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NetTecture
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First Name
TradersLaboratory.com
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Last Name
User
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City
Szczecin
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Country
Poland
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Gender
Male
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LinkedIn
thomastomiczek
Trading Information
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Vendor
No
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Trading Platform
Reflexo - internal self developped
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NetTecture started following Introduce Yourself Here - Don't Be Shy!!, Systematic Trading Testing and Analysis Environment, How to Turn Strategy into Ea? and and 7 others
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Introduce Yourself Here - Don't Be Shy!!
NetTecture replied to trading4life's topic in Beginners Forum
I just have to answer here. Seriously, get a little grip on reality. Trading is great, but a LITTLE more thinking is required. > What is the best website to start trading ? THE BEST? Google.com. There are a lot of ressources, but none is THE BEST. > What is the best website or place to learn trading ? Place? Your home, in your chair. Website? Google.com. SOME groundwork is needed from you, for example.... > What is the best method of trading ? Penny stocks , day trading ? Question, what is better - steak or pasta? A LOT depeneds on your style and priorities. For example, I trade no stocks - futures and forex only. > What is the process of trading ? do i use a broker or do i do it myself ? Question - how do you do it yourself? Standing in front of your house and trying to buy and sell stocks from people passing by? Because YOU can not go to an exchange without buying an exchange seat. Handling the orders is what a broker does. So, what is the question here? > And what website provide these services? None. See, websites offer no services. This is like saying "i want to eat pizza, which flyer offers these services": A website is made by a company to advertise and facilitate it's business - and the COMPANY provides the services. Which one? Depends what you want to start trading. There are literally hundreds or thousands of brokers in different countries. > Where do i learn to read charts ? We are back to your chair in front of your desk. Tons of approaches, tons of material on google. Find an approach and then - well, books, but mostly sitting and trying to work things out. Given your - hm - level if common sense demonstrated (by basically asking questions to generic that "google" is the only answer), I would suggest you open a tiny account with a decent reputable forex broker and walk through their introduction material. Oanda is good as you can trade super small sizes. This place here is too. And they have a policy about not advertising other websites, you know. Likely you never read the material you signed when signing up here? Now, let me be straight. Welcome here. And trading is great. But do not expect riches fast - it is a long road and it requires hard work from your side. Finding out what sources are good is part of the education.- 2024 replies
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Systematic Trading Testing and Analysis Environment
NetTecture replied to kojinakata's topic in Coding Forum
The answer: ALL OF THEM. SImple like that. The answer as useless as the question. Because "will allow" does not mean efficient / cost effective. You need to do a lot more homework - and use your brain a little more - before even considering doing testing. For example you name a programming language (Python). As someone who has invested maybe 5-6 man years in developing the infrastructure to do what you want to do with C# - let me tell you that the language is irrelevant. As in Either you go with an existing framework, or the work you do will be LARGE; regardless of the language. Just visualizing and analyzing backtest data will take a lot of time. Writing an testing every single indicator you plan to use (and you will use a lot more than you have now) will take time. Writing a good exchange simulator will take time. Unless you have a SERIOUS programming background (which I assume you have not given the way the question is formulated) you have like zero chance to finish this to a usable state. So you are better of doing with a higher level / trading ready framework like NinjaTrader (as crapy as that is in parts)... simply because the alternative is "not finishing anything". -
Reading. Before going into a tangent that totally will not work, read Robert Pardos book The Evaluation and Optimization of Trading Strategies. Too many people think they know what they do in a backtest and then are shocked that the real world is different. Also if you think of using Renko charts read this blog post about backtests and renko charts - and make sure your simulator handles them better (or get better renko that is appropriate for backtesting) - otherwise you basically waste your time. It does not start with throwing some ideas into a program and looking at the results - not if you want to make money. In this case, reading up on what you actually do in a backtest is not a bad approach.
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It is possible - even "supported" - but a lot of work to replace the whole feed connector: Trade-Robots lower than that - I am not sure. I would contact MbTrading about this. If they support NinjaTrader as platform, it is their duty to go and make it work properly. There is no known / documented way to intercept the data without the full "custom feed" solution I have outlined in that blog post.
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Define what you need. Help formulating? Coding? Syntax questions? Analysing why the numbers are not what you expect after a backtest? If that is a "hey, do all for me" - do you have a budget for someone doing your work?
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Using Ninjatrader to Demotrade and Backtest
NetTecture replied to Octavian's topic in Beginners Forum
Before you do any backtests I suggest you head over to Trade-Robots - Contents tagged with ninjatrader - Tags Most threads we have tagged for ninja refer to critical bugs in the backtesting. From ignoring configured slippage to returning random results on backtests. All of that can be dealt with - but I would assume 99% of the people are not even aware of those critical bugs in NinjaTrader, so they never look for the solutions (that area found via google). As few people seem to validate that the trading results are correct.... guess what -
Before you even consider that this may be a good system head over to Trade-Robots - Renko and Backtests - it can be a very wrong result and check whether you fall into the same situation of "oh god, my results are all wrong because my backtest simulator and renko do not work together well". As far as I know MT4 does not to tick replay so - all results from renko are crap.
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No, you will sort of have to do some research yourself. I have my own infrastructure developped and we did not really complete that bridge to a level I am willing to share. All the info is there - as I said, a month, maybe two, for a GOOD programmer. Sit down and do it, or hire someone to do it.
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Yes you can. Even today. All you need is a bridge and NT thinking it talks to - TT. Trading Technology uses FIX and that is well documented. Not totally easy but a nice month project for an experienced programmer.
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Yes, crazy, but they are essentially random. Days will be missing in backtests without a warning, as it seems. My team has documented the behavior at http://www.trade-robots.com/blog/ninjatrader-so-good-that-backtest-results-are-random There are sitautions where you can execute the same backtest on 3 machines and get different results. Results that even differ between executions. Same strategy, same settings, same timeframe, 2 backtest = 2 results. For anyone trying to come up with a good strategy this is a critical bug.
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That is quite serious. I have a large UPS for now (large - 10kw output for an hour), do regular backups. Just sometimes is strikes. Preparation is everything. Desaster happened to me yesterday, all except possibly some emails in a spool was back this morning. Just when I wrote i used that for my first blog post on my own new trading side - Trade-Robots - Technical Risk. Are you prepared for a disaster? Thank heaven I start being paranoid by now - all servers not at home are backed up every 30 seconds Having good backups saved me from a lot of problems this time. Not the first time a RAID array dies
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Do you guys run serious protection for your infrastructure? I was reconfiguring some storage yesterday preparing for some discs upgrades (and I did not have slots on that server for more discs, so I decided to disable the SSD cache). The 50gb data write dump - triggered 3 disc failures within 5 minutes, taking a Raid 6 down and destroying more than 1tb on data, mostly virtual machines. Pretty much - outside some large data stores (tick data, sql for analysis) all my small trading operation consists of. Thank heaven I take backups 2x per day, every 15 minutes for very time critical things (like emails) and we had the new discs (actually SSD) already ready. But that makes me wonder - how much are you guys preparing for contingencies? My background is IT, running a small IT company (not focusing on trading), so I have the whole thing totally set up (including replicating my trading machines down to my office every 30 seconds). Most traders I talk to are ignorant in this area (that reads down to "Hah? Backup? I have a good disc"). How do you deal with power outages? Internet breakdowns?
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Try MIkrotik. They combine multiple links whatever you want (not being a modem, though) with a lot of high end features if they ever come in handy. Need to know what you are doing, though (i.e. not ane end user stuff). I use them to link 2-3 locations to a backbone in a data center with MPLS fast routing, load balancing over multiple connections (currently 3 in the head office where I also trade from), full quality of service and central management The price for the item we use int the head office was below 150 USD (450G model), the data center core uses an 1100AH for around 800 USD.
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It is called brain usage. Any non-normal average says so. THis is why the "moving average" is the normal one, and guess what - the "exponential moving average" is - the exponential one. Normal means normal. Anything else is not normal. Some people think too complex and fail to see the obvious, and obviously the OP belongs into that category.
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With all respect... an exponential moving average would NOT result in an ATR. Period. The "Average" is mathematically well defined. Same with a normal moving average - which is why the exponential moving average has a different name. Assuming the ATR is not a normal average is a little - sorry - dump. It says clearly it is the AVERAGE of the true range, which definitely IS officially defined.