Strategy and Reverse Trade

[ewdin4400]

Hi,

I have a strategy that has a winning a percentage of 30%. I have tried to code it so that the signal from this strategy will be reverse traded. However, the strategy analyzer results showed that both strategies (reverse or not) will still lose money. I do not understand why this is so because I am using 10ticks for both the profit target and stoploss.

I understand the signals will be triggered diffferently if the profit target and the stoploss ticks are different.

My question is if there is anyway to code my strategy so that it will always trade the reverse.

For example"

if (trigger==false and close>20min mov average) then trigger==true;
if trigger==true then Enter short(reverse) with profit target and stoploss of 10ticks each;

if close==triggger.price+10ticks or close==trigger.price-10ticks then trigger==false // this is to ensure that the next signal from the original strategy will be traded even if the current position is not yet closed.

I hope I have made my point clear. Please advise. Thanks.

[NinjaTrader_Matthew]

ewdin,

I'm sorry I'm not quite following - are you asking that you would like to trade both positions, long and short to compare the results? Or are you wanting to take a short shortly after a long position fails?

[ewdin4400]

I want to compare results between strategies that have same trigger signals but trading opposite to one another. One will enter long positions and the other entering short positions.

If I trade opposite to a losing strategy, I should win, right?

[NinjaTrader_Matthew]

ewdin,

Thanks for the clarification.

You cannot go long and short at the same time using the same strategy and the managed approach.

You would either need to use the Unmanaged approach or create a duplicate strategy which pulls the opposite entry methods.

Please see our Help Guide on using the Unmanaged Approach for more information:

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?unmanaged_approach.htm