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Indicator with a range period
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Indicator with a range period

  #1 (permalink)
Elite Member
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Indicator with a range period

Hi,

I'm trying to have an indicator period as a range of values in a crossover strategy.
Say testing on crossover between SMA(period1) and SMA(period2), where period1 gets values between 15 and 20, and period2 values are between 10 and 15.
What would be a good way to do it in NT?

Thanks,
bkool.

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  #3 (permalink)
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bkool View Post
Hi,

I'm trying to have an indicator period as a range of values in a crossover strategy.
Say testing on crossover between SMA(period1) and SMA(period2), where period1 gets values between 15 and 20, and period2 values are between 10 and 15.
What would be a good way to do it in NT?

Thanks,
bkool.

Open the NinjaTrader strategy analyzer and then select optimizer (o) instead of backtest (b). NinjaTrader should now test the strategy with all parameter combinations as indicated.

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  #4 (permalink)
Elite Member
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Futures Experience: Intermediate
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Posts: 11 since Jun 2009
Thanks: 16 given, 4 received

Thanks Fat Tails.

I need this for real-time not back-testing.
I guess it requires ArrayList to store the periods, and then calling the ArrayList as the indicator parameter.

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