We propose a time-delay oscillator with Mackey-Glass nonlinearity based on a pinned magnetic domain wall in a thin film nanostrip. Through spin transfer torques, electric currents applied along the strip cause the domain wall to deform and displace away from a geometrical pinning site, which can be converted into a nonlinear transfer function through a suitable choice of a readout. This readout serves as a delay signal, which is subsequently fed back into the applied current with amplification. With micromagnetics simulations, we study the role of the readout position, time delay, and feedback gain on the dynamics of this domain wall. In particular, we highlight regimes in which self-sustained oscillations and complex transients are possible.