Suggestions for improving Strategies in NinjaTrader
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- Upgrade to the latest .net core
- Huge speed improvements
- Numerous enhancements to C#
- Can run on linux
- Too many advantages to fully cover here
- Better caching of price data to help speed backtests
- Perhaps stored as MessagePack based files (very fast, very compact)
- Could encrypt if storage locally is prohibited
- Would allow start up of strategies to go faster?
- Allow backtesting and optimization of strategies on cloud resources
- Allow backtesting and optimization of strategies to use GPU resources
- Allow genetic optimization with multi-goal optimization
- Perhaps refactor how strategies integrate in NT
- Currently adding 3rd party DLL's can be troublesome. Especially, a package that hits netstandard.
- Need to make it easier to use ML.NET and other libraries.
- Perhaps offer a VS template and NuGet's that would turn a vanilla VS project into a Strategy
- Strategies could be Published into a certain directory that would allow NT to recognize it and run it or use the Strategy Analyzer against it.
- Perhaps allow strategies to run independent of NinjaTrader, i.e. self-contained, could run on linux or windows
- Could integrate web service that would allow NT to communicate with it remotely.
- Currently adding 3rd party DLL's can be troublesome. Especially, a package that hits netstandard.
- When using Walk-forward optimization or even regular optimization, if defaults to the default optimization engine. Which is fine, but sometimes you meant to switch it to Genetic and there is no way to stop the optimization process. The Abort button doesn't respond.
- Allow use of VWAP when using Visual Studio
- Allow running backtests and optimization via the command line
- Allow queuing of backtests and optimizations.
- Allow running of backtests and optimizations in the background (without slowing computer to a crawl)
...Michael...
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