NexusFi: Find Your Edge


Home Menu

 





Automatic Strategy issue


Discussion in NinjaTrader

Updated
    1. trending_up 1,967 views
    2. thumb_up 0 thanks given
    3. group 2 followers
    1. forum 3 posts
    2. attach_file 1 attachments




 
Search this Thread

Automatic Strategy issue

  #1 (permalink)
 
nillz123's Avatar
 nillz123 
Ocala, FL
 
Experience: Intermediate
Platform: NT
Trading: Crude, Euro, ES
Posts: 44 since Aug 2010
Thanks Given: 25
Thanks Received: 31

I had a programmer program a strategy for me but it seems he disappeared
(Please note that ther are two orders in back test set to every one order of real time)
If you can see the attached file, you will see that there seems to be time delays. Pay particular attention to the ENTRY times of the back test and the real time. Now, I know some orders may get filled at a price slightly better or worse than the backtests. However, I am noticing that in real time, the orders are 3-5 minutes off. I noticed only 2 orders that was in close proximity to each other (10:07 and 10:40), but as far as the rest goes, they are MINUTES off.

Also, the real time took extra trades that the back test did not (real time took 9 trades when the backtest chart shows it should have only taken 6).

Attached Thumbnails
Click image for larger version

Name:	time%20difference[1].PNG
Views:	121
Size:	116.1 KB
ID:	32941  
Started this thread Reply With Quote

Can you help answer these questions
from other members on NexusFi?
Pivot Indicator like the old SwingTemp by Big Mike
NinjaTrader
MC PL editor upgrade
MultiCharts
Trade idea based off three indicators.
Traders Hideout
How to apply profiles
Traders Hideout
Better Renko Gaps
The Elite Circle
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Spoo-nalysis ES e-mini futures S&P 500
29 thanks
Just another trading journal: PA, Wyckoff & Trends
26 thanks
Tao te Trade: way of the WLD
24 thanks
Bigger Wins or Fewer Losses?
23 thanks
GFIs1 1 DAX trade per day journal
18 thanks
  #3 (permalink)
 
nillz123's Avatar
 nillz123 
Ocala, FL
 
Experience: Intermediate
Platform: NT
Trading: Crude, Euro, ES
Posts: 44 since Aug 2010
Thanks Given: 25
Thanks Received: 31


And Still when you backtest it shows it as profitable, when in fact it is not. It hits the full SL.

Started this thread Reply With Quote
  #4 (permalink)
 
Trader.Jon's Avatar
 Trader.Jon 
Near the BEuTiFULL Horse Shoe
 
Experience: Beginner
Platform: NinjaTrader
Broker: MBTrading Dukascopy ZenFire
Trading: $EURUSD when it is trending
Posts: 473 since Jul 2009
Thanks Given: 401
Thanks Received: 184


nillz123 View Post
I had a programmer program a strategy for me but it seems he disappeared...
Also, the real time took extra trades that the back test did not (real time took 9 trades when the backtest chart shows it should have only taken 6).

OUCH! Not nice of the programmer!

Without seeing all the code I would have to ask you specifically the code lines where the order entry takes place. Is it something like?)
 
Code
	iOrderL1 = EnterLongLimit(0, true, iQuantity1, (Close[0]+(MoveLimitTicks*TickSize)), sENTRY1L);
Depending on the code you could just be not hitting the targeted price until it shows up much later. IF you have 'EnterLong()' it will fill (sort of) immediately on market but might have huge slippage.

Jon

Writing to you from the wonderful province of Ontario, Canada. Home to the world's biggest natural negative ion generator, the Niagara Falls, and to those that dare to know how to go over it in a barrel. SALUTE!
Reply With Quote




Last Updated on March 7, 2011


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
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.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts