Problems with strategy programming - NinjaTrader Programming | futures io social day trading
futures io futures trading


Problems with strategy programming
Updated: Views / Replies:1,077 / 8
Created: by crossover Attachments:0

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Reply
 
Thread Tools Search this Thread
 

Problems with strategy programming

  #1 (permalink)
Elite Member
Belgium
 
Futures Experience: Intermediate
Platform: ninja
 
Posts: 142 since Jun 2009
Thanks: 298 given, 277 received

Problems with strategy programming

After a couple of years i decided to set up a strategy in ninja 7. But i have no expierence in programming and i use the startegy templates, incorporated in the platform. As a start i make it simple, a crossover of two ma's or a crossover in a indicator as macd together with a trailing stop and a target.

After experimenting i found how to do it....

BUT if markets are going a little bit faster i have in a second a few contracts more, what absolutely not the intention is, i have a warning with pop-up off overfill, i get a long and a short contarct at the same time........
Just dont think about it for making profits, even in a sim account.

I dont know how to program and this is the only way for me to try to make something

this is the strategy: 2011-06-28_2053 - wout's library 2011-06-28_2054 - wout's library

2011-06-28_2054 - wout's library 2011-06-28_2055 - wout's library 2011-06-28_2056 - wout's library

and this is the chart: 2011-06-28_2059 - wout's library

and i dd a simple bactest : http://screencast.com/t/tOdFDhKGEbcT
So main problem is how to avoid al these problems of overfill, supplement of contracts and having 2 opposite orders in the SuperDome at the same time?

I appreciated your advise and comment s:sos:

Crossover


Last edited by crossover; June 28th, 2011 at 04:09 PM. Reason: 2 tilmes the same link
Reply With Quote
 
  #2 (permalink)
Quick Summary
Quick Summary Post

Quick Summary is created and edited by users like you... Add FAQ's, Links and other Relevant Information by clicking the edit button in the lower right hand corner of this message.

 
  #3 (permalink)
Elite Member
Dartmouth NS
 
Futures Experience: Intermediate
Platform: MC, MC.Net, NT, TWS
Broker/Data: IB / IQFeed / Kids
Favorite Futures: Forex, stocks
 
bnichols's Avatar
 
Posts: 638 since Feb 2010
Thanks: 64 given, 459 received


To start with, any chance you have Calculate On Bar Close = false?

Reply With Quote
 
  #4 (permalink)
Elite Member
Belgium
 
Futures Experience: Intermediate
Platform: ninja
 
Posts: 142 since Jun 2009
Thanks: 298 given, 277 received


bnichols View Post
To start with, any chance you have Calculate On Bar Close = false?

Hi Brichols,

I am really new to strategy. Where do i find that calculate on bar false?

Reply With Quote
 
  #5 (permalink)
Elite Member
Belgium
 
Futures Experience: Intermediate
Platform: ninja
 
Posts: 142 since Jun 2009
Thanks: 298 given, 277 received

Who needs contracts? i have 5 and only 1 stop......2011-06-28_2145 - wout's library

Reply With Quote
 
  #6 (permalink)
Elite Member
Orlando, FL
 
Futures Experience: Advanced
Platform: NinjaTrader, ToS, Sierra Chart, MCDT
Broker/Data: Interactive Brokers
Favorite Futures: ES, NQ, 6E, 6A, TF, CL
 
kojava's Avatar
 
Posts: 43 since Jan 2011
Thanks: 53 given, 28 received

It's in Initialize() function.




crossover View Post
Hi Brichols,

I am really new to strategy. Where do i find that calculate on bar false?


Reply With Quote
 
  #7 (permalink)
Elite Member
Belgium
 
Futures Experience: Intermediate
Platform: ninja
 
Posts: 142 since Jun 2009
Thanks: 298 given, 277 received


kojava View Post
It's in Initialize() function.


Hi Kojava,

I did not compile the startegy so i dont see that. If i compile i am lost......

Reply With Quote
 
  #8 (permalink)
Elite Member
Dartmouth NS
 
Futures Experience: Intermediate
Platform: MC, MC.Net, NT, TWS
Broker/Data: IB / IQFeed / Kids
Favorite Futures: Forex, stocks
 
bnichols's Avatar
 
Posts: 638 since Feb 2010
Thanks: 64 given, 459 received


crossover View Post
Hi Brichols,

I am really new to strategy. Where do i find that calculate on bar false?

As kojava says, if you're able to edit the strategy file (Tools > Edit NinjaScript > Strategy then select your custom strategy) you may find the command in the Initialize section.

Otherwise if your strategy is associated with a chart, say, (or otherwise activated) left-click on the Strategies tab in NinjaTrader, then right-click on the strategy and select "Edit Strategy" in the popup window.

You should see something like the pic below. If set to False, set it to True, click OK and try running the strategy again.

Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).

Reply With Quote
The following user says Thank You to bnichols for this post:
 
  #9 (permalink)
Elite Member
Belgium
 
Futures Experience: Intermediate
Platform: ninja
 
Posts: 142 since Jun 2009
Thanks: 298 given, 277 received

hello Bnichols,

Thank you for the explaining with image
Now i got it

as you can see the calculate on bar close is true 2011-06-28_2337 - wout's library

Wouter

Reply With Quote

Reply



futures io > > > > > Problems with strategy programming

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

Jigsaw Trading: TBA

Elite only

FuturesTrader71: TBA

Elite only

NinjaTrader: TBA

Jan 18

RandBots: TBA

Jan 23

GFF Brokers & CME Group: Futures & Bitcoin

Elite only

Adam Grimes: TBA

Elite only

Ran Aroussi: TBA

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
Visual Programming (programming without coding) LukeGeniol Platforms and Indicators 11 September 16th, 2016 01:49 PM
Programming help for making an Indicator into a strategy. How do I ask? Mojokix NinjaTrader Programming 6 January 7th, 2011 04:19 AM
Can someone help with strategy programming? Tony NinjaTrader Programming 2 October 3rd, 2010 09:38 PM
Programming Strategy Ideas spinnybobo Elite Automated Trading 14 May 12th, 2010 01:04 PM
PrintWithTimeStamp problems... MXASJ NinjaTrader Programming 3 February 13th, 2010 10:17 AM


All times are GMT -4. The time now is 03:28 AM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2017-12-18 in 0.53 seconds with 19 queries on phoenix via your IP 54.163.209.109