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Indicator with a range period


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  #1 (permalink)
 bkool 
Israel
 
Experience: Intermediate
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Posts: 14 since Jun 2009
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Hi,

I'm trying to have an indicator period as a range of values in a crossover strategy.
Say testing on crossover between SMA(period1) and SMA(period2), where period1 gets values between 15 and 20, and period2 values are between 10 and 15.
What would be a good way to do it in NT?

Thanks,
bkool.


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  #3 (permalink)
 
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 Fat Tails 
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bkool View Post
Hi,

I'm trying to have an indicator period as a range of values in a crossover strategy.
Say testing on crossover between SMA(period1) and SMA(period2), where period1 gets values between 15 and 20, and period2 values are between 10 and 15.
What would be a good way to do it in NT?

Thanks,
bkool.

Open the NinjaTrader strategy analyzer and then select optimizer (o) instead of backtest (b). NinjaTrader should now test the strategy with all parameter combinations as indicated.


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  #4 (permalink)
 bkool 
Israel
 
Experience: Intermediate
Platform: ninjatrader
Posts: 14 since Jun 2009
Thanks Given: 17
Thanks Received: 9

Thanks Fat Tails.

I need this for real-time not back-testing.
I guess it requires ArrayList to store the periods, and then calling the ArrayList as the indicator parameter.


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Last Updated on September 26, 2013


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