The Magpies travel to Derby tonight defending a five-match unbeaten start to the season and Milner believes has been encouraged with their ability to grind out results under Allardyce.
He said: "We have been a bit disappointed with a couple of games where we thought we could have won, but they are games last season where we might not have got the point at all. We might have gone on to lose them, so we are moving in the right direction."
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