Suggestions for improving Strategies in NinjaTrader

[masilver]

I have several thoughts on how to improve Strategies in NinjaTrader. Some of these are huge, some are small. At the very least I hope to start a discussion.

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.
• 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...

[NinjaTrader_BrandonH]

Hello Michael,

Thanks for your post.

I have submitted your feature requests to the development team. See below for the feature request numbers.

"Upgrade to the latest .net core": This request is being tracked under the number SFT-3124.

"Better caching of price data to help speed backtests": This request is being tracked under the number SFT-5745.

"Allow backtesting and optimization of strategies on cloud resources": This request is being tracked under the number SFT-557.

"Allow backtesting and optimization of strategies to use GPU resources": This request is being tracked under the number SFT-3427.

"Allow genetic optimization with multi-goal optimization": This request is being tracked under the number SFT-4799.

"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.":

This request is being tracked under the number SFT-5746.

"When using Walk-forward optimization or even regular optimization...": This request is being tracked under the number SFT-1359.

"Allow use of VWAP when using Visual Studio": This request is being tracked under the number SFT-5734.

"Allow running backtests and optimization via the command line": This request is being tracked under the number SFT-5747.

"Allow queuing of backtests and optimizations.": This request is being tracked under the number SFT-4040.

"Allow running of backtests and optimizations in the background (without slowing computer to a crawl)": This request is being tracked under the number SFT-5748.

Please let me know if I may assist further.

[IanS00]

How about allowing basic arithmetic on variables in the Strategy Builder?

[NinjaTrader_BrandonH]

Hello IanS00,

Thanks for your note.

This is being tracked under SFT-2059 and I have added your vote.

Please let me know if I may assist further.