Backtesting Question

userque · Jan 25, 2021

angrytrader said:
I normally backtest everything by writing my own code so I can't recommend software to do so. I saw people at other forums using Pro Real Time and similar platforms. They have an easy way to setup workflows with the graphical UI.
There is a really good option with TradingView but requires writing Pine scripts, so you won't escape coding.
If it is not too much work I might have something already for it. Trailing stops are a fairly common setup.
Metatrader 5 is a good option as well, there are tons of scripts on their site that can help you.
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... and NinjaTrader, MotiveWave, MultiCharts, Etc.

ph1l · Jan 25, 2021

rkny38 said:
Hello everyone.

I am looking to back test some strategies that involve using roll stop loss orders. Does anyone know of a back testing software that can help me with this?
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If this is what you are looking for
https://ninjatrader.com/it/support/...1-how-to-have-a-running-stop-order#post661735

would be looking for something like a rolling stop order. Just for example, let's assume that I want to take a long position as soon as price crosses above a 50 period EMA. Is there a way that I can have a stop order resting on the EMA so that as soon as the price crosses above it (not closes above it) then I'll be entered, even if it is intra-bar?
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NinjaTrader might work.
In the case of price coming up to the EMA 50 and you want to go long when it touches the EMA(50) you would code:
Code:
if (High[0] < EMA(50)[0])
{
EnterLongstop(1, EMA(50)[0], "EMACrossUpEntry"); // Set at price of EMA(50)
}
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