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    Interesting Trading Software, LOL

    https://youtu.be/NLyvKewqPSA
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    Backtesting is sooo confusing , anyone got a good guide to learn how to do one?

    NinjaTrader has a "Strategy Wizard" that will allow you to create your strategies without any programming. You just enter the conditions you want and it creates the code for you.
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    How to backtest if you do not know how to code

    Save time from inputting all the data in Excel. What are you looking for? You asked how to backtest without learning to code. You don't want a program such as this to help you manually backtest the "strategy". You don't want to learn to code so you cannot use the trading platforms created for...
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    How to backtest if you do not know how to code

    It does not figure out your system. You place your orders on the chart and it will match trades and generate a performance summary and graphs. So it basically eliminates the need to do any data entry or calculations in Excel.
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    How to backtest if you do not know how to code

    Are you looking for something like this? http://www.freeindicators.com/ninjatrader/premium-ninjatrader-indicators/ninjatrader-backtesting-software/
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    How to calculate ROI, accounting for money added or subtracted.

    The attached file should work with Excel 2003.
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    How to calculate ROI, accounting for money added or subtracted.

    This spread sheet should help.
  8. P

    Best Back Testing Results

    Here's my best. Still a work in progress though!
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    Mean-reverting strategies are really much better than momentum strategies?

    I've always found it difficult to quantify "Momentum" versus "Mean Reversion" strategies. The best strategy I've traded took mean reversion entries in anticipation of strong momentum to follow. So I was trying to trade both "Mean Reversion" and "Momentum". How do you quantify between these...
  10. P

    Who offers true tick by tick backtesting

    NinjaTrader does offer tick by tick backtesting. You just have to build the strategy so that it will operate properly on a 1 tick chart.
  11. P

    price predictors: is right now a double top or are we going to keep going UP?

    Ha, so they do. I did not even have a chance to look at the overnight data before I posted.
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    price predictors: is right now a double top or are we going to keep going UP?

    Market should keep going up from here. Historical patterns suggest the market could hit the 1210 area in the next 10 or so days.
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    Best indicators ?????????????

    Pattern Recognition Indicator This indicator does a lot more than a typical RSI, MACD, etc. It basically generates backtesting statistics for every pattern that forms.
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    How do you backtest algos?

    Agreed!
  15. P

    Malls and stores are packed.

    Winn-dixie/Save-Rite is closing 3 stores within 1 mile of my house. Im guessing Publix parking lot will soon be packed!
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    An open honest discussion on the state of Ninjatrader 7

    This discussion seems to be getting a bit off topic. I've been using NT7 since Beta Version 1. It has come a LONG way! I believe it was around version 12 when I began feeling that it was getting stable, and now version 19 has been working great for me. Personally, I feel they will probably...
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    Profitable Strategy, but still can't make money

    OK, so I've developed a strategy that I've been trading successfully for several years now. At first, I traded public money, and when I lost funding (not due to performance), I began trading my personal account. The strategy was profitable while trading both public and personal money. Now my...
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    Sharpe ratio vs. return/drawdown ratio?

    Return/Max Drawdown is a skewed number. If you are trading for 1 year, say you have 10,000 return and 1,000 drawdown. Your ratio is 10. Continuing at that pace for 10 years, your return would be 100,000, and your drawdown would be 1,000. Now your ratio is 100, but the performance did not really...
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    Can anybody tell me the precise method of calculating Sortino ratio?

    I believe the general formula is: (AROR-RFROR)/DR; where: AROR = Annualized Rate of Return RFROR = Risk Free Rate of Return DR = Downside Risk Downside risk is generally defined as the standard deviation of negative returns.
  20. P

    EasyLanguage Question

    not to my knowledge.
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