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

Scale out

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

    Scale out

    I have two questions:

    Where do I find some example for scale in positions?

    I find the scale out position script and I have one more question.
    If I use a 3Min chart, where does NT know which one was first the High or the Low of the same bar? I mean if I am using this scale out and buy at the low and on the same bar I sell 10 ticks higher. Does NT look at the 1min and calc which one was first or does it work here.
    Thanks for answering my questions.

    #2
    Munichtrader,

    If you use a 3 min chart everything is based off of the 3 min bars. If you use a 1 min chart then everything is based off of 1 min bars.

    When you are backtesting there is no way to know which one came first. When backtesting, stops take precedence over targets to give you the most conservative results possible.
    Josh P.NinjaTrader Customer Service

    Comment


      #3
      So there is no time stamp for intradaypriority features. Ninja7?
      If you are not using any timestamp then the backtest is wrong if you buy and sell on the same bar.
      It calculates me rich if I will buy and sell on the same bar. Then I don´t understand the set stoploss and set profittarget.
      If you say the stops have more precedence on the same bar, how do you handle that, if the system don´t know which price comes first.

      Comment


        #4
        A backtest only has OHLC granularity. You only have snapshot information at the end of each bar. If you want more granularity you need to use a multi-time frame strategy that has the additional granularity you seek. Please see here as this is most likely what you would want to do: http://www.ninjatrader-support2.com/...ead.php?t=6652

        The system always will fill a stop if both a stop and target could have been hit.
        Josh P.NinjaTrader Customer Service

        Comment

        Latest Posts

        Collapse

        Topics Statistics Last Post
        Started by ghoul, Today, 06:02 PM
        0 responses
        7 views
        0 likes
        Last Post ghoul
        by ghoul
         
        Started by Barry Milan, Yesterday, 10:35 PM
        6 responses
        19 views
        0 likes
        Last Post Barry Milan  
        Started by DanielSanMartin, Yesterday, 02:37 PM
        2 responses
        13 views
        0 likes
        Last Post DanielSanMartin  
        Started by DJ888, 04-16-2024, 06:09 PM
        4 responses
        13 views
        0 likes
        Last Post DJ888
        by DJ888
         
        Started by terofs, Today, 04:18 PM
        0 responses
        12 views
        0 likes
        Last Post terofs
        by terofs
         
        Working...
        X