NinjaTrader Support Forum  

Go Back   NinjaTrader Support Forum > Application Technical Support > ATM Strategies (Discretionary Trading)

ATM Strategies (Discretionary Trading) Support for Advanced Trade Management, AutoTrail, AutoBreakeven, Stop Strategy and Simulated Stops etc...

 
 
Thread Tools Display Modes
Prev Previous Post   Next Post Next
Old 03-12-2009, 03:47 PM   #1
pdavidow
Junior Member
 
Join Date: Mar 2009
Posts: 7
Thanks: 0
Thanked 1 time in 1 post
Default Statistical Fill Type for Historical Mode

The current fill types ('Default' for pierce only, 'Liberal' for touch only) always work the same way. How about a new fill type -- 'Statistical' -- which fills x% of the time (say 50) on a random basis in order to more realistically evaluate historical data for a given strategy? The user could then run a meaningful sample size (say 1000 runs) over the same data to get a feel for average results. Of course there would be a tabulator program that automatically performs these runs and tabulates the results (profit/loss). Offhand, this shouldn't be too hard to implement...
pdavidow is offline  
Reply With Quote
 

Thread Tools
Display Modes

Posting Rules
You may not post new threads
You may not post replies
You may not post attachments
You may not edit your posts

BB code is On
Smilies are On
[IMG] code is On
HTML code is Off

Forum Jump

Similar Threads
Thread Thread Starter Forum Replies Last Post
How to Programmatically set default Fill Type? wayneFH Strategy Development 4 02-06-2009 11:19 AM
Lock Mode mpk67 Suggestions And Feedback 1 10-21-2008 03:27 PM
Historical but Not Real-Time Fill geoMEAN Strategy Development 4 09-11-2008 03:02 PM
'Simulation only' mode Bubss Installation and Licensing 2 09-05-2008 07:42 AM
Liberal Fill type simone General Programming 1 09-11-2007 05:22 AM


All times are GMT -6. The time now is 03:57 PM.