PDA

View Full Version : How to test this stuff?


glenng
10-14-2007, 05:06 AM
Jsut wrote my first Ninjascript strategy and its test time and I am unclear on what to do next. I understand that I have to wait until tonight for the data to start flowing before I test, but then what?

My strategy sets a range from the first bar of the day (9:30AM) and trades a breakout. I would like to test tonight and allow for for repeated tests.

How can I change the code to allow me to test thoroughly?

The current strategy uses the condition:
if (Bars.FirstBarOfSession)

NinjaTrader_Josh
10-14-2007, 05:16 AM
Your best bet is to backtest your strategy in the Strategy Analyzer. To do repeated forward tests you can record a replay file later tonight (basically record the upcoming trading session). From the replay file you can play it over and over and tweak your strategy till it fits your needs.

if (Bars.FirstBarOfSession)This line means your code will only be executed on the very first bar of the session (e.g. the 9:30AM bar). If you have CalculateOnBarClose set to false then your code will execute however many ticks is in that first bar, but after that bar closes it stops. If CalculateOnBarClose is set to true then your code will only execute once.