ADX DM+/- indicator oddness

[zfl81]

This will probably get chalked up to 'incredibly obvious newbie overlook' but here goes:

I am using the strategy wizard to setup a very simple condition:

When 'ADX(14)' 'CrossesAbove' '25', enter a trade (or alert, or whatever)

Simple enough it would seem. Problem is when I go to back test against a contract, say LEV2 (Oct Live Cattle '12), it does not return any entry signals despite data to the contrary pulled from my Interactive Brokers account. Checking the chart on IB shows that at least 3 signals should have been given from the period 1/1/2012 to 6/13/2012 on this contract.

Oddly, on other contracts, signals are given but for when signals should not have been given; again by cross checking the corresponding chart on IB.

As far as I can tell I am using the same indicator parameters, 14, and am using the same time period, days, but to no avail.

Again, I'm guessing this is some ridiculously minor oversight of some backtesting or strategy parameter.

Any ideas?

[NinjaTrader_RyanM1]

Hi zfl81,

Welcome to our forums!
You write:

, enter a trade (or alert, or whatever)

What action have you defined exactly for this? Alert() is only raised during real time, so you wouldn't get any signal confirmation on a backtest if this was your only action.

Checking the same instrument in IB also won't provide signal confirmation since we have our own indicators and bars generated within NT. When defining your condition you can set the PlotOnChart option to true for the indicator. Then, after running the backtest, you can click chart tab to see a visualization of the same indicator used in the strategy.

[zfl81]

What action have you defined exactly for this? Alert() is only raised during real time, so you wouldn't get any signal confirmation on a backtest if this was your only action.

I am using buy/sell orders.

Checking the same instrument in IB also won't provide signal confirmation since we have our own indicators and bars generated within NT

It appears that this is really the issue. I tweaked a few more things and turned on graphs and confirmed that the indicators are simply being calculated 'slightly' differently.

Thanks!

[cameo86]

How do i get the input when it crosses above 25 it doesn't show it in the wizard

&& CrossAbove(ADX(14), ADX(14), 1))


I want it to be when the ADX 14 period crosses above level 15 or even be able to toggle it as an input to 20-25 when the strength is crossed above. I can't find the parameters to change this in the strategy wizard? Would i put 25 in offset then select the greater than or cross above function? Im confused


I have another question about DI-/DI+

Would this be corrrection in assumption, if i wanted to enter a long if the DI+ crossed above the DI-?

&& CrossAbove(DM(14).DiPlus, DM(14).DiMinus, 1))

[NinjaTrader_Bertrand]

cameo86, the crossover is correct for the DM.

For the ADX Level you would want to define a user input that you could check againt in a CrossOver condition in the condition builder.

[cameo86]

Thank you about the DI+/DI-

On the ADX i created a user defined variable called ADX Strenth and now i don't know how to make sure that the ADX is over >=18

&& CrossAbove(ADX(14), ADX(14), 1)

How do i get it to crossabove 25 in the user defined input


Thanks for your help

[NinjaTrader_Bertrand]

For the second part of the CrossAbove, you would need to point to your user input not to the ADX indicator again, that's the link then, so you can adjust the level from the UI or optimize it.