I've been working with this great program a bit now and I've come across a few things that might help to improve it even more that I'd like to share:
1) Since I use CFDs as the instrument of choice to execute my strategies, I needed a bit more elaborate commission calculation and management for my backtests. Instead of simple commission levels I needed my fees to be calculated based on fixed, variable and minimum costs per transaction (i.e. total = max[quantity * price * variable + fixed, minumum]).
For CFDs overnight fees are also relevant (fee = quantity * price * (bank rate +/- broker rate) / 365).
Of course I was easily able to program all of this myself thanks to the great programming ability of NT. But maybe other people might need this too so it might be nice to have NT support this.
The problem with my solution is that I now have to manage the account size etc. separately with my own code and therefore I also have to write my own statistic functions and cannot use the strategy analyzer.
2) It would be nice to be able to access the current account size, for example to be able to calculate a position size based on the maximum risk (in percent of the capital) one is willing to take (for which the entry price, the initial stop loss and the current account size are needed).
The problem is that if the QuantityType is set to "by account size" then I cannot explicitly set the quantity of an order. But on the other hand, if I set it to "by strategy" then I can set the quantity manually but then the AccountSize property is always zero.
It were ideal if I could always read the account size while still being able to manually define the order quantity (which would allow me to implement my risk management/position sizing algorithm which needs both the ability to read the account size and explicitly define order sizes). If it were also possible to modify the account size, then I could also implement my custom commission handling (as stated in point 1 by simply substracting my custom commissions from the account after each trade) while still being able to use the statistics built into the strategy analyzer.
3) Limit orders should fill (at least with the liberal fill strategy) with a better price than the limit price not only on a bar with a gap but also when the opening price is better than the limit (e.g. enter long order was placed at bar n with limit x, bar n+1 opens at y<x, order is filled at y).
4) It'd be nice to be able to assign different colors to the bars in the volume histogram depending on if it was an up or down day (i.e. higher/lower closing than opening price).
1) Since I use CFDs as the instrument of choice to execute my strategies, I needed a bit more elaborate commission calculation and management for my backtests. Instead of simple commission levels I needed my fees to be calculated based on fixed, variable and minimum costs per transaction (i.e. total = max[quantity * price * variable + fixed, minumum]).
For CFDs overnight fees are also relevant (fee = quantity * price * (bank rate +/- broker rate) / 365).
Of course I was easily able to program all of this myself thanks to the great programming ability of NT. But maybe other people might need this too so it might be nice to have NT support this.
The problem with my solution is that I now have to manage the account size etc. separately with my own code and therefore I also have to write my own statistic functions and cannot use the strategy analyzer.
2) It would be nice to be able to access the current account size, for example to be able to calculate a position size based on the maximum risk (in percent of the capital) one is willing to take (for which the entry price, the initial stop loss and the current account size are needed).
The problem is that if the QuantityType is set to "by account size" then I cannot explicitly set the quantity of an order. But on the other hand, if I set it to "by strategy" then I can set the quantity manually but then the AccountSize property is always zero.
It were ideal if I could always read the account size while still being able to manually define the order quantity (which would allow me to implement my risk management/position sizing algorithm which needs both the ability to read the account size and explicitly define order sizes). If it were also possible to modify the account size, then I could also implement my custom commission handling (as stated in point 1 by simply substracting my custom commissions from the account after each trade) while still being able to use the statistics built into the strategy analyzer.
3) Limit orders should fill (at least with the liberal fill strategy) with a better price than the limit price not only on a bar with a gap but also when the opening price is better than the limit (e.g. enter long order was placed at bar n with limit x, bar n+1 opens at y<x, order is filled at y).
4) It'd be nice to be able to assign different colors to the bars in the volume histogram depending on if it was an up or down day (i.e. higher/lower closing than opening price).
and I just had a look at LiberalFillType.cs. Even though it shouldn't be a problem to implement since I'm actually more software engineer than trader anyway, I'm actually too lazy to think through the IFs now, it's not that important. 
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