Have an entry condition to only enter between 12am to 9am. So I tried using BarsSinceExit > 9 on hour bars for worst case where it exits at say 12:01am, it won't allow another entry given that no trades are allowed after 9am, but it's giving me a lot less trades over the backtest period which doesn't make any sense to me?
Announcement
Collapse
Looking for a User App or Add-On built by the NinjaTrader community?
Visit NinjaTrader EcoSystem and our free User App Share!
Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
See more
See less
Partner 728x90
Collapse
NinjaTrader
stop re-entry on same day
Collapse
X
-
stop re-entry on same day
Backtesting a strategy on ES. If I'm wanting to trigger a trade at max once a day how do I stop it from re-entering on the same day? Sometimes it exits before the close and then re-enters right away.
Have an entry condition to only enter between 12am to 9am. So I tried using BarsSinceExit > 9 on hour bars for worst case where it exits at say 12:01am, it won't allow another entry given that no trades are allowed after 9am, but it's giving me a lot less trades over the backtest period which doesn't make any sense to me?Tags: None
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by burtoninlondon, Today, 12:38 AM
|
0 responses
10 views
0 likes
|
Last Post Today, 12:38 AM | ||
Started by AaronKoRn, Yesterday, 09:49 PM
|
0 responses
14 views
0 likes
|
Last Post
by AaronKoRn
Yesterday, 09:49 PM
|
||
Started by carnitron, Yesterday, 08:42 PM
|
0 responses
11 views
0 likes
|
Last Post
by carnitron
Yesterday, 08:42 PM
|
||
Started by strategist007, Yesterday, 07:51 PM
|
0 responses
14 views
0 likes
|
Last Post Yesterday, 07:51 PM | ||
Started by StockTrader88, 03-06-2021, 08:58 AM
|
44 responses
3,983 views
3 likes
|
Last Post
by jhudas88
Yesterday, 06:59 PM
|
Comment