NexusFi: Find Your Edge


Home Menu

 





Always In Strategy for Testing


Discussion in NinjaTrader

Updated
    1. trending_up 2,716 views
    2. thumb_up 0 thanks given
    3. group 0 followers
    1. forum 1 posts
    2. attach_file 3 attachments




 
Search this Thread

Always In Strategy for Testing

  #1 (permalink)
 zeller4 
Orlando Florida
 
Experience: Intermediate
Platform: NT8
Trading: CL, NQ, ES, RTY
Posts: 477 since Jun 2009
Thanks Given: 1,416
Thanks Received: 404

Hello,

I'm "toying" with an "Always-In" strategy so I can test the use of GetCurrentBid() and GetCurrentAsk(). I've attached the Indicator and Strategy codes and screenshots below. I'm not sure why the following occurs:

1. I've added DrawLine so you can see when the GannHiLo flips - not sure the best way to get the entry orders to exactly hit like the drawline plots.
2. I've included exits right before entries - I'm believing I should get a same fill unless I need to have a reversing order instead? What is the syntax for reversing orders?
3. Sometimes, the orders don't fill so that when the TriggerDown line has plotted, and after a bar has passed, I'm still in a long position. Not sure why...
4. If Indexing or COBC should be modified to make this work correctly, please let me know.
5. If the use of GetCurrentBid/Ask needs to be modified to something better, please let me know. I'm sometimes using OnMarketData but I've simplified for this test.

Thanks for any help.

Kirk

ps - I'm testing on a 1-minute chart (30 sec when the market slows down) just to test setups.

Attached Thumbnails
Click image for larger version

Name:	6E 03-10  2_24_2010 (1 Min).jpg
Views:	135
Size:	61.8 KB
ID:	8680   Click image for larger version

Name:	6E 03-10  2_24_2010 (1 Min)-ChartTrader.jpg
Views:	119
Size:	64.2 KB
ID:	8681  
Attached Files
Elite Membership required to download: Sample_Always_In_Hi_Lo.zip
Started this thread Reply With Quote

Can you help answer these questions
from other members on NexusFi?
REcommedations for programming help
Sierra Chart
Cheap historycal L1 data for stocks
Stocks and ETFs
Better Renko Gaps
The Elite Circle
MC PL editor upgrade
MultiCharts
How to apply profiles
Traders Hideout
 




Last Updated on February 24, 2010


© 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