NexusFi: Find Your Edge


Home Menu

 





Strategy creating 95%-100% winning trades


Discussion in NinjaTrader

Updated
      Top Posters
    1. looks_one shodson with 13 posts (10 thanks)
    2. looks_two pakricard with 8 posts (1 thanks)
    3. looks_3 Big Mike with 7 posts (5 thanks)
    4. looks_4 gabga100 with 7 posts (1 thanks)
      Best Posters
    1. looks_one sefstrat with 2.3 thanks per post
    2. looks_two shodson with 0.8 thanks per post
    3. looks_3 Big Mike with 0.7 thanks per post
    4. looks_4 cunparis with 0.6 thanks per post
    1. trending_up 99,979 views
    2. thumb_up 41 thanks given
    3. group 41 followers
    1. forum 92 posts
    2. attach_file 8 attachments




 
Search this Thread

Strategy creating 95%-100% winning trades

  #61 (permalink)
 
MasterSS's Avatar
 MasterSS 
Russia, Ekaterinburg
 
Experience: Intermediate
Platform: NinjaTrader
Broker: FXCM
Trading: forex
Posts: 13 since Jul 2010
Thanks Given: 123
Thanks Received: 3

But only one option: to check all the results of trading strategies for real money (micro lots). Everything else is very often leads to loss of money.

Reply With Quote

Can you help answer these questions
from other members on NexusFi?
My NT8 Volume Profile Split by Asian/Euro/Open
NinjaTrader
NexusFi Journal Challenge - April 2024
Feedback and Announcements
Exit Strategy
NinjaTrader
New Micros: Ultra 10-Year & Ultra T-Bond -- Live Now
Treasury Notes and Bonds
Are there any eval firms that allow you to sink to your …
Traders Hideout
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Get funded firms 2023/2024 - Any recommendations or word …
61 thanks
Funded Trader platforms
38 thanks
NexusFi site changelog and issues/problem reporting
27 thanks
The Program
18 thanks
Battlestations: Show us your trading desks!
18 thanks
  #62 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,397 since Jun 2009
Thanks Given: 33,173
Thanks Received: 101,537


monpere View Post
Crap! Now I have to go back and retest every strategy I ever wrote on Ninja with a multi bar series. Who knows? I may have scrapped a couple of million dollar a year strategies ! But seriously people, it's 2011, how hard could it be to write a tick based backtester? Am I missing something here? We need to force the issue with our vendors. I say we boycott all of them!

Can't speak to why NT is unable to do this, but MultiCharts does it fine. You simply click a button and it will use "bar magnifier" (tick data) on non-tick data series to give you accurate OHLC. The other nice thing is it automatically assumes the worst OHLC order, whereas it seems to me that NT assumes the best. Even if NT would just assume the worst it would be a huge improvement in the "don't get your hopes up" department, but obviously the best choice would be a bar magnifier type feature.

But seriously, if NT does what you need - stick with it. If it doesn't, just switch. There are good alternatives. No need to beat yourself up.

Mike

We're here to help: just ask the community or contact our Help Desk

Quick Links: Change your Username or Register as a Vendor
Searching for trading reviews? Review this list
Lifetime Elite Membership: Sign-up for only $149 USD
Exclusive money saving offers from our Site Sponsors: Browse Offers
Report problems with the site: Using the NexusFi changelog thread
Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote
  #63 (permalink)
 
monpere's Avatar
 monpere 
Bala, PA, USA
 
Experience: Intermediate
Platform: NinjaTrader
Broker: Mirus, IB
Trading: SPY, Oil, Euro
Posts: 1,854 since Jul 2010
Thanks Given: 300
Thanks Received: 3,371



Big Mike View Post
Can't speak to why NT is unable to do this, but MultiCharts does it fine. You simply click a button and it will use "bar magnifier" (tick data) on non-tick data series to give you accurate OHLC. The other nice thing is it automatically assumes the worst OHLC order, whereas it seems to me that NT assumes the best. Even if NT would just assume the worst it would be a huge improvement in the "don't get your hopes up" department, but obviously the best choice would be a bar magnifier type feature.

But seriously, if NT does what you need - stick with it. If it doesn't, just switch. There are good alternatives. No need to beat yourself up.

Mike

Well, they have Historical Fill Processing you can toggle between 'Default' and 'Liberal', It should be very easy to implement that similar toggle best/worst processing for OHLC order, at the very least. Probably 10 lines of code, including comment lines .

Reply With Quote
Thanked by:
  #64 (permalink)
 pakricard 
Indonesia
 
Experience: Beginner
Platform: NT
Trading: FDAX
Posts: 29 since Jan 2011
Thanks Given: 13
Thanks Received: 18


monpere View Post
Well, they have Historical Fill Processing you can toggle between 'Default' and 'Liberal', It should be very easy to implement that similar toggle best/worst processing for OHLC order, at the very least. Probably 10 lines of code, including comment lines .

Hi: I think most of us will be really happy if you could share with us these 10 lines of code ;-)

Thanks,
Pak

Reply With Quote
  #65 (permalink)
 pakricard 
Indonesia
 
Experience: Beginner
Platform: NT
Trading: FDAX
Posts: 29 since Jan 2011
Thanks Given: 13
Thanks Received: 18

Before giving up on NT and its ability to use worst case scenario doing backtesting, I followed the instructions at http://ww25.ninjatrader-support.com/HelpGuideV6/helpguide.html?FillTypes&subid1=20240328-2327-17c8-a048-8e507faeb271 and created a WorstCaseFillType.cs

The problem I'm facing now is ignorance

I'm trying to understand how it should work but I'm getting lost. maybe someone with more neurons (or with better connexions) is able to show some light.

Question:
NextLow, NextHigh, etc variables, where are they filled? What do they REALLY mean with "Next"?

let's suppose an order is filled at bar X (can be controlled by CurrentBar)
Now Target and Stop Loss (OCO) are on the market (state == working).

If Target (or StopLoss) price is reached, will be filled on the same bar X if and only if it "follows the colour of the bar".
IF bar X is red and we are processing a long order, we will not fill the target, but will fill the stopLoss
IF bar X is red and we are processing a short order, we will not fill the stopLoss, but will fill the Target
IF bar X is green and we are processing a short order, we will not fill the target, but will fill the stopLoss
IF bar X is gree and we are processing a long order, we will not fill the stopLoss, but will fill the Target

Can I get the "red" and "green" values from Strategy.Open[0] and Strategy.Close[0]?

Does it makes any sense?

Any help will be highly appreciated

Pak

Attached Files
Elite Membership required to download: WorstCaseFillType.cs
Reply With Quote
  #66 (permalink)
 baruchs 
Israel
 
Experience: Intermediate
Platform: NinjaTrader
Broker: pfg
Trading: eminis
Posts: 323 since Jun 2009


Quoting 
Before giving up on NT and its ability to use worst case scenario

Why don't you instead use tick granularity?

Baruch

Reply With Quote
  #67 (permalink)
 pakricard 
Indonesia
 
Experience: Beginner
Platform: NT
Trading: FDAX
Posts: 29 since Jan 2011
Thanks Given: 13
Thanks Received: 18


baruchs View Post
Why don't you instead use tick granularity?

Baruch

Hi Baruch:

I think it's also a good idea before changing platform ;-)

BTW, do you know any link where I could see a good, simple example of multitime frame, so I can use tick granularity?

Thanks,
pak

Reply With Quote
  #68 (permalink)
 baruchs 
Israel
 
Experience: Intermediate
Platform: NinjaTrader
Broker: pfg
Trading: eminis
Posts: 323 since Jun 2009

Hi Pak,
You can search in NT forum.
But its easy:
1. In Initialize - Add new time frame
2. In OnBarUpdate - now ninja runs twice through it. Once on BarsInProgress == 0 and once on BaesInProgress == 1.
Just put the code in the right place.
Like entries in "0" and stop and profit in "1".

Baruch
p.s.
You do it with EnterLong(0, true.....)
or EnterLong(1, true.....)

Reply With Quote
  #69 (permalink)
 
monpere's Avatar
 monpere 
Bala, PA, USA
 
Experience: Intermediate
Platform: NinjaTrader
Broker: Mirus, IB
Trading: SPY, Oil, Euro
Posts: 1,854 since Jul 2010
Thanks Given: 300
Thanks Received: 3,371


baruchs View Post
Hi Pak,
You can search in NT forum.
But its easy:
1. In Initialize - Add new time frame
2. In OnBarUpdate - now ninja runs twice through it. Once on BarsInProgress == 0 and once on BaesInProgress == 1.
Just put the code in the right place.
Like entries in "0" and stop and profit in "1".

Baruch
p.s.
You do it with EnterLong(0, true.....)
or EnterLong(1, true.....)

EnterLong() has a BarsInProgress parameter, but SetStopLoss() and SetProfitTarget() do not. So, do you have to do the following?

EnterLong(1,...);
if ( BarsInProgress == 1 ) {
...SetStopLoss();
...SetProfitTarget();
}

or do I have to code the stop/target logic myself like:

EnterLong(1,...);
if ( BarsInProgress == 1 ) {
...if ( Close[0] == myStopPrice ) {...}
...if ( Close[0] == myTargetPrice ) {...}
}

Reply With Quote
Thanked by:
  #70 (permalink)
 baruchs 
Israel
 
Experience: Intermediate
Platform: NinjaTrader
Broker: pfg
Trading: eminis
Posts: 323 since Jun 2009



Quoting 
EnterLong() has a BarsInProgress parameter, but SetStopLoss() and SetProfitTarget() do not. So, do you have to do the following?

I never use SetStopLoss() and SetProfitTarget(). Don't understand what they are good for.
I use Exit...
Baruch

Reply With Quote




Last Updated on January 30, 2020


© 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