range series optimization

[daglas]

Dear friends.
I try to optimize my strategies on a several time frames , and when I use range 4 , optimizer works whery long but does not complete optimization. And I need to optimize and backrest on several ranges.

[NinjaTrader_RyanM1]

Hi Daglas,

Range requires tick data, and optimizing can be CPU or memory intensive depending on the number and type of tests you're running. Can you please take a screenshot of the window detailing your optimizing settings, so we can run a similar test here?


To send a screenshot press Alt + PRINT SCREEN to take a screen shot of the selected window. Then go to Start--> Accessories--> Paint, and press CRTL + V to paste the image. Lastly, save as a jpeg file and send the file as an attachment.

[daglas]

Lastly, save as a jpeg file and send the file as an attachment.

I have made backrest. It's work slow because downloaded a tick data. I don't try to optimize strategy, but I shall try in the future. I have results of 2 Backrests. Can somebody watch them are they good for a range data? And could be such results appeared on a real trading?

[NinjaTrader_Bertrand]

daglas, before reaching any conclusions I would suggest adding commissions and slippage here as you take a lot of trades this will be a deciding factor for profitability.

[daglas]

daglas, before reaching any conclusions I would suggest adding commissions and slippage here as you take a lot of trades this will be a deciding factor for profitability.

I totally agree with you. What size of commission and slippage you can recommend for back-testing? What is the average value of those parameters?

[NinjaTrader_Bertrand]

This can unfortunately not be generalized, as it depends on your broker and product traded, but for most liquid index futures 5$ RT and a tick slippage would be a good start....

[daglas]

This can unfortunately not be generalized, as it depends on your broker and product traded, but for most liquid index futures 5$ RT and a tick slippage would be a good start....

Ok thx. I include 1 tick slippage, and insert commission into options in control center ( 5$), but after optimization or back tests total commission =0. How can I set up commission?

[NinjaTrader_Austin]

daglas, please make sure you've set the comissions from Tools -> Options -> Commission for all of the "Simulator" instances, your individual broker instances, and also from Tools -> Instument Manager -> Click on the instument -> Edit -> Misc tab -> Set the commissions there too for the simulator and your brokers.

[daglas]

Ho can I trade with with my strategy on demo account?
I have add my strategy to list of strategies and enable it.
But id does not trade, but it should trade on each bar and give sound signals

[NinjaTrader_RyanM1]

Hi daglas,

If it's highlighted yellow, then this means it's waiting for a flat state before it starts submitting orders. More information on the strategy colors in the control center is here:

http://www.ninjatrader.com/support/helpGuides/nt7/strategies_tab2.htm