Testing 2 Exactly Opposite Strategy's

[cscottbarrett]

Hello,

I just signed up to the forum after chatting with technical support who advised me to do so.

I currently have an automated strategy for scalping. It does pretty poorly...

I do not have the source code for the AMT so I have the following questions:

1) What is the best way to copy the strategy in reverse? From Sim account to Live account

2) Do buy and sell orders get filled at exactly the same price in theory? I traded Forex and you had to pay the spread to enter and it made things very challenging for scalping. My understanding is that when trading futures on NT you only pay the commission per lot and therefore whether you buy or sell at any moment in time they would be filled at exactly the same price.

One example for clarification: Say when trading the NQ the price is 8000 and my strategy goes LONG with a $20 target and $100 Stop. The trade ends up getting stopped out for a $100 loss.
With that in mind, in theory - would my opposite strategy going SHORT get filled at 8000 at the same time and end up profiting $100?

I tried searching for something along the lines of this topic before posting but was unable to turn anything up.

Any links or advise regarding this is greatly appreciated.

-Scott

[NinjaTrader_Jesse]

Hello cscottbarrett

I just wanted to post a quick reply as it looks like no one from the community has commented yet.

1) What is the best way to copy the strategy in reverse? From Sim account to Live account

This would really depend on the condition and what is required for your goals. This is a good area to expand on what you want to do, for example if you wanted Close greater than open to enter long, if the reverse you want to do is Close Less than open it would be as simple as making the inverse of the long condition like that. If you have other specific requirements such as calculations you may also need to modify what you calculate or are doing in the overall condition.

2) Do buy and sell orders get filled at exactly the same price in theory? I traded Forex and you had to pay the spread to enter and it made things very challenging for scalping. My understanding is that when trading futures on NT you only pay the commission per lot and therefore whether you buy or sell at any moment in time they would be filled at exactly the same price.

This depends on the market and if there is a spread. In futures there is commonly not much of a spread however that depends on the market. For this question I would suggest to do some research in regard to futures and the instruments you trade. If you are running tight constraints on prices/spreads that would be valid research for the instrument in question. Trading a spread in futures is something I would not personally be able to comment on with accuracy, if any community members have experience here and can comment that would be helpful.


I look forward to being of further assistance.