spread on Ninjatrader - NinjaTrader Programming | futures io social day trading
futures io futures trading


spread on Ninjatrader
Updated: Views / Replies:3,027 / 1
Created: by siscop Attachments:0

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Reply
 
Thread Tools Search this Thread
 

spread on Ninjatrader

  #1 (permalink)
Just starting out...
germany
 
Futures Experience: None
Platform: MT4, NT, MC
 
siscop's Avatar
 
Posts: 19 since Sep 2009
Thanks: 16 given, 4 received

spread on Ninjatrader

Since I am new with NT I just wanted to know if NT consider the spread on backtesting. I write scalper and the spread on backtesting is an important point. Where do I enter the spread? in Slippage? in Commission?
Second question. The entered slippage is added on the backtest on every turn, roundturn or just now and then?


Last edited by siscop; September 5th, 2009 at 03:07 PM.
Reply With Quote
 
  #2 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 46,238 since Jun 2009
Thanks: 29,350 given, 83,214 received


siscop View Post
Since I am new with NT I just wanted to know if NT consider the spread on backtesting. I write scalper and the spread on backtesting is an important point. Where do I enter the spread? in Slippage? in Commission?
Second question. The entered slippage is added on the backtest on every turn, roundturn or just now and then?


You can calculate the spread between Bid and Ask inside your strategy and do something there. If you use the Slippage function of the backtest menu, that slippage is added to every execution.

You might try avoiding the Slippage function and instead use the GetCurrentBid() and GetCurrentAsk() functions inside the strategy itself. Of course, if you star to use Limit orders then a whole new set of many problems will exist within NinjaTrader for backtesting, so I always advise people to use Market orders unless they have a lot of experience and know exactly how to deal with the limitations of backtesting.

Last, I moved this to Programming section.

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
The following 2 users say Thank You to Big Mike for this post:

Reply



futures io > > > > > spread on Ninjatrader

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

Linda Bradford Raschke: Reading The Tape

Elite only

Adam Grimes: TBA

Elite only

NinjaTrader: TBA

January

Ran Aroussi: TBA

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
Volume Spread Analysis (VSA) slumlord Traders Hideout 57 December 6th, 2017 01:19 AM
Spread measure indicator marotom Beginners and Introductions 4 November 20th, 2016 05:21 AM
Madoff Seeks to Spread Blame for Fraud Quick Summary News and Current Events 0 April 8th, 2011 07:30 AM
MultiCharts backtesting and spread arjfca The Elite Circle 3 September 26th, 2010 09:06 AM
Spread LukeGeniol Terms (Glossary) 0 July 14th, 2010 05:19 PM


All times are GMT -4. The time now is 10:32 PM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2017-12-10 in 0.06 seconds with 19 queries on phoenix via your IP 54.221.73.186