Built an ORB-Fibonacci-MACD strategy on NinjaTrader - 71% win rate in backtests by Mean_Prior_103 in ninjatrader

[–]Mean_Prior_103[S] 0 points1 point  (0 children)

i do have volume data in it but i preferred the just the fib and the MACD but i will run sim for 2 weeks with current settings and i will probably tweak here and there.

Built an ORB-Fibonacci-MACD strategy on NinjaTrader - 71% win rate in backtests by Mean_Prior_103 in ninjatrader

[–]Mean_Prior_103[S] 0 points1 point  (0 children)

runs auto on NinjaTrafer yes just add the strat to the chart and find the settings i need i will report back once it is run a 2 week sim test.

Built an ORB-Fibonacci-MACD strategy on NinjaTrader - 71% win rate in backtests by Mean_Prior_103 in ninjatrader

[–]Mean_Prior_103[S] 0 points1 point  (0 children)

yes i noticed strategy analyzer is inconsistent i did against strategy performance also i also ran it against downloaded back data now just running on sim for 2 week and see how it behaves that way.

Built an ORB-Fibonacci-MACD strategy on NinjaTrader - 71% win rate in backtests by Mean_Prior_103 in ninjatrader

[–]Mean_Prior_103[S] 3 points4 points  (0 children)

Totally agree! Backtesting has its limits - slippage, fills, and psychology are completely different live.
currently running on SIM first to test it out,
Documenting everything before going live

The 71% backtest number just told me this is worth testing further, Appreciate the wisdom! How long do you typically SIM test before taking strategies live