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ExitLong, Exit Short, Limit, Stop Limit not working to Backtest...switch back to NT7?
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ExitLong, Exit Short, Limit, Stop Limit not working to Backtest...switch back to NT7?
As the title says, the latest build doesn't seem to be ready. I'm not getting unique entries to take a simple exit rule, and a lot of other stuff isn't working. I have results for entries, but...Are the exit rules working in the Builder, any of them?Tags: None
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Hi chinaexpert1a, thanks for your question.
The strategy analyzer uses the algorithm described herein to determine if an order should fill during a backtest:
So if you are using a high period bar type like daily bars to backtest you could be losing precision in the order fill estimation. Our colleague Chelsea already made a guide on adding intrabar granularity here:
Could you please describe how you set up the Exit order and what specifically is not working?
I look forward to hearing from you.Chris L.NinjaTrader Customer Service
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Hi Chris,
Thanks for your reply. I am not doing daily bars, it is all range and renko, and the exits dont seem to work on either All Entries or unique, Strategy Position or per execution. The stop does work, but only if for total position. The exit order has condiitons that do fire, they are common RSI and n bars up requirements...should I put the signal name is as a user input string and try that, set?
Thanks
Andrew
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Hello Andrew, thanks for your reply.
I recommend partitioning the orders with unique signal names. That way you can easily set a stop and target because the SetStopLoss/SetProfitTarget method has an override that takes a "FromEntrySignal" parameter.
Please let me know if I can assist any further.Chris L.NinjaTrader Customer Service
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