• If this is your first visit, you will have to register before you can post. To view messages, please scroll below and select the forum that you would like to visits. Questions? Be sure to check out the Forum FAQ.

Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Added Time series question..

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

    #31
    Originally posted by zachj View Post
    Yes 143 trades with the volume code and 155 without. But I'm just backtesting on symbol SPY, the volume and price constraint should have no effect. I don't understand how this is not clear. If SPY is hovering around $150 price and volume always over 100 million, why is a filter for volume over a measley 100k and stocks between $10 and 200 changing the net profit results or amount of trades? Im just putting those fillters in for when I run a BT in the future on the entire S&P to avoid the stocks that don't pass those specs. Im running just on SPY currently to make sure this code isn't effecting anything it shouldn't, which it definately is.
    It sounds as if there may be some scaling involved. There are 2 ways to find out.
    1. Make your Volume filter much smaller, and see if that resolves the matter. If so, then there is probably scaling involved.
    2. Use some Print() statements to see the actual volume figure that NT is using for the calculation, as opposed to what we think that it has to be.

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by johnnybegoode, Today, 11:35 AM
    1 response
    9 views
    0 likes
    Last Post NinjaTrader_ChrisL  
    Started by NickyD, Today, 09:07 AM
    3 responses
    14 views
    0 likes
    Last Post NickyD
    by NickyD
     
    Started by 7robert, Today, 06:46 AM
    3 responses
    62 views
    0 likes
    Last Post NinjaTrader_ChrisL  
    Started by ElMagoR, Today, 07:49 AM
    4 responses
    31 views
    0 likes
    Last Post NinjaTrader_ChrisL  
    Started by Nabil, 09-13-2019, 11:44 AM
    5 responses
    35 views
    0 likes
    Last Post Nabil
    by Nabil
     
    Working...
    X