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Ninjatrader dvtrend - strategy
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Ninjatrader dvtrend - strategy

  #11 (permalink)
Market Wizard
New Orleans, La (Mardi Gras City)
 
Futures Experience: Advanced
Platform: NinjaTrader
Broker/Data: Ninjatrader / Optimus Futures / AmpFutures
Favorite Futures: ES / 6E / 6B / CL
 
DavidHP's Avatar
 
Posts: 1,002 since Aug 2009
Thanks: 802 given, 1,367 received

Two questions

With 52.4% win rate, and the 1.26 profit factor the stop loss must be very tight.
Are there safe guards to prevent the profit factor from reversing?

Have you tested the strategy with Short only? Or short and long together?

If it is not based on indicators, how do you know it is nearing a trade trigger?

(I guess that is 3 questions, sorry)

Rejoice in the Thunderstorms of Life . . .
Knowing it's not about Clouds or Wind. . .
But Learning to Dance in the Rain ! ! !
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  #12 (permalink)
Trading Apprentice
Bear,de
 
Futures Experience: Intermediate
Platform: Ninjayrader
Favorite Futures: Es
 
Posts: 49 since Aug 2017
Thanks: 0 given, 7 received

first stop loss is 4.25 pt on /ES contract and the second level is 6.25 which is safety . It is time trigger based and uses ATR for little activity detection. Does not trade Fridays and skip days when it thinks there is imbalance in market.

Basically the idea I got was the inherent nature of the market is to buy it when balance is there in market , that is the whole theory behind this.

There are key timeframes to buy which a normal trader knows but does not act on or misses or waits for news or event.

The program on other hand does not miss and goes for the buy.

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  #13 (permalink)
Trading Apprentice
Bear,de
 
Futures Experience: Intermediate
Platform: Ninjayrader
Favorite Futures: Es
 
Posts: 49 since Aug 2017
Thanks: 0 given, 7 received


Releasing the code: Timestamp 25 August 2017

Now it is free to public to programmers on this boars to use and modify but do send me email if u have serious thoughts of enhancing it. Pls make nice use of it.

Attached Files
Register to download File Type: cs Dvtrend v1.cs (12.0 KB, 68 views)
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The following 3 users say Thank You to pathania for this post:
 
  #14 (permalink)
Trading Apprentice
Bear,de
 
Futures Experience: Intermediate
Platform: Ninjayrader
Favorite Futures: Es
 
Posts: 49 since Aug 2017
Thanks: 0 given, 7 received

Guys u can see strategy has done very well on the dip of last 2 days - bravo very well executed....

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  #15 (permalink)
Trading Apprentice
Bear,de
 
Futures Experience: Intermediate
Platform: Ninjayrader
Favorite Futures: Es
 
Posts: 49 since Aug 2017
Thanks: 0 given, 7 received

Result of last 7 days well that is approx time i have released the strategy.


Attached Thumbnails
Ninjatrader dvtrend - strategy-screen-shot-2017-08-31-4.48.19-pm.png  
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  #16 (permalink)
Trading Apprentice
Bear,de
 
Futures Experience: Intermediate
Platform: Ninjayrader
Favorite Futures: Es
 
Posts: 49 since Aug 2017
Thanks: 0 given, 7 received

Sept 01 2017 :

Releasing the dvtrend ver 2 scale , I was not joking when I said invite money .

$220 mln is infinite for me , Current time in USA where big banks are ripping people in late fee and overdraft fee . They also are multiplying that fee to number of customers and making this money annually . This strategy does the same but with contracts not people.

Parameters:

Max: 1000000 - pls use carefully this is max limit of contracts for /ES - value 1 for beginner , 5-10 for intermediate and then is upto you how much u can handle . I prefer to keep this in 12 to 35..

Scale Amount - 2000 , this is amount when it adds a new contract , 1 contract for 2000 and 2 for 4000 in account , like that, most broker that limit set to 500 - 5000 .

Here are the simulations on 1140 days , which is approx. 3 yrs.

Pls use this on your own risk and test this thoroughly and send me email if u find any issues.

regds
navdeep

Attached Thumbnails
Ninjatrader dvtrend - strategy-dvtrend2.jpg   Ninjatrader dvtrend - strategy-dvtrend3.jpg  
Attached Files
Register to download File Type: cs Dvtrend v2.cs (12.3 KB, 38 views)
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  #17 (permalink)
Trading Apprentice
Bear,de
 
Futures Experience: Intermediate
Platform: Ninjayrader
Favorite Futures: Es
 
Posts: 49 since Aug 2017
Thanks: 0 given, 7 received

i found that if tested in strategy analyzer with slippage 1 , all gains go off poof.
That means there is .25 bid ask spread which has caused the issue , i would recommend ninjatrader team to have this included in performance report. So we can have this back tested like real world.




we are in elevated vix month , so it is better not to run this in sept , come back in oct to start this.

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  #18 (permalink)
Trading Apprentice
Bear,de
 
Futures Experience: Intermediate
Platform: Ninjayrader
Favorite Futures: Es
 
Posts: 49 since Aug 2017
Thanks: 0 given, 7 received

strategy is doing very well specially with overnight buys.

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  #19 (permalink)
Trading Apprentice
Bear,de
 
Futures Experience: Intermediate
Platform: Ninjayrader
Favorite Futures: Es
 
Posts: 49 since Aug 2017
Thanks: 0 given, 7 received

Strategy result from august 24th till now.

Attached Thumbnails
Ninjatrader dvtrend - strategy-untitled.png  
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