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Strategy Builder for Non-Programmers NO CODE


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Strategy Builder for Non-Programmers NO CODE

  #111 (permalink)
 jmont1 
New York, NY
 
Experience: Intermediate
Platform: NinjaTrader8
Broker: Data = Rithmic -- Gives 70 Level II Data
Trading: 6C (Low Margin,) 6E, CL, GC, ES and Maybe DX for smaller tick value
Posts: 1,394 since May 2011
Thanks Given: 1,719
Thanks Received: 1,020


romus View Post
Hi @jmont1, Thank you for your input.
Wow! This complicates the task at hand for now - I need time to get further this path as I am just lost with those options (which are very logical for further enhancing of the strategy, I admit).

As lucky I was with just backtesting original set (for NQ - posted before) I could not find any positive set on few instruments I tried. I have given it a shot and tried to optimise some of the parameters - NT froze!
So I need to take it slowly, step by step, to which ones benefit me most. Cheers!

I also tried a few things but nothing seemed to validate the initial core premise. For now my first suggestion is to avoid entering very small (chop) and VERY large previous bars to cut down on chop and breakouts. Next I would look at trying to create a trend using something - most would try longs above VWAP or use EMAs and/or cross overs.
Hope you will update this if you get some winning ideas and then I can help you with the strategy build.
Good luck!

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  #112 (permalink)
 romus 
Melbourne, VIC, Australia
Legendary Wicked Trader
 
Experience: Intermediate
Platform: NinjaTrader
Trading: SPI
Frequency: Every few days
Duration: Days
Posts: 796 since Dec 2010
Thanks Given: 2,044
Thanks Received: 3,187

Is there a way to use Strategy Builder to build a simple strategy with selection of indicators, namely various moving averages, without the need to keep say 10 different strategies but just one with options to change/select them quickly?

Very basic one I have in mind is Price x Above SMA, then instead of Save as - and modify indicator (MA) just select another type of MA and change the parameter to test.

When nothing goes right... go left
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  #113 (permalink)
 jmont1 
New York, NY
 
Experience: Intermediate
Platform: NinjaTrader8
Broker: Data = Rithmic -- Gives 70 Level II Data
Trading: 6C (Low Margin,) 6E, CL, GC, ES and Maybe DX for smaller tick value
Posts: 1,394 since May 2011
Thanks Given: 1,719
Thanks Received: 1,020



romus View Post
Is there a way to use Strategy Builder to build a simple strategy with selection of indicators, namely various moving averages, without the need to keep say 10 different strategies but just one with options to change/select them quickly?

Very basic one I have in mind is Price x Above SMA, then instead of Save as - and modify indicator (MA) just select another type of MA and change the parameter to test.

@romus, You could ask in NT Support forum for confirmation of my comment.

First thought is to use amaMultiMAcross that has a huge number of MAs to choose from. I do not know how to make that drop down selection a variable in a single step but NT forum or Lizard Indicators may help which by the way has a newer version than the one on Futures.io.
So then I would use that indicator and make each step separately because each Step is either "If any" or" If all" so you could not put them all into a single step. Create a base Step with the other "standard" elements which you copy into every new step. Now create a group with a bool for each type of MA set up which might be 10 steps for 10 MA setups. I.E... Bool SMA 14 and then use SMA 14. Then copy the steps by highlighting the tab, copy, then use a new MA type for the new bool and MA type setup.

Not elegant but easier than learning programming.


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  #114 (permalink)
 romus 
Melbourne, VIC, Australia
Legendary Wicked Trader
 
Experience: Intermediate
Platform: NinjaTrader
Trading: SPI
Frequency: Every few days
Duration: Days
Posts: 796 since Dec 2010
Thanks Given: 2,044
Thanks Received: 3,187

@jmont1,

Thank you mate!
I might try the option If All, If Any. In the meantime I have sent the same question to NT support.

Cheers!

When nothing goes right... go left
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  #115 (permalink)
 jmont1 
New York, NY
 
Experience: Intermediate
Platform: NinjaTrader8
Broker: Data = Rithmic -- Gives 70 Level II Data
Trading: 6C (Low Margin,) 6E, CL, GC, ES and Maybe DX for smaller tick value
Posts: 1,394 since May 2011
Thanks Given: 1,719
Thanks Received: 1,020


rolexrsp View Post
Please elaborate on how to properly set up AUSuperTrend in the NT strategy builder. Setting as Indicator Equals to 1 or -1 does not work properly.

@rolexrsp, I did a minor test and AUSupertrennd11 "Trend" and seems to work fine. But my method is to test using the drop down for "Trend" 1 bar ago for below zero = 0 which would be "-1" in indicator and then bar 0 would be greater than zero for a LONG entry. Because trend remains at -1 or +1 for every bar you need to limit it to the trend change unless you have other strateqy elements that only care about the current trend and it is not the entry signal.

Good Trading All !!!

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  #116 (permalink)
 bergenrain 
Kyiv Ukraine
 
Experience: Beginner
Platform: NT8
Broker: NinjaTrader Brokerage
Trading: Emini ES
Frequency: Every few days
Duration: Minutes
Posts: 13 since Apr 2020
Thanks Given: 82
Thanks Received: 11

Hello

Is it possible in the Strategy Wizard to set up an exit from a position:
- one bar after the entry if the position is at a loss,
- or two bars if the position is in profit.

Thanks
Dmytro

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  #117 (permalink)
 jmont1 
New York, NY
 
Experience: Intermediate
Platform: NinjaTrader8
Broker: Data = Rithmic -- Gives 70 Level II Data
Trading: 6C (Low Margin,) 6E, CL, GC, ES and Maybe DX for smaller tick value
Posts: 1,394 since May 2011
Thanks Given: 1,719
Thanks Received: 1,020


bergenrain View Post
Hello

Is it possible in the Strategy Wizard to set up an exit from a position:
- one bar after the entry if the position is at a loss,
- or two bars if the position is in profit.

Thanks
Dmytro

Yes, there is a bars since entry. So use bars since entry = 1; then add if unrealized profit less than $0. My version counts six bars and greater then closes the trade if unrealized is not more $10.

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  #118 (permalink)
 bergenrain 
Kyiv Ukraine
 
Experience: Beginner
Platform: NT8
Broker: NinjaTrader Brokerage
Trading: Emini ES
Frequency: Every few days
Duration: Minutes
Posts: 13 since Apr 2020
Thanks Given: 82
Thanks Received: 11


jmont1 View Post
Yes, there is a bars since entry. So use bars since entry = 1; then add if unrealized profit less than $0. My version counts six bars and greater then closes the trade if unrealized is not more $10.

Yes, thank you.
I found how to roughly do this in Script:
 
Code
if (BarsSinceEntryExecution(0, "", 0) == 0)
  {
	if (Position.GetUnrealizedProfitLoss(PerformanceUnit.Currency, Close[0]) < 0)
	{
	ExitLong(Convert.ToInt32(DefaultQuantity), "", "");
	}
  }

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  #119 (permalink)
 jmont1 
New York, NY
 
Experience: Intermediate
Platform: NinjaTrader8
Broker: Data = Rithmic -- Gives 70 Level II Data
Trading: 6C (Low Margin,) 6E, CL, GC, ES and Maybe DX for smaller tick value
Posts: 1,394 since May 2011
Thanks Given: 1,719
Thanks Received: 1,020


bergenrain View Post
Yes, thank you.
I found how to roughly do this in Script:
 
Code
if (BarsSinceEntryExecution(0, "", 0) == 0)
  {
	if (Position.GetUnrealizedProfitLoss(PerformanceUnit.Currency, Close[0]) < 0)
	{
	ExitLong(Convert.ToInt32(DefaultQuantity), "", "");
	}
  }

I like to do as much in Strategy Builder as possible without going to script. That way I can keep doing very simple add-on experiments.

Any chance you would share your strategy?

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  #120 (permalink)
 bergenrain 
Kyiv Ukraine
 
Experience: Beginner
Platform: NT8
Broker: NinjaTrader Brokerage
Trading: Emini ES
Frequency: Every few days
Duration: Minutes
Posts: 13 since Apr 2020
Thanks Given: 82
Thanks Received: 11



jmont1 View Post
I like to do as much in Strategy Builder as possible without going to script. That way I can keep doing very simple add-on experiments.

Any chance you would share your strategy?

Sure.
These are two simple patterns for trend trading. The question is which trend filter works best. Tried EMA-cross, CCI, ADX. Any advice would be very grateful.

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