I have written many strategies and finally came up with a decent, imo, engine for testing rulesets. This engine incorporates 3 Session Start and End times for evaluating different timeperiods, 4 different targets and a runner (each can be selected separately or together), initial stop, move to breakeven, and trailing stop. Each of these parameters can be enabled or disabled. I am providing this code for Elite members only. So please don't share this with others without getting my permission.
To use, connect to your datafeed, and put this strategy on a chart. You don't have to use strategy analyzer. However, it works in strategy analyzer as well. You will notice a PNL summary in the lower left of the chart which makes it nice for quick analysis of rulesets without having to use the strategy analyzer.
Please contact me via private message if you have questions as opposed to leaving a comment here. I won't get the comments.
The only thing I ask is that you share your profitable rules with me if you use my code. Additionally, I'm willing to work with anyone who has a system they are currently trading successfully.
October 26th, 2010
Size: 4.21 KB
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689
MWinfrey
This is based on the Zscore Indicator submitted by MXAS, located in this section. This variation is a colored histogram reflecting overbought, oversold and above/below zero. The price input is enabled, the default is Weighted. When weighted a lot of the chop is eliminated and is very similar to the CCI with the variable factor set to .0125 instead of .015. One of the problems I have with the CCI is it's tendency to exit a trend too early. The ZcoreHistogram does a much better job of keeping me in the trend.
This was exported with NT v7.
I am not a programmer, use at your own discretion.
October 23rd, 2010
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687
meyer99
See preceding post by Cory, who deserves the credit for this.
Somehow I managed to find the time in my busy schedule to make sure that this would work in NT7. However, I don't have any idea how to use it! Perhaps those who have success can post their experiences with this in a thread.
October 16th, 2010
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680
MWinfrey
I downloaded the base version of Ichimoku from the NinjaTrader Support Forum, and left all commenting within untouched except for what I added. I only added support for background colors displayed when both the Kijun and Tenkan lines are both above or below the "cloud". When either line are within the cloud, the default background color is displayed which indicates neutral. The settings are self explanitory.
I use this setup on several different time frame charts to tell at a glance whether a bearish, bullish or neutral condition exists on various time frames. With this tool, I can make those charts very small, and I don't need to spend any time studying the charts to determine those conditions because the bg color tells me instantly what is happening.
Note, there are interesting comments within the code that gives info on how to find more complete instructions for trading ichimoku, which I'm still learning about.
October 16th, 2010
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679
glennw
This is the original code for Amibroker by Karthik. If you are interested you can program something for NT7 or make improvements for NT 6.5 code, which you can download here in the forum. I have noticed the VSA Indicator for NT 6.5 has often times false signals/ alerts. For example it tells you sometimes that there is a test bar, but there should be by definition not or vice versa. And many more little definition mistakes.
October 16th, 2010
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677
PandaTrader
Variable Moving Average. An exponential moving average with the coefficient modified by the Chande Momentum Oscillator. Yields the same values as the distribution VMA with much less memory consumption.
Version 2:
Indicator is now named 'jhlVMA', not 'MyVMA'
No dependency on jhl.Utility
Supports rising vs falling plot colors
October 23rd, 2010 12:03 AM rfiske Thanks to both Cory and Zondor. Now the interesting part to see how to properly use this. Will report back after i've
worked with it.
October 22nd, 2010 08:55 PM Druid Thank you for sharing your time and efforts!