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Partner 728x90

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trade analyses

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    trade analyses

    Hi,

    I have tradelogs I want to import into ninjatrader to analyse. What's the best en easiest way to 'import' trades?

    Now I created a strategy that does the following:

    if ( ToDay(Time[0]) == 20120817) {

    if (ToTime(Time[0]) > 90800 && ToTime(Time[0]) < 91500){
    EnterLongLimit(7005);
    //EnterLong();
    }
    if (ToTime(Time[0]) > 91800 && ToTime(Time[0]) < 92200){
    ExitLongStopLimit(7012,7012);
    }
    }

    BUT, it seems that sometimes the trades are not made even if the times are correct. Seems like it depends on the bar length and therefor sometimes skips a trade?! I just want ninja to go long at 7005! Looks like ninja (in history) only wants to enter at close or something. I just want to EnterLong at 7005 between the timespan, even if it's in the middle of the bar. !

    Could anyone give me advice ?

    Thanks

    ps also found: http://www.ninjatrader.com/support/h...utions_tab.htm but want to make a strategy later on that reads a textfile.

    ALSO, entering executions manually in ninjatrader does not give a proper analyse, cause MAE MFE ETD are blank then
    Last edited by Creamers; 08-19-2012, 04:39 AM.

    #2
    Creamers,

    Here is how to read/write from a file.

    http://www.ninjatrader.com/support/f...ead.php?t=3477

    As far as your other question.

    EnterLongLimite(7005) will place a limit order at the price 7005. What instrument are you using here?
    Adam P.NinjaTrader Customer Service

    Comment


      #3
      Adam,

      I know how to read/write to a text file.

      Problem is that it's not buying/selling at the exact time and price like I want to.
      I want it to force an buy at the exact time , date and price....

      Let's discard the text file and let me know if it's possible the way i want.

      btw, trading the eurex FDAX
      Last edited by Creamers; 08-31-2012, 01:23 PM.

      Comment


        #4
        Hello Creamers,

        With the following code:

        Originally posted by Creamers View Post

        if ( ToDay(Time[0]) == 20120817) {

        if (ToTime(Time[0]) > 90800 && ToTime(Time[0]) < 91500){
        EnterLongLimit(7005);
        //EnterLong();
        }
        if (ToTime(Time[0]) > 91800 && ToTime(Time[0]) < 92200){
        ExitLongStopLimit(7012,7012);
        }
        }

        Are you changing the ToDay() condition to match the current day that you are applying the strategy?

        Also what time frame are you applying your strategy, and what do you have Calculate on bar close set to?

        Please note that when tracking orders, using the TraceOrder is trrue comes in very handy. See the following forum post for more information about TraceOrder.
        http://www.ninjatrader.com/support/f...ead.php?t=3627


        Happy to be of further assistance.
        JCNinjaTrader Customer Service

        Comment

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