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script idea
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Created: by sharky Attachments:14

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script idea

  #1 (permalink)
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script idea

hey if anyone out there wants to take a shot programming a script have at it here are my rules for a good one that i traded manually today and made a killing. open 730 chicago monday close friday 200pm,20 contracts market order,buy on lime reverse on maroon,7 zerolag-7 zerolag,ive enclose some pics...sharky

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script idea-system_idea.png   script idea-greg1.png   script idea-setting_7_zerolag.png  
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  #2 (permalink)
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If there are no takers I don't mind giving it a go. If anyone already started plz PM me, otherwise I'll get this one coded for sharky.

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  #3 (permalink)
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SharkyMAstrategy


Below if the initial attempt to code this strategy. I've included the raw .cs file as well as a .zip file. The zip file includes all the required indicators. If you already have them then just copy the .cs file to your bin/strategy folder, open, and then compile.

Some notes:

1) SessionStart/End times should be set in the chart. However, I have also included similar properties in the strategy to override the chart. The strategy will not trade before/after the times set in the strategy properties. I did this as a precautionary measure (I can remove if not necessary).

2) The number of contracts to trade is set as a property of the strategy (def = 1)

I experimented with setting the CalculateOnBarClose = false but because of how the indicator works you could be in and out of a position many times during a bar. The strategy is now set to CalculateOnBarClose = true.

Quick observations: the actual entry comes 1 bar after the trend changes. The indicator actually paints the previous line/bar. Handling this on a tick by tick basis may be the way to go given some further logic (ex. trend changes and after x ticks in same direction take trade). I have a ton of other ideas but I think this is a good start.

Let me know what suggestions/ideas you may have and I'll get them coded. Also, PLEASE test this well before using on a live account to make sure everything is g2g.

I am leaving for a long weekend tomorrow but can resume development on this next week.

Posted in Downloads - NinjaTrader Strategies - Big Mike's Day Trading Forum (ZTrade101)


Last edited by ZTR; March 4th, 2010 at 01:18 PM. Reason: Moving Attachments to Downloads
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  #4 (permalink)
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is this for 4 range or 11 range? or any range and do i just need the 7 zero lag is that what gives it the signal to go long or short? sharky

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  #5 (permalink)
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It will work on any chart (time frame) - just add the strategy to the chart you want to use (the 7/ZeroLag is hard-coded into the strategy so no need to set).

If you want to visualize the DMA indicator on the chart you will need to add it to the chart separtely.

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  #6 (permalink)
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now even if i set it on 20 contracts it still only buys 1 contract any ideas? i set it on set order quanity ----- by default quanitu
and i set it on----- by stratigie and both still let me only buy or sell 1 contract even if i have the very top set at 20??? thanks for all your help...sharky

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  #7 (permalink)
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Hi Sharky,

I think this works to go in , edit save and re-compile:

need to add the "_numOfContracts," at each EnterLong or EnterShort...
 
Code
EnterLong(_numOfContracts,_positionSig);
I'm trying it now, hope it works,

Kirk

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  #8 (permalink)
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is it possible to incorporate ATM into a script?

if NT considers it a paramterized object, it should be... then folks could adapt to their, instrument, trading style and test results

Zeller responded (in chat): 10:48am zeller4:
Saroj, "SampleAtmStrategy" is built-in to NT


Last edited by Saroj; June 26th, 2009 at 12:11 PM.
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  #9 (permalink)
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Quick modifications for Sharky, for more than 1 contract per entry, and an exit after x ticks.

Not tested !!!


Last edited by ZTR; March 6th, 2010 at 08:11 PM.
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  #10 (permalink)
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Sorry about that Sharky (only tested w/ my usual 1 contract). I just made the same mod as zeller4 (didn't upload new version as it's exactly the same). Thanks for the update guys.

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