Backtest help

[skat100]

Data

Chart Trader is not enabled. Still can't add strategy.

I did download historical data but still data missing. I'll try again but how do I delete the data as you suggested.

[NinjaTrader_Bertrand]

Are you connected to live data? You would need this if trying to add the strategy from the chart, otherwise please use the Strategy Analyzer.

You can go to Tools > Historical Data > Delete to delete your present data. Then export a fresh txt file in TradeStation using 1min data and import it fresh.

[skat100]

Not there yet!

In Strategy Analyzer, profits / losses are all too small (e.g., $0.08) when it should be eighty something dollars. Contract size is set to 100000. There must be some controlling place to enter 100000 so the Analyzer shows correct P&L. I’ve checked all the obvious places but obviously something’s wrong. Please help.

[NinjaTrader_JoshP]

When you start the strategy, go down to where the order handling options are and select "By default quantity" then punch in 100000.

[skat100]

That did not work

I changed from By Strategy to 100000. This had no effect on the Analyzer results.

Also, I intend to add a order size algorithm to my strategy. At present it defines orders as: Enter Long ("n, LRx"), where n is the quantity. I set n to 100000.

None of this worked.

[NinjaTrader_JoshP]

Try 10000000 quantity then.

[skat100]

10000000 didn't work.

Is there any possibility of getting phone support to get me over these last steps (backtest / sim trade / live trade? I've been spinning wheels for weeks to just get a simple strategy working.

I'm not a novice. I've been trading since 1968 and have developed indicators and strategies on TradeStation since its creation by Omega, long before TradeStation Securities.

I find the Ninja interface daunting and user unfriendly. I've programmed in Visual Basic, C++ and C# with less difficulty. I really appreciate the rapid response forum support but it's been one nit after another and I"m weary!!

Forgive the tirade and thanks for your help.

[NinjaTrader_JoshP]

Please send in an email with your contact information to support [at] ninjatrader [dot] com and reference this thread. Thank you.

[skat100]

Order Rejected

When I apply my strategy to a EURUSD 30 min chart, the next order is rejected because there is insufficient equity in the account (Sim101).

How do I change the settings to cope with this problem?

[NinjaTrader_Bertrand]

You would either need to trade a smaller amount of lots or you would need to reset the Sim101 account with a higher cash value under Tools > Options > Simulator.

[skat100]

Two DataSeries

I have given more thought to your suggestion about two data series.

Questions:

1-In my expression:
&& CrossAbove(LinReg(Close, 15), (LinReg(Close), 2[0] + aBuff), 1))

Are “LinReg(Close, 15)” and “LinReg(Close), 2[0 ]” not two data series?
(Is not a 15 period data series different from a 2 period data series?)

2-In your example:
CrossAbove(IDataSeries1, IDataSeries2, int lookBackPeriod)
The “int lookBackPeriod” does not enable the two different look backs

3-I changed the explicit 15 and 2 lookBackPeriods to the input variables “fast” and “slow”.
I also added these in the Properties region.
Repeating my question above in these terms, are LinReg(Close, fast) and LinReg(Close, slow)
two data series?

4-When you say “double value (where double has no history)”, what does that mean and to which
value are you referring? If you are referring to aBuff, which is a double value, aBuff is a
declared input variable

[NinjaTrader_JoshP]

1. The first is a data series the second is an actual value from within a data series.

2. You can change the 1 to some other value if you want to lookback further.

3. What determines a DataSeries is if you are using the [] index or not. The index grabs individual data points from within the DataSeries that is the LinReg indicator.

4. A double value is just any variable or value that is of the object type "double". I suggest you try googling some C# resources. They can explain this concept a lot more indepth.

[skat100]

Backtest Performance Report

I have lost track of questions and answers.

I asked how I could identify trailing stop orders since I don't know how to designate the trade label as in trades other than trailing stops. The code I am using shows SetTrailStop ("SS.LRx", Calculation.Price, STS, true). To me this means the stop applies to a trade marked SS.LRx. How can I designate a name for the trailing stop order so I can identify the stop orders in the strategy performance reports. (All my orders, other than trailing stops, are market orders)

I asked about designating the quantity (#lots). My strategy calls for lot size this way: EnterLong(n, "B.LRx") where n is an input
variable currently set as 100000. However, the strategy does not seem to be responding to that designation. Apparently, lot size is set somewhere outside the strategy. My data is coming from TradeStation. I assume the lot size designation is the same as for TradeStation, where the lot size is pre-set and can only be changed by TS personnel. At present my Sim101 account is set for 100000. I'd appreciate a full explanation of how to set lot size for backtesting, for optimizing and for live trading. Thanks for help on this.

You asked for a screen shot of the Performance Report. How do I create a screen shot in NinjaTrading?

I was grateful for the opportunity to discuss my problems with Bertrand on the phone. I sent him my TS code and my Ninja code and would like to be able to tackle the above problems with him. Is this possible?

Thanks again for all the help I'm getting.

Stan

[NinjaTrader_Bertrand]

Stan,
Thanks for the post - I got your mail and will follow up with you this way shortly, thanks for your patience.

[skat100]

Request for call

I wonder if Bertrand could possibly call me before the end of the day?
860/434-9609.
Thanks.