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Showing results 1 to 9 of 9
Search: Posts Made By: jflaggs
Forum: NinjaTrader August 22nd, 2017, 05:05 PM
Replies: 20
Views: 5,351
Posted By jflaggs
Hmm. I'll have to ask NT support about that then....

Hmm. I'll have to ask NT support about that then. Yeah, I need to use replay because my strategy uses tick data. Nice results (: Your commissions are super low. I'm assuming you're frequency is less...
Forum: NinjaTrader August 22nd, 2017, 01:16 PM
Replies: 20
Views: 5,351
Posted By jflaggs
Thanks. I see. I definitely went back and created...

Thanks. I see. I definitely went back and created a commissions template after creating this post. I guess it didn't affect my performance parameters very much, so you're right about that (sharpe...
Forum: NinjaTrader August 21st, 2017, 01:34 PM
Replies: 20
Views: 5,351
Posted By jflaggs
Hmm, well even when including commissions in NT8...

Hmm, well even when including commissions in NT8 Strategy Performance, the other parameters are not affected. So I think that it is measuring your strategy's fundamental performance characteristics....
Forum: NinjaTrader August 13th, 2017, 10:46 AM
Replies: 20
Views: 5,351
Posted By jflaggs
I see your point. 121min is not by any means a...

I see your point. 121min is not by any means a fixed number. The range is more like 1min to several hours. I don't plan to use TradeStation, I just used it as a reference to compare my options for...
Forum: NinjaTrader August 12th, 2017, 09:36 PM
Replies: 20
Views: 5,351
Posted By jflaggs
How so? I will be trading between 1 and 10...

How so?

I will be trading between 1 and 10 leverage. No more than that. Will definitely have to check out IB!
Forum: NinjaTrader August 11th, 2017, 07:21 PM
Replies: 20
Views: 5,351
Posted By jflaggs
That's the commissions fee for TradeStation....

That's the commissions fee for TradeStation. Either .01/share or flat 5 bucks. I wouldn't be interested in trading less than 500 shares for the sub $300/share stocks that I follow, so 5 bucks in and...
Forum: NinjaTrader August 11th, 2017, 03:26 PM
Replies: 20
Views: 5,351
Posted By jflaggs
TWDsje, That's an awesome graphical...

TWDsje,

That's an awesome graphical representation of the problem and how to work towards solving it. Thank you very much for the good input, Yes, mathematically you're absolutely correct in that...
Forum: NinjaTrader August 11th, 2017, 12:09 PM
Replies: 20
Views: 5,351
Posted By jflaggs
choke35, xiaosi, Thanks for your comments....

choke35, xiaosi,

Thanks for your comments. There is no back testing optimization done here. I will look into improving the MAE/MFE profiles. I can limit the risk a bit more, and possibly take...
Forum: NinjaTrader August 11th, 2017, 02:57 AM
Replies: 20
Views: 5,351
Posted By jflaggs
NT8 Performance Analysis Thoughts

Hello,

We are developing a strategy that, so far, has shown promise. However, we are having trouble getting around spread commissions. We're curious what type of performance others are looking...
Showing results 1 to 9 of 9

What unexpected challenges have you encountered while trading on a "Funded Trader" platform?

 


 
 


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