Hi everyone - I've been searching around google and this forum for a specific answer and am having some difficult, so thought I'd post to get some feedback on where best to research.
Situation
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I have about 200 actual trades that occurred through the multicharts platform (connected to Interactive Brokers brokerage and an IQFeed data stream) over the last year. These trades were performed on 1 instrument - the futures contract ES (E-mini S&P 500).
My goal is to find out if I would have been more profitable with different types of exit strategies. I'd like to answer the question, "if I had used a larger profit target, or a smaller stop loss, would I have been more profitable over this set of 200 actual historical trades?"
What is the easiest way to accomplish this? I see references in this forum to being able to do this mostly in NinjaTrader. It's looking like I'd import these trades into an NT strategy using some custom code for the entries (stop, limit), and then somehow do tick level backtesting to run through the data. I realize however there are limitations in NT that strategies only run on bar close. Does Sierra chart handle this better?