Hey, I have a few back test on NST questions I hope you guys could answer:
1. I want to make a trailing stop based on ATR(20) * parameter. But I want to know whether, in trailing stop, does NST know the "inside of the bar" - that is, what is going on a smaller level how price is moving, if we have smaller intraday data? For example, in metatrader 4, if we have 1 min data and we backtest on 15min or something, metatrader will use the 1min data to approximate tick data to yield a more accurate back test (due to the trailing stop). Is this also with NST, or does NST make certain assumptions when it comes to trailing stop? If so, what is the best option for me to make back test most accurate?
2. In back test, can I place limit orders? And when those orders are hit, can I make stop, trailing stop, and target appear? Can I make the option of not placing a target?
3. Again in back test (Forex), instead of trading in fixed lots, I want to back test trading floating lots, which depend on the symbol and a set of equations I have developed. Is there a way to make risk management more flexible in back test (and forward run)?
4. I actually don't know how to create the "green" out of sample part in back testing. How do I achieve this because the example isn't clear enough. And what is the difference between this and the "brown" paper trading?
Hope you guys can somehow answer these, since not too many people talk about NST anyways.
1. I want to make a trailing stop based on ATR(20) * parameter. But I want to know whether, in trailing stop, does NST know the "inside of the bar" - that is, what is going on a smaller level how price is moving, if we have smaller intraday data? For example, in metatrader 4, if we have 1 min data and we backtest on 15min or something, metatrader will use the 1min data to approximate tick data to yield a more accurate back test (due to the trailing stop). Is this also with NST, or does NST make certain assumptions when it comes to trailing stop? If so, what is the best option for me to make back test most accurate?
2. In back test, can I place limit orders? And when those orders are hit, can I make stop, trailing stop, and target appear? Can I make the option of not placing a target?
3. Again in back test (Forex), instead of trading in fixed lots, I want to back test trading floating lots, which depend on the symbol and a set of equations I have developed. Is there a way to make risk management more flexible in back test (and forward run)?
4. I actually don't know how to create the "green" out of sample part in back testing. How do I achieve this because the example isn't clear enough. And what is the difference between this and the "brown" paper trading?
Hope you guys can somehow answer these, since not too many people talk about NST anyways.