NinjaTrader 7 Strategies

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NinjaTrader 7 Strategies

Strategies in this section are compatible with NinjaTrader 7

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Lagged Moving Average Crossover

Simple strat that waits a certain number of periods before using the moving average crossover signal.

Here is the thread where it is discussed.
www.bigmiketrading.com/ninjatrader-programming/14365-ninja-trader-strategy-wait-10-bars-before-entering-into-trade.html

Details: Lagged Moving Average Crossover

October 26th, 2011
Size: 2.75 KB
Downloaded: 800 times

Keywords: average cross crossover moving over lagged

Alarm for LB bars

This strategy was created by redratsal. The alarm sounds when the bar prints.
Thank you red for the strategy and zac for the wicked LB bars.
Works on NT7.

Details: Alarm for LB bars

June 28th, 2011
Size: 1.90 KB
Downloaded: 296 times

Strategy I

I came up with this trading idea and a programmer did the coding for me. After some optimization, the results look decent. But in real time it could be a different story. Please do not risk your real $. I repeat, please do not risk your real money.

Basically, the strategy will buy on dips within an uptrend, and sell on rallies on a downtrend. For example, if there is an uptrend (as indicated in the Fisher Transform plot in a 9-range bar chart), then looking at the 4-range bar chart, if the price touches lower Bollinger band and turns green, buy close + 1 tick stop limit. To go short, look for a red 4-range bar touching upper Bollinger band with 9-bar Fisher transform in a downtrend. Stop loss order, target, daily maximum loss and break-even stop are all here and are optimizable.

On the parameter screen, 'stop' is initial stoploss order, 'MoveStopAfterMove' is the amount of unrealized profit to show in the current trade before the break-even stop kicks in. 'StopAfterMove' is its 'offset', I set it at 0, so it becomes a break-even stop. The rest of the parameters should be self explanatory.

So far my back testing shows quite good results daytrading 6E, ES, CL and ZS. Please send me a message and let me know what you think.

Details: Strategy I

February 8th, 2011
Size: 12.96 KB
Downloaded: 2591 times

DB Default Optimizer - Enum/Bool Support

This was designed to replace the standard "default" optimization option by providing enum and bool selection support for the optimizations. As I got into it, I ended up adding extra features to assist my analysis.

Usage: After installing, select DB Default in Strategy Analyzer underneath "Optimizer".

Output CSV: Options are "Values", "Numeric", and "Both". It will output your choice under "Documents/NinjaTrader 7/DB Optimization Outputs" the performance and parameters of every iteration in an optimization or walk-forward. Values are what you would normally expect, but "Numeric" is with the bool/enums as numbers that represent their indexes so that numerical computations can be applied, such as averages. Both is a .csv file that has first the values and secondly the numeric values in additional columns to the right.

Optimizer MC: This is an option to enable or disable multi-core processor support for the optimizations. There is a bug with NT present as of B19 I reported and they acknowledged here (https://forum.ninjatrader.com/showthread.php?p=184555) but has not been addressed yet. As a workaround this option was created to run the optimizations in single core mode. It affects all optimizers and some inconsistency can be attributed to it.

Optimizer Pool WF: If a name is put here, it will pool the results instead of generating individual files for the walk forward from the different periods.

Optimizer Sound: Probably my favorite feature for lengthy optimizations, when set to true and the optimization completes, it will run the NT "Cha Ching!" cash register sound when the optimization completed.

- Trader DB

Details: DB Default Optimizer - Enum/Bool Support

August 10th, 2010
Size: 4.49 KB
Downloaded: 477 times

Keywords: genetic optimizer enum

ChartTrader

Exported with NT7.0.0.18

ChartTrader is a NinjaTrader strategy which acts as an alternative to the inbuilt Chart Trader.

Since the inbuilt chart trader and strategies cannot be used simultaneously i have built this strategy. One can place manual buy sell orders through chart trader.

for more details pls visit:
https://www.volumedigger.com/NinjaTrader/Strategies/dsChartTrader.aspx

Please use this at your own risk as the same is highly experimental in nature. I am not responsible for any loss/damages arising out of it.

Details: ChartTrader

July 3rd, 2010
Size: 5.25 KB
Downloaded: 786 times

PH Genetic Optimizer v1.12

Please see this thread for instructions/discussion.

* PH Genetic Optimizer
* Copyright (c) 2009, Piers Haken
*
* v1.0 - 6/17/2009
* Initial Release
*
* v1.01 - 6/20/2009
* Add Walkforward checkbox
* More suitable defaults
*
* v1.02 - 6/21/2009
* BastTestFrom date hack for detecting walkforward
*
* v1.03 - 6/21/2009
* added support for Enum parameters
*
* v1.04 - 7/16/2009
* added support for bool parameters
* dump best DNA at end
*
* v1.05 - 7/23/2009
* fix #combinations display
*
* v1.06 - 7/26/2009
* use decimal for #combinations calculation
*
* v1.07 - 9/1/2009
* don't create parameter definitions for non-primitive types
*
* v1.08 - 1/25/2010
* NT7 support
* split common stuff into separate file
*
* v1.09 - 1/25/2010
* fix 'abort'
*
* v1.10 - 4/3/2010
* various fixes
*
* v1.11 - 4/7/2010
* moved to separate namespace to avoid conflicts
*
* v1.12 - 4/9/2010
* added MaximumPerformance cutoff
*
* Portions copyright (C) 2006, NinjaTrader LLC <www.ninjatrader.com>.
*
* Losely based on GAOptimizer by Pete_S
* https://ninjatrader.com/support/forum/showpost.php?p=30291

NOTE: please ignore the '1.09' in the filename. the zip you download here will always be the latest version.

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES