How to test my strategy

[Andrewuk]

Hi Guys

I have uploaded my strategy, how do I test it out ?

Cheers
Andrew (newbie)

[NinjaTrader_PaulH]

Hello Andrewuk,

Thanks for your post and welcome to the forums!

I'm not sure what you mean by uploading your strategy as the strategy would be run within your platform.

There are 3 general ways to test a strategy.

1) Use the strategy analyzer to run performance test(s) to see how the strategy runs as is. Within this step you can also run the strategy optimizer to see if adjusting one or more parameters will have a desirable effect on the performance. The strategy analyzer will allow you to test very quickly over a very large data set and will allow you to quickly see if your strategy concept has merit as detailed in the performance report. The strategy analyzer will help you find areas where the market conditions may be adverse to your strategy performance and from this, you can determine what the "worst case" of performance has been which you can then use in the next step to refine your strategy further or at least better understand the strategy risk. Here is a link to the strategy Analyzer which includes the optimizer: https://ninjatrader.com/support/help...y_analyzer.htm

2) Use the playback connection and use market replay data. This step will provide more accurate results using recorded data which includes all of the ticks used to build the bars. Using your worst case from above, you can download the specific market replay day(s) needed to run a focused attempt at evaluating strategy performance. Playback with market replay will be significantly slower than the strategy analyzer because it does include so much more data and you may want to limit the run to just a few days or be prepared for long run times if using longer data sets. Please see the help guide section here: https://ninjatrader.com/support/help...connection.htm

3) Apply the strategy to live data but a simulation account. This would be the last step before going to a live account and will show performance in the live environment. As this is real time, results start when you apply the strategy and how long you stay in this mode depends on how well you correlate the performance of the strategy using playback and live data.

[Andrewuk]

Thank you for your reply.

I uploaded my script via- Tool, Import then ninja script add on. Then I went too Strategy analyzer and my script was not there. What did I do wrong?

Cheers
Andrew

[NinjaTrader_PaulH]

Hello Andrew,

Thanks for your reply.

Is the strategy written for NinjaTrader8?
Were there any "pop-up" error messages when you imported the strategy?
Did you see any error messages in the "log" tab of the control center related to the strategy?

If no errors and it imported successfully, are you able to see it and open it in the Ninjascript editor?

[Andrewuk]

Hi

The strategy was not written in Ninja Trader.
There was no Error message.
I am not able to see it in the ninja script editor, is that a problem?

Regards
Andrew

[NinjaTrader_PaulH]

Hello Andrew,

Thanks for your reply.

Was the strategy written for NinjaTrader?

Can you provide any further information or details?

[Andrewuk]

Hi Paul

Please look at the script, I payed someone to write it in ninja trader.

Regards
Andrew

[NinjaTrader_PaulH]

Hello Andrewuk,

Thanks for your reply.

The script that you posted does not show the actual source code of the strategy itself.

The provider of your strategy has provided it to you in such a form as that you cannot edit it nor see the underlying source code and this is typical of 3rd party providers to protect their coding from being freely copied/ distributed. You should be able to see the name of the strategy and apply it in the strategy analyzer and since you cannot I recommend that you contact and work with your 3rd party provider on issues with the strategy as we would be unable to assist further.

[Andrewuk]

HI Paul

Please take a look at the ZIP file, the code should be there. If not I ask for a refund.

Thank you for your help.

Regards
Andrew

[NinjaTrader_PaulH]

Hello Andrew,

Thanks for your post.

The zip will install an indicator, not a strategy. The indicator can be found in the indicator list when you add an indicator to the chart. As previously advised 3rd party provider generally do not provide the source code.

It is named DMIDEMACrossoverIndicator01Expiry.

[Andrewuk]

Hi Paul

Thank you once again for your help, Is it possible to convert the indicator into a strategy? if so how?

Regards
Andrew

[NinjaTrader_PaulH]

Hello Andrewuk,

Thanks for your reply,

Technically no it cannot be converted to a strategy because the source code is not available and this is not a service we provide, however, the 3rd party provider has made the buy and sell signal data available to be read in a strategy. The indicator can communicate with a strategy by providing the buy/sell signal.

We do not provide writing of strategies as a service but if you wish to create this yourself we can provide assistance with links to either using the strategy builder or creating directly in Ninjascript. Alternatively, you can work with a 3rd party provider of coding services to create a strategy based on the indicator.