Survivorship bias and SMI Ergodic Oscillator

[GeminiSi]

Hi Everyone,

Two questions.

How does Ninja Trader address the problem of survivor-ship bias during back-testing?

I use the SMI Ergodic Oscillator from Worden.
Does Ninja Trader provide this?

Thanks, Simon

[NinjaTrader_Jesse]

Hello,

Thank you for the question.

The item you have mentioned I have not been able to locate any information on specific to NinjaTrader. Unfortunately I am unable to see in the logic used with the backtest to say if this type of concept is used at all. You can review the Optimization methods to determine if the logic used in the Optimization applies this, but for the Backtest unfortunately there would be no way to look into that logic. The Optimization types are located in the folder: Documents\NinjaTrader 7\bin\Custom\Type

For the indicator listed, I was unable to locate anything by searching, it may be possible that no one has created the item and listed it for a free download at this point. If you have the equation used, you could certainly create this item in NinjaTrader using NinjaScript if it does not already exist.

I look forward to being of further assistance.

[bltdavid]

I use the SMI Ergodic Oscillator from Worden.
Does Ninja Trader provide this?

Try looking at an indicator called the True Strength Index (aka, "TSI").

If that doesn't seem to work, try looking on Big Mike's for an advanced version,

https://futures.io/download/ninjatrader-7/indicators/924-download.html?view

Otherwise, also on BMT, try searching for ECO ...

ECO = Ergodic Candle Oscillator

[GeminiSi]

You are right. This indicator is derived from the True Strength Index.
Thanks very much, Simon