i've created small program for personal use, where it takes minute data exported directly from NT cqg data. Program does some back tests in a manner, that it looks row by row(minute by minute) for trade entry condition. For example if the entry condition is that SMA100 should be higher than price, it calculates SMA100 for every row (from close values, simply like you would do it in excel, average of last 100 rows), and it takes close value of that minute - row, where SMA100>close price, as a trade entry price. It doesn't enter another trade, until 1 is finished. My program then shows me the trades. My problem is, that if i'll create automated strategy from wizard, set like this, run backtest on the same period, NT shows me trades, which are very different. (not just few minutes, or ticks from slip)
Could you please help me with all strategy setting, for the strategy to be working and give same trades as my backtest program (the manner my program calculates trade is described above) How exactly should be this strategy set, like the example. (settings like calculate on close etc)
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