We are developing a strategy that, so far, has shown promise. However, we are having trouble getting around spread commissions. We're curious what type of performance others are looking for in a "good" strategy so that we can start to understand how this strategy compares.
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Strategy Performance Analysis Thoughts
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Strategy Performance Analysis Thoughts
Hello,
We are developing a strategy that, so far, has shown promise. However, we are having trouble getting around spread commissions. We're curious what type of performance others are looking for in a "good" strategy so that we can start to understand how this strategy compares. -
Hello jflaggs,
Thank you for the post.
This question might be left better answered by the community as we can not provide trading advice. It is the programmer's responsibility to handle the order entry/exit carefully. If you have questions about the logic in the script then we would be more than happy to help out.
Here is a resource post to help better understand handling your orders with NinjaScript:
The OnOrderUpdate() and OnExecution() methods are reserved for experienced programmers. Instead of using Set() methods to submit stop-loss and profit target orders, you can submit and update them manually through the use of IOrder and IExecution objects in the OnOrderUpdate() and OnExecution() methods. The OnOrderUpdate()
Please let us know if we may be of any further assistance.Chris L.NinjaTrader Customer Service
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Originally posted by jflaggs View Post. We're curious what type of performance others are looking for in a "good" strategy .
One that makes $$$
Some probably not so relevant discussion here.
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Originally posted by sledge View PostOne that makes $$$
Some probably not so relevant discussion here.
http://ninjatrader.com/support/forum...ad.php?t=54193
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