glad it is working out for you with no issues.

[maxima]

is there a way to write a strategy in NT7 to be able to get a realistic order fill during simulated backtest?

the simplest example MA crossover - if I want to open a position at market immediately at cross in real-time.

currently NT backtest gets orders at a bar after cross and then fill them at next bar at worst price.

[NinjaTrader_Ray]

is there a way to write a strategy in NT7 to be able to get a realistic order fill during simulated backtest?

the simplest example MA crossover - if I want to open a position at market immediately at cross in real-time.

currently NT backtest gets orders at a bar after cross and then fill them at next bar at worst price.

NT will calculate if a signal is true on each bar which is equal to the close of the bar, the order must then be filled on the next bar.

[maxima]

thanks Ray. Is it possible to calculate signal on a bar before it closes real-time? As it works for custom indicators when CalculateOnBarClose = false?

And then have 2nd smaller time-frame (say 1 tick) to execute order on next tick on this time-frame using signals given by larger time-frame?

Is it pheasible scenario?

[NinjaTrader_Ray]

thanks Ray. Is it possible to calculate signal on a bar before it closes real-time? As it works for custom indicators when CalculateOnBarClose = false?

And then have 2nd smaller time-frame (say 1 tick) to execute order on next tick on this time-frame using signals given by larger time-frame?

Is it pheasible scenario?

Yes, run the strategy with CalculateOnBarClose == false.

[maxima]

Thank you...