using Java I've learned before, and C# copy and paste learning, and years of technical analysis understanding, I threw together a simple script. It ignores many of the fundamental underpinnings that I would want to also be accounted for, but I'm realizing that maybe I don't need to worry about that. I don't have to let this thing run wild automatically, and can simply use the 2-5 or so signals I get daily from it. Then I can do my own DD and build efficient portfolio to calculate the appropriate allocation for those signals - something NinjaTrader is not capable of doing anyways.
I'm getting a SHARPE ratio close to 1, with almost 80% success ratio, and profit ratio not very far from 2.
I'm wondering if anyone has been successfully using this tool as a guide. For example, I can see the logical purchase it is making based on variables and indicators I've programmed, but that's the 20% loosing trade, because there were news along with it.
It looks like, if using this as a signal, I can take a bit of time, and see if there are fundamental reasons for technical, and it's not crazy to think that an 80% back test strategy could get even better results with some proofreading.