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Everything posted by aotegaoteg
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@apmoo @redux @kimsam can you check there please!!
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I have been backtesting nearly 10 years of historical data across different asset classes using Ninjatrader market replay data. What I'm about to describe may be controversial, but I have to say it: using order flow as a strategy does not work and provides no real edge. I backtested the following order flow strategies using high-quality data: Footprint Absorption Imbalance Delta Delta divergence Cumulative Volume Delta Volume Profile Iceberg Order block Market depth I can conclude that 90% of these strategies produced no meaningful results. After digging deeper to confirm this, I discovered changes that occurred in 2017 to the real-time streaming trading data distributed by the CME. In 2017, the CME significantly altered order flow data through the introduction of the Market by Order MBO data format, which is now used by most retail traders and trading platforms. This new format changed how trading data is streamed to platforms. It's well documented that these changes obstructed the visibility of traditional order flow data compared to pre-MBO feeds. The current MBO format obscures aggregated orders at price levels and provides only snapshots of executed trades. This masks resting orders, making footprint analysis and similar techniques far more complicated. So why do many traders still try using order flow strategies for day trading if they're largely useless? As I noted earlier, 90% of these strategies produced no meaningful results. The only ones I found with some potential edge are those focused on imbalances between bids and asks. Additionally, analyzing delta and cumulative volume delta can help spot traps and divergences in buying versus selling pressure. Other strategies, like absorption and iceberg orders, are simply not visible in the streaming data.
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- orderflow
- market replay data
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deltascalper.com
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what does this have to do with Ninja Trader 8? why would anyone want to install a server operating system on a Laptop, which is an hardware that isn't support by server operating system most people use VPS like backtestpods to test programs, you should probably not be installing this as i do not know what other malicious content is contain in this download that you shared
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marketreplay Market replay data - backtestpods.com
⭐ aotegaoteg replied to ⭐ aotegaoteg's topic in Ninja Trader 8
Backtestpods are now offering an end of year sale for market replay data would anyone be interested in a group buy? https://www.backtestpods.com/promotions- 4 replies
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- market replay data
- marketreplay data
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marketreplay Market replay data - backtestpods.com
⭐ aotegaoteg replied to ⭐ aotegaoteg's topic in Ninja Trader 8
The Market replay data provided by Ninjatrader is limited, where do you propose to find 5 years of data to tweak? also to be consistent and to build statistics of how well a strategy can perform over time, backtesting provides essential historical metrics across different market conditions and MT5 would not provide this because the data in MT5 is inconsistence, i would not touch MT5 with a barge pole- 4 replies
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- market replay data
- marketreplay data
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Hey guy, I'm not sure if any of you in this community have been consistently profitable, honestly I have been struggling to be profitable and mostly just broken even since the beginning of this year. After years of many attempting to stay consistent with any trading strategy and also using most of the indicators that have been edu, shout-out to the edu here. :) I have been determined for many years, to find how I could get my hands on previous years of historical market replay data for Ninjatrader 8, so I can use my free time to educate myself, build a consistent strategy and perform backtesting. I recently came across backtestpods.com, which apparently they provide high-quality historical playback data for Ninjatrader 8 via their cloud servers for backtesting years of market data without interruptions 24/7 using a sort of cloud vps. Has anyone come across them before, do you think it's legit?
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- market replay data
- marketreplay data
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@apmooHey!! any chance you can help with these?OptimalOrderflow_Pack_v420_10_10_11.zipOptimalRenkoPack_v3point506.zipOptimalOrderflow_Pack.zip
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thank you
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May i request for this please? https://nexusfi.com/local_links.php?linkid=2121
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8.1.5.2 64-bit unable to change timezone it is grayed out
⭐ aotegaoteg replied to ⭐ rcarlos1947's topic in Ninja Trader 8
timezone are determine in the data Series of the chart you will first need to create it using the template -
you don't need dynotrading, just look for the supertrend indicator, good luck
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for this use case there is no need for a vps/rdp just read the edgefull T&C and check if there are conditions for shearing accounts
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yes its possible what does edgefull have to do with the vps/rdp
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By the way, the best way to make money in the market is to find weakness or vulnerabilities in the thousands of asset class that is available to us, retail traders and trade the price action, NOT your strategy. A good pair is USDTRY, you just need to buy the strongest currencies and sell the weakest currency with high inflation and high interest rate and you make money, no stress
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A telegram group already exists, Traderbeauty, is the admin feel free to reach her by the way what is this poweremini?
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@Apmoo can you work your magic please thanks?
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im also looking for that bar type on the Trend Grabber Signal image
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yes, hope someone can share it
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Can you share tradingfuturesnow.com/
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Can you share jautotradingstrategies.com
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Can you sent me also?
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i suppose we are aiming for the Platinum version with All supported Brokers if you have an interactiveBrokers or SaxoBank account that is enough here is an old video which is still relevant
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Can someone share these : https://nexusfi.com/local_links.php?linkid=2677