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Sample Advanced Automated Strategy v1.0


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Sample Advanced Automated Strategy v1.0

  #61 (permalink)
dsraider
New York, NY
 
Posts: 142 since Dec 2009
Thanks Given: 41
Thanks Received: 87

Okay, I MIGHT have a solution. The default settings for this strat (if memory serves) are set to volume charts. I once read that using a multi-timeframe strat requires not only that all charts are the same (time, volume, range) but that the main chart needs to be the lowest common denominator of all of them. So, if you know how, try changing the latter two from volume to say, 30 and 60 minute charts, and try again.

Let me know if you need help doing that. Otherwise, let me know if that made it work.

Dave

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  #62 (permalink)
 gg80108 
Castle Pines N, CO.
 
Experience: Advanced
Platform: NinjaTrader
Broker: Amp Futures/Zen-Fire)
Trading: ES
Posts: 201 since Jul 2009
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Here is what I got from Ninja Support... Its pretty cool if you use CurrentBar BarsInProgress == 0 and BarsInProgress ==1 and see how your bars line up.. I had to do this to figure out where to reset my variables..

Dear gg80108,

NinjaTrader_RyanM has just replied to a thread you have subscribed to entitled - BarsInProgress - in the Strategy Development forum of NinjaTrader Support Forum.

This thread is located at:
BarsInProgress - [AUTOLINK]NinjaTrader[/AUTOLINK] Support Forum

Here is the message that has just been posted:

***************
Hello GG80108,

Yes, you can combine range with minute bars when working with BarsInProgress. Series do not have to be part of the same structure.

Main thing to check is that you have the underlying data for the series you're accessing.

Tick - tick data
Volume - tick data
Range - tick data
Second - tick data
Minute - minute bar data
Day - daily bar data
Week - daily bar data
Month - daily bar data
Year - daily bar data
***************

There may be other replies also, but you will not receive any more notifications until you visit the forum again.

Regards,
NinjaTrader Customer Service

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  #63 (permalink)
 
PandaWarrior's Avatar
 PandaWarrior 
In the heat
 
Experience: None
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I applied this strategy to my chart....nothing happened. I used a 5 min chart, a 4 range chart and 1000 chart. No dice.

I know you cannot have chart trader running in order to use strategies, so chart trader is not on.

Any suggestions?

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  #64 (permalink)
dsraider
New York, NY
 
Posts: 142 since Dec 2009
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aztrader9,

The post above talks about how to use different kinds of charts (tick, time, vol), which is beyond the scope of my programming knowledge. That might be the problem. Can you go into the code and comment out the second and third charts and try it again tomorrow? Also, what NT are you using? I built this in 6.5 and haven't personally tested it in 7. In fact, if anyone has done that successfully, please let me know.

Thanks,
Dave

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  #65 (permalink)
 gg80108 
Castle Pines N, CO.
 
Experience: Advanced
Platform: NinjaTrader
Broker: Amp Futures/Zen-Fire)
Trading: ES
Posts: 201 since Jul 2009
Thanks Given: 196
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Works great in NT7.14,, I did add the getting the actual fill price using Iexecution, since I set my stops and targets from this price and wanted it to be accurate..

Be sure to comment out the if History and the two brackets since this encompasses the whole strategy, if it doesn't work straight away...

I think the key to the post about data for me is u put the code that matches the chart u want to run against in a
if (BarsinProgress == 0)structure.. 0 is the main chart and your adds in the initialize count 1 for the first entry 2 for the second, etc,etc..

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  #66 (permalink)
 eman 
Galveston ,TX
 
Experience: Intermediate
Platform: NT7
Broker: Zaner
Trading: Futures
Posts: 386 since Mar 2010
Thanks Given: 364
Thanks Received: 435


dsraider View Post
stockdisk,

Are you using the free version of NT? If so, it doesn't allow for strategies.

are you sure about that? a friend of mine is able to load and run strategies that i code for him on his free license with no issues.

enjoying this thread and looking forward to reviewing your code. thanks for sharing/posting

cheers,
-e

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  #67 (permalink)
 
ZTR's Avatar
 ZTR 
 
Experience: Advanced
Platform: NinjaTrader7
Broker: Mirus RCG/Zen-Fire
Trading: CL & 6e, looking at ES, ZB and AU again.
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I tested stratigies from 2 different members, the strats burned up money, but they ran, on NT7.

I was running a sim only version at the time for testing, with a live ZenFire feed.

R.I.P. Andy Zektzer (ZTR), 1960-2010.
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  #68 (permalink)
 eman 
Galveston ,TX
 
Experience: Intermediate
Platform: NT7
Broker: Zaner
Trading: Futures
Posts: 386 since Mar 2010
Thanks Given: 364
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dsraider View Post
aztrader9,

The post above talks about how to use different kinds of charts (tick, time, vol), which is beyond the scope of my programming knowledge. That might be the problem. Can you go into the code and comment out the second and third charts and try it again tomorrow? Also, what NT are you using? I built this in 6.5 and haven't personally tested it in 7. In fact, if anyone has done that successfully, please let me know.

Thanks,
Dave

what that means is: as long as you're using a data provider that gives you tick-data, you should have no problem switching between vol / tick / range / etc data-series.

cheers,
-e

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  #69 (permalink)
dsraider
New York, NY
 
Posts: 142 since Dec 2009
Thanks Given: 41
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eman,

Is your friend using a demo account? That does let you use everything but if you're using an actual live account, I don't 'think' you're able to use strats. Maybe I'm wrong. It's happened before. It'll probably happen again before I finish typing this note.

Dave

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  #70 (permalink)
 eman 
Galveston ,TX
 
Experience: Intermediate
Platform: NT7
Broker: Zaner
Trading: Futures
Posts: 386 since Mar 2010
Thanks Given: 364
Thanks Received: 435



dsraider View Post
eman,

Is your friend using a demo account? That does let you use everything but if you're using an actual live account, I don't 'think' you're able to use strats. Maybe I'm wrong. It's happened before. It'll probably happen again before I finish typing this note.

Dave

dave,

yes my buddy has a free/demo license for ninja and is using the sim101 account to test a strategy.

i have a live license and have been running a strategy on the sim101 account as well. the only difference is that i can create multiple sim accounts (sim101, sim102, sim103, etc.) since i have a live/paid license.

we're both using ninja7b14 right now.

cheers,
-e

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Last Updated on November 16, 2011


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