search

MicroTrendsLtd / NinjaTrader8

NinjaTrader8 Components Strategies and Trading tools
MIT License
72 stars 17 forks source link

2020-12-10 Test Report - Best yet - doubling the workflow timing Did it! #36

Closed jmscraig closed 3 years ago

jmscraig commented 3 years ago

Good results.
Ran all night and through the open on a 10 tick NQ chart.
Thus far think reliability issues that have plagued me for a week are quite significantly improved.

Yesterday had 183 Unable to verify errors after the open. Today only 2.

You can flip it on like a switch. Tighten up the timing and during volume spikes the error rate climbs quickly.

image

As far as I can tell key thus far doubling 100 to 200 ms and then ( 3 to 6 and 3 to 4) both ran much much better on the short tick chart.

I am not sure what the exact correct config is but it is great to feel be beyond this roadblock.

jmscraig commented 3 years ago

Tom just wanted to let you know I wont be around much.

I need to shut all my focus on non-family things down for the next week. My son graduates from University this weekend and so it is time for us to celebrate him and that achievement.

Yea!!

MicroTrendsTom commented 3 years ago

Tom just wanted to let you know I wont be around much.

I need to shut all my focus on non-family things down for the next week. My son graduates from University this weekend and so it is time for us to celebrate him and that achievement.

Yea!! Awesome news congrats to him! and have a nice celebration

MicroTrendsTom commented 3 years ago

Good results. Ran all night and through the open on a 10 tick NQ chart. Thus far think reliability issues that have plagued me for a week are quite significantly improved.

Yesterday had 183 Unable to verify errors after the open. Today only 2.

You can flip it on like a switch. Tighten up the timing and during volume spikes the error rate climbs quickly.

image

As far as I can tell key thus far doubling 100 to 200 ms and then ( 3 to 6 and 3 to 4) both ran much much better on the short tick chart.

I am not sure what the exact correct config is but it is great to feel be beyond this roadblock.

A Team effort - ty for your collaboration as a result it has grown from a quick solution to something really quite credible and polished you are etched into the hall of frame forever

MicroTrendsTom commented 3 years ago

i think looser defaults and a market data lag detector or order lag detector - to stop compounding issues that result in a jam uip perhaps that trigger the safety mech