any comments/observations about stack trade? | Trading Reviews and Vendors


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any comments/observations about stack trade?

  #4 (permalink)

Elite Member
Chicago
 
Futures Experience: Intermediate
Platform: Ninja Trader & TradeStation
Broker/Data: Amp Futures/Zen-Fire
Favorite Futures: ES
 
Posts: 56 since Jun 2009
Thanks: 17 given, 48 received

If you follow their system in a demo they will count every touch of price as a fill. Since they use limit order to get in and out of trades the real results will be very different than their count. I wrote a strategy in TradeStation a while back which worked very similar to theirs, and when testing it as though every touch was a fill it achieved very impressive results. I went live with it and on the first day had 7 out of 7 theoretical "wins" (if every touch was a fill) but in real trading it was a slightly negative day. Thus if my theoretical results yielded a slightly losing day I would have likely been killed in real life. It was a result of the fact that Ninja back testing does not treat every touch as a fill that I switched to Ninja since I realized that scalping strategies couldn't be tested on TS. (I didn't realize at that time the other disadvantages of Ninja back testing). Anyway, I don't think it's a winning system based on my experience. But I didn't use it for long.

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