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how do i create this strategy
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how do i create this strategy
i would like to create a strategy that uses 1 minute data over a period of 30 minutes to determine the high and low over that period of time and initiates a long position when it breaks above the predetermined high and initiates a short position when it breaks below the predetermined low. could you show me how i would go about doing that? TIA!Tags: None
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kaywai, I suggest you check into this sample and code here - http://www.ninjatrader-support2.com/...ead.php?t=3223
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Kaywai,
Unfortunately our forum experienced technical difficulties early this morning. As a result, we were forced to restore our forum to its last back up point approximately seven (7) hours ago. Any posts created since that time have been lost. We are sorry for the inconvenience.
I have your original question here below and one of my coworkers will respond to it again shortly.
Thanks for your help Bertrand. I will download data for backtesting from Bloomberg.
BTW, if i would like to save the data as a continuous contract, how should i save/name the file?Vince B.NinjaTrader Customer Service
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