Strategy Back Testing

mjc4118 · 12-04-2009, 09:29 PM

1) I wrote a very simple strategy and in the strategy wizard defined a 15 tick trailing stop. With my strategy price moved 40 and 50 ticks in many cases my trailing stop did not trigger an exit. I can email the strategy if required.

2) Also I was testing on a tick chart and when I wanted to retest after modifying values in the "backtest" tab. Upon opening the pab on the right of the strategy testing screen I realized none of my values that I had set were saved, so each time I wanted to test or retest after changing only one of the values...I would have to change ALL of the values.. Chart type, interval, date range, session value, I would have to re-enter all of my values each time I tested even though the strategy backtest window STAYED OPEN .. This was painful.

Mark

NinjaTrader_Ray · 12-05-2009, 11:22 AM

Mark, someone will follow up on this post on Monday.

NinjaTrader_Josh · 12-07-2009, 08:47 AM

1. Please attach your strategy. Thank you.

2. There will be some changes in this area which should make it easier.

mjc4118 · 12-09-2009, 09:35 AM

Sorry Josh...I sent you the wrong one. I looked and did not keep a copy of it before I edited it and removed the trailing stop. If I can make it do it again I will let you know.

12-04-2009, 09:29 PM	#1
mjc4118 Senior Member Join Date: Nov 2008 Location: Cleveland Posts: 274 Thanks: 0 Thanked 2 times in 2 posts	Strategy Back Testing 1) I wrote a very simple strategy and in the strategy wizard defined a 15 tick trailing stop. With my strategy price moved 40 and 50 ticks in many cases my trailing stop did not trigger an exit. I can email the strategy if required. 2) Also I was testing on a tick chart and when I wanted to retest after modifying values in the "backtest" tab. Upon opening the pab on the right of the strategy testing screen I realized none of my values that I had set were saved, so each time I wanted to test or retest after changing only one of the values...I would have to change ALL of the values.. Chart type, interval, date range, session value, I would have to re-enter all of my values each time I tested even though the strategy backtest window STAYED OPEN .. This was painful. Mark
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12-05-2009, 11:22 AM	#2
NinjaTrader_Ray Administrator Join Date: Nov 2004 Location: Denver, CO, USA Posts: 11,163 Thanks: 6 Thanked 45 times in 32 posts	Mark, someone will follow up on this post on Monday. Ray NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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12-07-2009, 08:47 AM	#3
NinjaTrader_Josh NinjaTrader Product Manager Join Date: May 2007 Location: Denver, CO Posts: 17,458 Thanks: 1 Thanked 106 times in 70 posts	1. Please attach your strategy. Thank you. 2. There will be some changes in this area which should make it easier. Josh NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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12-09-2009, 09:35 AM	#4
mjc4118 Senior Member Join Date: Nov 2008 Location: Cleveland Posts: 274 Thanks: 0 Thanked 2 times in 2 posts	Sorry Josh...I sent you the wrong one. I looked and did not keep a copy of it before I edited it and removed the trailing stop. If I can make it do it again I will let you know.
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