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can exits be defined by time (since entry) when using AI Generate?
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can exits be defined by time (since entry) when using AI Generate?
I'm playing around with the AI Generate function in the strategy analyzer, but I specifically want to apply it to 5 minute binaries, which means I need to define the exit by time and not profit or stop loss. I was previously able to set that up when using the strategy analyzer. Is it possible to do that when using the AI Generate backtest type?Tags: None
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Hello mike3154,
Welcome to the NinjaTrader support forums.
When you say that you were previously able to set this up in the analyzer, are you referring to the exit on session close feature or one of the other filtering options?
I look forward to being of further assistance.JesseNinjaTrader Customer Service
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Originally posted by NinjaTrader_Jesse View PostHello mike3154,
Welcome to the NinjaTrader support forums.
When you say that you were previously able to set this up in the analyzer, are you referring to the exit on session close feature or one of the other filtering options?
I look forward to being of further assistance.
I was able to define the exit based on time since entry, to simulate trading 5 minute binaries. So if the entry rules were met and an entry was made, then exit automatically happened 5 minutes later and I was only interested in the win/loss percentage of the strategy, not the amount of profit or loss.
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Hello mike3154 ,
Thanks for the additional details.
It sounds like you are describing a custom strategy here and not a specific feature of the analyzer. Just to clarify, is this something you can choose when using the SampleMACrossOver or is this specific to your strategy? I just want to make sure I am on the same page, I will put in a feature request here as I don't believe that the AI generate will have the same capability currently.
I look forward to being of further assistance.JesseNinjaTrader Customer Service
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Originally posted by NinjaTrader_Jesse View PostHello mike3154 ,
Thanks for the additional details.
It sounds like you are describing a custom strategy here and not a specific feature of the analyzer. Just to clarify, is this something you can choose when using the SampleMACrossOver or is this specific to your strategy? I just want to make sure I am on the same page, I will put in a feature request here as I don't believe that the AI generate will have the same capability currently.
I look forward to being of further assistance.
When I first heard about the AI feature, I wanted to see if it would help me avoid the manual approach I used previously. But if I can't define exits based on time then I can't apply it to binaries. Just thought I would check to see if I missed something.
If we are talking about a feature request, then the ultimate scenario would be to be able to do it two ways. One is to define the exit based on time since entry. The other would be to directly simulate the binaries schedule (exit on the 5 minute intervals, 20 minute intervals, 1 hour, etc. based on the clock) and not related to actual entry time. That would be an accurate simulation because you can enter the binaries at any time prior to expiration, but the expiration time is always the same. But from the perspective of analyzing a strategy there are also reasons to disconnect from the binary schedule and only focus on time intervals.
Thanks again for the prompt engagement!
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Hello mike3154 ,
Thanks for the additional details.
I will put this in as a feature request, the AI generate is a pretty new tool so it is still being enhanced. It recently was given the ability to load custom indicators so hopefully we can see options like this in the future updates. What you described is certainly possible in manual coding but you would of course have to code the strategy yourself which is beyond the scope of the request here.
I look forward to being of further assistance.JesseNinjaTrader Customer Service
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