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Puyallup, Washington State
Experience: Intermediate
Platform: NinjaTrader
Broker: NINJATRADER/CQG
Trading: NQ, CL, ES, YM
Posts: 115 since Sep 2009
Thanks Given: 113
Thanks Received: 48
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always errors, always points in the data that are at issue.
That doesn't mean that proper testing methodologies cannot win the day.
Several issues may be at play however, say ones perception as to when an actual indicator fires that feeds ones strategy.
Say you brought in a custom indicator such as .. as crap.. I dont have the code on me at the moment..
where you define the type in the variables section and then later on in OnStartUp you make it your own like mySMA = SMA(Input,5);
At the beginning of OnBarUpdate make sure that you're doing a mySMA.Update();
Another problem is that if you're building strats on indicators that post results n number of bars ago like ZigZag or some such one is always going to be late to the party.
That said I make ninjatrader cry itself to sleep with what I try to pipe through it on near 1 tick like bars. It just cant handle the processing beyond say 10 days of data and 60 days is right out.
-E.
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