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VIDEO TUTORIAL: How to create an advanced NinjaTrader Strategy
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Created: by Big Mike Attachments:3

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VIDEO TUTORIAL: How to create an advanced NinjaTrader Strategy

  #11 (permalink)
Site Administrator
Manta, Ecuador
 
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Treggs View Post
Hi Mike,

Thanks for the video Just wondering if you could explain your comments on why this particular optimization gives positive results but isn't actually profitable. I have only done a little optimization (on a different trading platform) and I'm wondering what is the point of optimization if the results can be so varied?

Would your next step be to forward test an optimized strategy to ensure it works? Just interested in your work flow.

TIA

There are a few reasons.

1) Not enough backtesting data. You need to really backtest for > 1 year, in my opinion.
2) Yes, you need to forward test in live market.
3) Simple is usually better, but in this case, the strategy is too simple to work. Efficiency is required to be profitable, and this strategy isn't very efficient in my opinion.

Still, I'm sure you could do worse

Mike

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

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  #12 (permalink)
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Mike,
Great video. I only learned C# from what I've done in NT so your little tricks will help me a lot in writing more elegant code.

By the way, what did you use for screen capture? The quality of the video is excellent.

Ron

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  #13 (permalink)
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Ron,

I used Camtasia and recorded it in HD mode (1920x1080), and have a Vimeo Plus account which supports 720p and 1080p videos.

I'll do all my future videos this way, thanks for the feedback.

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.

Reply With Quote
 
  #14 (permalink)
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Mike,

Great job. The video was clear, valuable and easy to understand.

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  #15 (permalink)
Market Wizard
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zeller4 View Post
I'm hoping others wanting to provide additional help / suggestions will be able to share and develop this into an even more detailed or advanced code.

Kirk

Greetings,
I have tried to run the strategy.
As long as I run it in Simulation or Market Replay mode it works fine.

If I try to run it with a 'live' realtime feed, I get an error message.
I've attached it here.

Does anyone know what would cause this?

I think it is the exit method using more than one target?

Thanks,


 
Code
An over fill was detected on order
'Order='44af571b9b9d45c7877c78edbbb3547a/Sim101' Name='target2'
State=Filled Instrument='6E 06-10' Action=SellShort Limit price=0 
Stop price=0 Quantity=1 Strategy='BarColorChgv3' Type=Market 
Tif=Gtc Oco='-f6739cd0d9334993a2b6879bc6792c90' 
Filled=1 Fill price=1.3404 Token='44af571b9b9d45c7877c78edbbb3547a'
 Gtd='12/1/2099 12:00:00 AM'' generated by strategy
'BarColorv3/f6739cd0d9334993a2b6879bc6792c90' : This strategy will be disabled and NinjaTrader will attempt to cancel/close any strategy generated orders and positions. Please check your account orders and positions and take any appropriate action.
 
Code
Strategy 'BarColorv3/f6739cd0d9334993a2b6879bc6792c90' attempted to cancel an
 order with ID '30eb4130978e40778d70732b650955ad' however, NinjaTrader has not
 yet received cancellation confirmation from your broker. 
Please check your account orders and position and take appropriate action.

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But Learning to Dance in the Rain ! ! !

Last edited by DavidHP; April 8th, 2010 at 08:11 AM.
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  #16 (permalink)
Elite Member
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I think the offending code has to do with

 
Code
BarColorv3
I don't have Ninja on at the moment to look at the code to see if that has anything to do with what I posted. Do you have a separate cs file for this?

kz

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  #17 (permalink)
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Very good video

Hello

Thank you for making videos like this. For those of us that is not very experienced in making ninja strategies, it is very usefull to watch and learn. One video like that, saves me for many hours of reading. I hope you can make more of them to us.

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  #18 (permalink)
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Mike

thanks for posting this video. It is really great for us who are learning programming to see videos like this as there are literally none on the internet for NinjaTrader.

so thank you very much

Spencer

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  #19 (permalink)
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Thank you for this video. I have no experience with strategies and have been hesitant to jump in. I found your walk-through on writing a strategy very encouraging. It seems to be one of those programming things that NT doesn't like to discuss in their videos.

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  #20 (permalink)
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Post #6 has the download.

In the download:

private bool be2 = true;
private bool be3 = true;

In the video:

private bool be2 =false;
private bool be3 =false;

So which is correct? (Sorry if this question was already covered or I missed something here.)

I've spent some time now and then trying to understand NinjaScript. I appreciate this video greatly. There
is just no way whatsoever I could have put together this strategy. I have altered it to remove the moving
averages, which never seem to help, and added some other very basic code.
It compiles so it must work. (hee hee)

- Stephen

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