Multi Time Period Backtest Framework For Strategy Analyzer

This is a multi time period back‐tester that can help give more accurate results in Strategy Analyzer, especially if using a high time period like 5min bars or using Limit orders for a better fill price, and stops. Run this using your strategy's normal time period. Orders are submitted to the secondary time period (ie 1min or 200tick) for more "granularity" when processing Limit orders and stops. This frame work was originally written for the ES market (e‐mini SP500), so make appropriate adjustment for other markets. Includes: Spaces for multiple order conditions, 3 Market orders && profit targets w/ Stoploss, 2 Limit orders && profit targets w/ Stoploss, Order entry time limit 6:00a‐1:43p, Print commands are for debugging.

Created By zacharydw00
NinjaTrader Version 7
File Size 4.4 KB
Create Date 07/14/2010
# of Downloads 2090

Importing to NinjaTrader 7 is Easy!

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  1. Download the app or add-on file to your desktop
  2. From the NinjaTrader Control Center window, select the menu File > Utilities > Import NinjaScript
  3. Select the downloaded file from your desktop

Questions?

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