Is it something to possible to do in NT both for backtests? In live I can use tick updates but for backtests the logic needs to be built using MFE.
Announcement
Collapse
No announcement yet.
Partner 728x90
Collapse
NinjaTrader
TrailStop on Market if Touched
Collapse
X
-
TrailStop on Market if Touched
I have a strategy which enters the market with market order and has target limit order and stop loss order. I want to enter a trailing stop order and cancel stop loss order if profit touched 18 ticks.
Is it something to possible to do in NT both for backtests? In live I can use tick updates but for backtests the logic needs to be built using MFE.Tags: None
-
I meant MFE. So during backtest you track mfe and exit poistion at certain offset below MFE instead of bar close price. Like you do for SetTrailStop but only difference is that TrailStop should trigger after Pnl touches x points.
I have implemented this strategy in live using tickupdate just need to set it up for backtests.
Comment
-
Same as SetTrailStop but the only difference is trailstop will activate only after MFE crossed above certain level.
Comment
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by rhyminkevin, Today, 04:58 PM
|
3 responses
48 views
0 likes
|
Last Post
by Anfedport
Today, 05:24 PM
|
||
Started by iceman2018, Today, 05:07 PM
|
0 responses
5 views
0 likes
|
Last Post
by iceman2018
Today, 05:07 PM
|
||
Started by lightsun47, Today, 03:51 PM
|
0 responses
7 views
0 likes
|
Last Post
by lightsun47
Today, 03:51 PM
|
||
Started by 00nevest, Today, 02:27 PM
|
1 response
14 views
0 likes
|
Last Post
by 00nevest
Today, 03:48 PM
|
||
Started by futtrader, 04-21-2024, 01:50 AM
|
4 responses
50 views
0 likes
|
Last Post
by futtrader
Today, 03:01 PM
|
Comment