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Strategy creating 95%-100% winning trades
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Strategy creating 95%-100% winning trades

  #41 (permalink)
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cunparis View Post
Mike - From what I understand Ninja cannot reliably backtest when one enters & exits on the same bar. You can enter or you can exit but not both on the same bar. I believe this limitation is for all bar types including tick. When you backtest a tick chart it doesn't go tick by tick, it uses the OHLC of the tick bar. Please correct me if I'm wrong.

I code a second PeriodType of Range 1, and do all order management on that BarsArray, regardless of the size of the signal bar/period.

So it is tick-by-tick for my purpose, my own stuff doesn't use anything that would require being updated if price doesn't actually move a tick. And it's much more efficient to use Range 1 than Tick 1.

Mike

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  #42 (permalink)
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Example

This is what I was talking about .....

And I can make the same for 400 trades...unfortunately too often back testing does not really help ....

What I do is to use a market replay of the exactly same day ( say the 18 th november) over and over and over

and each time I build a new strategy I test it on real historical time data to see what is good/improvable ...one can notice many many things .....and using the same day makes things easier ... but guys.... to many electronic player out there , and they can buy and sell in 800 micro seconds ( which I am sure it is faster than you)

That is why trend following becomes harder and harder ( at least on a small time frame) .....

I am sure everybody who trades noticed these V-shapes over and over .....

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  #43 (permalink)
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gabga100 View Post
This is what I was talking about .....

...

What I do is to use a market replay of the exactly same day ( say the 18 th november) over and over and over

I'm not sure what you're trying to say here. I mean I got the part about testing with market replay. But your strategy has so many parameters that finding a combination to give great performance would not be difficult.

How does this walk forward? How does it work in real time trading?

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  #44 (permalink)
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Big Mike View Post
I code a second PeriodType of Range 1, and do all order management on that BarsArray, regardless of the size of the signal bar/period.

So it is tick-by-tick for my purpose, my own stuff doesn't use anything that would require being updated if price doesn't actually move a tick. And it's much more efficient to use Range 1 than Tick 1.

Mike

Hey Mike I just wanted to say your idea is brilliant. A friend asked me to code up a simple strategy to test out an idea and so I used your idea. Previously I'd enter with stops but with ninja you can't bracket so that meant trading only one side. With your approach I don't use stops, I just enter at market when my price is hit. This way I can bracket, reverse, do whatever I want.

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  #45 (permalink)
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Big Mike View Post
I code a second PeriodType of Range 1, and do all order management on that BarsArray, regardless of the size of the signal bar/period.

So it is tick-by-tick for my purpose, my own stuff doesn't use anything that would require being updated if price doesn't actually move a tick. And it's much more efficient to use Range 1 than Tick 1.

Mike

Mike, will you give some example code on this? I attempted to follow the example code on the NT forum but I could not get it to work correctly.

Thanks!

GT

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  #46 (permalink)
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GreenTrade View Post
Mike, will you give some example code on this? I attempted to follow the example code on the NT forum but I could not get it to work correctly.

Thanks!

GT


I would be really interested in an example too .... not really fully getting it ...

Thank You

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  #47 (permalink)
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cunparis View Post
I'm not sure what you're trying to say here. I mean I got the part about testing with market replay. But your strategy has so many parameters that finding a combination to give great performance would not be difficult.

How does this walk forward? How does it work in real time trading?


Hey this strategy , is probably not good, I was simply illustrating that because of NT and backtesting flaws , 98 % of trades profitable in back test is quite feasible....

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  #48 (permalink)
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GreenTrade View Post
Mike, will you give some example code on this? I attempted to follow the example code on the NT forum but I could not get it to work correctly.

Thanks!

GT


gabga100 View Post
I would be really interested in an example too .... not really fully getting it ...

Thank You

Briefly, from memory (am on laptop, no ninja here):

 
Code
                            
#init
Add(PeriodType.Range1); // bars array 1

#onbarupdate

if (BarsInProgress == 0)
{
// do your stuff

// go long
EnterLong(1DefaultQuantity"long " CurrentBar);

}

if (
BarsInProgress == 1)
{
// put order management here

Basically two things here --- the EnterLong statement is forcing the order to be placed on BarsArray 1, which is 1 tick of movement (Range 1).

Second, put your order management code (ie: trailing stop, whatever) inside the BarsInProgress == 1 section so it is called every 1 tick of movement as well.

Anything more complex than that, I am sorry to say I cannot show you code right now.

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.

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  #49 (permalink)
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Hi Shodson

Would you mind sharing your chart and indicator set up

Thanking you
Sharmas

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  #50 (permalink)
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gabga100 View Post
Hey this strategy , is probably not good, I was simply illustrating that because of NT and backtesting flaws , 98 % of trades profitable in back test is quite feasible....

This is VERY old news.

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