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Showing results 1 to 13 of 13
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Posts Made By:
MXASJ
Forum:
NinjaTrader
January 29th, 2010, 04:17 AM
Replies:
22
Same Strategy, Same Market, Same Time = Different trades!
Views:
11,351
Posted By
MXASJ
Hi Gavin, Man that seems like a long time...
Hi Gavin,
Man that seems like a long time ago... I actually don't have that strat any more and I've moved all my development over to NT7. Also, I haven't been using strats to fire ATM strategies...
Forum:
NinjaTrader
July 20th, 2009, 06:35 AM
Replies:
22
Same Strategy, Same Market, Same Time = Different trades!
Views:
11,351
Posted By
MXASJ
Just to update this thread. My problem was solved...
Just to update this thread. My problem was solved with Action #1 above. A single typo in my strat code had it trading against an indicator parameter that was different than the plotted parameter.
...
Forum:
NinjaTrader
July 16th, 2009, 09:05 PM
Replies:
22
Same Strategy, Same Market, Same Time = Different trades!
Views:
11,351
Posted By
MXASJ
Mission today for me: 1. Compare each...
Mission today for me:
1. Compare each strat's code once again, line by line.
2. Run both on the same chart using Market Replay 1x speed.
3. Work on hard coding an "ATM like" exit strategy as...
Forum:
NinjaTrader
July 16th, 2009, 08:06 PM
Replies:
22
Same Strategy, Same Market, Same Time = Different trades!
Views:
11,351
Posted By
MXASJ
Go long arrow: DrawArrowUp("My up arrow" +...
Go long arrow:
DrawArrowUp("My up arrow" + CurrentBar, true, 0, High[0]+TickSize, Color.Green);
// delete to enable PlaySound(@"C:\Program Files\NinjaTrader 6.5\sounds\LongES.wav");
// delete...
Forum:
NinjaTrader
July 16th, 2009, 08:04 PM
Replies:
22
Same Strategy, Same Market, Same Time = Different trades!
Views:
11,351
Posted By
MXASJ
In a way it was good to be out of some of that...
In a way it was good to be out of some of that chop... I just need to figure out why the code does not work the same between both strats.
Go Long ATM:
// ATM Strategy code cut-and-paste from NT...
Forum:
NinjaTrader
July 16th, 2009, 08:01 PM
Replies:
22
Same Strategy, Same Market, Same Time = Different trades!
Views:
11,351
Posted By
MXASJ
Well its not quite there yet. Attached two...
Well its not quite there yet. Attached two photos... one of the strat executing the ATM and one of the strat executing draw arrow. There are four instances where the strat with the ATM "missed" buy...
Forum:
NinjaTrader
July 15th, 2009, 11:20 PM
Replies:
22
Same Strategy, Same Market, Same Time = Different trades!
Views:
11,351
Posted By
MXASJ
I looked at the original "exampleATMstrategy" and...
I looked at the original "exampleATMstrategy" and think I found the problem. Recoded, compiled, and running against a market replay file now.
The strats were running on different but identical...
Forum:
NinjaTrader
July 15th, 2009, 10:15 AM
Replies:
22
Same Strategy, Same Market, Same Time = Different trades!
Views:
11,351
Posted By
MXASJ
vielen danke max. Before I get too carried away...
vielen danke max. Before I get too carried away what would the Close[0]>Open[0] thing in the ATM start do? Only long after a postive bar?
"if (orderId.Length == 0 && atmStrategyId.Length == 0 &&...
Forum:
NinjaTrader
July 15th, 2009, 07:59 AM
Replies:
22
Same Strategy, Same Market, Same Time = Different trades!
Views:
11,351
Posted By
MXASJ
So the the conditions that lead to an an action...
So the the conditions that lead to an an action are the same. Is there anything in the call ATM code... wait... what's that close[0]>open[0]?
Forum:
NinjaTrader
July 15th, 2009, 07:56 AM
Replies:
22
Same Strategy, Same Market, Same Time = Different trades!
Views:
11,351
Posted By
MXASJ
The call ATM one has this instead of the...
The call ATM one has this instead of the drawarrowup, etc:
{
// ATM Strategy code cut-and-paste from NT
// Make sure this strategy does not execute against historical data
if (Historical)...
Forum:
NinjaTrader
July 15th, 2009, 07:54 AM
Replies:
22
Same Strategy, Same Market, Same Time = Different trades!
Views:
11,351
Posted By
MXASJ
The sound and draw one: /// </summary> ...
The sound and draw one:
/// </summary>
protected override void OnBarUpdate()
{ ///GO LONG: Conditions followed by ATM Strategy execution.
if (VSuperTrend(14,...
Forum:
NinjaTrader
July 15th, 2009, 06:56 AM
Replies:
22
Same Strategy, Same Market, Same Time = Different trades!
Views:
11,351
Posted By
MXASJ
No they are both strategies. The difference is...
No they are both strategies. The difference is instead of buy/sell as an action its playsound/draw bar.
Forum:
NinjaTrader
July 14th, 2009, 10:25 PM
Replies:
22
Same Strategy, Same Market, Same Time = Different trades!
Views:
11,351
Posted By
MXASJ
Same Strategy, Same Market, Same Time = Different trades!
Hey All,
I've been sim trading a strategy that calls an ATM when getting buy or sell signals, and last night copied it and took out the buy/sell actions and replaced them with playsound and...
Showing results 1 to 13 of 13
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