Strategy based on SuperTrend indicator, you can play with the code to adjust it. There are time frames of when to trade in the code and other things that could be of use.
January 29th, 2017
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ericson
I'm not a developer, but I thought other Big Mike members who would be looking in this section would like to know about a cool NT7 indicator that places upcoming news from Forex Factory on a chart. This free indicator is offered by Day Trade To Win, who I have no allegiance to. So, free and useful.
February 18th, 2015
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1614
DJTrader
It uses a DM +/- and a MACD Crossover strategy. It works good on the ES_F 15min with 15 tick stop loss. Play around, have fun. Let me know what you think. It also gets you out of trades on exit positions if the conditions no longer warrent
This is another NT data exporter.
I hope it gives some value over other exporters.
It exports Bar data (time, open, close, high, low, volume) as others and adds values of two indicators of you're choice.
An output file will be created in NT root directory, by a name of an instrument.
p.s.
Thanks to : @Gomi and @NJAMC for the inspiration.
For those of you who follow Dr. Van Tharp, you will know that he does a monthly market update with a spreadsheet of multiple ETF and the corresponding SQN values. I wanted to create something similar but with multiple SQN values so I can track shorter and longer term trends.
When you run this strategy, it will output an Excel Spreadsheet to the directory you specify in the parameters.
There are multiple requirements to run this strategy. This makes use of Microsoft's Interop functionality to generate an Excel spreadsheet. Therefore you MUST have Microsoft Interop installed and add a reference to the Microsoft.Office.Interop.Excell.dll in NinjaTrader. You can learn more about how to do this here. And a big thank you to DionysusToast for his contribution.
You will also need to add the list of ETFs used by this Strategy to NinjaTrader's Instrument List. You can import the instruments by downloading the 2 text files found in the following links, and importing them into NinjaTrader. Be sure to import that into the correct Exchange as stated in the text file title.
You can find out about importing Instruments via a text file here
Once the instruments are installed, import the NinjaTrader zip file. You can find a YouTube video on how to do that here.
To run the strategy, go to the Strategy Analyzer and make sure the Time Frame you choose has a minimum of 1 year of data. Select the directory you want the file printed to, and then run the strategy. Once done, go to the directory and you will have an Excel Spreadsheet file waiting for you.
January 5th, 2013
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tickleboy
Not my personal work but that I'd share:
Volatility Breakout Pattern
Description
The squeeze takes advantage of quiet periods in the market when the volatility has decreased significantly and the market is building up energy for its next major move higher or lower. Period of low volatility are identified as the times when the bands "move closer together". How do we know that the current narrowness is really narrow enough to qualify as low volatility? By adding Keltner Channels and momentum index oscillator as per mentioned in John Carter's book Mastering the Trade.
While Bollinger Bands expand and contract as the markets alter between periods of high and low volatility, the Keltner Channels stay in more of a steady range. The momentum index oscillator is used to estimate the direction.
How does this Setup work?
The quite period is identified whent he Bollinger Bands narrow in width to the point that they are actually trading inside of the Keltner Channels. This marks a period of reduced volatility and signals that the market is taking a significant breather, building up steam for its next move. The trade signal occurs when the Bollinger Bands then move back outside the Keltner Channels. Use 12 period momentum index oscillator to determine whether to go long or short. If the oscillator is above 0 when this happens, GO LONG; if it id below 0 then GO SHORT.
Usually the moves are explosive when the BB Width is lowest over past 6 months which comes to across 126 days and hence we need more than 126 price data bars. Also choose BBWidth < 0.05 for better results in the strategy for daily data.
Strategy includes trailing stop and stop loss as variables so you can easily backtest as well as use optimizer.
October 27th, 2012
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minsalaco
MACHINE LEARNING Indicator: this has been placed in the Strategies as it is intended to function with an AI system. Other AI users may find this indicator useful.
This Indicator was designed to use for Logistic Regression classification. This indicator is not optimized as it is only useful on Historic Data. The goal is to start at the newest historic point and work backwards to determine if a trade should have been made.
You can use this indicator real time and you can see it repaint. Not sure it is useful but brings a different perspective on the price action. It is based upon the "PriceActionSwing" indicator.
This indicator should export the following dataseries: Classification: Current -1.0 = short, 0.0= Chop/sideways, 1.0 = Long SwingPoint: 1 if at a high point, -1 at a low point, 0 otherwise; Mainly used to compute other values BarsToSwing: Number of bars to the next swing point, indicates length of time for trend/chop TicksProfitAtSwing: The number of Ticks of profit between the current point and the next Swing Point (potential profit), negative for short, positive for long ticks
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.
June 28th, 2011
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meyer99
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.
February 8th, 2011
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mosheobrien
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.
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.
May 1st, 2013 09:59 PM kbeary33 Fantastic! Although a GO is undoubtedly faster, I prefer the standard optimizers for plotting parameter maps, and identi
September 6th, 2015 05:10 AM Sezor Thz - haven't tried it yet
August 30th, 2013 03:57 PM sdp0024 I'm new to this forum and wanted to confirm that these are dropped in the same folders as they are in the download folde
r. And yes, inputs would be very helpful.
April 29th, 2013 08:54 PM SarahKrantz Would be really helpful if you showed the inputs that generated that Performance Report.
April 28th, 2013 09:50 AM Mumorex thank for sharing. Will play ;-)
January 1st, 2018 01:38 PM bpk543 this is really good. Thanks for sharing.
February 12th, 2017 04:28 PM DoctorDirty I'd like to try this but I'm not sure which supertrend indicator this is based off. Could you export the strategy as a z
ip (file > utilities > export ninjascript) so that the indicators needed are included as well? Thanks!