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Stategy which will rank basket of instruments


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Stategy which will rank basket of instruments

  #1 (permalink)
Loukas
London
 
Posts: 27 since Jun 2011
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Hi All,

I have an idea about a strategy and I would like to ask if some one has already developed a similar strategy at NinjaTrader and he can share his strategy with me. My idea is quity similar to Carry strategy. I would have a basket of instruments, lets say currencies, and based on few criteria I will rank this basket with Top 5 and Worse 5 currencies. Then I would go Long on the Top 5 currencies and Short the Worse 5 Currencies. It is very similar with Carry strategy but instead of using interest rates differencial as a criterion I will use other.

Thanks in advance

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  #2 (permalink)
 
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 bluemele 
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Loukas View Post
Hi All,

I have an idea about a strategy and I would like to ask if some one has already developed a similar strategy at NinjaTrader and he can share his strategy with me. My idea is quity similar to Carry strategy. I would have a basket of instruments, lets say currencies, and based on few criteria I will rank this basket with Top 5 and Worse 5 currencies. Then I would go Long on the Top 5 currencies and Short the Worse 5 Currencies. It is very similar with Carry strategy but instead of using interest rates differencial as a criterion I will use other.

Thanks in advance

There is a lot of this with currencies on another forum. It is a good idea, whyd on't you share your ideas in a journal and sim it out for a bit to see if it has value. I am sure someone could help you well then.

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  #3 (permalink)
Loukas
London
 
Posts: 27 since Jun 2011
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bluemele View Post
There is a lot of this with currencies on another forum. It is a good idea, whyd on't you share your ideas in a journal and sim it out for a bit to see if it has value. I am sure someone could help you well then.

Where shall I send my idea in order to have response?

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  #4 (permalink)
 
bluemele's Avatar
 bluemele 
Honolulu, Hawaii
 
Experience: Intermediate
Platform: NinjaTrader
Broker: ATC/TT, AMP/Zen-Fire, AMP/CQG
Trading: TF
Posts: 2,543 since Jun 2010
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Well, I would journal it or put it in the commodities trade area.

This is a request to have others help you build a basket system right? Well, post your ideas and concepts manually and I am sure someone will come along to help you build it if it has merit.

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Last Updated on September 27, 2011


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