What would be the easiest way to tell NT I want to take 100 trades on this instrument over a particular time frame?
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Backtesting random entry
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Backtesting random entry
Hi all, I'm looking to experiment with various reward:risk ratios and I'd like to backtest using 100 trade random entry samples.
What would be the easiest way to tell NT I want to take 100 trades on this instrument over a particular time frame?Tags: None
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Hi pkmurphys,
To test various risk reward ratios is a good task for the optimizer. You can structure your risk /reward values as inputs to be used in targets/stop losses, and then the optimizer runs many backtests against the range of inputs you tell it to run on.
If you want to randomize 100 entries, you could work with C# random function:
Represents a pseudo-random number generator, which is an algorithm that produces a sequence of numbers that meet certain statistical requirements for randomness.
Maybe using Random CurrentBar value as a trigger for entry.Ryan M.NinjaTrader Customer Service
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To take advantage of that random function would require working with code. With the strategy wizard, you'll have to define the conditions for entry using the condition builder, so they can't be random in the same sense. You could make basic conditions like Open[0] == Close[0] or crossovers just to get some entries made.Ryan M.NinjaTrader Customer Service
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