I am planning to automate strategy that I had built in Thinkorswim using NT8, recreated strategy in NT but having below issues to successfully test it. Sorry it might be overloaded ask/topic. I have some programming background but finding difficult to pick up NT, spent last 2 days making it work; definitely made progress but still seems far from testing successfully.
Note - testing on EQUITY instruments
- Using multi-timeframe in strategy with calculate.OnPriceChange but not able to backtest in Strategy Analyzer as NT doesn't allow use of "Order fill resolution = High" due to multi timeframes. Suggested to manage entry in the script which I have for now.
- Order Entry is displayed on next bar from signal generated, not sure how to make it enter on bar as soon as signal is generated (have calculate.OnPriceChange on strategy)
- Does multi timeframe play role in order execution here?
- I am using higher timeframe to get the volume data, would it play any role here? Seeing entries in log - "VOL relies on volume updates expecting Calculate 'On each tick' or 'On bar close'"
- I have seen in some threads/guides that it might be better to test on live data or in replay mode to see if strategy really works as expected in real-time. I followed help guide/videos to enable replay to test strategy but I am not able to download replay data from TDA. Also exported Historical Data from TDA and imported but still not able to select date range (greyed out) to replay
Thanks!
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