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Perrys Trading -> Strategy - development
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Perrys Trading -> Strategy - development

  #51 (permalink)
 Vendor: www.ezcolortrading.com 
Cambridge, Ontario
 
Futures Experience: Intermediate
Platform: NinjaTrader
Broker/Data: Zen-Fire
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porpor1234 View Post
Hi Beth,
I am not sure what my problem is now but your last version of the strategy didn't compile for me either. I was ready to give up and didn't check the forum again till tonight. Seeing emini getting it compiled and running gave me a spark of hope but I'm back in the dumps again! All the errors had to do with that Jeffs indicator - it is your original one. I have the latest version of NT 6.5.1000.16. I posted the compiled code with the errors.

Thanks for your yeoman efforts!

Susan

Hi Susan

I have a quick fix for you (hopefully it will work) while waiting for Emini to share his cs file with me. That's what I did on the enclosed strategy (cs file):

1. Removed the codes with JeffsEMA on (4 of them with 2 for Long and 2 for Short)

2. Replaced with EMA(20)_Colors (which you have) underlined in brown

3. Since Perry's suggested entry requirement does not have the chop filter which I added using JeffsEMA, it won't matter much.

I ran both strategies (one with JeffsEMA and one without (replaced by EMA(20)_Colors) on a TF 15-RangeAlt chart. You can tell from the enclosed trade logs that they generated the same trades.

Let's hope you will be able to generate the enclosed successfully. Be sure to remove the problemed one(s) from the Strategy folder first. Good luck!

Beth

Good Trading is about Trading Right!
Want What the Market Wants!
Trade With the Trend!
Attached Thumbnails
Perrys Trading -> Strategy - development-revised-strategy-without-jeffsema.jpg   Perrys Trading -> Strategy - development-revised-codes.jpg  
Attached Files
Register to download File Type: cs PerrySetUpV2cNoJeffsEMA.cs (6.9 KB, 71 views)
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  #52 (permalink)
Elite Member
Marietta, Oh USA
 
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Per Beth's Request

I'm going to attach the .cs automated strategy for Perry's Method. I made a change suggested by Askinfo and removed all the "UmaUtility." from the code Beth was using. I was then able to compile it. It worked for me on Monday and generated automated trades. I have been away the last couple of days so I'll try again tomorrow.

I hope this helps.
emini

Attached Files
Register to download File Type: cs PerrySetUpV2c2.cs (7.2 KB, 81 views)
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The following user says Thank You to eminitrdr for this post:
 
  #53 (permalink)
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Fairfax, VA
 
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wgreenie View Post
Hi Susan

I have a quick fix for you (hopefully it will work) while waiting for Emini to share his cs file with me. That's what I did on the enclosed strategy (cs file):

1. Removed the codes with JeffsEMA on (4 of them with 2 for Long and 2 for Short)

2. Replaced with EMA(20)_Colors (which you have) underlined in brown

3. Since Perry's suggested entry requirement does not have the chop filter which I added using JeffsEMA, it won't matter much.

I ran both strategies (one with JeffsEMA and one without (replaced by EMA(20)_Colors) on a TF 15-RangeAlt chart. You can tell from the enclosed trade logs that they generated the same trades.

Let's hope you will able to generate the enclosed successfully. Be sure to remove the problemed one(s) from the Strategy folder first. Good luck!

Beth

Hi Beth,

WOOHOO!!! it compiled and i was able to run it on a 15 RB chart as you suggested. Can I run it on a 4RB chart too?


Susan

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  #54 (permalink)
 Vendor: www.ezcolortrading.com 
Cambridge, Ontario
 
Futures Experience: Intermediate
Platform: NinjaTrader
Broker/Data: Zen-Fire
Favorite Futures: 6E
 
Posts: 1,773 since Dec 2009
Thanks: 1,258 given, 1,196 received


porpor1234 View Post
Hi Beth,

WOOHOO!!! it compiled and i was able to run it on a 15 RB chart as you suggested. Can I run it on a 4RB chart too?


Susan

That's Great news Susan!! You've made my day!

You can run it on Range charts, eg Regular Range and RangeAlt for sure. Yes, you decide the Interval Setting and not necessarily be 15 RB. I tried 4R before.

Haven't tried RangeNoGap yet. Definitely NOT working for minute charts and one needs to change the code for counting the bars.

Beth

Good Trading is about Trading Right!
Want What the Market Wants!
Trade With the Trend!
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  #55 (permalink)
 Vendor: www.ezcolortrading.com 
Cambridge, Ontario
 
Futures Experience: Intermediate
Platform: NinjaTrader
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Favorite Futures: 6E
 
Posts: 1,773 since Dec 2009
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eminitrdr View Post
I'm going to attach the .cs automated strategy for Perry's Method. I made a change suggested by Askinfo and removed all the "UmaUtility." from the code Beth was using. I was then able to compile it. It worked for me on Monday and generated automated trades. I have been away the last couple of days so I'll try again tomorrow.

I hope this helps.
emini

My trillion thanks Emini for answering my SOS .. I will use your cs file to do some troubleshooting.

Beth

Good Trading is about Trading Right!
Want What the Market Wants!
Trade With the Trend!
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  #56 (permalink)
Elite Member
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wgreenie View Post
That's Great news Susan!! You've made my day!

You can run it on Range charts, eg Regular Range and RangeAlt for sure. Yes, you decide the Interval Setting and not necessarily be 15 RB. I tried 4R before.

Haven't tried RangeNoGap yet. Definitely NOT working for minute charts and one needs to change the code for counting the bars.

Beth

You made MY day!!! What are RangeAlt and RangeNoGap charts? I guess no gap means just that but not sure how that charts when there is a gap? Anyway, never even knew there were those choices.

Thanks for all your efforts, again, and for sharing so generously - time and knowledge! If you were closer, I'd bake you a cake! LOL

Susan

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  #57 (permalink)
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porpor1234 View Post
If you were closer, I'd bake you a cake! LOL

Have you seen some of @gordo's cakes? Who's hungry! More importantly, who is baking me a cake?!



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  #58 (permalink)
 Vendor: www.ezcolortrading.com 
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porpor1234 View Post
You made MY day!!! What are RangeAlt and RangeNoGap charts? I guess no gap means just that but not sure how that charts when there is a gap? Anyway, never even knew there were those choices.

Thanks for all your efforts, again, and for sharing so generously - time and knowledge! If you were closer, I'd bake you a cake! LOL

Susan

You're most welcome Susan! We're all thrilled that you now resolve the strategy myth .. smile ..

Hey, I love baking. If you have a signature cake recipe (easy to make), please feel free to share it with me via Private Message. Thank you.

Enclosed are the following:

1. I ran the strategy (your version) on 3 different Range charts (Regular, RangeAlt and NoGap) per enclosed. Regular and RangeAlt generated the same trades while the NoGap one was slightly different.

Note: Insufficient historical data to support the above. Just a prelim observation on 1.5 hours timeframe.

2. cs files for RangeAlt and NoGap in case you want to play with them. Simply move them to the following folder:

My Documents\NinjaTrader 6.5\bin\Custom\Type

Not sure if you need to compile them first. Hmm, maybe Big Mike or other member can give Susan some guidance. Thanks.

3. How to specify your preferred time for running the strategy

i. Default when you right-click for the strategy's parameters: 9:40 am to 11:30 am (94000 to 113000)
ii. Example (per enclosed): 1:45 pm to 3:00 pm (134500 to 150000)

Note: Timefinish and Timestart are based on your computer clock.

Enjoy!

Beth

Moderator Note

Nov 30 2011: NoGapRangeBars attachment removed at the request of the original author (RJay), and instead a link is added for the file below.

Link:
https://futures.io/download/ninjatrader-7/misc/113-download.html?view


Good Trading is about Trading Right!
Want What the Market Wants!
Trade With the Trend!
Attached Thumbnails
Perrys Trading -> Strategy - development-tf-range-comparison.jpg   Perrys Trading -> Strategy - development-time.jpg  
Attached Files
Register to download File Type: cs RangeAltBarsType.cs (4.4 KB, 42 views)

Last edited by Big Mike; November 30th, 2011 at 10:32 PM. Reason: attachment removed at author request, link added instead
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  #59 (permalink)
 Vendor: www.ezcolortrading.com 
Cambridge, Ontario
 
Futures Experience: Intermediate
Platform: NinjaTrader
Broker/Data: Zen-Fire
Favorite Futures: 6E
 
Posts: 1,773 since Dec 2009
Thanks: 1,258 given, 1,196 received

I'd like to clarify again that I used the strategy to enhance my understanding on Method 1. For example, the lime (Long) and orange (Short) arrows helped my visualizing Long and Short Set Up bars. Then I counted 5 bars (incl the Set Up one) to double-check the entry point which should be either 1 tick above or below the HH/LL. I only sim-ran the strategy for a few hours in total not counting the short tests to resolve the compilation myth.

I have no intention to sim-run the strategy or trade it live. For me, it's an education tool and I'm done with it. I have been manually spotting the signals and am currently sim-trading TF (15-RangeAlt) with PT/SL @10/13.

I'm very grateful for Perry's sharing and guidance. My warmest apologies to Perry for taking up his thread's "space" in addressing some automation issues. I'm also very sorry for the unexpected compilation issues that may have caused grievances on some of you!

That's why I emphasized many times that it's BETA LOL! Please bear in mind that it's written by one (me) who does not know the language.

Beth

Good Trading is about Trading Right!
Want What the Market Wants!
Trade With the Trend!
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  #60 (permalink)
Elite Member
Frankfurt
 
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max-td's Avatar
 
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Quoting 
I'd like to clarify again that I used the strategy to enhance my understanding on Method 1. For example, the lime (Long) and orange (Short) arrows helped my visualizing Long and Short Set Up bars. Then I counted 5 bars (incl the Set Up one) to double-check the entry point which should be either 1 tick above or below the HH/LL.

For me, it's an education tool and I'm done with it.

hey beth,
i think its a great way what you showed here : how to use the strategy-coding to make things completly clear.

if you have a system in mind + you try to bring it on paper with every nuances, its worth to try it with coding it as an indicator / strategy
- even if you dont want to automate it.

you can make it more visual + see if you have defined it clear enaugh ...... + not having some bad "thoughts" in it.

i do it the same way + i think its worth a lot for learning / education / diving really deep into it
- cause its not only in your mind (wich can fake you sometimes) but it has to be defined 100% clearly!

congrats, good job !

max-td
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