NinjaScript has two functions that you may want to look into: Low[x], which gives you the low price of the x. bar back, and LowestBar(y) which...
Couldn't you just manually issue 2 OCO orders (each with an ATM strategy, if desired), one above the low and one below the high of the day? Check...
I also think it is possible, but I don't think you could do it without line-by-line NinjaScript programming. Working with 10 different data series...
Ninjatrader lets you program your own indicator as well as your trading program that uses your indicator as input. Both could be programmed...
NinjaTrader has a strategy wizard that lets you develop rule-based strategies (like IF-THEN strategies) without writing code.
The answer depends somewhat on what you trade. If it is stocks, forex or futures, then you could give NinjaTrader a try. The programming...
I use NinjaScript a lot. Help and documentation is not bad, and because it is an extension of C#, you can use the huge documentation of...
I would post that question in the NT forum. They are pretty fast with responding, although quality is mixed...
One common problem is, as you sure know, curve fitting. On testing a new strategy, my first approach to check curve fitting sensitivity is to...
Sorry, yes, NinjaTrader.
Is there a way to let the Strategy Analyzer run on several instruments simultaneously, using the same strategy but different parameters for each...
I looked into that, and IB told me there is no way around the auto shut-off. I could have lived with that, if there were an auto log-on to...
If you look for a broker, IMO the "best" one (whatever that is) depends on what you want to trade. I found the following: For options, it's TOS...
Try this, it may be right for you: http://ensign.editme.com/ninja Most traders having experience with both data feeds - including myself - know...
Finally, I did what edbar suggested: Instead of actually trading the randomly generated entry and exit signals, I registered the bid prices and...
I like your idea of eliminating the bid/ask spread. Now the outcome has to be close to zero, provided the sample is big enough. We'll see.
I said earlier it is about 250 trades in one continuous run. I think it is very difficult (impossible?) to prove if a significantly higher number...
That's an interesting thought. The reason why I chose to threw randomly short or long orders at the market is that usually the price action itself...
I use the random class available in .NET languages, it generates pseudo random numbers; but I always change the seed value, so it should be...
Not at all. After a time span determined by the random generator the trade is closed, no matter what the result is. Remember, this trading program...
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