Please fix Parabolic SAR once and for all!

[NinjaTrader_JoshP]

It is accurate. Trying to trade on a bar that has already closed is unrealistic and would produce inflated results.

Backtesting provides you with a picture of one of the possibilities of what your strategy could do. This possibility is only one out of a whole subset of potential results and you need to take what you see with a grain of salt. You should run several different backtests and even forward test. Aggregate all of your results and see if you feel your strategy is still acceptable. Only running a backtest is just one piece of the puzzle and you should try to get as full a picture as possible first.

[Baruch]

Hi,
You can issue a limit order at the rounded PSAR value. The limit will be executed (in back testing) if the price penetrates it and PSAR will flip at the same point.

Baruch

[kocmodpom]

OK, my strategy and reason for backtesting is beyond the scope of this thread. I will appropriately start a new one that is more specific since I think you have fixed the Parabolic indicator which was the intent of this thread. Thanks.

[kocmodpom]

Hi,
You can issue a limit order at the rounded PSAR value. The limit will be executed (in back testing) if the price penetrates it and PSAR will flip at the same point.

Baruch

I will try that! Thanks!!!!

[netkoala]

version naming

Why is there not better naming and version control.

Names here are repeated yet code within varies.

A rule of sorts would help I would have thought.

[NinjaTrader_JoshP]

If you are on NT6.5.1000.10 you have the latest already installed. Just use ParabolicSAR.

[kocmodpom]

How do I get the previous inferior versions removed though?

[NinjaTrader_JoshP]

Just delete anything you have downloaded here, install NT6.5.1000.10 and you should have the correct version installed as ParabolicSAR.

[WhoKnows]

That doesn't address the issue Netkoala raises though.

Indeed pls. use some 'version control' control !!

It is even worse with some public indicators like ECO2 and Supertrend where it is nearly impossible to find what is latest or what is built on what.

But you should give the right example with the official NT indicators. Sometimes we 'downgrade' to solve issues and then you may revert to the old PSAR without even realizing it.
If you don't want it in the name itself, at least keep a version statement in the code file (e.g. here in line 21).. so it shows in the description.

[NinjaTrader_Bertrand]

Thank you for the input WhoKnows, I'll forward your 'version control' suggestions!

[gkinlaw]

I have run the ParabolicSAR strategy for the last 2 days. Sometimes it trades 1 contract , sometimes 2, and 4 once. I don't know why??? Also I saw where it didn't trade one when it should have
tks

[AbsoluteReturn]

Hi,
I wonder if anyone was able to run a strategy with Parabolic indicator correctly up to date. This seems to be a big problem here, but it's also essential for me, because that's my favorite indicator and without an absolut correct version of the Parabolic, trading with NinjaTrader is no choice for me...

Regards

[NinjaTrader_JoshP]

Guys,

The ParabolicSAR indicator installed with your NinjaTrader on version 6.5.1000.11 is accurate as far as we know. Any use of any strategies or such from this thread may NOT necessarily be reflective of this. Please remake your strategy to use the system indicator and nothing else provided in this thread.

[kocmodpom]

Yea, the Indicator itself works fine now, but it can't be easily implemented as an autotrade strategy with stop orders because of the particular way that Ninjatrader calculates bars.

The support staff will probably try directing you to some cross-over type strategy that blows by your stops and thus causes your losses to be subject to market movements. I sure hope they can fix this in NT7, because it is a nonstarter until I can find a way around that.

[NinjaTrader_Bertrand]

kocmodpom, this would depend on how you setup your strategy, if you place the orders once the Parabolic is crossed it would for sure be late. With more advanced coding you can place orders as stop orders at the Parabolic value. If you post what strategy you use right now, we can take a look and advise.