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OC, California, USA
Quantoholic
Experience: Advanced
Platform: IB/TWS, NinjaTrader, ToS
Broker: IB, ToS, Kinetick
Trading: stocks, options, futures, VIX
Posts: 1,971 since Jun 2009
Thanks Given: 534
Thanks Received: 3,711
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I have a strategy that I am backtesting. When I backtest it, I get a chart with the prices and the entry and exit signals in it, but that's it. If I manually apply a template to the chart to add in the indicators I want to see it works, but once I run another backtest the indicators are gone again. Is there a way that I can have my indicators on the backtesting charts already loaded after the test is complete? Can I apply a template chart somehow in the strategy code? I don't want to duplicate all of the indicator painting code in my strategy.
BTW, I finally got my first profitable strategy up and running last night! +$13K on the Sept ES with 10 contracts 6/1 to 6/30, 43% winning trades. I was up until 5am tweaking it and the < 50% success ratio worried me. Sure enough, the next day I ran it for the June ES for the 3 months previous and it failed miserably, too many trades entering at the very end of a trend move. Now I'm tired and (virtually) broke for the rest of the day. Oh well!
I'm really not looking for any holy grail indicator/system, I just want to automate the decision-making process I go through when I trade myself, automate some of my discretionary thinking, detecting price and volume breakouts, recognizing S/R levels, filtering trades against other time-frames, etc. as well as some high probability contrarian strategies (after large, rapids moves, scalp the short-term reversal)
Once I get some more consistent results I'll post up my progress.
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