I hope someone can help me with this little bit, just to give me some pointers.
I am new to ninja trader. I have uploaded historical data to ninja trader, 1 minute data (last) for WTI and BRENT for last 5 years. I have bid and ask as well, but not sure if I will use them.
I am writing my MSc Thesis on backtesting of the strategy. I thing it is reasonably easy to do for someone who already has experience with this.
What I need to do is test data for EMA or SMA on 15 or 30 or 1 Hour chart when the uptrend/downtrend is identified it will go long/short. Profit to risk would be 1:1.5, so 45pips profit with 30 pips stop loss.
Next thing what I need to do is program MACD Fast 8, slow 17 and smooth 9, with combination with DMA with settings 3x3, 7x5, 25x5. Buy or sell signal would only come when all of the indicators are showing uptrend or downtrend with same 1:1.5 profit to risk as above.
Than I would like to add Fibonacci retracement levels to MACD and DMA in order to find out if combination with fibo would improve the results.
Has anybody done this or something similar? I am currently going through some NT videos on youtube, some published by NT some by others and through NT strategy wizard and forums. Could someone please help me how to go about this?
Once programed this would be tested on out of sample data.
Thank you in advance for any help.
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