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Backtest using ATM Trade Management

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    Backtest using ATM Trade Management

    NT Forum,
    Hello. This is my first post so if one of my attachments does not properly post I will try posting again.
    My Question relates to the two pics I've posted below: I am able to run backtests (and optimizations) just fine. As in the pictures below, I have entered in my Template and Entry Logic (under the 'Bloodhound' tab). I have not entered in an Exit Logic (under the 'Bloodhound' tab). When I opt to use 'Default' under the 'Trade Management' tab (and then select my profit and stop loss) I get results from the backtest when I "Run Backtest".
    However, when I opt to use the 'ATM' under the 'Trade Management' tab and then select one of my ATM Template Names I do not get any results when I "Run Backtest."
    I have found the Backtest mode to be pretty intuitive. I would think that when I opt to use ATM that I would see a list or an elipsees that would give me the option to choose from the ATM Strategies I have created and saved while on the SuperDOM.

    Any Suggestions are much appreciated,
    Jeff
    Attached Files

    #2
    ATM Strategy methods do not run on historical data.

    If you wish to 'backtest' an ATM, you might want to consider using Market Replay instead.
    MatthewNinjaTrader Product Management

    Comment


      #3
      NT,
      Thanks for your prompt reply. I have since imported data using Marketreplaydata.com (see this post on NT Forum: http://www.ninjatrader.com/support/f...ad+replay+data


      In regard to your reply from my original question:
      "ATM Strategy methods do not run on historical data.
      If you wish to 'backtest' an ATM, you might want to consider using Market Replay instead".



      My new Question is: 1) In order to backtest with a custom ATM (and being connected to 'market replay' on the control panel) is there a spot in the help-guide that would tell me how best to do that? I am still a bit confused about the functionality. 2) Being that I have a lot (over a year's worth) of data downloaded into Market Replay, will I now be able to play market replay and have my strategy running (through SIBloodhound), so that I can see the trades executed (in sim) and how they perform with my Custom ATM Strategy (instead of backtesting and optimizing with only one Profit Target and one Stop Loss)? 3) If I am not able to see them executed using the Market Replay function, is there a way I can backtest using the parameters I assign to my Custom ATM Strategy?

      Thanks again.

      Comment


        #4
        1) Please also see the following videos on this topic:


        Working with Market Replay

        Market Replay - NinjaTrader Training - 2/12/2013



        2) Yes, you can replay the market and it will allow you to test, analyze, and re-test your strategy results in response to how the market behaved as conditions change from day-to-day.

        3) You would need to develop your own methods to mimic the ATM Strategy logic if you wanted to back test in the strategy analyzer.
        MatthewNinjaTrader Product Management

        Comment

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