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    #61
    Hello,

    Thank you Josh,Bertrand and Brett for responding to my questions.
    I appreciate your help.

    Here are another questions:

    1) How can I use ATM to execute the entry on bar closed but taking profit on touch of the price.(bar dont need to be closed).?
    2)I can see that there is "Forward testing" option in Strategy tester. Somehow I cannot make it work. I am using Market replay which is very good.

    Thanks
    Peter

    Comment


      #62
      Peter, the ATM will be working on each tick in realtime trading or reply, but a touch does not mean it has to fill you, sometimes it needs a few or even trading through the price level fully before you get a fill reported back. Are you referring to the WalkForward testing feature? This will not be available for NinjaScript strategies calling ATM's for exit management, they work in realtime or replay only.

      Comment


        #63
        Hi Bertrand,

        Can you give me connection to WalkForward testing feature". It does not work for me at this time.Thanks.

        For execution on Touch I will test it on Replay and live trading SIM. I wish there is way how to jump the que and get my contract to be executed. Is there some FORCE THE CONTRACT TO GET EXECUTED?(lol)

        Thanks
        Peter

        Comment


          #64
          Peter,

          Help for using walk forward optimization is available here:


          This is still part of a backtest, so will not see ATM features work here.

          Is there some FORCE THE CONTRACT TO GET EXECUTED?(lol)
          This is essentially a market if touched order, which is unfortunately not available in NinjaTrader, but can be simulated. Monitor the last price against the desired entry price and when matches submit a market order.
          Ryan M.NinjaTrader Customer Service

          Comment


            #65
            Hello NT support,

            Thank you for help.
            I wanted to ask how can I download data for Future instruments and keep it the way that I can test 1 year back without switching from december contract to January and so on. I read somewhere its called CONTINUES Contract and has data for whole year. I cannot find info.
            If you can point me to it I appreaciate.

            Thanks
            Peter

            Comment


              #66
              Peter, correct that's called a continuous contract then as the individual contracts are tied together to allow for longer / easier backtesting - NinjaTrader would offer it per default if the Merge Policy "MergeBackAdjusted' is selected for the instrument you're using, if you then request data across contract boundaries / expiries > it would merge older contract data as needed into the current contract you're viewing.

              Comment


                #67
                Hello Bertrand,

                Is it possible to let strategy test the time of the day this way:
                ToTime(Time[1]) > ToTime(9, 0, 0)
                && ToTime(Time[
                1]) < ToTime(10, 0, 0)
                but instead the numbers 9 and 10 there could be integers . I tried but it did not gave results

                Thanks
                Peter

                Comment


                  #68
                  Hello,

                  Yes it would be possible.

                  Please make sure you positive of the value of the integers your using here. if your still having issue please let us know and post your code so we can take a quick look.

                  Let me know if I can be of further assistance.
                  BrettNinjaTrader Product Management

                  Comment


                    #69
                    Thanks for answer.

                    I will try again.
                    Another question I wanted to ask is: Is it possible to use several Optimasation criterias for backtesting at the same time? Individual criterias are giving results which are not very good . Criteria I mean Maximum net profit, Max profit factor...

                    Thanks
                    Peter

                    Comment


                      #70
                      Hi Peter, this is for now unfortunately not possible, thanks for the idea and suggestion.

                      Comment


                        #71
                        Hello NT Support,

                        I am trying to use indicator in strategy but I have problem when I call indicator:
                        In the indicator I have the following declaration:
                        private DMAType mAType1 = DMAType.EMA;
                        private DMAType mAType2 = DMAType.None;

                        publicenum DMAType // A list of the valid types of moving averages that may be selected.
                        {
                        EMA =
                        1, // Exponential Moving Average.
                        HMA = 2, // Hull Moving Average.
                        WMA = 3, // Weighted Moving Average.
                        SMA = 4, // Simple Moving Average.

                        In strategy it looks like this and I am getting error on DMAType.EMA and DEMAType.None:

                        ....Color.Yellow, 0, 14, DMAType.EMA, DMAType.None, 21, 1,...

                        Can you help me to figure out what is thre problem?

                        Thanks
                        Peter

                        Comment


                          #72
                          What exact error message are you getting? What type is the compiler expecting in the overload for your called indicator?

                          Comment


                            #73
                            Hi Bertrand,

                            The error message is: The name "DMAType" does not exist in the current context.
                            The compiler expect the following:
                            ........, DMAType mA1Type, DMAType mA2Type, ......

                            thanks
                            Peter

                            Comment


                              #74
                              Peter, how does the properties section for the indicator you attempt to call look? Is there a public property for the enum choices as well?

                              Comment


                                #75
                                Hi Bertrand,

                                There is private
                                private DMAType mAType1 = DMAType.EMA;
                                private DMAType mAType2 = DMAType.None;

                                and public enum:
                                publicenum DMAType // A list of the valid types of moving averages that may be selected.
                                {
                                EMA =
                                1, // Exponential Moving Average.
                                HMA = 2, // Hull Moving Average.
                                WMA = 3,

                                thanks
                                Peter

                                Comment

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