Announcement

Collapse

Looking for a User App or Add-On built by the NinjaTrader community?

Visit NinjaTrader EcoSystem and our free User App Share!

Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
See more
See less

Partner 728x90

Collapse

Back Testing a Strategy that uses ATM

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Back Testing a Strategy that uses ATM

    Now that Strategy Analyzer offers Tick Replay is it possible to back test a strategy which uses an ATM to actually execute the trades? If so, is there anything special one has to consider when doing it?
    Thanks
    DaveN

    #2
    Hello DaveN,

    No, when an order is placed with Atm Strategy methods, these are no longer tracked by the strategy and do not affect the strategy position.

    Basically, think of Atm Strategy methods as a way for a strategy to place a manual order and this would follow all of the rules of a manual order.

    Manual orders cannot be placed historically.

    Orders placed by Atm Strategy methods cannot be placed historically.
    Chelsea B.NinjaTrader Customer Service

    Comment


      #3
      Bummer, so I do what I used to do. Test a strategy using built in stops and targets, but run it with the atm capability.
      Thanks for letting me know.
      DaveN

      Comment

      Latest Posts

      Collapse

      Topics Statistics Last Post
      Started by andrewtrades, Today, 04:57 PM
      1 response
      8 views
      0 likes
      Last Post NinjaTrader_Manfred  
      Started by chbruno, Today, 04:10 PM
      0 responses
      6 views
      0 likes
      Last Post chbruno
      by chbruno
       
      Started by josh18955, 03-25-2023, 11:16 AM
      6 responses
      436 views
      0 likes
      Last Post Delerium  
      Started by FAQtrader, Today, 03:35 PM
      0 responses
      7 views
      0 likes
      Last Post FAQtrader  
      Started by rocketman7, Today, 09:41 AM
      5 responses
      19 views
      0 likes
      Last Post NinjaTrader_Jesse  
      Working...
      X