Thanks in advance
Announcement
Collapse
Looking for a User App or Add-On built by the NinjaTrader community?
Visit NinjaTrader EcoSystem and our free User App Share!
Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
See more
See less
Partner 728x90
Collapse
NinjaTrader
Stochastic crossover
Collapse
X
-
Stochastic crossover
I am trying to use a stochastic crossover in my strategy. I wasn't quite sure how to do it, so using the wizard I clicked on stoch. then zeroed out period d & smooth, left period K at 14, hit cross above then on the right box hit stoch. zeroed out period k & smooth, left period d at 7. I used this to trigger my entry. It seems to work although not every entry seems to coincide with a stoch. crossover on the chart. Is this the correct way to do this?
Thanks in advanceTags: None
-
Hello,
If I'm following you correctly, you want to leave all the input parameters the same so that you're comparing the same exact series on both ends.
If you're checking for a cross, you want to select the "plot" you wish to check for the cross over.
I've attached a screen shot that shows the Stochastic K CrossAbove the Stochastic D.MatthewNinjaTrader Product Management
-
Thanks, Matthew, I set up my strategy like the screenshot, with the action being to enter a trade, but it is doing it after the crossover. For example, the crossover on a 60 min. chart is at 9:00am but the trade isn't executed until 10:00am. Is that correct?
Comment
-
In backtesting this would be expected, as only in realtime or Market Replay testing the intrabar formation would be available to work with CalculateOnBarClose = false.
In backtesting the first possible trade location per default is the open of the next candle after which your signal was triggered.BertrandNinjaTrader Customer Service
Comment
-
In reference to the previous post where Bertrand informed me that in backtesting, the entry occurs at the next candle following the trigger, as opposed to realtime testing, I was wondering if anybody has compared the two, and if it makes a significant difference in outcomes?
Comment
-
Originally posted by snotrag12 View PostIn reference to the previous post where Bertrand informed me that in backtesting, the entry occurs at the next candle following the trigger, as opposed to realtime testing, I was wondering if anybody has compared the two, and if it makes a significant difference in outcomes?
Comment
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by lightsun47, Today, 03:51 PM
|
0 responses
5 views
0 likes
|
Last Post
by lightsun47
Today, 03:51 PM
|
||
Started by 00nevest, Today, 02:27 PM
|
1 response
9 views
0 likes
|
Last Post
by 00nevest
Today, 03:48 PM
|
||
Started by futtrader, 04-21-2024, 01:50 AM
|
4 responses
45 views
0 likes
|
Last Post
by futtrader
Today, 03:01 PM
|
||
Can someone turn this thinkscript into a ninjascript. 5PM CST OHL and Previous Day
by Option Whisperer
Started by Option Whisperer, Today, 09:55 AM
|
1 response
14 views
0 likes
|
Last Post
by bltdavid
Today, 02:44 PM
|
||
Started by port119, Today, 02:43 PM
|
0 responses
9 views
0 likes
|
Last Post
by port119
Today, 02:43 PM
|
Comment