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I've been reading about tick data after xplorer told me about it in a post I wrote, about my concern of entrys on the same bar. I concluded that the most accurate way of backtesting is using tickdata, wich according to NinjatradeForum would be something like this:
the problem is that if I set a stop loss or a limit profit it stills check at the close of the bar. Any clue on what I'm doing wrong?
I'm correct assuming that using tick data will be and accurate backtesting?
thanks
Can you help answer these questions from other members on NexusFi?
I have been trading for some time the Alpha Trading Method (and been posting trades to both the thread ATM Trading Method Vendor Free ( and my personal trading journal (.
Credit for the initial posting of the ATM method goes to JDNeeman and …
This is just to give you a working example, probably many other ideas are possible.
Personally i stopped writing strategies in NT, i wrote an engine completely outside of NT
that gives me a good control, while i'm still able to follow the trades in chart trader, i
can intervene if necessary..
From ninjatrader forum they told me to implement something like this:
wich will lead in to stop and limit checked at every tick. Is that correct? because now the condition is never accomplished wich was before implementing the ticks.
Thanks so much! I was going crazy with the Ninja Support Team. The "MIN(Low, 3)[0]" is not applicable in this case since it's being called from a tick bar not the general. The only solution I found is to save it in a double when (BarsInProgress == 0). Is there a way to call it directly without using the variable?
Thanks so much! I was going crazy with the Ninja Support Team. The "MIN(Low, 3)[0]" is not applicable in this case since it's being called from a tick bar not the general. The only solution I found is to save it in a double when (BarsInProgress == 0). Is there a way to call it directly without using the variable?
Thanks again!
Keep this principle.
In a 1 tick dataserie the less you'll ask to your CPU the better.
Keep this principle.
In a 1 tick dataserie the less you'll ask to your CPU the better.
Using one tick data, if my strategy is profitable. Can we say it will be in real trading? or is there anything else to fix on coding to make it closer to reality?
Using one tick data, if my strategy is profitable. Can we say it will be in real trading? or is there anything else to fix on coding to make it closer to reality?
Try in Market Replay or with a live data feed with a sim account, this will give you some clues.