255 times faster then NinjaTrader strategy optimization

After investigating a number of alternatives (one, two, three) to NinjaTrader, I ended up implementing my strategy as a COM plug-in to DTLink’s Personal Stock Screener, and found that I can run through the equivalent strategy optimization, as in NinjaTrader, 255 times faster.  A significant part of the speed improvement likely comes from three orders [...]

CoolTrade, QuoteTracker, Personal Stock Streamer, and Sierra Chart

Since opentick isn’t currently accepting new users I’ve been looking into other free and easy ways of getting historical and real-time data to feed a strategy written in C++ against TA-Lib.
CoolTrade

CoolTrade is another trading platform. This one carries a subscription fee, but it is free to TD Ameritrade client’s. It does allow strategy [...]

NinjaTrader hangs and crashes

After installing NinjaTrader on my secondary machine, which isn’t as beefy as my primary machine, the first optimization run hung, and the second two attempts both silently crashed (i.e. NinjaTrader just disappeared). I had the task manager up for all three runs and it didn’t even break 300MB of memory usage, so excessive memory [...]

NinjaTrader excessive memory usage

Yesterday I started running into problems with NinjaTrader not completing optimization runs. After several tries, including after closing down re-opening the app, I started monitoring the app more closely and the first thing I noticed was that it was consuming large amount of memory and seemed to quit sometime after going over 1GB of [...]

NinjaTrader Strategy Backtesting and Optimization

NinjaTrader’s support for strategies is definitely superior to that of StrategyDesk. NinjaTrader allows strategies to control the number of shares bought and sold, so it can be setup to roll profits into the next trade for backtesting (you could do taxes as well, but I haven’t bothered with that yet). The optimizer is [...]

Resolver One and NinjaTrader integration

On my last post, it was commented that “If NinjaTrader could be used with Resolver One… now that would be awesome…”. I had never heard of Resolver One previously, so I took a quick look to see what it was. Resolver One is spreadsheet app that generates IronPython code, in real-time, from the [...]

StrategyDesk, QuoteTracker, NinjaTrader, and opentick

A week ago I took an interest in the technical analysis of stock price movement trends. On Wednesday I started thinking I should take the profits from the gold and uranium mining shares bought a few weeks earlier, but I did not and ended up losing a nice chunk of profit during the later [...]