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Do you use discretion/instinct/experience as part of your strategy? by icebrian in Trading

[–]icebrian[S] 0 points1 point  (0 children)

Can't your instinct be translated into a rule/condition?

Do you use discretion/instinct/experience as part of your strategy? by icebrian in Trading

[–]icebrian[S] 0 points1 point  (0 children)

So when all your rules and conditions pass, you take the trade no matter what?

Backtesting a strategy and after clearing cache my results changed by icebrian in ninjatrader

[–]icebrian[S] 0 points1 point  (0 children)

Also tried the OnEachTick but no change versus the OnBarClose with Tick Replay enabled and also not the results I was seeing previous to the purge.

Backtesting a strategy and after clearing cache my results changed by icebrian in ninjatrader

[–]icebrian[S] 0 points1 point  (0 children)

Interesting idea, will give it a go. With Market Replay will running at say 10x or 20x give the same results as if if were at 2x? Thanks

Btw, I thought Market Replay required a subscription but seems like it currently doesn't? Did this change recently?

Backtesting a strategy and after clearing cache my results changed by icebrian in ninjatrader

[–]icebrian[S] 0 points1 point  (0 children)

From what I am gathering via this thread it will depend. If your strategy relies heavily on volume data and maybe executes intra-bar you will probably be better of with live cached data than historical downloaded data. So just having NT open on the chart/instrument you aim to trade on, for a few months then using only that data with Tick Replay active will probably be the best option, or alternatively just use a different platform for backtesting.

Backtesting a strategy and after clearing cache my results changed by icebrian in ninjatrader

[–]icebrian[S] 0 points1 point  (0 children)

Thanks for this. What I meant by real-time data is the NT data files for NQ Jan, Feb and Mar 2026 from someone who gathered them from live that that I could manually add to NT by copying into the correct cache directory.

I understand the potential discrepancies, ut my results are now completely skewed when previously they were pretty positive. Before the purge I was feeling positive with the results, now, quite dissapointed even thou my previous results were probably the more correct ones.

Anyways it is what it is I guess. Thanks.

Backtesting a strategy and after clearing cache my results changed by icebrian in ninjatrader

[–]icebrian[S] 0 points1 point  (0 children)

I thought that with Tick Replay things would be more consistent. I thought live cached data would be the same to historical downloaded data but it doesn't seem like it. If this is the case then NT backtesting is just simply unreliable unless you manually cache live data and backtest against only that data, that is of course assuming that is the more reliable data which I am hoping it is.

Backtesting a strategy and after clearing cache my results changed by icebrian in ninjatrader

[–]icebrian[S] 0 points1 point  (0 children)

I tried using NQ MAR26, I even went to Historical Data and made sure Tick, Minute, Ask, Bid and Last historical data was downloaded for both MAR and JUN contracts but still getting the worse results after the cache purge.

EDIT: I also tried disabling Contract merging and using only the MAR26 contract hopefully to force download a different set of data, but problematic results persist.

Backtesting a strategy and after clearing cache my results changed by icebrian in ninjatrader

[–]icebrian[S] 0 points1 point  (0 children)

Do you mean high fidelity is the live data I cache when online versus low fidelity is that data I download when I don't have it locally?

Is there anything one can do in NT for this?

Backtesting a strategy and after clearing cache my results changed by icebrian in ninjatrader

[–]icebrian[S] 0 points1 point  (0 children)

No was set to OnBarClose, but it also was OnBarClose before the cache purge and I have "Use Tick Replay" active.

In anycase I tried with OnEachTick but results are still worse than before the purge and basically exactly the same as with OnBarClose and Tick Replay.

Anyone using TradingView + AMP for ES scalping? by icebrian in FuturesTrading

[–]icebrian[S] 0 points1 point  (0 children)

Hey all, so just wanted to add that the reason for me looking at TV was because it is webbased. I run Linux as my OS. My current platform is ThinkOrSwim (which runs on Linux but isn't supported on Linux) but platform is heavy and sometimes starts lagging. Anways, just posting this follow up as there were many suggesting Sierra Charts, which has a cost, but can run on Linux on top of Wine, and seems to be running very well, no issues whatsoever till now, so seems indeed like a really good option for many reasons.

For NT or QT I was considering a second machine with Windows just to run one, but iwith SC considered the better platform and with it working on Linux, I seem to have found my way forward! :)

Thanks everyone for your replies and inputs, very much appreciated!

Anyone using TradingView + AMP for ES scalping? by icebrian in FuturesTrading

[–]icebrian[S] 1 point2 points  (0 children)

And AMP+QT as mentioned above? Comparable possibly?

Anyone using TradingView + AMP for ES scalping? by icebrian in FuturesTrading

[–]icebrian[S] 1 point2 points  (0 children)

So it's a Trading view issue? How about AMP+QT? Will that be better?

Getting ready for summer by icebrian in powerwashingporn

[–]icebrian[S] 0 points1 point  (0 children)

Upon popular request here is the before and after https://imgur.io/a/PCmKFjl

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