NexusFi: Find Your Edge


Home Menu

 





NT8 way to exclude news events in backtests


Discussion in NinjaTrader

Updated
    1. trending_up 168 views
    2. thumb_up 2 thanks given
    3. group 6 followers
    1. forum 1 posts
    2. attach_file 0 attachments




 
Search this Thread

NT8 way to exclude news events in backtests

(login for full post details)
  #1 (permalink)
 vickisb 
Sarasota FL
 
Experience: Intermediate
Platform: Ninja Trader
Trading: ES
Posts: 56 since Feb 2017
Thanks Given: 33
Thanks Received: 20

Is there any tool available that can block out times around news events (esp High) when backtesting (replay or strategy analyzer)? How are folks doing that now?

Started this thread Reply With Quote
The following user says Thank You to vickisb for this post:

Can you help answer these questions
from other members on NexusFi?
Do 5-days or 7-days constitute a Multiweek Channel?
Currencies
Houston, TX Futures trader Meetup Group
Traders Hideout
Tradestation historical data to be used in NinjaTrader 8
Platforms and Indicators
Your experience with VPS Ninjamobiletrader ?
Trading Reviews and Vendors
TPO letter distribution for E-mini?
Emini and Emicro Index
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
GFIs1 1 DAX trade per day journal
24 thanks
Big Mike in Ecuador
17 thanks
Vinny E-Mini & Algobox Review TRADE ROOM
11 thanks
King Of The Nasdaq
11 thanks
Sam fired from OpenAI!
9 thanks

(login for full post details)
  #2 (permalink)
 gaz0001 
United Kingdom, UK
 
Experience: Intermediate
Platform: TWS, NT8 & TV
Broker: IB & NT
Trading: Futures, Stocks, Options & Crypto
Posts: 60 since Jan 2022
Thanks Given: 20
Thanks Received: 29


vickisb View Post
Is there any tool available that can block out times around news events (esp High) when backtesting (replay or strategy analyzer)? How are folks doing that now?

That would be quite cool.

@Popsicle wrote a cool news indicator.

I don't know if these timestamps / priorities are outputted to the data box, but if so it could be used as a signal filter.

Reply With Quote
The following user says Thank You to gaz0001 for this post:





Last Updated on November 19, 2023


© 2023 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts