Some Results and Questions...

Discussion in 'Automated Trading' started by blox87, Mar 20, 2010.

  1. blox87

    blox87 Guest

    I have a system that I put together on StrategyDesk and am wondering if someone with some knowledge of backtesting could PM me and help me code this for NinjaTrader.

    I want to see if the results are too good to be true and are somehow leaking future data during the backtest on strategydesk.

    The results are testing the S&P as if I was trading 1 contract. for the previous year.


    Thank you .
     
  2. blox87

    blox87 Guest

    here
     
  3. How much of your portfolio were you risking on each trade?


    The stats don't look necessarily unrealistic, but the 77% figure must take into account position size. If you are position size achieving that 77% is large, then so will be your drawdowns. What happens then is that in real life you would never survive the drawdown.


    If its an intraday strategy i can test it in NT for you....shoot me a PM if you want to discuss.
     
  4. you should contact ninja tech support
     
  5. those folks won't help you write a strategy, unfortunately...awesome support for issues and questions though. they do have "partners" who provide such services...