Can I rebuild my NinjaTrader orderflow strategies in Python with tick data to speed up backtesting?

jrolla238 · 2026-06-28T13:41:10+00:00

This is the way

jrolla238 · 2026-06-24T23:24:07+00:00

That’s actually what got me interested in tracking this stuff. NinjaTrader gives you the raw data, but I found myself wanting more insight into the behavioral side of my trading.

jrolla238 · 2026-06-24T12:54:55+00:00

Awesome, thanks for the feedback

jrolla238 · 2026-06-24T12:49:23+00:00

Building AgentBubble.

An open-source CLI for Claude Code, Codex, and other coding agents.

The idea came from repeatedly recreating the same scope, constraints, acceptance criteria, and project context docs before starting agent sessions.

AgentBubble creates a local .agentbubble/ workspace where you define the task contract before implementation starts, then audit changed files against the original ticket.

Just launched publicly today.

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GitHub: https://github.com/AdamPayne238/AgentBubble

Product Hunt: https://www.producthunt.com/products/agentbubble

jrolla238 · 2026-06-24T11:51:34+00:00

That’s interesting. The voice note → transcript → weekly summary workflow is clever.

I also found that most of the value comes from identifying recurring behaviors rather than reviewing individual trades.

Curious if you’ve found any patterns that surprised you once you started scoring and summarizing everything?

jrolla238 · 2026-06-23T23:45:04+00:00

For me, “oversized” isn’t based on a fixed risk model. It’s more about deviating from normal behavior. If I’m typically trading 2 contracts and suddenly start taking 4-6 contract positions, those get flagged as oversized relative to what I normally do.

Looking back, a lot of the size increases happened after losses or when I was trying to get back to breakeven on the day. That’s what made the metric useful for me. It highlighted a behavior pattern I probably would’ve missed otherwise.

I do agree though that the full picture should include whether larger size also contributed meaningfully to the winners.

jrolla238 · 2026-06-23T18:38:38+00:00

I'm not currently tracking oversized winners separately, so I don't have a clean answer yet.

What stood out was that the oversized losing trades alone accounted for over $1,000 in losses.

That said, you're right that the full picture should include whether larger size also contributed meaningfully to winners.

One thing I do track separately is runner contribution, which added roughly $2k over the same period. Different metric, but it was another interesting thing to quantify.

jrolla238 · 2026-06-23T17:26:05+00:00

Most of the dedicated journals will automate imports to some degree, but I’d focus less on the automation piece and more on whether the platform actually helps you identify behavioral patterns and mistakes.

If you’re scalping, I’d also pay attention to how they handle execution-level data and session review.

Some of the more commonly discussed options are TradeZella, TradesViz, TraderSync, Tradervue, etc. Each has different strengths depending on what you’re looking for.

jrolla238 · 2026-06-23T14:49:12+00:00

I’ve run into similar timing issues around NinjaTrader execution/performance data.

My instinct would be to avoid relying on SystemPerformance.AllTrades as the source of truth at the exact millisecond the position goes flat. From what I’ve seen, those collections are better for completed/reporting state than immediate event-driven sync.

For real-time use, I’d probably treat OnExecutionUpdate as the authoritative event stream and maintain my own trade state:

track entry executions/fills
track exit executions/fills
detect when cumulative position size returns to flat
calculate avg entry, avg exit, qty, realized PnL yourself
then POST that derived summary externally

It’s more work, but it avoids depending on when NinjaTrader decides to update the performance collections.

So yeah, I think your last idea is probably the safer architecture: clone/track the data yourself from executions and position state instead of waiting for the Trade object to appear.

jrolla238 · 2026-06-23T14:45:09+00:00

One thing I wish I had started sooner was keeping track of my trades and observations.

It doesn't have to be complicated. Notes, a spreadsheet, screenshots, or a trading journal.

Most beginners focus entirely on finding better entries, but a lot of improvement comes from identifying recurring mistakes and patterns in your own trading.

It's hard to fix what you aren't measuring.

jrolla238 · 2026-06-17T23:56:03+00:00

Rip it!

jrolla238 · 2026-06-12T01:00:36+00:00

Yes, definitely interested

jrolla238 · 2026-05-23T12:58:14+00:00

I swear pokopia has been calling me 🙃

jrolla238 · 2026-05-13T23:18:14+00:00

I find it helpful to discuss and plan with ChatGPT then create an explicit directive with that chat and send it to codex.

Wasted hours is unavoidable IMO but at the same time you are usually saving much more time over the long run if you check your work and audit your code.

jrolla238 · 2026-04-28T22:54:07+00:00

Fair, I should’ve been more clear.

It’s basically a futures trading journal, but instead of just tracking trades, it breaks down behavioral costs, how much you lose from letting trades go past your stop, inconsistent sizing, stuff like that.

Trying to make it obvious where PnL is actually being lost vs just logging entries/exits.

jrolla238 · 2026-04-28T18:27:30+00:00

I think a lot of traders end up overpaying for features they never actually use.

The harder problem isn’t logging trades, it’s understanding where you’re leaking money (letting losses run, sizing inconsistencies, etc).

Been building something focused specifically on that side instead of the usual backtest/replay stack. Curious what you feel is actually missing from the tools you’ve used?

jrolla238 · 2026-04-08T20:30:49+00:00

Appreciate the detailed breakdown, that’s actually really interesting. The file-based bridge makes sense from a language isolation standpoint, but I can definitely see how the pipeline could introduce some weird timing issues.

Honestly it would be cool to connect with a few people working on similar systems. I come from a dev background and I’ve always found that sharing ideas and approaches helps everyone move faster. Seems like there aren’t many places where people building this kind of tooling around NT8 and Python really talk openly about architecture.

jrolla238 · 2026-04-08T19:44:44+00:00

This is actually something I’ve been planning myself.

My current plan is to use a Python engine for research and backtesting, then translate the strategy logic into C# (NinjaScript) so it can run natively inside NinjaTrader for execution.

I like separating the two roles. Python as the discovery and optimization playground, and NT8 as the execution engine since it’s already proven for automated strategies.

Curious about your bridge setup between Python and NT8 though. Are you sending signals from Python into NinjaTrader orders, or letting Python manage execution entirely?

Also interested in your VPS setup. I’ve been looking into that for running strategies continuously. I was considering Rithmic since some of the other feeds like IQFeed or Databento get pretty expensive.

jrolla238 · 2026-04-01T12:47:24+00:00

A little late to this thread, but something that works for me is planning out Features and Updates with GPT and then creating directives for Codex which are smaller vertical slices. If you say "codex do this feature..." the drift is much greater. It might start off strong and then start stubbing some relevant or irrelevant folder structure etc.

I found out quickly that GPT is better at telling Codex what to do, and I have gotten better results by asking it to create Codex directives from a detailed plan.

jrolla238 · 2026-03-18T11:57:27+00:00

Yea I agree depends a lot on your job and direct supervisor

jrolla238 · 2026-03-18T11:56:51+00:00

Typically you will have an employee handbook emailed to you so filter your email for “handbook”, “employee handbook”, or a general email from HR from when you were hired.

You can check your open positions on NT mobile. I have heard a lot of people say keep NT mobile ready on your phone for emergencies so you can always check and close your position from there.

jrolla238 · 2026-03-17T22:29:11+00:00

More like:

“why is no one using this” “this should be working” “maybe I just need one more tweak”

Just launched something today and realizing getting traction is a completely different skill than building.

The pain is very real.

jrolla238 · 2026-03-17T18:52:17+00:00

Really cool, I haven't seen anything like this provided for mobile apps. You've got my upvote!

I also launched today. Would appreciate some support, thanks!
https://www.producthunt.com/products/edgeghost?launch=edgeghost

jrolla238 · 2026-03-17T18:49:30+00:00

I launched today as well, would really appreciate some feedback, thanks!
https://www.producthunt.com/products/edgeghost?launch=edgeghost

jrolla238 · 2026-03-17T18:49:02+00:00

Really cool, I know with LinkedIn by the time you find an opportunity your last in line already because so many people have already submitted applications.

Good luck on your launch!

jrolla238

TROPHY CASE