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| Strategy Analyzer Support for automated system backtesting and optimization using the NinjaTrader Strategy Analyzer. |
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#1 |
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Junior Member
Join Date: May 2012
Posts: 27
Thanks: 10
Thanked 1 time in 1 post
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When I set stop losses for a strategy I am backtesting, for some reason Ninjatrader is not reading them.
I set 'simulated' to true, set calculation mode as percent and place the percentage I wish to use as a stop loss. Is there any sort of default I have to change before Ninjatrader will accept my stop loss inputs? Thanks in advance. |
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#2 |
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NinjaTrader Customer Service
Join Date: Apr 2010
Location: Denver, CO, USA
Posts: 4,783
Thanks: 160
Thanked 566 times in 557 posts
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Hello,
What is the exact Percent value you are using for your stop? For example, if you are using 5%, you would want to make sure you're using a double value of 0.05 - as opposed to 5.00 which would be 500%. If you're sure that is correct, do the stops work if you switch to CalculationMode.Ticks?
Matthew
NinjaTrader Customer Service |
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#3 |
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Junior Member
Join Date: May 2012
Posts: 27
Thanks: 10
Thanked 1 time in 1 post
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Thanks Matthew.
I am making sure my percentages are correct. I want a 10% stop loss, i.e. 0.1, and my largest loss is coming out as 98%. How can I set a 10% stop loss using ticks? Thanks. |
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#4 |
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NinjaTrader Customer Service
Join Date: Apr 2010
Location: Denver, CO, USA
Posts: 4,783
Thanks: 160
Thanked 566 times in 557 posts
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You would need to calculate it yourself if you used ticks, however the CalculationMode.Percent should do that for you.
I was not asking you to use ticks for your strategy per se, just curious if the stop is submitted and executed if you do use ticks. I would also suggest enabling the TraceOrders property in your strategy to see if the stops are actually being submitted when you expect: http://www.ninjatrader.com/support/f...ead.php?t=3627
Matthew
NinjaTrader Customer Service |
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