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out at @ 850 (profit target)

short @ 854

I have optimized a few signals now based on a 3-year backtest, and using multi-time frame elements of 5 minute entries and 1 minute order management. I am continuing that effort, fine tuning it, customizing it for different future indexes, etc. The original post I made ended up being...

EMT, Like frost said, make sure entry/exit is not on the same bar. Add the slippage. Add commission. Ninja will fill you at the close of last bar every time in backtest mode, not realistic. I suggest you turn on market replay mode and then run the strategies through that as well for a...

Suspense :confused: :eek: :confused:

I agree -- Joe good stuff, I look forward to more videos soon. Everyone here has a choice whether or not to watch, and what to take away from it. I think it is a good opportunity for growth. :) Mike

Excellent, ty! :D

I guess that is the unknown, or at least I don't know how to find out except in real-time vs backtest. I was basing it on the Ninja rules which say if you place a buy limit order @ 900, even if 900 is touched you will not get a fill until 899.75 comes along. I do grasp what you guys are...

Alright, so thinking about what you said... not knowing what order the low/high came in on that bar... But wouldn't Ninja know, since I am providing it tick level data? Even though calculations are on 1 minute bars, it has the tick data for the backtests. Thank you. Mike

Ok I spoke to soon, I looked closer and I was wrong, it does show the same minute for enter/exit on some trades. So, are you saying that say 12:01pm it decided to buy @ 901, and the tick data showed it hit 903 which was my profit target 30 seconds later, it is not valid if I sell @ 903...

I am not sure I am following, can you explain more please? If you look at screen shot #2 it lists entry/exit times and the # of bars before the trade closed. The average is only 1 bar, but it is not the same bar it was entered on. If I am still in trouble, please help me understand...

Thanks for the advice. The indicators I am using are mainly built on the typical of last bar, not on last trade. The limit orders I am using are mainly calculated on the close price of last bar. Yes I can technically do market orders on entry signals, but my success percentage decreases...

Great, I hope it works real time! I have tried it on 75 tick intervals, it does not work well. It was designed around indicators that were built using 1 min data. Thank you. Mike

Thank you for the advice. I wrote it in ninja, and am by no means an expert with NT yet. The code looks for signals 'onbarupdate' where bar=1 minute intervals. If you look at screen shot #2, all entries occur on the minute, so afaik, no entries are occurring based on future data. I agree...

IQFeed real-time is the source and the interval is 1 minute bars. The entry orders are limit orders, the stop losses are market. The average trade is 0.8min, but there are only enough 'signals' generated for approximately 2-3 trades a day. Thanks for your input. Mike

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Hello, I am new to ET, and would like some expert advice to help interpret my backtesting results. Let's take one script in particular that I wrote. I like to be in front of my computer when it is running, so the time frame is 12:00pm to 3:59pm (market time). I allow multiple entries per...

Same with me, I am looking for ES 09-08 data if anyone can provide it. Mike