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Strategy seems to behave intermittently
Updated May 17, 2016
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Strategy seems to behave intermittently
May 16th, 2016, 10:24 PM
New York City, NY USA
Experience: Advanced
Platform: NinjaTrader
Trading: ES, ER
Posts: 27 since May 2015
Thanks Given: 10
Thanks Received: 28
I built a pretty simple strategy with the Strategy Builder in NT.
Code
#region Using declarations
using System;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Indicator;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Strategy;
#endregion
// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
/// <summary>
/// Fib buy
/// </summary>
[Description("Fib buy")]
public class FibTrendBuy2 : Strategy
{
#region Variables
// Wizard generated variables
private int profitTarget = 12; // Default setting for ProfitTarget
private int stopLoss = 20; // Default setting for StopLoss
private int cCIZero = 0; // Default setting for CCIZero
private bool isLong = false; // Default setting for IsLong
private bool isShort = false; // Default setting for IsShort
// User defined variables (add any user defined variables below)
#endregion
/// <summary>
/// This method is used to configure the strategy and is called once before any strategy method is called.
/// </summary>
protected override void Initialize()
{
SetProfitTarget("", CalculationMode.Ticks, ProfitTarget);
SetStopLoss("", CalculationMode.Ticks, StopLoss, false);
CalculateOnBarClose = true;
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
// Condition set 1
if (CrossAbove(Close, FibonacciSuperTrend("Alert1.wav", false, true, 14, 38.2, true, true).UpTrend, 1)
&& CCI(240)[0] > CCIZero)
{
EnterLong(DefaultQuantity, "");
PrintWithTimeStamp("long");
}
// Condition set 2
if (CrossBelow(Close, FibonacciSuperTrend("Alert1.wav", false, true, 14, 38.2, true, true).UpTrend, 1)
&& Position.MarketPosition == MarketPosition.Long)
{
ExitLong("", "");
PrintWithTimeStamp("FlatLong");
}
// Condition set 3
if (CrossBelow(Close, FibonacciSuperTrend("Alert1.wav", false, true, 14, 38.2, true, true).UpTrend, 1)
&& CCI(240)[0] < CCIZero)
{
EnterShort(DefaultQuantity, "");
PrintWithTimeStamp("short");
}
// Condition set 4
if (CrossBelow(Close, FibonacciSuperTrend("Alert1.wav", false, true, 14, 38.2, true, true).UpTrend, 1)
&& Position.MarketPosition == MarketPosition.Short)
{
ExitShort("", "");
PrintWithTimeStamp("exitShort");
}
}
#region Properties
[Description("")]
[GridCategory("Parameters")]
public int ProfitTarget
{
get { return profitTarget; }
set { profitTarget = Math.Max(1, value); }
}
[Description("")]
[GridCategory("Parameters")]
public int StopLoss
{
get { return stopLoss; }
set { stopLoss = Math.Max(1, value); }
}
[Description("")]
[GridCategory("Parameters")]
public int CCIZero
{
get { return cCIZero; }
set { cCIZero = Math.Max(0, value); }
}
[Description("")]
[GridCategory("Parameters")]
public bool IsLong
{
get { return isLong; }
set { isLong = value; }
}
[Description("")]
[GridCategory("Parameters")]
public bool IsShort
{
get { return isShort; }
set { isShort = value; }
}
#endregion
}
}
#region Wizard settings, neither change nor remove
/*@
<?xml version="1.0" encoding="utf-16"?>
<NinjaTrader>
<Name>FibTrendBuy2</Name>
<CalculateOnBarClose>True</CalculateOnBarClose>
<Description>Fib buy</Description>
<Parameters>
<Parameter>
<Default1>
</Default1>
<Default2>12</Default2>
<Default3>
</Default3>
<Description>
</Description>
<Minimum>1</Minimum>
<Name>ProfitTarget</Name>
<Type>int</Type>
</Parameter>
<Parameter>
<Default1>
</Default1>
<Default2>20</Default2>
<Default3>
</Default3>
<Description>
</Description>
<Minimum>1</Minimum>
<Name>StopLoss</Name>
<Type>int</Type>
</Parameter>
<Parameter>
<Default1>
</Default1>
<Default2>0</Default2>
<Default3>
</Default3>
<Description>
</Description>
<Minimum>0</Minimum>
<Name>CCIZero</Name>
<Type>int</Type>
</Parameter>
<Parameter>
<Default1>false</Default1>
<Default2>1</Default2>
<Default3>
</Default3>
<Description>
</Description>
<Minimum>1</Minimum>
<Name>IsLong</Name>
<Type>bool</Type>
</Parameter>
<Parameter>
<Default1>false</Default1>
<Default2>1</Default2>
<Default3>
</Default3>
<Description>
</Description>
<Minimum>1</Minimum>
<Name>IsShort</Name>
<Type>bool</Type>
</Parameter>
</Parameters>
<State>
<CurrentState>
<StrategyWizardState xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:xsd="http://www.w3.org/2001/XMLSchema">
<Name>Flat</Name>
<Sets>
<StrategyWizardStateSet>
<Actions>
<StrategyWizardAction>
<DisplayName>Enter long position</DisplayName>
<Help />
<MemberName>EnterLong</MemberName>
<Parameters>
<string>quantity</string>
<string>signalName</string>
</Parameters>
<Values>
<string>DefaultQuantity</string>
<string />
</Values>
<WizardItems>
<StrategyWizardItem>
<DisplayName>DefaultQuantity</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>DefaultQuantity</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
</WizardItems>
</StrategyWizardAction>
<StrategyWizardAction>
<DisplayName>Print to output window</DisplayName>
<Help />
<MemberName>PrintWithTimeStamp</MemberName>
<Parameters>
<string>message</string>
</Parameters>
<Values>
<string>"long"</string>
</Values>
<WizardItems>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
</WizardItems>
</StrategyWizardAction>
</Actions>
<Conditions>
<StrategyWizardCondition>
<AndOr>And</AndOr>
<Left>
<DisplayName>Close</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>Close</MemberName>
<Parameters>
<string> barsAgo</string>
<string> offsetType</string>
<string> offset</string>
</Parameters>
<Values>
<string>0</string>
<string>NinjaTrader.Strategy.CalculationMode.Ticks</string>
<string>0</string>
</Values>
<WizardItems>
<StrategyWizardItem>
<DisplayName> barsAgo</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName> offset</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
</WizardItems>
</Left>
<LookBackPeriod>1</LookBackPeriod>
<Operator>CrossAbove</Operator>
<Right>
<DisplayName>FibonacciSuperTrend</DisplayName>
<IsIndicator>true</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>true</IsMethod>
<IsSet>true</IsSet>
<MemberName>FibonacciSuperTrend</MemberName>
<Parameters>
<string> inputSeries</string>
<string>AlertFile</string>
<string>AudioAlerts</string>
<string>ColorBars</string>
<string>Length</string>
<string>Retrace</string>
<string>ShowArrows</string>
<string>UseHighLow</string>
<string> plot</string>
<string> barsAgo</string>
<string> offsetType</string>
<string> offset</string>
<string> plotOnChart</string>
</Parameters>
<Values>
<string>DefaultInput</string>
<string>"Alert1.wav"</string>
<string>False</string>
<string>True</string>
<string>14</string>
<string>38.2</string>
<string>True</string>
<string>True</string>
<string>"UpTrend"</string>
<string>0</string>
<string>NinjaTrader.Strategy.CalculationMode.Ticks</string>
<string>0</string>
<string>False</string>
</Values>
<WizardItems>
<StrategyWizardItem>
<DisplayName>DefaultInput</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>DefaultInput</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>"Alert1.wav"</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>"Alert1.wav"</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>False</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>False</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>True</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>True</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>14</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>14</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>38.2</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>38.2</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>True</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>True</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>True</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>True</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName> barsAgo</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName> offset</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
</WizardItems>
</Right>
</StrategyWizardCondition>
<StrategyWizardCondition>
<AndOr>And</AndOr>
<Left>
<DisplayName>CCI</DisplayName>
<IsIndicator>true</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>true</IsMethod>
<IsSet>true</IsSet>
<MemberName>CCI</MemberName>
<Parameters>
<string> inputSeries</string>
<string>Period</string>
<string> barsAgo</string>
<string> offsetType</string>
<string> offset</string>
<string> plotOnChart</string>
</Parameters>
<Values>
<string>DefaultInput</string>
<string>240</string>
<string>0</string>
<string>NinjaTrader.Strategy.CalculationMode.Ticks</string>
<string>0</string>
<string>False</string>
</Values>
<WizardItems>
<StrategyWizardItem>
<DisplayName>DefaultInput</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>DefaultInput</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>Numeric value</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>240</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName> barsAgo</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName> offset</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
</WizardItems>
</Left>
<LookBackPeriod>1</LookBackPeriod>
<Operator>></Operator>
<Right>
<DisplayName>CCIZero</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>CCIZero</MemberName>
<Parameters />
<Values />
<WizardItems />
</Right>
</StrategyWizardCondition>
</Conditions>
</StrategyWizardStateSet>
<StrategyWizardStateSet>
<Actions>
<StrategyWizardAction>
<DisplayName>Exit long position</DisplayName>
<Help />
<MemberName>ExitLong</MemberName>
<Parameters>
<string>signalName</string>
<string>fromEntrySignal</string>
</Parameters>
<Values>
<string />
<string />
</Values>
<WizardItems>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
</WizardItems>
</StrategyWizardAction>
<StrategyWizardAction>
<DisplayName>Print to output window</DisplayName>
<Help />
<MemberName>PrintWithTimeStamp</MemberName>
<Parameters>
<string>message</string>
</Parameters>
<Values>
<string>"FlatLong"</string>
</Values>
<WizardItems>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
</WizardItems>
</StrategyWizardAction>
</Actions>
<Conditions>
<StrategyWizardCondition>
<AndOr>And</AndOr>
<Left>
<DisplayName>Close</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>Close</MemberName>
<Parameters>
<string> barsAgo</string>
<string> offsetType</string>
<string> offset</string>
</Parameters>
<Values>
<string>0</string>
<string>NinjaTrader.Strategy.CalculationMode.Ticks</string>
<string>0</string>
</Values>
<WizardItems>
<StrategyWizardItem>
<DisplayName> barsAgo</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName> offset</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
</WizardItems>
</Left>
<LookBackPeriod>1</LookBackPeriod>
<Operator>CrossBelow</Operator>
<Right>
<DisplayName>FibonacciSuperTrend</DisplayName>
<IsIndicator>true</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>true</IsMethod>
<IsSet>true</IsSet>
<MemberName>FibonacciSuperTrend</MemberName>
<Parameters>
<string> inputSeries</string>
<string>AlertFile</string>
<string>AudioAlerts</string>
<string>ColorBars</string>
<string>Length</string>
<string>Retrace</string>
<string>ShowArrows</string>
<string>UseHighLow</string>
<string> plot</string>
<string> barsAgo</string>
<string> offsetType</string>
<string> offset</string>
<string> plotOnChart</string>
</Parameters>
<Values>
<string>DefaultInput</string>
<string>"Alert1.wav"</string>
<string>False</string>
<string>True</string>
<string>14</string>
<string>38.2</string>
<string>True</string>
<string>True</string>
<string>"UpTrend"</string>
<string>0</string>
<string>NinjaTrader.Strategy.CalculationMode.Ticks</string>
<string>0</string>
<string>False</string>
</Values>
<WizardItems>
<StrategyWizardItem>
<DisplayName>DefaultInput</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>DefaultInput</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>"Alert1.wav"</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>"Alert1.wav"</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>False</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>False</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>True</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>True</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>14</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>14</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>38.2</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>38.2</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>True</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>True</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>True</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>True</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName> barsAgo</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName> offset</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
</WizardItems>
</Right>
</StrategyWizardCondition>
<StrategyWizardCondition>
<AndOr>And</AndOr>
<Left>
<DisplayName>Current market position</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>Position.MarketPosition</MemberName>
<Parameters />
<Values />
<WizardItems />
</Left>
<LookBackPeriod>1</LookBackPeriod>
<Operator>==</Operator>
<Right>
<DisplayName>Long</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>MarketPosition.Long</MemberName>
<Parameters />
<Values />
<WizardItems />
</Right>
</StrategyWizardCondition>
</Conditions>
</StrategyWizardStateSet>
<StrategyWizardStateSet>
<Actions>
<StrategyWizardAction>
<DisplayName>Enter short position</DisplayName>
<Help />
<MemberName>EnterShort</MemberName>
<Parameters>
<string>quantity</string>
<string>signalName</string>
</Parameters>
<Values>
<string>DefaultQuantity</string>
<string />
</Values>
<WizardItems>
<StrategyWizardItem>
<DisplayName>DefaultQuantity</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>DefaultQuantity</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
</WizardItems>
</StrategyWizardAction>
<StrategyWizardAction>
<DisplayName>Print to output window</DisplayName>
<Help />
<MemberName>PrintWithTimeStamp</MemberName>
<Parameters>
<string>message</string>
</Parameters>
<Values>
<string>"short"</string>
</Values>
<WizardItems>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
</WizardItems>
</StrategyWizardAction>
</Actions>
<Conditions>
<StrategyWizardCondition>
<AndOr>And</AndOr>
<Left>
<DisplayName>Close</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>Close</MemberName>
<Parameters>
<string> barsAgo</string>
<string> offsetType</string>
<string> offset</string>
</Parameters>
<Values>
<string>0</string>
<string>NinjaTrader.Strategy.CalculationMode.Ticks</string>
<string>0</string>
</Values>
<WizardItems>
<StrategyWizardItem>
<DisplayName> barsAgo</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName> offset</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
</WizardItems>
</Left>
<LookBackPeriod>1</LookBackPeriod>
<Operator>CrossBelow</Operator>
<Right>
<DisplayName>FibonacciSuperTrend</DisplayName>
<IsIndicator>true</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>true</IsMethod>
<IsSet>true</IsSet>
<MemberName>FibonacciSuperTrend</MemberName>
<Parameters>
<string> inputSeries</string>
<string>AlertFile</string>
<string>AudioAlerts</string>
<string>ColorBars</string>
<string>Length</string>
<string>Retrace</string>
<string>ShowArrows</string>
<string>UseHighLow</string>
<string> plot</string>
<string> barsAgo</string>
<string> offsetType</string>
<string> offset</string>
<string> plotOnChart</string>
</Parameters>
<Values>
<string>DefaultInput</string>
<string>"Alert1.wav"</string>
<string>False</string>
<string>True</string>
<string>14</string>
<string>38.2</string>
<string>True</string>
<string>True</string>
<string>"UpTrend"</string>
<string>0</string>
<string>NinjaTrader.Strategy.CalculationMode.Ticks</string>
<string>0</string>
<string>False</string>
</Values>
<WizardItems>
<StrategyWizardItem>
<DisplayName>DefaultInput</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>DefaultInput</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>"Alert1.wav"</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>"Alert1.wav"</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>False</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>False</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>True</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>True</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>14</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>14</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>38.2</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>38.2</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>True</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>True</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>True</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>True</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName> barsAgo</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName> offset</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
</WizardItems>
</Right>
</StrategyWizardCondition>
<StrategyWizardCondition>
<AndOr>And</AndOr>
<Left>
<DisplayName>CCI</DisplayName>
<IsIndicator>true</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>true</IsMethod>
<IsSet>true</IsSet>
<MemberName>CCI</MemberName>
<Parameters>
<string> inputSeries</string>
<string>Period</string>
<string> barsAgo</string>
<string> offsetType</string>
<string> offset</string>
<string> plotOnChart</string>
</Parameters>
<Values>
<string>DefaultInput</string>
<string>240</string>
<string>0</string>
<string>NinjaTrader.Strategy.CalculationMode.Ticks</string>
<string>0</string>
<string>False</string>
</Values>
<WizardItems>
<StrategyWizardItem>
<DisplayName>DefaultInput</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>DefaultInput</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>Numeric value</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>240</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName> barsAgo</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName> offset</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
</WizardItems>
</Left>
<LookBackPeriod>1</LookBackPeriod>
<Operator><</Operator>
<Right>
<DisplayName>CCIZero</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>CCIZero</MemberName>
<Parameters />
<Values />
<WizardItems />
</Right>
</StrategyWizardCondition>
</Conditions>
</StrategyWizardStateSet>
<StrategyWizardStateSet>
<Actions>
<StrategyWizardAction>
<DisplayName>Exit short position</DisplayName>
<Help />
<MemberName>ExitShort</MemberName>
<Parameters>
<string>signalName</string>
<string>fromEntrySignal</string>
</Parameters>
<Values>
<string />
<string />
</Values>
<WizardItems>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
</WizardItems>
</StrategyWizardAction>
<StrategyWizardAction>
<DisplayName>Print to output window</DisplayName>
<Help />
<MemberName>PrintWithTimeStamp</MemberName>
<Parameters>
<string>message</string>
</Parameters>
<Values>
<string>"exitShort"</string>
</Values>
<WizardItems>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
</WizardItems>
</StrategyWizardAction>
</Actions>
<Conditions>
<StrategyWizardCondition>
<AndOr>And</AndOr>
<Left>
<DisplayName>Close</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>Close</MemberName>
<Parameters>
<string> barsAgo</string>
<string> offsetType</string>
<string> offset</string>
</Parameters>
<Values>
<string>0</string>
<string>NinjaTrader.Strategy.CalculationMode.Ticks</string>
<string>0</string>
</Values>
<WizardItems>
<StrategyWizardItem>
<DisplayName> barsAgo</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName> offset</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
</WizardItems>
</Left>
<LookBackPeriod>1</LookBackPeriod>
<Operator>CrossBelow</Operator>
<Right>
<DisplayName>FibonacciSuperTrend</DisplayName>
<IsIndicator>true</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>true</IsMethod>
<IsSet>true</IsSet>
<MemberName>FibonacciSuperTrend</MemberName>
<Parameters>
<string> inputSeries</string>
<string>AlertFile</string>
<string>AudioAlerts</string>
<string>ColorBars</string>
<string>Length</string>
<string>Retrace</string>
<string>ShowArrows</string>
<string>UseHighLow</string>
<string> plot</string>
<string> barsAgo</string>
<string> offsetType</string>
<string> offset</string>
<string> plotOnChart</string>
</Parameters>
<Values>
<string>DefaultInput</string>
<string>"Alert1.wav"</string>
<string>False</string>
<string>True</string>
<string>14</string>
<string>38.2</string>
<string>True</string>
<string>True</string>
<string>"UpTrend"</string>
<string>0</string>
<string>NinjaTrader.Strategy.CalculationMode.Ticks</string>
<string>0</string>
<string>False</string>
</Values>
<WizardItems>
<StrategyWizardItem>
<DisplayName>DefaultInput</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>DefaultInput</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>"Alert1.wav"</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>"Alert1.wav"</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>False</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>False</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>True</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>True</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>14</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>14</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>38.2</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>38.2</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>True</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>True</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>True</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>True</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName> barsAgo</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName> offset</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
</WizardItems>
</Right>
</StrategyWizardCondition>
<StrategyWizardCondition>
<AndOr>And</AndOr>
<Left>
<DisplayName>Current market position</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>Position.MarketPosition</MemberName>
<Parameters />
<Values />
<WizardItems />
</Left>
<LookBackPeriod>1</LookBackPeriod>
<Operator>==</Operator>
<Right>
<DisplayName>Short</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>MarketPosition.Short</MemberName>
<Parameters />
<Values />
<WizardItems />
</Right>
</StrategyWizardCondition>
</Conditions>
</StrategyWizardStateSet>
</Sets>
<StopTargets>
<StrategyWizardAction>
<DisplayName>Profit target</DisplayName>
<Help />
<MemberName>SetProfitTarget</MemberName>
<Parameters>
<string>fromEntrySignal</string>
<string>mode</string>
<string>value</string>
</Parameters>
<Values>
<string />
<string>NinjaTrader.Strategy.CalculationMode.Ticks</string>
<string>ProfitTarget</string>
</Values>
<WizardItems>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>ProfitTarget</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>ProfitTarget</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
</WizardItems>
</StrategyWizardAction>
<StrategyWizardAction>
<DisplayName>Stop loss</DisplayName>
<Help />
<MemberName>SetStopLoss</MemberName>
<Parameters>
<string>fromEntrySignal</string>
<string>mode</string>
<string>value</string>
<string>simulated</string>
</Parameters>
<Values>
<string />
<string>NinjaTrader.Strategy.CalculationMode.Ticks</string>
<string>StopLoss</string>
<string>False</string>
</Values>
<WizardItems>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>StopLoss</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>StopLoss</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
</WizardItems>
</StrategyWizardAction>
</StopTargets>
</StrategyWizardState>
</CurrentState>
</State>
</NinjaTrader>
@*/
#endregion
Can you help answer these questions
Best Threads (Most Thanked)
May 17th, 2016, 02:08 AM
Gits (Hooglede) Belgium
Legendary Market Wizard
Experience: Master
Platform: NinjaTrader, Proprietary,
Broker: Ninjabrokerage/IQfeed + Synthetic datafeed
Trading: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
Posts: 3,003 since Sep 2013
Thanks Given: 2,442
Thanks Received: 5,863
1) You are running the strategy with 'OnBarClose' = true,screen shot of the trades on the chart ?
May 17th, 2016, 08:24 AM
New York City, NY USA
Experience: Advanced
Platform: NinjaTrader
Trading: ES, ER
Posts: 27 since May 2015
Thanks Given: 10
Thanks Received: 28
Thanks rleplae for your response. screenshot of a chart. The arrows show roughly where the strategy should be triggering:https://imgur.com/IimEA7K
May 17th, 2016, 08:35 AM
Germany
Experience: Intermediate
Platform: Other
Trading: ES, YM, 6E
Posts: 2,668 since Feb 2013
Thanks Given: 5,101
Thanks Received: 6,558
angela d
Thanks rleplae for your response.
backtesting and order management you will have to program yourself
May 17th, 2016, 08:37 AM
Gits (Hooglede) Belgium
Legendary Market Wizard
Experience: Master
Platform: NinjaTrader, Proprietary,
Broker: Ninjabrokerage/IQfeed + Synthetic datafeed
Trading: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
Posts: 3,003 since Sep 2013
Thanks Given: 2,442
Thanks Received: 5,863
angela d
Thanks rleplae for your response.
range of bars all the way
May 17th, 2016, 08:39 AM
New York City, NY USA
Experience: Advanced
Platform: NinjaTrader
Trading: ES, ER
Posts: 27 since May 2015
Thanks Given: 10
Thanks Received: 28
Choke35,backtesting tools. Is there a reason for which testing with market replay would produce these results? I have read about the issues with backtesting with renko, etc.
May 17th, 2016, 08:41 AM
Germany
Experience: Intermediate
Platform: Other
Trading: ES, YM, 6E
Posts: 2,668 since Feb 2013
Thanks Given: 5,101
Thanks Received: 6,558
angela d
Choke35,
Yes, I'm a rookie.
I'm testing only on market replay, not using the
backtesting tools. Is there a reason for which testing with market replay would produce these results? I have read about the issues with backtesting with renko, etc.
Thanks for your response.
May 17th, 2016, 09:02 AM
Gits (Hooglede) Belgium
Legendary Market Wizard
Experience: Master
Platform: NinjaTrader, Proprietary,
Broker: Ninjabrokerage/IQfeed + Synthetic datafeed
Trading: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
Posts: 3,003 since Sep 2013
Thanks Given: 2,442
Thanks Received: 5,863
choke35
It doesn't matter whether you are using market replay or the NT
backtesting functions.
The effects / problems will be the same and depend on that bar type.
ATM bot
May 17th, 2016, 09:04 AM
New York City, NY USA
Experience: Advanced
Platform: NinjaTrader
Trading: ES, ER
Posts: 27 since May 2015
Thanks Given: 10
Thanks Received: 28
Thanks so much rleplae and Choke35 for your help.
Last Updated on May 17, 2016
