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Ninjatrader dvtrend - strategy


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Ninjatrader dvtrend - strategy

  #1 (permalink)
pathania
Bear,de
 
Posts: 49 since Aug 2017
Thanks Given: 0
Thanks Received: 7

I have created a strategy and tested and used it for years , now it is time for me to create some name in the community of programmers .So i will be sharing the strategy once i get 20 replies here. Also i am new to this site so let me know where to release the script.

Here are somethings about script:
- it is fully automated
- it is not based on indicators or super trend etc
- not macd based some pieces have sma
- works on 10 mins timeframe only for Emini 500 or i would say optimized
- only long entries - no shorts
- does not generate many entries - limited to 25-30 per month.
- scalable to infinite

well as u always know it is not possible to have all gains days but it avoids down days as much it can. but when struck on complete waterfall down-day will try to exit on each slope entry.

And here is the performance for last 1200 days , i am backtesting it across for longer time 4 yrs ...

Call it -> dvtrend v1 . All my hard work here. Attached the performance from ninjatrader ver 7. You are free to mod the code as long as u keep me in loop. Well done for hard working coding community.

regds
navdeep pathania

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  #3 (permalink)
 
xplorer's Avatar
 xplorer 
London UK
Site Moderator
 
Experience: Beginner
Platform: CQG
Broker: S5
Trading: Futures
Posts: 5,973 since Sep 2015
Thanks Given: 15,492
Thanks Received: 15,386



pathania View Post
I have created a strategy and tested and used it for years , now it is time for me to create some name in the community of programmers .So i will be sharing the strategy once i get 20 replies here. Also i am new to this site so let me know where to release the script.

Here are somethings about script:
- it is fully automated
- it is not based on indicators or super trend etc
- not macd based some pieces have sma
- works on 10 mins timeframe only for Emini 500 or i would say optimized
- only long entries - no shorts
- does not generate many entries - limited to 25-30 per month.
- scalable to infinite

well as u always know it is not possible to have all gains days but it avoids down days as much it can. but when struck on complete waterfall down-day will try to exit on each slope entry.

And here is the performance for last 1200 days , i am backtesting it across for longer time 4 yrs ...

Call it -> dvtrend v1 . All my hard work here. Attached the performance from ninjatrader ver 7. You are free to mod the code as long as u keep me in loop. Well done for hard working coding community.

regds
navdeep pathania

Hi there navdeep

When you say 'I have created a strategy and tested and used it for years', have you used it with real money?

Also, when you say 'scalable to infinite', what are you exactly referring to, number of contracts?

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  #4 (permalink)
pathania
Bear,de
 
Posts: 49 since Aug 2017
Thanks Given: 0
Thanks Received: 7

yes real money ,
I like challenges this was one i have been working on for past 5 yrs.
when i say infinite money because there is money management mode which i am not releasing , but if enabled in code it adds / removes contracts and fixes it to 12 or max 35 and then we go on infinite mode .

It is something very dangerous to go in, i will advice to work on 1 or 2 contracts.

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  #5 (permalink)
 
xplorer's Avatar
 xplorer 
London UK
Site Moderator
 
Experience: Beginner
Platform: CQG
Broker: S5
Trading: Futures
Posts: 5,973 since Sep 2015
Thanks Given: 15,492
Thanks Received: 15,386


pathania View Post
yes real money ,
I like challenges this was one i have been working on for past 5 yrs.
when i say infinite money because there is money management mode which i am not releasing , but if enabled in code it adds / removes contracts and fixes it to 12 or max 35 and then we go on infinite mode .

It is something very dangerous to go in, i will advice to work on 1 or 2 contracts.

Thanks.

The thing with the specific word 'infinite' is, there is no such thing as 'infinite' number of contracts, though.


Even in the most liquid market in the world, you could at the most use a set number of contracts, perhaps in the thousands, but that would likely translate in the strategy being able to affect market movements on its own.


What is the maximum no of contracts you have tried used this strategy with in a live market?

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  #6 (permalink)
pathania
Bear,de
 
Posts: 49 since Aug 2017
Thanks Given: 0
Thanks Received: 7

7

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  #7 (permalink)
pathania
Bear,de
 
Posts: 49 since Aug 2017
Thanks Given: 0
Thanks Received: 7

when i say infinite , there is reason for that , any strategy for being able to scale to infinity need to have a chart which should not have big dips in between range , imagine you being on 10+ contracts and 1 big dip comes you will be finished that day itself or reduced to 5 contracts. So chart need to be consistently growing with no major dips , so it becomes martingale. That is what money management module does.

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  #8 (permalink)
 
michaelleemoore's Avatar
 michaelleemoore 
Missoula, MT Nɫʔay(ccstm)
Market Wizard
 
Experience: Advanced
Platform: NinjaTrader
Broker: NinjaTrader
Trading: CL, ES
Posts: 3,436 since Nov 2012
Thanks Given: 5,552
Thanks Received: 12,328


pathania View Post
I have created a strategy and tested and used it for years , now it is time for me to create some name in the community of programmers .So i will be sharing the strategy once i get 20 replies here. Also i am new to this site so let me know where to release the script.

Here are somethings about script:
- it is fully automated
- it is not based on indicators or super trend etc
- not macd based some pieces have sma
- works on 10 mins timeframe only for Emini 500 or i would say optimized
- only long entries - no shorts
- does not generate many entries - limited to 25-30 per month.
- scalable to infinite

well as u always know it is not possible to have all gains days but it avoids down days as much it can. but when struck on complete waterfall down-day will try to exit on each slope entry.

And here is the performance for last 1200 days , i am backtesting it across for longer time 4 yrs ...

Call it -> dvtrend v1 . All my hard work here. Attached the performance from ninjatrader ver 7. You are free to mod the code as long as u keep me in loop. Well done for hard working coding community.

regds
navdeep pathania

Very interested to see what you've come up with. Always looking to learn something I don't know. Look forward to see your strategy.

Michael

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  #9 (permalink)
 
TheShrike's Avatar
 TheShrike 
Bridgeport, Ct
 
Experience: None
Broker: Tasty
Trading: Fops
Posts: 533 since Jun 2012
Thanks Given: 1,588
Thanks Received: 923

What's the equity curve look like from 06 through 09?

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  #10 (permalink)
pathania
Bear,de
 
Posts: 49 since Aug 2017
Thanks Given: 0
Thanks Received: 7



TheShrike View Post
What's the equity curve look like from 06 through 09?

I don't have data for timeframe , this is mild bullish strategy , at time of elevated vix don't run this

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