futures.io futures trading
 

Go Back   futures.io

> Futures Trading, News, Charts and Platforms > Platforms and Indicators > NinjaTrader > NinjaTrader Programming


Perrys Trading -> Strategy - development
Started:August 4th, 2010 (04:57 PM) by wgreenie Views / Replies:45,665 / 259
Last Reply:October 21st, 2015 (01:22 PM) Attachments:96

Welcome to futures.io.

Welcome, Guest!

This forum was established to help traders (especially futures traders) by openly sharing indicators, strategies, methods, trading journals and discussing the psychology of trading.

We are fundamentally different than most other trading forums:
  • We work extremely hard to keep things positive on our forums.
  • We do not tolerate rude behavior, trolling, or vendor advertising in posts.
  • We firmly believe in openness and encourage sharing. The holy grail is within you, it is not something tangible you can download.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.


You'll need to register in order to view the content of the threads and start contributing to our community. It's free and simple, and we will never resell your private information.

-- Big Mike
     

Reply
 96  
 
Thread Tools Search this Thread

Perrys Trading -> Strategy - development

Old November 27th, 2011, 05:43 PM   #251 (permalink)
Elite Member
Fort Lauderdale, Florida. USA
 
Futures Experience: Beginner
Platform: NT
Broker/Data: CQG
Favorite Futures: YM,CL
 
rainbowchaser's Avatar
 
Posts: 136 since Mar 2011
Thanks: 448 given, 59 received

latest version?


Braulio View Post
I've updated DMPlusSignals to meet my needs (yes, again...).
I noticed that with some bar types like range for example, you couldn't see some of the dots because they were hidden behind the bar, ie, the bar width was larger than the dot and hiding it...this was annoying to figure out because I looked everywhere in the code for the problem and it was only when I squeezed the chart and the bars got thinner that I finally understood what was going on...lost a couple of hours here...

. Now I changed the code to plot a dot above or below the current bar and not on the EMA so this doesn't happen again.
. Added a different dot color for when you have all the conditions including the ADX. So now you have a dot color with and without ADX conditions met but only for setup1.
. Eliminated (commented on the code) the entry lines so you will not see those plotted.


Conditions WITHOUT ADX:
// long EMA going up
// mid EMA going up
// short EMA going up at least two bars
// The Setup bar LOW must be LESS than or touching the EMA(5) and the Setup bar HIGH must be greater than the EMA(20).
// Force is green

Conditions WITH ADX:
// All the previous ones +
// ADX Rising
// Rising DMI
// DMI Green


Enjoy

B

Hi Braulio, lindo perro, agua portuguese?. Bueno would this indicator work with the new settings meaning the indicators after the webinar? I have read the threads (both) and also looked in the downloads section but I may be missing it. Thanks for all your postings.

Reply With Quote
     

Old November 27th, 2011, 05:46 PM   #252 (permalink)
Elite Member
Fort Lauderdale, Florida. USA
 
Futures Experience: Beginner
Platform: NT
Broker/Data: CQG
Favorite Futures: YM,CL
 
rainbowchaser's Avatar
 
Posts: 136 since Mar 2011
Thanks: 448 given, 59 received


Braulio View Post
I've also fixed SETUP2 to plot a diamond, the full package is on!!!

Maybe next time will change version number to 9

B

What is a "(2 momentum no gap)" ? as seen on your chart, I asume is 2 range no gap, but where momentum comes in place and how is it used?
regards.

Reply With Quote
     

Old November 28th, 2011, 03:15 PM   #253 (permalink)
Elite Member
Portugal
 
Futures Experience: Beginner
Platform: Ninjatrader, Multicharts
Broker/Data: Amp Futures/Zen-Fire
Favorite Futures: ES, 6E
 
Braulio's Avatar
 
Posts: 230 since Aug 2009
Thanks: 395 given, 216 received


This thread is not about the new method you saw on the webinar.


rainbowchaser View Post
Hi Braulio, lindo perro, agua portuguese?. Bueno would this indicator work with the new settings meaning the indicators after the webinar? I have read the threads (both) and also looked in the downloads section but I may be missing it. Thanks for all your postings.

You can download them here :

https://futures.io/download/ninjatrader-7/misc/234-download.html?view

There are already several threads about how to use them, I suggest you use the search button, find them and ask your questions there.


rainbowchaser View Post
What is a "(2 momentum no gap)" ? as seen on your chart, I asume is 2 range no gap, but where momentum comes in place and how is it used?
regards.


Reply With Quote
     
The following user says Thank You to Braulio for this post:
     

Old May 7th, 2012, 10:49 AM   #254 (permalink)
Elite Member
Singapore Singapore
 
Futures Experience: Intermediate
Platform: TradeStation
Broker/Data: TS
Favorite Futures: GOLD
 
Posts: 13 since Dec 2011
Thanks: 15 given, 1 received

Latest version of the Strategy

wgreenie,

Appreciate if you can share the latest version of this Strategy and the related Template. Thx in advance.


Regards,
VeeYem

Reply With Quote
     

Old August 21st, 2012, 09:55 AM   #255 (permalink)
Elite Member
Spokane Valley, WA, USA
 
Futures Experience: Beginner
Platform: IB, Ninja Trader
Broker/Data: IB/Kinetick
Favorite Futures: ES
 
Posts: 30 since Aug 2012
Thanks: 2 given, 5 received

Central location for everything?

Current FIO User Poll

Has your trading improved the life of your family?

 
I have been trying to find out more about Perry's method. I watched both of the webinars and then went searching for the indicators. I did not find them in the regular or elite downloads. I'm just wondering if maybe they are available in one location or maybe I missed something. Also, is there a different thread to discuss his strategy?

Reply With Quote
     

Old August 21st, 2012, 09:58 AM   #256 (permalink)
Elite Member
Rechovot
 
Futures Experience: Advanced
Platform: NinjaTrader
Broker/Data: CQG
Favorite Futures: Index,Currency and Energy futures
 
perryg's Avatar
 
Posts: 1,701 since Jan 2010
Thanks: 501 given, 6,232 received


pricestudent View Post
I have been trying to find out more about Perry's method. I watched both of the webinars and then went searching for the indicators. I did not find them in the regular or elite downloads. I'm just wondering if maybe they are available in one location or maybe I missed something. Also, is there a different thread to discuss his strategy?

Go to post #2 in this thread

Reply With Quote
     
The following user says Thank You to perryg for this post:
     

Old August 21st, 2012, 10:04 AM   #257 (permalink)
Elite Member
Spokane Valley, WA, USA
 
Futures Experience: Beginner
Platform: IB, Ninja Trader
Broker/Data: IB/Kinetick
Favorite Futures: ES
 
Posts: 30 since Aug 2012
Thanks: 2 given, 5 received


perryg View Post
Go to post #2 in this thread

Thank you. I was able to locate PerrySetUpV2b.cs. Is this the correct file? I have never downloaded anything from this site before. Is this something I import into NT? Are there any instructions on how to get the download into the platform? Thank you.

Reply With Quote
     

Old August 21st, 2012, 10:09 AM   #258 (permalink)
Administrator: 'da Big Dawg
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 44,937 since Jun 2009
Thanks: 28,533 given, 77,040 received

The main Perry's Method thread is here:

https://futures.io/elite-circle/18081-perrys-method-continuation-advancement.html

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.


Last edited by Big Mike; August 21st, 2012 at 10:55 AM.
Reply With Quote
     
The following user says Thank You to Big Mike for this post:
     

Old October 20th, 2015, 09:47 AM   #259 (permalink)
Elite Member
Sacramento, California
 
Futures Experience: Beginner
Platform: Tradestation & SIM NT7
Favorite Futures: ES, CL
 
Posts: 6 since Oct 2015
Thanks: 11 given, 7 received

mechanically trading the first perry method

hey all,

I am know I am super late to the party but I am very new so please bare with me . I am new as they come but I have been absorbing information at break-neck speed.

I have been mechanically SIM trading perry's first method using 4 and 8 range bars; using the DMplussignals found here.

I only have an entry when both the 4 & 8 range have a signal within 1.5 minutes of each other; and there hasn't been more than 1 bar movement on the 4 range.

I enter at the perry entry lines formed by DMplussignals UNLESS there is a huge jump (4+ ticks) due to one of the bars in the last 5 being an outlier, in which case I enter at the beginning of the next bar.

I only trade 7:30am - 11am (ES, 6E, CL, FESX) and try to get only 4 ticks at a time, with a 4 tick SL ATM. It has been very successful but have extremely small sample size (about 8 ticks a day). It usually hits the 4 tick profit very quickly.

I was wondering if anybody could/would be willing to code the indicator to only show up on the 4 range when there is a signal on both the 4 & 8 range (within 1.5 minutes of each other). Even better if it would enter automatically via a strategy if there hasn't been more than 1 bar movement.

If somebody would be willing to do this or interested; I would love to post my results and run a larger sample size. Even if one creates the indicator but doesn't have time for the strategy; I could try manually trading and see if this is a feasible strategy.

cheers and thank you all for your time

-amob

Reply With Quote
     

Old October 21st, 2015, 01:22 PM   #260 (permalink)
Elite Member
Gatlinburg TN/USA
 
Futures Experience: Intermediate
Platform: NinjaTrader
Favorite Futures: Futures
 
Posts: 12 since Sep 2015
Thanks: 5 given, 0 received

Error in the code


Logically your IF STATEMENT is incorrect. Instead of AND you need to use OR.
You got your time range right however your performance is not right
It should be PROFIT OR LOSS either one but not both

This is your code:

if (ToTime(Time[0]) >= timestart && ToTime(Time[0]) <= timefinish
&& Performance.AllTrades.TradesPerformance.Currency.CumProfit - priorTradesCumProfit <= cumprofittarget
&& Performance.AllTrades.TradesPerformance.Currency.CumProfit - priorTradesCumProfit >= (-1*cumlosstarget))

The correct code would be:

if (ToTime(Time[0]) >= timestart && ToTime(Time[0]) <= timefinish
&& (Performance.AllTrades.TradesPerformance.Currency.CumProfit - priorTradesCumProfit <= cumprofittarget
|| Performance.AllTrades.TradesPerformance.Currency.CumProfit - priorTradesCumProfit >= (-1*cumlosstarget)) )



wgreenie View Post
Sorry for the earlier confusion. Market Replay worked fine and no more order rejection. Entry is based on HH or LL of 5 bars (incl Set Up bar). Revised trade logs are too big to be on one page for both morning and afternoon sessions.

Here it comes a quick summary (performance better than the ones previously posted):

1. Morning Session 9:40 am to 11:30 am

No of Trades: 89 (2-contract trades with PTs @4 and 8 and initial SL @6. Adjust SL to 1 tick after moving 4 ticks)
45 x 12 ticks (4 and 8) = 540
7 x 5 ticks (4 and 1) = 35
37 x 8 ticks (SL @4) = -296

Total Ticks: 279 before commission
Commission: $890.00 (89 x 2 x $5)

2. Afternoon Session 1:45 pm to 3:30 pm

No of Trades: 64
30 x 12 ticks = 360
13 x 5 ticks = 65
21 x 8 ticks = -168

Total Ticks: 257 before commission
Commission: $640 (64 x 2 x $5)

Note to the Moderator: It's BETA and not good enough to be posted in the Downloads section.

You may not agree with the way I analyzed/interpreted the results. I'm certain that you will do a better job than me.

Beth


Reply With Quote
     

Reply



futures.io > Futures Trading, News, Charts and Platforms > Platforms and Indicators > NinjaTrader > NinjaTrader Programming > Perrys Trading -> Strategy - development

Thread Tools Search this Thread
Search this Thread:

Advanced Search


Similar Threads
Thread Thread Starter Forum Replies Last Post
BLUELINE DELIGHT >>>Intraday Trading Strategy Guide<<< Gabriyele The Elite Circle 407 May 30th, 2013 07:29 AM
strategy development kavin729 NinjaTrader Programming 14 May 6th, 2012 02:31 PM
Perrys Trading Platform perryg Traders Hideout 1206 November 5th, 2011 01:07 AM
Building a PC for Discretionary/Automated Trading and Strategy Development nlhaines Tech Support 49 June 7th, 2011 01:47 PM
Strategy Condition Logic >> my wetware Trader.Jon NinjaTrader Programming 2 May 24th, 2010 04:17 PM


All times are GMT -4. The time now is 07:47 PM.

Copyright © 2015 by futures.io. All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
 
no new posts

Page generated 2016-05-05 in 0.14 seconds with 21 queries on phoenix via your IP 54.90.157.35