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

  #1 (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 received a few private messages enquiring about my automation effort on Perry's set up. I finally have a "beta" version (using Method 1) that can trigger both Long and Short trades. If one has an effective money/trade management plan, he/she may benefit from it. Sorry that I do not have the required data or skill to analyze the performance results. Plus more importantly I have not sim-traded it yet as it's born only minutes ago. I have no intention to sim-trade it and rather plan to use it for signal alert only! I sincerely hope that its release will not trigger excessive back-and-forth dialogues that may dilute this thread's main objective. Please bear in mind that this is Perry's thread.

Note to the Moderator: It's a BETA version created by someone (me) who does not know the programming language. Please do not post it to the official Downloads section.

I created it to express my gratitude and appreciation to Perry who has been very generous in sharing his profitable set ups with us. A Big big round of applause to Perry!

Beth

Important Reminder: I have no idea if the strategy may consist of bugs that may harm your computer (hopefully not). It's in cs format assuming that you already have the required indicators. You will need to copy it to the Strategy folder and F5 compile.

Good Trading is about Trading Right!
Want What the Market Wants!
Trade With the Trend!
Attached Thumbnails
Perrys Trading -> Strategy - development-performance-summaries.jpg   Perrys Trading -> Strategy - development-morning-session.jpg   Perrys Trading -> Strategy - development-afternoon-session.jpg  
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The following 2 users say Thank You to wgreenie for this post:
 
  #2 (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

Revised Strategy (BETA) for Perry's Set Up Method 1

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

Good Trading is about Trading Right!
Want What the Market Wants!
Trade With the Trend!
Attached Thumbnails
Perrys Trading -> Strategy - development-revised-performance-summaries.jpg  
Attached Files
Register to download File Type: cs PerrySetUpV2b.cs (7.9 KB, 224 views)
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The following 4 users say Thank You to wgreenie for this post:
 
  #3 (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 activated the strategy on 6E (sim trade of course) and it's triggering both Long and Short trades. Please be reminded that this BETA strategy only works on Range set up. Not minute or non-range ones because the Stop orders are based on counting HH or LL of 5 bars (incl Set Up one). If you're using non-range charts, you will need to change the code on Line Nos 83-84. Sorry that I don't know how. It took me hours to figure out how to count the bars LOL!

The manually tabulated performance results incl suggested trade/money management strategies are based on MFE. Please note that the strategy will trigger only 1-contract trades one direction. No BE/trail feature and No exit condition.

I am going to use it as my eyes.

Beth

Good Trading is about Trading Right!
Want What the Market Wants!
Trade With the Trend!
Attached Thumbnails
Perrys Trading -> Strategy - development-perry-set-up-working-sim.jpg  
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  #4 (permalink)
Elite Member
Santa Maria
 
Futures Experience: Advanced
Platform: NinjaTrader, ThinkOrSwim
Broker/Data: Mirus/Zen-Fire
Favorite Futures: ES
 
Posts: 295 since May 2010
Thanks: 101 given, 320 received


penstock View Post
...Where can I find the current set of rules? Method 1 & Method 2?

They seem to be here:
https://futures.io/journals-daily-charts-chart-reading/3514-perrys-trading-platform-8.html#post35300
https://futures.io/journals-daily-charts-chart-reading/3514-perrys-trading-platform-8.html#post35318

However there is also an ADX (DM) component in practice which I've never seen formally incorporated into a list alongside these rules.

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  #5 (permalink)
Elite Member
Mississauga
 
Futures Experience: Intermediate
Platform: NinjaTrader
Broker/Data: Mirus Futures/Zen-Fire
Favorite Futures: ES
 
Posts: 15 since Jun 2010
Thanks: 1 given, 0 received

can you help me to setup the Strategy on the charts.
Dilson

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  #6 (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


dilson View Post
can you help me to setup the Strategy on the charts.
Dilson

Hi Dilson

To set up a strategy, I recommend your going through the NJ Help Guide, ie press F1 and type strategy in the Search field. For example, the following are extremely important else you will get unexpected surprises:

5. Setting Real-Time Strategy Options
6. Running a NinjaScript Strategy from a Chart
7. Running a NinjaScript Strategy from Strategies Tab
17. Close at Time
20. Strategies Tab
26. Strategy Position VS Account Position

+ more .. You have to go through the list and choose the areas of interest.

For any additional information and assistance, please email NJ at support@NinjaTrader.com.

Beth

Good Trading is about Trading Right!
Want What the Market Wants!
Trade With the Trend!
Attached Thumbnails
Perrys Trading -> Strategy - development-strategy-running.jpg  
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  #7 (permalink)
Elite Member
Fairfax, VA
 
Futures Experience: Intermediate
Platform: NinjaTrader
Broker/Data: AMP
Favorite Futures: ES, Currency Futures
 
Posts: 25 since Apr 2010
Thanks: 8 given, 1 received


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

Hi Beth,
Are you still testing your auto strategy? I'm curious how your results are during real time. I know replay tends to fill a lot differently than even sim in a live market. Your results posted here are pretty spectacular, thought! I could certainly live on this kind of income!! LOL

Thanks for sharing and thanks to Perry for his amazing generosity too.

Susan

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  #8 (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,
Are you still testing your auto strategy? I'm curious how your results are during real time. I know replay tends to fill a lot differently than even sim in a live market. Your results posted here are pretty spectacular, thought! I could certainly live on this kind of income!! LOL

Thanks for sharing and thanks to Perry for his amazing generosity too.

Susan

Hi Susan

I only sim-traded the strategy once on 6E (5 Aug morning between 8:30 am and 11:00 am). Based on 2-contract trades, PTs @4 and 8 with initial SL 6, then move SL to +1 after reaching PT 4), it made 26 ticks before commission. Do not have enough sim-trade data to assess the strategy at this point.

It's a very rusty strategy based on Method 1 (not 100% I must say). I created it to help myself visualizing how it triggers a signal incl better understanding on the set up requirements such as counting the bars. Mission accomplished for my learning purpose. I can now spot most signals manually incl where to enter. Certainly need more practice still.

After sim-trading Method 1 for 1.5 weeks, I maybe able to polish the BETA strategy further. Plan to review it this weekend. If successful, may release another "improved" BETA version next week.

Beth

Good Trading is about Trading Right!
Want What the Market Wants!
Trade With the Trend!
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  #9 (permalink)
Elite Member
Fairfax, VA
 
Futures Experience: Intermediate
Platform: NinjaTrader
Broker/Data: AMP
Favorite Futures: ES, Currency Futures
 
Posts: 25 since Apr 2010
Thanks: 8 given, 1 received

Beth,

I look forward to any improvements you make but I did try to compile it as I wanted to test it myself and I got several errors. Is this strategy only for NT 6.5 or did you use it on NT 7? That may be part of the problem as I'm using NT 7.

Susan

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  #10 (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
Beth,

I look forward to any improvements you make but I did try to compile it as I wanted to test it myself and I got several errors. Is this strategy only for NT 6.5 or did you use it on NT 7? That may be part of the problem as I'm using NT 7.

Susan

Yes Susan, it's for 6.5 only.

Beth

Good Trading is about Trading Right!
Want What the Market Wants!
Trade With the Trend!
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