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Collection of nuances & issues for developing trading strategies


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Saroj's Avatar
 Saroj 
Arcata, CA
 
Experience: Intermediate
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Trading: index futures, oil
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This will be a collection of nuances and "sticky wickets" to be aware of when developing a trading strategy in Ninja Trader. Please feel free to contribute anything you come across personally or in the NT and BigMike forums or anywhere else. Please attach images that demonstrate the issue whenever possible.

I'll make it a sticky so it doesn't get "lost" down the chat pages.


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  #2 (permalink)
 
Saroj's Avatar
 Saroj 
Arcata, CA
 
Experience: Intermediate
Platform: NinjaTrader
Trading: index futures, oil
Posts: 482 since Jun 2009
Thanks Given: 232
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  • Check out responses to "Same Strategy, Same Market, Same Time = Different trades! [MXASJ]"


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BigDog
Chicago
 
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Realtime trades are paired in the sequence of their timestamps and not by entry/exit names


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 caprica 
USA
 
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If you are managing your trade on a smaller time frame you can do a few things:

EnterLong(1, DefaultQuantity, "myLong")

Where the 1 will force it into BarsArray[1].

In the Initialize section add the line

Add(PeriodType.Range, 1)

Using range 1 instead of tick 1 is much more efficient and will still manage the trade every 1 tick of price movement. Helpful for trailing stops or etc.


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Last Updated on July 21, 2009


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