Search

Categories

Show

Help

Search Results

Found 2328 matching entries

Page 191 of 233

191

Entries

SodyR

Takes Williams%R, smooths it, then change the formula to to draw Percent R on price.

A better explanation can be found here: https://nexusfi.com/elite-automated-trading/35275-discussion-sodyr.html

Cheers,

SodyTexas

Category The Elite Circle

Details: SodyR
Category: The Elite Circle

March 24th, 2015
Size: 7.78 KB
Downloaded: 574 times

some strategies for back test

I have realized 4 strategies that you can use on ES, TF, NQ and YM market.

EnterDailyHighLow: breakout strategy that enter if the price is upper or lower t max e min day betwenn 20:30 and 21:30 (italian time). You can set stop loss and profit target.

LtitExsternalSignal: you can set price entry (long or short) stop loss and profit target.

TheBestTimeToCatchTrends_ES: enter in the market if the price is > (long) or <(short) of the open price at 19:00 (italian time). You can set stop loss and profit target. If someone can back test it I'm very pleasure.

TradingThePitLastTrend: enter in the market to follow the latest trend of the day at 22:06 and exit at 22:14. you can set stop loss and profit target. I use it in real in TF market and I have realized, with a stop loss of 120$ and profit target of 350$, 384$ of profit witht 1 lot between 11 May until 11 june with a 70% af a positive day. Now I he set a stop loss of 80$ and a profit target of 120$ with 2 lots.

I will posted in this forum the week result starting of today.

If someone can back test it i'm very pleasure.

Tanks

edit: one .zip for the four strategies.

Category NinjaTrader 6.5 Strategies

Details: some strategies for back test
Category: NinjaTrader 6.5 Strategies

June 15th, 2009
Size: 12.24 KB
Downloaded: 510 times

Sounds

I have attacked a bunch of .wav files. Have fun with these for different alerts!

Category Educational

Details: Sounds
Category: Educational

August 12th, 2009
Size: 436.88 KB
Downloaded: 778 times

Keywords: .wav files

Spearman Indicator

Spearman indicator is to be featured in February 2011 Stocks and Commodities, downloaded from NT. Not having seen the article yet, I have no idea how this indicator is used but it looks like another momentum indicator.

Category NinjaTrader 7 Indicators

Details: Spearman Indicator
Category: NinjaTrader 7 Indicators

December 25th, 2010
Size: 3.95 KB
Downloaded: 415 times

Spread

Shows the difference between two instruments. Particularly useful for treasury spreads like FYT, FOB, NOB, etc. You must specify the front and back leg and the ratios. The CME lists current ratios here: https://www.cmegroup.com/trading/interest-rates/intercommodity-spread.html

Example: NOB spread
FrontRatio: 3
BackRatio: 1
FrontLeg: ZN 06-17
BackLeg: ZB 06-17

Note that it adds a separate data series for each leg of the spread so you don't need either leg to be the main chart data series (IE you could add NOB spread to an ES chart).

Video tutorial:

Version 1.0

Category NinjaTrader 8 Indicators and More

Details: Spread
Category: NinjaTrader 8 Indicators and More

May 23rd, 2017
Size: 1.83 KB
Downloaded: 682 times

Spread between bid and ask

This simple indicator shows, on the top right hand corner of any chart that you load it on, the spread between the bid and ask prices. I find it very helpful to use if you have a strat running on a chart (versus trading manually off the chart using the ChartTrader button).

Category NinjaTrader 7 Indicators

Details: Spread between bid and ask
Category: NinjaTrader 7 Indicators

October 27th, 2012
Size: 1.96 KB
Downloaded: 485 times

Spread6

Spread3 Price of 3 Instruments - For NinjaTrader 7 & higher

[Spread3] Calculates price of synthetic combination of 3 instruments Parameters are symbol of second & third instruments, and quantities of all instruments (positive for long, negative for short). PointValues from the instrument manager are optionally used as multipliers.

The primary chart instrument (BarsInProgress == 0) is the "clock" to which the other instruments are synchronized. You should make sure the most active instrument is the one selected as the primary instrument. The output of this indicator changes only when the OnBarUpdate is called for the primary instrument.

This indicator can be extended to 4 or more instruments. See my "Correlation" indicator for examples of how to do synchronized calculations with lookbacks
Kevin Doren 9/26/2010

2010.09.23 Spread6 Trader.Jon added support for N4 =4 decimal places && add to a total 6 supported symbols && reformated properties structures for readability
2010.09.27 updated to include changes from the new release of Spread3 .. exported as Spread6 from NT7b20

Category NinjaTrader 7 Indicators

Details: Spread6
Category: NinjaTrader 7 Indicators

September 27th, 2010
Size: 10.19 KB
Downloaded: 663 times

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.iitm.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

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

July 25th, 2009
Size: 3.29 KB
Downloaded: 725 times

Keywords: number quality sqn system tharp van

SQN - System Quality Number optimization type

This is a new optimizer type for comparing strategies in the Strategy Analyzer called System Quality Number originally devised by Van Tharpe. The formula is

SQN = sqrt(N) * average("Profit") / stddev("Profit")

where N is the number of trades, which encourages a large number of trades, a large average profit, and a small standard deviation.

To install, take SQN.cs and

1. Copy this to My Documents/NinjaTrader 8/bin/Custom/OptimizationFitnesses
2. Recompile any of your indicators or strategies -- this will cause the optimizer type to be compiled as well
3. "SQN - System Quality Number" will show up in your list of optimizer types
4. The SQN value shows up in the Performance column on the grid

Category NinjaTrader 8 Indicators and More

Details: SQN - System Quality Number optimization type
Category: NinjaTrader 8 Indicators and More

December 7th, 2021
Size: 2.90 KB
Downloaded: 97 times

Keywords: sqn van tharpe

Square of Nine

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

Details: Square of Nine
Category: NinjaTrader 6.5 Indicators

September 15th, 2009
Size: 6.09 KB
Downloaded: 640 times

Keywords: nine of sq9 sqn square suchen

Page 191 of 233

191