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Initial Cash & margin restriction is not being applied to Backtest
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Initial Cash & margin restriction is not being applied to Backtest
I've account with TD Ameritrade. Currently using NT7 free version and I want to apply my account setting (ie Initial Cash of say $5000 and margin 0.50) on my strategy in backtest. In the Tools->Option->Simulator->Account I have set my limits. But it is definately not being applied to backtest. Guide pls?Tags: None
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Hello ashish997,
Unfortunately you cannot apply the simulator account settings to a backtest. The backtest uses a special account Backtest101 which does not use these settings.
You can use trade performance statistics and custom code money management into your strategy. Please see the following reference sample:
Ryan M.NinjaTrader Customer Service
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No cash balance in backtest
Hi,
I am running your sample strategy - SampleMACrossOver - and another strategy, but, even though there are many successful trades, the resulting profits are always $0.03, $0.07 etc.
How can I force the backtester to use say a $10,000 balance?
Attached are Summary and first page of Trades.Attached Files
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mclougke,
Welcome to our forums. This could happen with a FOREX strategy with small quantities. If you are trying to backtest FOREX, try changing the quantity to something like 100,000 (.1M). To do this first change the Set order quantity to by default quantity, and then set the quantity.
More information on strategies with FOREX is available here:
Last edited by NinjaTrader_RyanM1; 01-10-2014, 04:54 PM.Ryan M.NinjaTrader Customer Service
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Hi Ryan,
I cant find this menu item anywhere, not even in the online help.
I am going thru File/New/Strategy Analyser then selecting $USOIL backtest, select strategy
I can find Accounts under Tools/Options/Simulator, but cant edit the backtest account.
Am I missing something obvious?
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Hello mclougke,
Thank you for your response.
The option is available in the Strategy Analyzer under Order Properties > Set Order Quantity.
For information on the Strategy Analyzer properties please visit the following link and look under the 'Understanding backtest properties' section: http://www.ninjatrader.com/support/h...a_strategy.htm
Please let me know if I may be of further assistance.
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