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Print Instrument Information 5 *
This in a NinjaTrader strategy that I use to output information and charts about an instrument, including:
-Range statistics (Including ON, RTH, and IB)
-Harmonic Rotation data
-Day Type data
-SQN Market Type data

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.


Category The Elite Circle 
 
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Details: Print Instrument Information
Category: The Elite Circle 


July 10th, 2013
Size: 30.03 KB
Downloaded: 483 times

Keywords: day excel market ninjatrader range sqn type statistics interop harmonic rotation
Square of Nine 5 *
Another support and resistance indicator, similar to MML.

Originally posted on NT Forums, I don't have the authors info.

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: NOT TESTED [feedback]


Category NinjaTrader 6.5 Indicators 
 
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Details: Square of Nine
Category: NinjaTrader 6.5 Indicators 


September 15th, 2009
Size: 6.09 KB
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Keywords: nine of sq9 sqn square suchen
SQN - System Quality Number (Van Tharp)
This is Van Tharp's System Quality Number (SQN) optimizer type for NinjaTrader. Place the SQN.cs file in your Documents\NinjaTrader 6.5\bin\custom\Type directory and then exit and reload Ninja.

Here is information from Ragingbull on SQN:

Quoting 
The only way to seriously qualify and optimize any system is through its System Quality Number (SQN). I advice you to refer to Van Tharp for reference on the subject.

Assuming a set of N trades (N>30 for being statistically significant), SQN is defined as follow:

SQN= Squareroot(N) * Average (of the N Profit&Loss) / Std dev (of the N Profit&Loss).

The large the N, the more trading opportunities you have.
The large the average P&L, the better you are obviously.
The smaller the Std dev (P&L), the more regular are your results and the smaller are the drawdowns.

Note here that if you optimize for the largest SQN, you maximize in fact the product N*average P&L and you minimize the Std dev (P&L) and the drawdowns at the same time.

This is exactly what all good traders should be looking for their system.

The code itself was written by Pete S all credit to him.

If you want more information on the SQN (System Quality Number) or Van Tharp you can look here:
https://www.vantharp.com/Definitive-Guide-to-Position-Sizing.htm

To use this you need to use Strategy Analyzer and change your "Optimize on..." selection to "my system quality number". This is where you normally choose max net profit, or max profit factor, etc.

Update: here is version 1.3


Category NinjaTrader 6.5 Strategies 
 
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Details: SQN - System Quality Number (Van Tharp)
Category: NinjaTrader 6.5 Strategies 


July 25th, 2009
Size: 3.29 KB
Downloaded: 712 times

Keywords: number quality sqn system tharp van
 


 
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