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| Strategy Development Support for the development of custom automated trading strategies using NinjaScript. |
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#1 |
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Member
Join Date: Dec 2007
Posts: 35
Thanks: 0
Thanked 0 times in 0 posts
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I am not a programer and consequently have to rely on the GUI approach to creating strategies. I created a 5, 13 EMA crossover as per the video. Basically I have the fast 5 crossing above the slow 13 looking one bar back. The command is to enter LONG. I created a SHORT crossover ema using the step2 on the first strategy (as per the video). However, neither would work when backtested. Removing the step 2 allowed the Long EMA crossover to work for backtesting.
I created a separate short " 5 cross below13" strategy as well. The strategy backtested the 12/10/07 thru 1/20/08, 15 minute interval. My problem is the entries appear to pick the Cross above (5 over 13) entries irratically. The closings have the same irregularities. I had 8, possibly 9 entries that should have occurred and the program did only three and those wrong. I tried to send a picture of the chart but was denied on bytes. Thanks |
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#2 |
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Administrator
Join Date: Nov 2004
Location: Denver, CO, USA
Posts: 11,163
Thanks: 6
Thanked 45 times in 32 posts
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Unfortunately the only thing I can comment is that you would have to provide very specific information to us in order for us to try and help. 99% of the time, unexpected results are actually the expected results based on the traders logic.
What you have described is a basic MA cross over strategy. I suggest backtesting the SampleMA strategy that installs with NT. If you feel that this does not produce entries when you would expect, please let us know.
Ray
NinjaTrader Customer Service |
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#3 |
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Member
Join Date: Dec 2007
Posts: 35
Thanks: 0
Thanked 0 times in 0 posts
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I worked through the problems and the strategy opened short in the EURJPY and EURUSD and as of now up 187 pips. Thanks for the help.
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#4 |
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Administrator
Join Date: Nov 2004
Location: Denver, CO, USA
Posts: 11,163
Thanks: 6
Thanked 45 times in 32 posts
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Wow, nice trade!
Ray
NinjaTrader Customer Service |
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