When running a stragety performance test in NT on an atm stragety, apparently it doesn´t calculate trades entered and exit on the same bar. Of course this is a huge disadvantage when you want to backtest your stragety. I hope you can fix this until the next version, and also to be able to use continiuos contracts for testing
Announcement
Collapse
No announcement yet.
Partner 728x90
Collapse
NinjaTrader
Backtesting strageties
Collapse
X
-
Backtesting strageties
Hello.
When running a stragety performance test in NT on an atm stragety, apparently it doesn´t calculate trades entered and exit on the same bar. Of course this is a huge disadvantage when you want to backtest your stragety. I hope you can fix this until the next version, and also to be able to use continiuos contracts for testingTags: None
-
borne, welcome to our forums - ATM strategies could generally not be backtested, so I'm not exactly sure what you're referring to, do you mean a regular NinjaScript strategy? The backtest would per default not look inside the bar, that's correct - you could though add in more granularity to be able to simulate an intrabar fill -
You can submit orders to different Bars objects. This allows you the flexibility of submitting orders to different timeframes. Like in live trading, taking entry conditions from a 5min chart means executing your order as soon as possible instead of waiting until the next 5min bar starts building. You can achieve this by
Our next major update of the platform will have more options and flexibility in this area.
Continuous contracts are created in NT per default, as well for backtesting - just use the regular current front month symbol and NT will be create a continuous contract if you request data over contract boundaries. For providers that natively support continuous contract access, you can also work with the ##-## symbol for charting and backtesting.BertrandNinjaTrader Customer Service
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by arvidvanstaey, Today, 02:19 PM
|
4 responses
11 views
0 likes
|
Last Post Today, 04:08 PM | ||
Started by samish18, 04-17-2024, 08:57 AM
|
16 responses
61 views
0 likes
|
Last Post
by samish18
Today, 03:30 PM
|
||
Started by jordanq2, Today, 03:10 PM
|
2 responses
9 views
0 likes
|
Last Post
by jordanq2
Today, 03:23 PM
|
||
Started by traderqz, Today, 12:06 AM
|
10 responses
18 views
0 likes
|
Last Post
by traderqz
Today, 02:49 PM
|
||
Started by algospoke, 04-17-2024, 06:40 PM
|
5 responses
48 views
0 likes
|
Last Post Today, 02:36 PM |
Comment