NexusFi: Find Your Edge


Home Menu

 





Strategy Backtesting


Discussion in Commodities

Updated
    1. trending_up 2,337 views
    2. thumb_up 0 thanks given
    3. group 2 followers
    1. forum 1 posts
    2. attach_file 0 attachments




 
Search this Thread
  #1 (permalink)
 MARATHON5559 
OMAHA ne
 
Experience: Intermediate
Platform: T4
Trading: cl
Posts: 3 since Mar 2017
Thanks Given: 0
Thanks Received: 0

So I'm new to a lot of this but not new to trading. I've been working on some new strategies and would like to figure out how to back test easier. My standard back test is pulling data into excel and writing a formula for conditions then manually going through and looking at entries and exits. Takes forever and is really only useful for long term time frames (not day trades). I'm moving into more day trading but need to backtest potential strategies. I trade off T4 but also have access to TOS and Sierra. I know you can back test with Sierra but it's a total mystery to me on how to do it. I'm not a coder but am willing to learn. One strategy I want to test is; using tick range bars enter after 2 or 3 bars in one direction while also using an RSI number as a secondary entry criteria. Exit with a limit or a trailing stop at 1/2 of the limit i.e. 20 tick limit and 10 tick trailing stop. Can anybody give me any ideas on how to get started with back testing on this? Thanks so much.


Sent from my iPhone using NexusFi


Started this thread Reply With Quote

Can you help answer these questions
from other members on NexusFi?
requesting .nrd replay files from 2026 spy and qqq
The Elite Circle
Datafeed for Atas
Platforms and Indicators
RTH vs ETH: when your chart and Volume Profile trading h …
NinjaTrader
No book, only a stair: journaling fills where price move …
Cryptocurrency
Trump Media to sell instant access to market-moving soci …
Traders Hideout
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Mes vs MNQ
6 thanks
NexusFi site changelog and issues/problem reporting
5 thanks
BERN ALGOS algo trading journal
3 thanks
TopStep Trader disappointment
2 thanks
Is Volume Profile worth learning or is it an outdated co …
1 thanks
  #2 (permalink)
 
SMCJB's Avatar
 SMCJB 
Houston TX
Legendary Market Wizard
 
Experience: Advanced
Platform: TT Stellar & Tradestation
Broker: Primarily Advantage Futures
Trading: Primarily Energy but also a little Equities, Fixed Income, Metals, U308 and Crypto.
Frequency: Many times daily
Duration: Never
Posts: 5,247 since Dec 2013
Thanks Given: 4,591
Thanks Received: 10,544

I think you'd get a lot more help posting this in the Sierra Chart forum....

https://nexusfi.com/sierra-chart/


Reply With Quote




Last Updated on April 8, 2017


© 2026 NexusFi®, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Downloads - Top
no new posts