specific strategy settings, help

[stanieltron]

Hello,
i've created small program for personal use, where it takes minute data exported directly from NT cqg data. Program does some back tests in a manner, that it looks row by row(minute by minute) for trade entry condition. For example if the entry condition is that SMA100 should be higher than price, it calculates SMA100 for every row (from close values, simply like you would do it in excel, average of last 100 rows), and it takes close value of that minute - row, where SMA100>close price, as a trade entry price. It doesn't enter another trade, until 1 is finished. My program then shows me the trades. My problem is, that if i'll create automated strategy from wizard, set like this, run backtest on the same period, NT shows me trades, which are very different. (not just few minutes, or ticks from slip)

Could you please help me with all strategy setting, for the strategy to be working and give same trades as my backtest program (the manner my program calculates trade is described above) How exactly should be this strategy set, like the example. (settings like calculate on close etc)

[NinjaTrader_Jesse]

Hello,

Thank you for the question.

This would be a hard comparison to do utilizing only the wizard as it lacks many debugging features which could greatly help in seeing the difference between the two tests.

If you will only be utilizing the wizard, you could first try setting the Min. Bars Required to 0 and use a set number of Bars on the chart in which matches the sample you are using rather than a date range.

If you are calculating on the Close price of each bar in the external program, you would also need to do this in NinjaTrader using CalculateOnBarClose = true on the same data.

These would be initial steps to account for but you could still see differences, I believe only using NinjaScript you could really see what specifically is different by using Prints and the values being used in the equations.

I look forward to being of further assistance.