MovingAverageCrossOver

[funky200881]

Hi,
I am new to Ninja Trader 7 strategy development...Yesterday I attended a webinar with Ninja and learnt how to develop the basic Moving Average cross over strategy...
Parameters used are
Fast 5
Slow 10
Profit target 10
Stop Loss 5
Also went through all the other settings and backtested it as well...seems to be a good strategy with fairly good results...
I tried it on real time data on SIM platform and it is very efficient is entry, setting stop loss and profit target as well...
My problem lies in the fact that everytime for some reason it cancels the stop loss and profit target after sometime and neither of them are met and executes allover a new order...
Please help...

[NinjaTrader_RyanM1]

Hello funky200881,

Welcome to the NinjaTrader forums. Glad to hear you were able to take something from the webinar. The stop loss and target should remain set until either one of them fills, a reversal entry triggers, or exit on close triggers for the session. Are you seeing one of these three or something different?

[funky200881]

Thanks for the reply Ryan. No its doesn't do anything there...I guess I am missing something here...i would appreciate if you can send the guidelines or link to the recording of the webinar...any info would be nice...i tried making some changes...backtest is still good with 55.55% winning trades...
But I am missing something somewhere..can i get you to check it for me...
Thanks for the great webinar for a novice like me...

[NinjaTrader_RyanM1]

Thanks for the kind words. Unfortunately we don't maintain an archive for our webinars. We like to keep them live and interactive but this is one class we plan on offering once per week in the near future.

I recommend taking a look at this page for help on running a strategy from a chart:

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

If you check the control center after the strategy is applied, this will help tell you some useful information about it. If it is lit up green then it is active and ready to take the first signal. If it's yellow, then it's waiting until a flat state before it accepts an entry.

[funky200881]

Thanks for the reply and suggestion. The color on strategy window does matter...I checked it and corrected as well.
I have a new problem now. I have done a backtest on my strategy and its got good winning trades ratio. I have been running on strategy live fos last three days.
The results for realtime have been all losses. i understand market has been very choppy and met all my stop losses.
The confusion is that when I run the strategy on historical data it does not have any loosing trades when it has all loosing trades in real time.
How is it possible that the strategy that is meeting stop losses on every single trade shows to be profitable for same trades when the settings are exactly same.
I am using a moving average crossover of 5 and 10 on 7 Linebreak charts.
Please help...

[NinjaTrader_RyanM1]

There are differences expected when running a strategy real time compared to backtest. Please see here for more information on this:

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

If you're just getting started running strategies real time, it's best to focus that the mechanics of the strategy work as you expect. That it places orders when signals are true, orders fill when expected, etc. If it's doing this right, then everything is in order with the strategy. It's all part of developing a strategy that you may need to tweak, readjust parameters, conditions, etc.

To get more information about the values used in your strategy and track messages related to orders, please see this post on debugging your NinjaScript:

http://www.ninjatrader.com/support/forum/showthread.php?t=3418

[koganam]

Thanks for the reply and suggestion. The color on strategy window does matter...I checked it and corrected as well.
I have a new problem now. I have done a backtest on my strategy and its got good winning trades ratio. I have been running on strategy live fos last three days.
The results for realtime have been all losses. i understand market has been very choppy and met all my stop losses.
The confusion is that when I run the strategy on historical data it does not have any loosing trades when it has all loosing trades in real time.
How is it possible that the strategy that is meeting stop losses on every single trade shows to be profitable for same trades when the settings are exactly same.
I am using a moving average crossover of 5 and 10 on 7 Linebreak charts.
Please help...

You might want to take a look at these 2 threads, even though I am the protagonist.

http://www.ninjatrader.com/support/forum/showthread.php?t=43841&highlight=backtest

http://www.ninjatrader.com/support/forum/showthread.php?t=43860&highlight=backtest