Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Initial Cash & margin restriction is not being applied to Backtest

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

    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?

    #2
    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

    Comment


      #3
      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

      Comment


        #4
        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

        Comment


          #5
          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?

          Comment


            #6
            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.

            Comment


              #7
              HI,
              Thanks. It seems the strategy I have does not have that option.
              I will contact the suppliers.

              Comment

              Latest Posts

              Collapse

              Topics Statistics Last Post
              Started by gbourque, Today, 06:39 AM
              2 responses
              4 views
              0 likes
              Last Post gbourque  
              Started by cre8able, Yesterday, 07:24 PM
              1 response
              13 views
              0 likes
              Last Post NinjaTrader_ChelseaB  
              Started by cocoescala, 10-12-2018, 11:02 PM
              6 responses
              939 views
              0 likes
              Last Post Jquiroz1975  
              Started by cmtjoancolmenero, Yesterday, 03:58 PM
              1 response
              17 views
              0 likes
              Last Post NinjaTrader_Gaby  
              Started by benmarkal, Yesterday, 12:52 PM
              3 responses
              23 views
              0 likes
              Last Post NinjaTrader_Gaby  
              Working...
              X