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Strategy Development Support for the development of custom automated trading strategies using NinjaScript.

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Old 07-27-2009, 07:17 AM   #1
Jeffrey.Ng
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Default Several Questions...

1. Can NT support profit reinvest? Like I earned 10k in the previous trade, and the system will automatically use the profit to open more positions in the next trade.

2. Can NT support best testing base on weekly data and daily data together at the same time? Like my strategy will make decision based on some weekly data also daily one.

3. Can NT support signal from daily close data, but execute trade using daily open? Like my strategy generate buy signal from T's day end close, but it will open a long position at T+1's day open rather than T+1's day close. It make much more sense to do an accurate back testing, especially when some gap open happens.

4. Can NT support incremental position adding? Like I got 10k capital, I put 1k to open position first, then when it runs profit, I put another 2k to open additional position and so on?

5. Can NT support margin account? Like I got 10k of stocks, and I can borrow 5k from it, so I can simulate to buy additional stock using this 5k etc....
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Old 07-27-2009, 07:56 AM   #2
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Quote:
Originally Posted by Jeffrey.Ng View Post
1. Can NT support profit reinvest? Like I earned 10k in the previous trade, and the system will automatically use the profit to open more positions in the next trade.

2. Can NT support best testing base on weekly data and daily data together at the same time? Like my strategy will make decision based on some weekly data also daily one.

3. Can NT support signal from daily close data, but execute trade using daily open? Like my strategy generate buy signal from T's day end close, but it will open a long position at T+1's day open rather than T+1's day close. It make much more sense to do an accurate back testing, especially when some gap open happens.

4. Can NT support incremental position adding? Like I got 10k capital, I put 1k to open position first, then when it runs profit, I put another 2k to open additional position and so on?

5. Can NT support margin account? Like I got 10k of stocks, and I can borrow 5k from it, so I can simulate to buy additional stock using this 5k etc....
  1. Yes. It is possible to track trade data (including profits) and base trades off the performance of the last few trades.
  2. Yes. See the reference for Multi-Timeframe/Multi-Instrument backtesting.
  3. Yes, but it is necessary to include intraday data for this type of backtest. This is a reference sample for adding detail to backtests with intrabar granularity.
  4. Yes.
  5. Could you please clarify?
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Old 07-27-2009, 08:44 AM   #3
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  1. Yes. It is possible to track trade data (including profits) and base trades off the performance of the last few trades.
  2. Yes. See the reference for Multi-Timeframe/Multi-Instrument backtesting.
  3. Yes, but it is necessary to include intraday data for this type of backtest. This is a reference sample for adding detail to backtests with intrabar granularity.
  4. Yes.
  5. Could you please clarify?
For point 1 to 4, any online documentation covered? Hard to find relevant information in the online help. Thanks!
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Old 07-27-2009, 08:50 AM   #4
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For number 1, there is the TradeCollections class, which holds trade information.

For number 4, you can just submit another order to add to your position.
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