|
|
PERCENT ASYMMETRIC FOR NINJATRADER7 ON DIFFERENT CHART TYPES
<
Hello Roger,
Does this ATS perform well with intraday, rather than overnight, trading, specifically in Futures markets?
I'm sure you're aware of a new breed of Renko charts which claim to have accurate OHLC data and thus "suitable" for backtest and optimization with NT StrategyAnalyzer. Have you explored any of these and are they acceptable for use in your ATS, such as RJay and PureLogik??
<
As with all systems, reducing trading frequency to trigger trades too often usually results in worse performance as the commissions paid are always a constant and in an over frequent system the profits become too small and tend to diminish profits. Percent asymmetric is no different in this respect.
There is no point using or testing it on the chart types you mention as it makes no difference to its performance because it generates trades when it moves by a certain percentage regardless.
EG if it is set to buy when a price rises up 1% from its low, then it will do it regardless of which chart is used.
