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LightWeight
Forum:
NinjaTrader
March 9th, 2014, 06:38 PM
Replies:
18
What is the difference between COBC true vs false?
Views:
5,318
Posted By
LightWeight
Okay, I think I may have figured some of this out...
Okay, I think I may have figured some of this out then, but I'm not sure. First of all, if the time stamp for a backtest strategy entry is 7:45:00, would I be correct in assuming that the signal was...
Forum:
NinjaTrader
March 9th, 2014, 05:45 PM
Replies:
18
What is the difference between COBC true vs false?
Views:
5,318
Posted By
LightWeight
Fat Tails No, the strategy ran on 1 minute bars,...
Fat Tails No, the strategy ran on 1 minute bars, the same as the back test. I do have other strategies that run on say 3 minute or 5 minute bars, but again I keep the live sim with the same settings...
Forum:
NinjaTrader
March 9th, 2014, 02:34 PM
Replies:
18
What is the difference between COBC true vs false?
Views:
5,318
Posted By
LightWeight
Fat Tails Unfortunately that isn't the problem...
Fat Tails Unfortunately that isn't the problem either, I've carefully checked every time that COBC = true when setting up the strategy to run (it is also the default setting). In fact I even tried...
Forum:
NinjaTrader
March 8th, 2014, 08:36 PM
Replies:
18
What is the difference between COBC true vs false?
Views:
5,318
Posted By
LightWeight
Fat Tails Yes that's true, so that does explain...
Fat Tails Yes that's true, so that does explain the intra-bar discrepancy for live trading IF the stop or target is hit, but half the time neither the stop or target is hit, the signal changes and...
Forum:
NinjaTrader
March 7th, 2014, 07:18 PM
Replies:
18
What is the difference between COBC true vs false?
Views:
5,318
Posted By
LightWeight
Fat Tails I've attached the code for the...
Fat Tails I've attached the code for the strategy here, as well as screen shots of the trades from a backtest over the last week vs. what the actual results were while running the strategy in live...
Forum:
NinjaTrader
March 7th, 2014, 10:53 AM
Replies:
18
What is the difference between COBC true vs false?
Views:
5,318
Posted By
LightWeight
Yes, but COBC = true And the strategies use...
Yes, but COBC = true
And the strategies use market orders
In other words I want my live strategies to replicate the backtest results as closely as possible, by also only going in and out at the...
Forum:
NinjaTrader
March 7th, 2014, 06:49 AM
Replies:
18
What is the difference between COBC true vs false?
Views:
5,318
Posted By
LightWeight
Thanks for the reply. I don't think the...
Thanks for the reply.
I don't think the issue is stop orders, as again these strategies all use a market order (Enter Long, Enter Short) for entry and exit, not a limit order -- so they should...
Forum:
NinjaTrader
March 7th, 2014, 06:16 AM
Replies:
18
What is the difference between COBC true vs false?
Views:
5,318
Posted By
LightWeight
I'm wondering if this would actually solve the...
I'm wondering if this would actually solve the issue for me:
https://nexusfi.com/ninjatrader-programming/3313-managing-trade-when-calculate-close-true.html#post31278
Forum:
NinjaTrader
March 7th, 2014, 05:46 AM
Replies:
18
What is the difference between COBC true vs false?
Views:
5,318
Posted By
LightWeight
I am a little confused about this -- I am running...
I am a little confused about this -- I am running several strategies with COBC set to true, and yet they're jumping into trades at random times throughout the one minute period. They all use market...
Showing results 1 to 9 of 9
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