Algo Ors Fusion

Opening Range System

Our opening range strategy is anchored in the first 15 minutes of the New York opening. We leverage our proprietary ORS buy-sell indicator and specialized filters to identify optimal entry points. These entries are strategically plotted using a grid system based on the opening range, providing a precise approach to navigating market dynamics from the onset. Moreover, ORS offers customers the flexibility to fine-tune the strategy according to their preferences and chosen instruments. With ORS, you have the power to customize your trading approach, ensuring it aligns perfectly with your individual goals and trading style.

 

Indicator  DT Reset Patch

Indicator  XABCD HotKeys

[tento]

@trader432 I tried your settings and got the following result: the short settings look great, but the long positions don't.

 

[trader432]

@trader432 I tried your settings and got the following result: the short settings look great, but the long positions don't.

Is that ORS or Axios?

 

[tento]

Is that ORS or Axios?

Axios

 

[trader432]

Axios

Check the dates I replicated in my example post, try to get the same numbers, if they are different, try loading the template again, keep in mind that the strategy needs to be tested in a 90 days window acording to the dev

 

[tento]

Check the dates I replicated in my example post, try to get the same numbers, if they are different, try loading the template again, keep in mind that the strategy needs to be tested in a 90 days window acording to the dev

Here are the settings after adding your template

 

[Kirua]

Yes, I have not touched anything manually

Which propfirm ? because more than 1k5 of drawdown i think is too much no?

 

[Mark]

Which propfirm ? because more than 1k5 of drawdown i think is too much no?

He saved max session loss is $300

 

[trader432]

Here are the settings after adding your template

I still get the results I initially shared.

Maybe you are using an older version of Ninja, I'm using the latest one, I guess nobody else is having the same issue

 

[trader432]

Which propfirm ? because more than 1k5 of drawdown i think is too much no?

Any prop firm works with the 50k accounts, they give you 2000 of dropdown, which is something that historically the bot has not reached, if you feel too close to it, you can downsize the position (see screenshot)

 

[tento]

I still get the results I initially shared.

Maybe you are using an older version of Ninja, I'm using the latest one, I guess nobody else is having the same issue

I use this version Ninjatrader 8.0.28 and also connect via tradovate, and the axios version is also 1.5.

 

[trader432]

I use this version Ninjatrader 8.0.28 and also connect via tradovate, and the axios version is also 1.5.

I use NT8 version 8.1.6.3, it is the latest one, you can download it from the official ninjatrader side, the algo was designed to run in that version

 

[tento]

I use NT8 version 8.1.6.3, it is the latest one, you can download it from the official ninjatrader side, the algo was designed to run in that version

I downloaded it today and tested it, the results are almost the same, the profit factor of long positions remained at around 0.75, by the way, has anyone else tried backtesting to see if I'm the only one with these errors or not?

 

[Mark]

I downloaded it today and tested it, the results are almost the same, the profit factor of long positions remained at around 0.75, by the way, has anyone else tried backtesting to see if I'm the only one with these errors or not?

it must be your local time not matching his template. ask him about time

 

[trader432]

I downloaded it today and tested it, the results are almost the same, the profit factor of long positions remained at around 0.75, by the way, has anyone else tried backtesting to see if I'm the only one with these errors or not?

Naw nailed, my timeframe is New York time, so adjust the trading session within the strategy to use your local time, Example: The market opens here at 9:30 am and the strategy starts working at 10:00am, so adjust the 10:00am part to match your local time with the NY time, does that makes sense?

 

[tento]

Naw nailed, my timeframe is New York time, so adjust the trading session within the strategy to use your local time, Example: The market opens here at 9:30 am and the strategy starts working at 10:00am, so adjust the 10:00am part to match your local time with the NY time, does that makes sense?

That was the problem, the time zone. Now the results are almost the same, and we can start working with them. Thank you for your answers and advice.

 

[Kirua]

be carefull, because if you playback full 365 days you had a lot of red month

 

[trader432]

be carefull, because if you playback full 365 days you had a lot of red month

Well, the historical data is disturbed when analyzing contract by contract, for that reason you cannot take an entire year to backtest, according to the devs, it should be backtested in a 90 days window as it is the data that you will also have loaded every day when using the bot, there could be a data distortion when the roll over comes, so the advice would be to backtest the last 90 days using the new contract, MNQ 06-26 and get the best possible configuration based on that contract, so yeah, we have to recalibrate it

 

[Kirua]

Well, the historical data is disturbed when analyzing contract by contract, for that reason you cannot take an entire year to backtest, according to the devs, it should be backtested in a 90 days window as it is the data that you will also have loaded every day when using the bot, there could be a data distortion when the roll over comes, so the advice would be to backtest the last 90 days using the new contract, MNQ 06-26 and get the best possible configuration based on that contract, so yeah, we have to recalibrate it

Have you finish the eval of the propfirm ?

 

[trader432]

Well, the historical data is disturbed when analyzing contract by contract, for that reason you cannot take an entire year to backtest, according to the devs, it should be backtested in a 90 days window as it is the data that you will also have loaded every day when using the bot, there could be a data distortion when the roll over comes, so the advice would be to backtest the last 90 days using the new contract, MNQ 06-26 and get the best possible configuration based on that contract, so yeah, we have to recalibrate it

I forgot to mention that the daylight savings schedule also affects the Backtesting so we have to move the schedule every time we want to go back in the last year data

 

[trader432]

Have you finish the eval of the propfirm ?

I’m 1800 up, with 3 days of trading