Other Strategy Parameters

Other Strategy Parameters

From - Sets the start date for the backtest period
To - Sets the end date for the backtest period

Exclude weekend - If true, will exclude weekend data from the historical dataseries

Session begins - Starting time of the intraday session for the historical dataseries, (this is different from the allowed trading time)
Session ends - Ending time of the intraday session for the historical dataseries

Dataseries - Type Interval type for the historical dataseries
Dataseries - Value Interval value for the historical dataseries

Diagnostic - When true will save essential debugging information into the output windows (NT->Control Center->Tools->Output Window) and trace file, turn it to true on developer request.

Include commission - Include commission in the backtest performance results (see setting commissions)

Label - Sets a text value that will be displayed on the chart to represent the strategy

Min. bars required - Sets the minimum number of bars required before the backtest will start processing (No need to change)

Fill type - Sets the algorithm for processing and filling orders during backtest
Slippage - Sets the slippage amount in ticks per execution

Entries per direction - Sets the maximum number of entries allowed per direction while a position is active based on the "Entry handling" property (Don't change or strategy will not work correctly)

Entry handling - Sets the manner in how entry orders are handled. If set to "AllEntries", the strategy will process all entry orders until the maximum allowable entries set by the "Entries per direction" property has been reached while in an open position. If set to "UniqueEntries", strategy will process entry orders until the maximum allowable entries set by the "Entries per direction" property per each uniquely named entry. (Don't change or strategy will not work correctly)

Exit on close - When enabled, open positions are closed on the last bar of a session

Set order quantity - Sets how the order size is determined, options are:
"by default quantity" - User defined order size
"by strategy" - Takes the order size specified programmatically within the strategy
"by account" - Allows you to set a virtual account value that is used to determine maximum
order size based on margin settings per instrument set in the Instrument Manager

Time in force - Sets the order time in force

Multiple Targets

Multiple Targets

This group of parameters allow the strategy to exit partial of the position size as price move in your favor

For example, strategy enter with 2 contracts (Target 1 Qnt + Target 2 Qnt)
Once "Target 1" hit the strategy will exit with one contract let the other one continue running
Once "Target 2" hit the strategy will exit the 2nd contract.

Set any of the "Target x Qnt" to 0 if you don't want to use it
Set any "Target x (Ticks)" values to 0 to make it a runner

Strategy Parameterst Explained

Trailing Stop

This parameters group enable to configure 3 levels of trailing stop,

Once the position hit the "profit Floor 1" stop price will trail the price using "Profit Risk - Level 1" for example, once the position is in 20 ticks profit the position will be stopped once price retrace 20 ticks

Once the position hit the "profit Floor 2" stop price will trail the price using "Profit Risk - Level 2" for example, once the position is in 30 ticks profit the position will be stopped once price retrace 15 ticks

And same for Level 3

Use this group to lock profit and tight the stop loss as price move in your favor and reversal has more chance to happen.