trying working limit orders with COBC=false... you should get better results

Hey bigdog, do you mean adjusting limit orders on the entry side or the exit side? or maybe both.

I was thinking about a entry limit order approach that would escalate into a market order after a certain number of ticks/time elapsed based on price action, but haven't had time to do anything with it yet. Is that the sort of thing you're talking about?

I like testing in sim mode, but I just wish there was a way to get the output into a log file instead of that stupid window. I'll start using market replay more once I have my second system built, but right it just isn't practical with my setup.

It's nice to hear how people like yourself that are having success approach things, and how you utilize the tools.

You can easily write to a custom log file from your strategy using the C# StreamWriter class, check the sample code here: How to read from and write to a text file by using Visual C#

Also you can run a second instance of NT inside a virtual machine without needing a second computer (assuming your main computer isn't really outdated). I do all my development and testing in VMs while my live strategies run on the host OS, it makes strategy development *much* more pleasant =)

You can download VM software from VirtualBox

The logic of COBC=true when using a Close[0] does my head in. Close[0] with COBC=true would be Close[1], right?

I'm playing with some last bar [1] && bar[0] COBC=false code now having seen my strat miss things I wanted it to trade. Probably the most frustrating thing I've been fighting is knowing why or why not my strat code takes a trade.

FWIW I backtest using market replay data 1x speed after hours and forward test on live sim data during the hours I trade. Slow and painful but more accurate.