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    overnight backtest

    Hi,

    How can a backtest and strategy be set up to accomplish this ... ?

    Enter at the end of the trading day, at 1:00 westcoasttime or 4:00 eastern time. Or one minute earlier if that is a problem.

    For SPY or ES.

    Exit at 6:30 am western time (9:30 eastern time).

    I am trying to develop a strategy that will let me backtest some overnight plays.

    Backtest for a few months, or years if possible.

    Overnight only. No hold during the regular hours trading day. Enter at close. Exit at open next day.

    Daily charts I think.

    Thanks,

    Joe

    Comment


      Hi All,

      For the default NT ZigZag indicator with the 2 deviation types(Percent/Points),could anyone add an audible alert?
      Attached Files

      Comment


        I need indicator which shows maximum length bar (High-Low) for period. For example, on the chart 5Min shows maximum length bar is 50 ticks. How I can specify it? Which function is responsible for this in Ninjascript ? Maybe already have a similar indicator ?

        Comment


          And someone convert Thinkscript - ThinkOrSwim for Ninjatarder?

          Comment


            Originally posted by jmagaia View Post
            And someone convert Thinkscript - ThinkOrSwim for Ninjatarder?
            My firm GlobalForcesig.com can convert a Think or Swim to NinjaScript. Please email me the indicator to [email protected] and I will provide you a price for the conversion.

            Comment


              Originally posted by michel View Post
              Hi everybody
              I am new to NinjaTrader but i have been developing indicators for tradestation for 6 years
              I'm still getting familliar with Ninja and i need the practice so i will develop strategies for free

              Note that I wont be taking over complicated requests. keep it simple and clean. if there are too many requests i will take my pick as to which ones i do

              happy trading

              Regards,
              Michel
              www.fxcteam.com
              Hello Michel, I need someone to code 2 indicators for NT. I have no experience with coding for NT so I have no ability to help with this. If these indicators are not simple to code I would appreciate an experienced coder letting me know what they would charge to code these 2 indicators for me and the time frame needed... these indicators will be used on tick based charts if it matters...

              (1) An indicator that sounds an alarm once each time a new tick bar opens or if the ticks are jumping too fast to catch the open then the indicator needs to sound the alarm as quickly as possible when a new bar is formed...The indicator needs to be able to have the alarm sound changed if needed...

              (2) An indicator that sounds an alarm once when the high or low of the immediate previous bar is taken (by 1 tick) by the current tick bar. Then the indicator resets and repeats every bar for the breakout of next previous bar by the current bar. The alarms for the high and low breakouts need to be different sounds that can be changed if needed...

              I have tried the tick countdown alarm posted here to use in place of indicator 1 but the problem is that if you have the countdown set to 5 then in a fast market the alarm does not sound because as the tics countdown the tics may jump from 20 and skip to the next bar. If you set the countdown to 50 it may still get jumped over or you may have the alarm sound 50 times. This just not work for my needs...

              Thank you for reading this and I would really appreciate someones help to code these 2 indicators and am willing to pay for these if needed...Thank you...

              Joe

              Comment


                hello! can You make something like weis wave indicator? They have sth similar on sierra, it may be a clue: http://www.sierrachart.com/supportbo...ad.php?t=33108

                Comment


                  Originally posted by rafi123 View Post
                  hello! can You make something like weis wave indicator? They have sth similar on sierra, it may be a clue: http://www.sierrachart.com/supportbo...ad.php?t=33108
                  There is an indicator similar to the Weis Wave available here:

                  I'm using the latest version in the download section: I trade futures and the crash only happens when I am trying to switch instruments. But NQ and FDAX appear to be unaffected, other instruments from the same exchange are affected, which is odd. Crash seems to be independent of timeframe and also charts that are not time dependent such as renko. If I knew the Weiss indicator was exactly the same as this one then I'd just buy the Weiss indicator, think I owe him after his great webinar recently. Did …


                  but you need elite membership to download this indicator from Big Mike's.

                  Comment


                    Hi Michel,
                    Thanks for offering this!
                    I am trying to come up with an indicator for NT7 that will screen for markets that are trading in a range (bracketing) over a specified time period, such as 5, 15 or 20 days. Beyond my limited abilities, do you think you can help? Even if not, some suggestions on am algorithm would be appreciated
                    All the best,
                    Peter

                    Comment


                      Any of you pros are willing to give it a shot?Could anyone compose an indie for that Grail?



                      I think it would be a great, handy tool!

                      Comment


                        Determining a first leg could be done via a look back period...C`mon folks,creep out!

                        Comment


                          Originally posted by SnakeEYE View Post
                          Any of you pros are willing to give it a shot?Could anyone compose an indie for that Grail?



                          I think it would be a great, handy tool!
                          No definitions/explanations of how to determine a minor leg and/or a major leg.

                          Comment


                            Originally posted by koganam View Post
                            No definitions/explanations of how to determine a minor leg and/or a major leg.
                            Could be various types to determine it.You can use a ZigZag logic,lookback period,for e .g.

                            Comment


                              Originally posted by SnakeEYE View Post
                              Could be various types to determine it.You can use a ZigZag logic,lookback period,for e .g.
                              How do I know which one is a minor leg, and which a major? The description is so non-existent, that it seems to me to be hindsight trading.

                              Comment


                                Originally posted by koganam View Post
                                How do I know which one is a minor leg, and which a major? The description is so non-existent, that it seems to me to be hindsight trading.
                                You are the developer,are you not?Check the second page of the article.You`ve probably missed one.It`s all there.

                                Comment

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