Here begins the journey in programming Quorum in ninjatrader. In partnership with shortski with what was the strategy ZE_MA_Bars, Quorum is be brought here for presentation, critique, development and reuse by others here. Great support was also had from Richard and I dearly miss the MoveTheMarkets site. I have most of the indicators developed there and have permission to freely use and distribute!
The journey began in seeking an over all trend finder with some slow, medium and fast functions (indicators) and grew from there. After 13 or so of them added to the system I thought having more than a super majority might be of interest. So if the Quorum number is 2, then if there are 13 indicators each with a vote it would take greater than a 7/6 (or say +7 vs -6 or 1) split to swing the other way.
Next was the addition EOT indicators which for use here can be easily remarked out. Their cycle analysis, cycle based stoch and end of trend showed promising results.
During the Quorum development, next came filters as the indicator migrated to a strategy. The filters use the same functions (indicators) that are used in the voting system. Say an RSI below 5 and above 95 and that filter is being used, then should the trend and ATM be good, enter in to a position. What is of interest here is that a few filters and 2 to 5 functions used for the Quorum seemed to work out best. :)
The result was this monster weighing in at around 32 different indicators/filters..
and..
Goals to come
Rewrite
Streamline
Code indicators so that they are not their inputs are not static.
Add bitmasking (string reading) to streamline the Quorum and Filters.
Test along the way
Sim test on local computer
Add Autologging
Sim test over at sam028 's servers
Add Remote control
Test live.
Live.
Programming abstract
Using
Variables
Order & ATM
Handling
Entry
Exit
Stoploss
Trailing Stop
Daily Stoploss
Weekly Stoploss
Session Start and End Times
Bar
Use?
Color
Quorum
Q#
QList
Filters
FList
Arrow
Use?
Color
Individual Indicators settings
Initialize
a few Dataseries's
OnStartup
do one time processing
OnBarUpdate (likely to be changed to FirstTickofBar..)
fx.Updates
QList evaluation
QList Processing
Bar Coloring
Filter List Processing
Arrow Display
Order Management and ATM
*** 20160429 Quorum now enters Beta, trading live
Settings pic