Recent content by Dustin

Sorry if that was confusing, but the back test was on NQ and my live testing is MNQ. Obviously the goal is to trade NQ.

he’s talking about NQ not MNQ but I’m definitely not paying up a whole point on each side.

yes, I need to add the commissions which would’ve been about $600. Also keep in mind that ninja trader back testing is not perfect because it takes the price at the beginning of the following bar which actually hurts the strategy since I’m chasing trend. My actual results so far have been...

market orders for testing

Explain, I’m already running it on MNQ for testing and the signals are correct. Keep in mind this is a low frequency strategy in a liquid instrument.

I put in a lot more hours in the past week and got it working with NT backtesting...which means I could tweak and make everything much better. There is still plenty of work to do to fully build it out, but the framework is here. Here are the past 8 trading days which captured 430 NQ points...

Yep

You all please feel free to keep posting stuff, happy to learn anything I can. A little more background, this program is analyzing 3 correlated instruments to generate signals. In this case I’m using NQ ES and YM. So while this resembles ma systems there’s a lot more to it. The signals are...

I have ma’s right on there so you can see where they don’t line up.

It can trade whatever the user wants, I’m interested in the first 2 hours.

Last Friday morning was choppy. Tough to say if it failed because it generated a lot of signals, but some of them were pretty good winners. The middle of the day Friday was actually quite good.

You're saying a trend following system will fail on a choppy day? That is some insight! Of course that is true, but the goal is losing small. I'm looking for a choppy day and will post.

Market replay freezes when I run this, too much data.

Sorry you are correct. This is a custom tool I had built, 99% sure nobody else has anything like it. You can easily create simple trend following systems in NT that will look similar but this is much more complex in the background.

It uses Orderflow+ tools which don’t work for backtesting.