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I have noticed an interesting 'effect' of comparing backtesting to SIM trades on the same days. At least to me.
While using Enter****Limit(), and the target limit price being the close (( Closes[0][0] )) of the trigger bar, I never seem to get an entry price at the open of the next bar IF the trigger bar is a down bar, but can get an entry at the open of the next bar if the trigger bar is an up bar or neutral bar.
I will be trying to code a test into a strategy to run against multiple currency pairs and comparing SIM <> BackTest on the same day data. I realize I can never expect results to be the same, but my observations by eyeball are too consistent to ignore.
I do feel that this, if correct, can have a bigger impact on trades than most any indicator you can use.
Any code gurus to help out? I am trying to make this a 'total' test including ouput to excel and analysis tools available within that (which is well beyond my skill level).
IF you think I am bullocks,,, tell me so!! lol
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!
Can you help answer these questions from other members on NexusFi?
Very good eye! It has been awhile since I visited the code.
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!
I am an aspiring code guru, although I'm not there yet . What you say sounds like a serious bug in NinjaTrader. Is that what you meant?
Just to clarify, I think you are saying when you enter short at a limit using the closing price of the trigger bar, you never get an entry at the Open of the new bar.
Is that correct?
Even if the Open of the new bar is a tick down from the trigger bar Close?
You can discover what your enemy fears most by observing the means he uses to frighten you.
That is correct, except I only use the Long ... except that the behavior is inconsistent .. ie market factors at work
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!