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SampleAdvancedAutomatedStratv1.1 5 *
This is a sample template for a fully automated strategy which does the following:

1. Only enters between 10:15 AM and 3:15 PM (EST) (allows for second time frame as well)
2. Shuts down if PnL is more than $1,000 or less than -$300
3. Enters limit orders for long and short based on signal
4. Covers three time frames but will only have one active position open at a time
5. Cancels entry order if market moves four ticks away from limit order without filling
6. Sets an initial stop at 12 ticks, then changes to breakeven at +4 ticks and trails, tick by tick, from there
7. Scales out of half position at +4 ticks (1st profit target) and covers second half position at +8 ticks (2nd profit target)

Use this thread for comments or requests:

https://futures.io/programmers-paradise/2641-sample-advanced-automated-strategy-v1-0-a.html#post25933

UPDATE:
v.1.1 - 2/23/10
1. Fixed CancelOrder() code.
2. Added arrows and chart name plots (since plots will only show on main chart, this lets you know which time frame just took the trade).


Category NinjaTrader 6.5 Strategies 
 
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Details: SampleAdvancedAutomatedStratv1.1
Category: NinjaTrader 6.5 Strategies 


February 9th, 2010
Size: 4.71 KB
Downloaded: 1602 times
Comments/ratings
5 * steve2222 February 27th, 2010 02:16 AM
No Comment
5 * maxima April 12th, 2010 04:26 PM
No Comment
5 * reaa22 October 14th, 2010 06:34 AM
No Comment
5 * Ducman December 15th, 2010 04:20 PM
Great setup to build a good trading strategy. Thanks a lot.
5 * pam421 February 20th, 2011 01:48 AM
Although not listed as a V7.0 strategy, it compiles OK for V7.0.1000.2.
5 * bizon December 6th, 2012 05:50 AM
Hello All,

I was encouraged by Big Mike's invitation email to ask even stupid questions, so there you go .

I am trying backtesting of this strategy "as is" and have no trades executed against ES, VXX, DAX, AAPL, MSFT etc. I guess reason for that is obvious, however my limited experience with NT prevents figuring out what the problem is.

This seems to be very promissing if not strategy on its own, then template for different strategies.

Thank you very much in advance for your help.

 
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