Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Backtesting with indicators

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Backtesting with indicators

    Hello!

    I just have a quick question, when I'm running backtesting on my strategy I like to see the indicators that I used in the strategy to see if there is any optimization I could be making based on the values.

    My strategy already plots my two Moving Averages and Volume. I wanted to add a volume SMA to the volume panel, but it always plots it with the price instead of the volume, how do I make it plot in panel 2 with the volume?

    Thanks!

    #2
    Hi B-Rex,

    What code are you using to add this indicator?
    Chelsea B.NinjaTrader Customer Service

    Comment


      #3
      Right now it's just :

      Add(SMA(Volume, 50));

      Comment


        #4
        Hi B-Rex,

        I am unable to reproduce the issue.

        I've made a strategy you can test that adds the sma volume with a 50 bar period.
        This plot will be in the second panel and will be blue.

        I've also added the sma with price data with a 50 bar period.
        This plot is in the primary panel and is orange. This is just for you to compare with.

        I am finding that they are not the same.
        Attached Files
        Chelsea B.NinjaTrader Customer Service

        Comment


          #5
          Thank a lot!!

          This was the part of the code that I couldn't figure out:

          SMA(Volume, 50).PanelUI = 2;

          Comment


            #6
            Okay, so I must be blind because I cannot see the "Combined Results Tab" anywhere when running a backtest on the S&P 500 Instrument. I can only see the results for each stock individually... What am I missing here?

            Comment


              #7
              Hi B-Rex,

              If you are backtesting over an instrument list, then the COMBINE results will be the last row in the results.
              Chelsea B.NinjaTrader Customer Service

              Comment


                #8
                well that explains why I didn't see a tab. Thanks!

                Comment

                Latest Posts

                Collapse

                Topics Statistics Last Post
                Started by inanazsocial, Today, 01:15 AM
                0 responses
                2 views
                0 likes
                Last Post inanazsocial  
                Started by trilliantrader, 04-18-2024, 08:16 AM
                5 responses
                22 views
                0 likes
                Last Post trilliantrader  
                Started by Davidtowleii, Today, 12:15 AM
                0 responses
                3 views
                0 likes
                Last Post Davidtowleii  
                Started by guillembm, Yesterday, 11:25 AM
                2 responses
                10 views
                0 likes
                Last Post guillembm  
                Started by junkone, 04-21-2024, 07:17 AM
                9 responses
                71 views
                0 likes
                Last Post jeronymite  
                Working...
                X