How is defined "point"?

[Valyo]

Great! It works!

Now I would like to add StopLoss and ProfitTarget, and to track last Instrument ordered in the same time.

I thought I could use Performance.AllTrades[Count-1].Entry.Instrument, but actually I need the index of the Instrument in BarsArray, because other methods work with this index. And I would like to track last instrument ordered, no matter if the order is executed and no matter if I have trade completed.

Is there any way to have access to last order and its instrument, and then to the instrument's index in BarsArray?

[NinjaTrader_Lance]

This example shows you to how to perform events when an order is updated or executed: http://www.ninjatrader.com/support/f...ead.php?t=7499

Depending on what types of exits you're trying to do you could always tie exits to the entry by using signal names.

Just match the entry signal name to the from entry signal name.

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?managed_approach.htm

[Valyo]

Thank you Lance!

Can I automate backtest with one strategy and different parameters?

For example if I have two parameters with 10 values each, these are 100 combinations and I would like to test them automatically with some script. In the end I would like output with some statistics for each combination - cumulative profit, average trade, etc.

Can I do it with NinjaTrader?

[NinjaTrader_Lance]

Yeah you can do this with the Optimization feature of the Strategy Analyzer.

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?optimize_a_strategy.htm

Depending on how far back you're testing 100 combinations shouldn't take too long (but this will vary greatly based on the strategy)

If you find that it does become very time consuming you might look into using the GA optimization:

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?genetic_algorithm.htm