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Sample Advanced Automated Strategy v1.0
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Created: by dsraider Attachments:15

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Sample Advanced Automated Strategy v1.0

  #51 (permalink)
Just starting out...
toronto,ontario
 
Futures Experience: Advanced
Platform: ninja trader
Broker/Data: mirus
Favorite Futures: ES,NQ
 
Posts: 15 since Nov 2009
Thanks: 6 given, 33 received

yes ,thanks for your quick reply,i have live paid on my desktop will try there ,thanks again for quick reply

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  #52 (permalink)
Trading for Fun
New York, NY
 
Futures Experience: Advanced
Platform: NinjaTrader
Broker/Data: Amp Futures/Zen-Fire
Favorite Futures: ES
 
Posts: 142 since Dec 2009
Thanks: 41 given, 83 received

Okay, let me know if it works?

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  #53 (permalink)
Elite Member
Castle Pines N, CO.
 
Futures Experience: Advanced
Platform: NinjaTrader
Broker/Data: Amp Futures/Zen-Fire)
Favorite Futures: ES
 
Posts: 201 since Jul 2009
Thanks: 196 given, 124 received



dsraider View Post
People of the interweb,

With the help of several sample strategies I found on the NT forum and a little ingenuity, I have put together a fully-automated, advanced strategy which does the following:

1. Only enters between 10:15 AM and 3:15 PM (EST) (allows for second time frame as well)
2. Shuts down if PnL is more than $1,000 or less than -$300
3. Enters limit orders for long and short based on signal
4. Covers three time frames but will only have one active position open at a time
5. Cancels entry order if market moves four ticks away from limit order without filling
6. Sets an initial stop at 12 ticks, then changes to breakeven at +4 ticks and trails, tick by tick, from there
7. Scales out of half position at +4 ticks (1st profit target) and covers second half position at +8 ticks (2nd profit target)

Good news: All parameters can be changed to suit your needs. Please feel free to add to, delete or change anything in the code. All that I ask is that you don't sell my hard work for profit.

Bad news: As I have been coding C# for roughly 2.5 weeks, the contents of the strat pretty much consists of everything I know about coding. Therefore, if you want something drasticly changed, I will most likely not know how.

I am creating this thread so that we may all help to make it better, if need be, so please keep all comments and requests to this thread. As of now, the only thing with which I am not thrilled is the CancelOrder() code. It USUALLY works fine, but sometimes it surprises me. I am open to suggestions for how to make that, or any other part, better.

Click below for the strat. To install: Control Panel ---> File ---> Utilitites ---> Import Ninjascript...

Thanks and happy trading,
Dave

SampleAdvancedAutomatedStratv1.1

UPDATE:
v.1.1 - 2/23/10
1. Fixed CancelOrder() code.
2. Added arrows and chart name plots (since plots will only show on main chart, this lets you know which time frame just took the trade).

If you cannot see your full chart name once plotted: Right-click on chart ---> Properties ---> Right Side Margin

I have been working on a similar strategy and came across in NT help something about using OnExecution to drive a strategy based on fills rather then OnOrderUpdate,,http://www.ninjatrader-support.com/H...helpguide.html
Any opinion on this?
Don

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  #54 (permalink)
Just starting out...
United States
 
Futures Experience: Advanced
Platform: NinjaTrader, TradeStation, MT4
 
Posts: 5 since Feb 2010
Thanks: 1 given, 2 received

It looks interesting, I will make it a try and let you know how it works for, me, thanks for sharing

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  #55 (permalink)
Just starting out...
Annapolis, MD
 
Futures Experience: Beginner
Platform: Ninja
Broker/Data: Mirus
Favorite Futures: Futures
 
Posts: 23 since Mar 2010
Thanks: 5 given, 5 received

I must be missing something. I downloaded Sample Advanced Automated Strategy v1.0 on my Desktop and imported it to Ninja. I opened an ES 5 minute chart, invoked the strategy and nothing happened. I played with different time setttings and different instruments but no go. I use Ninja 6.something and not 7

Any suggestions. BTW, thanks for all the work.

Jack Greene

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  #56 (permalink)
Elite Member
san ramon
 
Futures Experience: Beginner
Platform: ninja
Broker/Data: zen
Favorite Futures: es, 6e
 
Posts: 136 since Oct 2009
Thanks: 98 given, 73 received

I am not sure what you are expecting to happen but maybe this will help.....you have "if (Historical) return;" condition, ......

http://www.ninjatrader-support.com/HelpGuideV6/helpguide.html

and search for Historical.........

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  #57 (permalink)
Just starting out...
Annapolis, MD
 
Futures Experience: Beginner
Platform: Ninja
Broker/Data: Mirus
Favorite Futures: Futures
 
Posts: 23 since Mar 2010
Thanks: 5 given, 5 received

If I understand a strategy, one must first open a chart and set the instrument you want to trade, then the timeframe and then number of days back and this will creat the chart.

Once the chart is created, I open the strategy section, select the strategy, hit new and then either apply or OK.

Am I doing this correctly or is their something I am missing?

Thanks

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  #58 (permalink)
Elite Member
Castle Pines N, CO.
 
Futures Experience: Advanced
Platform: NinjaTrader
Broker/Data: Amp Futures/Zen-Fire)
Favorite Futures: ES
 
Posts: 201 since Jul 2009
Thanks: 196 given, 124 received

Looks like NT support knows there stuff,, the “0” is the printout of getting the entry price.. Does 3 or 4 gyrations before the entry price shows up.. By then the it wont take any stop orders..

The next printout uses the execution method, and the price shows up right away..

Attached Files
Register to download File Type: txt iexecution.txt (8.6 KB, 65 views)
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  #59 (permalink)
Trading for Fun
New York, NY
 
Futures Experience: Advanced
Platform: NinjaTrader
Broker/Data: Amp Futures/Zen-Fire
Favorite Futures: ES
 
Posts: 142 since Dec 2009
Thanks: 41 given, 83 received

jgreene,

What you're doing sounds right. Maybe post a screen shot of the chart with the strategy window up? I made this thing in 6.5 so that shouldn't be the issue.

Dave

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  #60 (permalink)
Just starting out...
Annapolis, MD
 
Futures Experience: Beginner
Platform: Ninja
Broker/Data: Mirus
Favorite Futures: Futures
 
Posts: 23 since Mar 2010
Thanks: 5 given, 5 received



dsraider View Post
jgreene,

What you're doing sounds right. Maybe post a screen shot of the chart with the strategy window up? I made this thing in 6.5 so that shouldn't be the issue.

Dave

Dave,

Thanks so much for your post. I can not seem to be able to copy and paste so I have attached a .jpg file.

Jack

Attached Thumbnails
Sample Advanced Automated Strategy v1.0-dave_6b_strat.jpg  
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