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Eddy-2d · 02-03-2010, 01:37 AM

I want to backtest a trailing stop loss level. How do I create one/add it my current strategy?

I have 1 minute data. T once heard this was not possible but it should be.
(If my PnL is up by 2% or more NT6.5/7 should be able to calculate this in a backtest and Exit me)

It should even be possible by the strategy wizard.

Thank you,

NinjaTrader_Bertrand · 02-03-2010, 07:23 AM

Eddy, in the strategy as well as the wizard you could work with SetTrailStop for this -

http://www.ninjatrader-support.com/H...TrailStop.html

If you like to start with a static stoploss and then move it as the trade progresses at a later point, please custom code this with the help of this sample -

http://www.ninjatrader-support2.com/...ead.php?t=3222

Eddy-2d · 02-03-2010, 08:13 AM

OK but is it possible to backtest your strategy with a trailing stoploss?

NinjaTrader_Bertrand · 02-03-2010, 08:27 AM

Eddy, yes this is possible.

02-03-2010, 01:37 AM	#1
Eddy-2d Junior Member Join Date: Apr 2009 Posts: 25 Thanks: 0 Thanked 0 times in 0 posts	backtesting trailing stoplosses I want to backtest a trailing stop loss level. How do I create one/add it my current strategy? I have 1 minute data. T once heard this was not possible but it should be. (If my PnL is up by 2% or more NT6.5/7 should be able to calculate this in a backtest and Exit me) It should even be possible by the strategy wizard. Thank you,
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02-03-2010, 07:23 AM	#2
NinjaTrader_Bertrand NinjaTrader Customer Service Join Date: Sep 2008 Location: Germany Posts: 22,411 Thanks: 252 Thanked 976 times in 959 posts	Eddy, in the strategy as well as the wizard you could work with SetTrailStop for this - http://www.ninjatrader-support.com/H...TrailStop.html If you like to start with a static stoploss and then move it as the trade progresses at a later point, please custom code this with the help of this sample - http://www.ninjatrader-support2.com/...ead.php?t=3222 Bertrand NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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02-03-2010, 08:13 AM	#3
Eddy-2d Junior Member Join Date: Apr 2009 Posts: 25 Thanks: 0 Thanked 0 times in 0 posts	OK but is it possible to backtest your strategy with a trailing stoploss?
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02-03-2010, 08:27 AM	#4
NinjaTrader_Bertrand NinjaTrader Customer Service Join Date: Sep 2008 Location: Germany Posts: 22,411 Thanks: 252 Thanked 976 times in 959 posts	Eddy, yes this is possible. Bertrand NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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