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Can any helpful genius create an ATR trailing stop strategy similar to anasupertrend?


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Can any helpful genius create an ATR trailing stop strategy similar to anasupertrend?

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  #1 (permalink)
Mount Martha, Victoria, Australia
 
Experience: None
Platform: Acme VP & MP, Jigsaw
Trading: FESX FGBL
 
Zefi's Avatar
 
Posts: 230 since Dec 2014
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Hi coders, programmers and general folk who are a lot smarter than me!

I'm kindly asking someone to code an intraday ATR based trailing stop strategy for Ninjatrader 7 (and 8 to help those on that platform).

@FatTails ' anasupertrendu11 is exactly what I'm after however it's an indicator and cannot run an automated stop strategy.

This strategy is really going to help me for later in the European session and we get a reversal for which it becomes too late in the night to stay up and monitor here in Australia.

It doesn't need to have a lot of bells and whistles to it, simply the ability to adjust to the ever changing ATR of the day session. I use a 1 tick renko and Jigsaw DOM for entries, however 5 min candles should be fine to base the ATR off. I'm not overly sure how long the period should be but that's up to me to back test it once it's created.

Many thanks to who ever could help, or even recommend a similar strategy that can be found somewhere in cyber space!

Z

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  #3 (permalink)
Denver CO USA
 
 
Posts: 32 since Sep 2016
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You can use the anaSuperTrendU11 indicator from a strategy to exit. Just not strategy builder. Is that what you really want ?

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  #4 (permalink)
Mount Martha, Victoria, Australia
 
Experience: None
Platform: Acme VP & MP, Jigsaw
Trading: FESX FGBL
 
Zefi's Avatar
 
Posts: 230 since Dec 2014
Thanks: 128 given, 258 received

Hi Mary

Thanks for the response.


I'm looking to convert the anasupertrendu11 from an indicator to a strategy using the NT strategy builder with the help of a friendly coder.

It doesn't need to be anything near as sophisticated as what @fattails built but just employing a trailing stop function to work with atr for the day and a custom period and multiplier for me to test.

Thanks

Z

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  #5 (permalink)
Denver CO USA
 
 
Posts: 32 since Sep 2016
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The indicator anasupertrend can't be used from Strategy Builder. Only a regular NT strategy.

It would be easy to use the indicator directly from a regular strategy and close on the right indicator value. Thats why I asked if that is what you wanted.

Would be very easy to do. Easier than converting the whole indicator. Let me know if you need help.

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  #6 (permalink)
Mount Martha, Victoria, Australia
 
Experience: None
Platform: Acme VP & MP, Jigsaw
Trading: FESX FGBL
 
Zefi's Avatar
 
Posts: 230 since Dec 2014
Thanks: 128 given, 258 received

Hi Mary

Yes as long as the strategy trails the stop and exits as per the anasupertrendu11 and the period/multiplier can be adjusted then I believe we'll have a very impressive strategy that would serve a lot of traders on the forum.

Really appreciate your help converting this. Perhaps we can post this on the indicator/strategy section with the permission of @Fat Tails?

Thanks again Mary

Z

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  #7 (permalink)
Market Wizard
Berlin, Europe
 
Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker: Interactive Brokers
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There seems to be some confusion here .... let me try to clarify.


Zefi View Post
@FatTails ' anasupertrendu11 is exactly what I'm after however it's an indicator and cannot run an automated stop strategy.

We need to differentiate between

- ATM strategies (Automated Trade Management), selectable via the SuperDOM or order entry
- automated strategies that can be built via the strategy builder or that can be manually coded

ATM strategies are simple and do not allow for integrating any indicators.

However, automated strategies built with the strategy builder or manually coded can do whatever you like. It is easy to incorporate the anaSuperTrendU11 into one of these strategies.


maryfromcolorado View Post
The indicator anasupertrend can't be used from Strategy Builder. Only a regular NT strategy.

It would be easy to use the indicator directly from a regular strategy and close on the right indicator value. Thats why I asked if that is what you wanted.

Would be very easy to do. Easier than converting the whole indicator. Let me know if you need help.


The anaSuperTrendU11 can be accessed via the Strategy Builder. The only current limitation is that the trend (uptrend or downtrend) cannot be directly called by the Strategy Builder, because the trend information is stored as a BoolSeries. The strategy builder cannot access BoolSeries, which is a design flaw of the strategy builder.

However, the latest update of the anaSuperTrendU11 has the BoolSeries replaced with a DataSeries which can be accessed by the strategy builder. I haven't yet updated the indicator in the download section of this forum. If you send me a private message, I will send you a download link to the indicator.

In my opinion, the strategy builder is more or less a toy. I do not like to use it, as it has a lot of limitations.

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  #8 (permalink)
Denver CO USA
 
 
Posts: 32 since Sep 2016
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Yes, all I meant is a regular strategy can deal with the boolseries indicator, and work fine. Just not strategy builder. I was offering help to accomplish this in a normal strategy. If needed.

Sounds like you have it under control

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  #9 (permalink)
Denver CO USA
 
 
Posts: 32 since Sep 2016
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Zefi,

I'll try to put something together this weekend.


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  #10 (permalink)
Mount Martha, Victoria, Australia
 
Experience: None
Platform: Acme VP & MP, Jigsaw
Trading: FESX FGBL
 
Zefi's Avatar
 
Posts: 230 since Dec 2014
Thanks: 128 given, 258 received


That's really kind of you to do that.

I think there will be a lot of traders on the forum who will benefit from a trail stop strategy.
I was a little surprised there weren't more requests for one.


Sent from my iPhone using futures.io

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  #11 (permalink)
Cleveland Ohio
 
 
Posts: 8 since Feb 2017
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Hi
can someone direct me to where i can find an "ATR Trailing Stop" indicator for NT7?

thanks

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  #12 (permalink)
Denver CO USA
 
 
Posts: 32 since Sep 2016
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Hawkeye1 View Post
Hi
can someone direct me to where i can find an "ATR Trailing Stop" indicator for NT7?

thanks

You can go to this website. Fat Tails Indicators - Lizard Trader Look for the SuperTrendU11.

We have a strategy we are testing that will place stops from this indicator, but there are internal issues with NT7, that I don't want to give it out. Basically, I don't get notified if there is an oversell, or if you scale out of the trade. We are trying to at least work through the latter.

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  #13 (permalink)
Cleveland Ohio
 
 
Posts: 8 since Feb 2017
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thanks for the info Mary from Colorado. i will check that out.
thanks again

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  #14 (permalink)
Poulsbo, Wa US
 
Experience: Intermediate
Platform: NinjaTraderm Tradestation
Broker: Ninja Trader, Continuum
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Posts: 21 since Jul 2010
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Hi did anything ever evolve on this topic. Would love to see something along this line. Please let me know.

Dean

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