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Minimum Holding Period

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    Minimum Holding Period

    I am attempting to create a VERY short term trading strategy, but am running into the backtesting glitch where the majority of my trades fill and close out of order on the same bar. The issue can be solved by assigning a minimum holding period of 2 bars (which would force the transaction into order by introducing a new bar into the equation before the trade can close). However, I am not sure how to include a minimum bar requirement into my strategy parameters. Any advice/assistance would be much appreciated.

    Thanks,

    rwh

    #2
    Welcome to our forums rwh and thanks for the post - for your backtesting issue I would suggest you look into this useful shared example strategy here - http://www.ninjatrader.com/support/f...whipsaw&desc=1
    BertrandNinjaTrader Customer Service

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      #3
      Thanks Bertrand. I really appreciate it. I tried using the search function but didn't pull up anything as useful as this. Much obliged.

      -rwh

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        #4
        You're welcome rwh, glad that helped!
        BertrandNinjaTrader Customer Service

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