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Can any helpful genius create an ATR trailing stop strategy similar to anasupertrend?
Started:October 25th, 2016 (10:56 PM) by Zefi Views / Replies:262 / 9
Last Reply:November 3rd, 2016 (03:34 AM) Attachments:0

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Can any helpful genius create an ATR trailing stop strategy similar to anasupertrend?

Old October 25th, 2016, 10:56 PM   #1 (permalink)
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Can any helpful genius create an ATR trailing stop strategy similar to anasupertrend?

Hi coders, programmers and general folk who are a lot smarter than me!

I'm kindly asking someone to code an intraday ATR based trailing stop strategy for Ninjatrader 7 (and 8 to help those on that platform).

@FatTails ' anasupertrendu11 is exactly what I'm after however it's an indicator and cannot run an automated stop strategy.

This strategy is really going to help me for later in the European session and we get a reversal for which it becomes too late in the night to stay up and monitor here in Australia.

It doesn't need to have a lot of bells and whistles to it, simply the ability to adjust to the ever changing ATR of the day session. I use a 1 tick renko and Jigsaw DOM for entries, however 5 min candles should be fine to base the ATR off. I'm not overly sure how long the period should be but that's up to me to back test it once it's created.

Many thanks to who ever could help, or even recommend a similar strategy that can be found somewhere in cyber space!

Z

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Old October 25th, 2016, 10:56 PM   #2 (permalink)
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Old October 30th, 2016, 03:35 PM   #3 (permalink)
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You can use the anaSuperTrendU11 indicator from a strategy to exit. Just not strategy builder. Is that what you really want ?

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Old October 31st, 2016, 12:36 AM   #4 (permalink)
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Hi Mary

Thanks for the response.


I'm looking to convert the anasupertrendu11 from an indicator to a strategy using the NT strategy builder with the help of a friendly coder.

It doesn't need to be anything near as sophisticated as what @fattails built but just employing a trailing stop function to work with atr for the day and a custom period and multiplier for me to test.

Thanks

Z

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Old October 31st, 2016, 09:10 PM   #5 (permalink)
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The indicator anasupertrend can't be used from Strategy Builder. Only a regular NT strategy.

It would be easy to use the indicator directly from a regular strategy and close on the right indicator value. Thats why I asked if that is what you wanted.

Would be very easy to do. Easier than converting the whole indicator. Let me know if you need help.

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Old October 31st, 2016, 09:20 PM   #6 (permalink)
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Hi Mary

Yes as long as the strategy trails the stop and exits as per the anasupertrendu11 and the period/multiplier can be adjusted then I believe we'll have a very impressive strategy that would serve a lot of traders on the forum.

Really appreciate your help converting this. Perhaps we can post this on the indicator/strategy section with the permission of @Fat Tails?

Thanks again Mary

Z

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Old November 1st, 2016, 08:25 AM   #7 (permalink)
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There seems to be some confusion here .... let me try to clarify.


Zefi View Post
@FatTails ' anasupertrendu11 is exactly what I'm after however it's an indicator and cannot run an automated stop strategy.

We need to differentiate between

- ATM strategies (Automated Trade Management), selectable via the SuperDOM or order entry
- automated strategies that can be built via the strategy builder or that can be manually coded

ATM strategies are simple and do not allow for integrating any indicators.

However, automated strategies built with the strategy builder or manually coded can do whatever you like. It is easy to incorporate the anaSuperTrendU11 into one of these strategies.


maryfromcolorado View Post
The indicator anasupertrend can't be used from Strategy Builder. Only a regular NT strategy.

It would be easy to use the indicator directly from a regular strategy and close on the right indicator value. Thats why I asked if that is what you wanted.

Would be very easy to do. Easier than converting the whole indicator. Let me know if you need help.


The anaSuperTrendU11 can be accessed via the Strategy Builder. The only current limitation is that the trend (uptrend or downtrend) cannot be directly called by the Strategy Builder, because the trend information is stored as a BoolSeries. The strategy builder cannot access BoolSeries, which is a design flaw of the strategy builder.

However, the latest update of the anaSuperTrendU11 has the BoolSeries replaced with a DataSeries which can be accessed by the strategy builder. I haven't yet updated the indicator in the download section of this forum. If you send me a private message, I will send you a download link to the indicator.

In my opinion, the strategy builder is more or less a toy. I do not like to use it, as it has a lot of limitations.

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Old November 2nd, 2016, 02:13 AM   #8 (permalink)
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Yes, all I meant is a regular strategy can deal with the boolseries indicator, and work fine. Just not strategy builder. I was offering help to accomplish this in a normal strategy. If needed.

Sounds like you have it under control

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Old November 3rd, 2016, 03:16 AM   #9 (permalink)
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Zefi,

I'll try to put something together this weekend.


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Old November 3rd, 2016, 03:34 AM   #10 (permalink)
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Can any helpful genius create an ATR trailing stop strategy similar to anasup...


That's really kind of you to do that.

I think there will be a lot of traders on the forum who will benefit from a trail stop strategy.
I was a little surprised there weren't more requests for one.


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