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you might try a 11 range with the 12 zerolag 12 zerolag and just buy on green and reverse on red i bet it would be very profatble dont buy and sell on the bars but on the ma itself...sam/sharky
and set it to 20 contracts if you could everyone puts in the stratiges trade on account limit or something like that i dont know what it says exactually but i would be interested to see a setting of 20 contracts
...sam/sharky
I think 3 months is not enough time. Anyone who tested ES in the past 3-4 months would have a 20.0 profit factor if they just bought the open and sold the close.
Would your strategy work with 1min? Do you really need tick? It looks like your avg time in a trade is 20 minutes. I think if your idea is valid it should work on several timeframes. It's rare for a strategy to only work on one timeframe, more often than not it means it's overfitted.
I could export tick data from tradestation and you could import it into NT..
I've generated my own data from other sources (synthetic data, excel, etc.) and imported it just fine. I've never imported data exported from tradestation but I don't see why it'd be a problem.
Yeah another reason NT 6.5 sucks... contract rollovers, merging doesn't work... so I can only backtest one contract period at a time...
OK, 1 minute data here we come. First thing I notice, way too many trades. Because minute data has so many whipsaws.. I prefer volume or range... would have to add logic to script to deal with that, or just use volume as it was intended...
That's as far back as Ninja will let me go. So it isn't even profitable at that amount of trades, but at least it didn't completely blow up all over the place. I think with a few tweaks it could better deal with minute bars, I really need volume because it's one of the primary indicators I am using.