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Old 02-05-2009, 01:24 AM   #1
tooearly
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Red face Profit Target

I am trying to setup conditions on a simple moving average crossover system for a particular instrument with a profit target of 24%.

The first condition is enter a long trade when the 15 sma crosses above the 84 sma. Close trade at EOD = False (i.e., hold overnight).

The second condition is exit the trade (enter short) when either the 15 sma crosses below the 84 sma or the unrealized profit reaches 24%, whichever comes first.

I have tried to construct these conditions using the condition builder with a profit target of 24%, but the result appear to ignore the profit target since the trades are always exited on a cross under condition rather than profit.

The back test goes back to July last year. And I've attached screenshots of the condition builder and a zip of the trades tab of the back test for your review.

Can you tell me where I went wrong?

Thanks. Tooearly
Attached Files
File Type: zip Srs1a.zip (2.3 KB, 6 views)
File Type: zip Srs2a.zip (2.9 KB, 3 views)
File Type: zip Srs3a.zip (2.9 KB, 3 views)
File Type: zip Srs4a.zip (1.5 KB, 3 views)
File Type: zip Srs5a.zip (4.3 KB, 5 views)
Last edited by tooearly; 02-05-2009 at 01:27 AM. Reason: ungrammatical, spelling!
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Old 02-05-2009, 05:49 AM   #2
NinjaTrader_Bertrand
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Hi tooearly, please try entering 0.24 for a profit target of 24 % -http://www.ninjatrader-support.com/H...fitTarget.html
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