NinjaCoding @ NinjaTrader
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This entry is made when both the price level is broken through and the NCJEMesaStochastic goes out of the oversold zone. The idea is that if we go out of the oversold zone we still have room to make some money whilst the stochastic is moving up. We also have room for a few stochastic loops BUT we have to double check where the price is when the stochastic moves to the other side. As you can see in this case upon checking back on the stochastic on the other side we found out that the price has NOT gone in our favour so we quite the trade early enough. This sort of position management has saved a lot of losses.
_enterLong = _emaFast[0] > _emaSlow[0] && Close[0] > _emaFast[0] && Close[1] < _emaFast[1] && Close[0] > _emaSlow[0];
It is possible to review your test results for individual tests or combine those tests into numerous portfolios.
Maybe if some of you guys who have APEX accounts can send this to APEX and Ninja something will be done about this...
Apparently and unfortunately, APHEX DOES not work correctly. I have debuged their execution returns and Order.Filled is NOT returning correct values so it is virtually impossible to base any complex order management logic off their returns.
We can see that the regular EMA smoother is much noisier on the RSI than the SuperSmoother.
Below we see a regular RSI with loads of noise. The red line is the same RSI passed through a SuperSmoother
I think I finally found the universal generic formula that should confirm all sort of scenarios when the order has finally been filled completely.
This new version will allow you to review your exported trades without the need to open any new applications so within NinjaTrader itself. You will have the ability to see trades, drawdowns, equity curves and summary. You will also be able to review portfolio performance so review multiple instances of your optimization/backtest results.
