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strategy development

  #11 (permalink)
 bill897 
U.S.A.
 
Experience: Advanced
Platform: NinjaTrader
Posts: 19 since May 2010
Thanks Given: 5
Thanks Received: 11

Anyone familiar with the Android website SampleATMstrategyCANCEL.cs - autostrats - Project Hosting on Google Code ?

What I did is add some of Kavin's code to this ATM Strategy. If you see any errors please note a correction. It
looks like to me, people are using their Google Cell phones to trade with. I would think they would use GOTOMY
COMPUTER.COM and get into their desktop or server and trade. The power of these mobile cell phones is going up. Does anyone know of anyone who is trading using their mobile phone and they have NT7.0 on their cell phone and their using ATM to trade? I know you can get up to probably 8 gigs of extra memory. Would an Android be faster then an IPhone? What if you have a dropped connection? I'd think if I could use a laptop and go to my PC and trade, but you'ld have to make sure no one was watching you put in your password.

Here's the Android Code with some of Kavin's code changes added (TF_long_3W_3BR and TF_short_3W_3BR would be templates you would save out there that would control your stops, targets, auto trail, Breakeven,
auto trail strategies) as follows:

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  #12 (permalink)
 
mrticks's Avatar
 mrticks 
Dublin, Ireland.
 
Experience: Advanced
Platform: NinjaTrader, TOS, Multicharts, Open Source various
Trading: FDAX, cable/yen, FX, options on commodities
Posts: 67 since Jun 2009
Thanks Given: 16
Thanks Received: 10


bill897 View Post
Anyone familiar with the Android website SampleATMstrategyCANCEL.cs - autostrats - Project Hosting on Google Code ?

What I did is add some of Kavin's code to this ATM Strategy. If you see any errors please note a correction. It
looks like to me, people are using their Google Cell phones to trade with. I would think they would use GOTOMY
COMPUTER.COM and get into their desktop or server and trade. The power of these mobile cell phones is going up. Does anyone know of anyone who is trading using their mobile phone and they have NT7.0 on their cell phone and their using ATM to trade? I know you can get up to probably 8 gigs of extra memory. Would an Android be faster then an IPhone? What if you have a dropped connection? I'd think if I could use a laptop and go to my PC and trade, but you'ld have to make sure no one was watching you put in your password.

Here's the Android Code with some of Kavin's code changes added (TF_long_3W_3BR and TF_short_3W_3BR would be templates you would save out there that would control your stops, targets, auto trail, Breakeven,
auto trail strategies) as follows:

I put that code up on Google to save out my daily strat code changes but since moved to subversion. Did you get anywhere with it or I could I help with something?

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  #13 (permalink)
kavin729
 
Posts: 8 since Jan 2010
Thanks Given: 8
Thanks Received: 0


Hi I want to place stoploss below current day open for long trade,and above current day open for short tradeI get error
"Operator"-" cannot be applied to operands of type "Ninja Trader .Data.DataSeries"and "double
error code NT0019
??

HTML Code:
private void GoLong()
		{
			SetStopLoss("target1", CalculationMode.Price, CurrentDayOHL().CurrentOpen - (Stop*TickSize), false);
			SetStopLoss("target2", CalculationMode.Price,CurrentDayOHL().CurrentOpen - (Stop*TickSize), false);
			SetStopLoss("target3", CalculationMode.Price, CurrentDayOHL().CurrentOpen - (Stop*TickSize), false);
			
			SetProfitTarget("target1", CalculationMode.Price, Close[0] + (Target1*TickSize));
			SetProfitTarget("target2", CalculationMode.Price, Close[0] + ((Target1+Target2)*TickSize));
			SetProfitTarget("target3", CalculationMode.Price, Close[0] + ((Target1+Target2+Target3)*TickSize));
			
			EnterLong("target1");
			EnterLong("target2");
			EnterLong("target3");
			
			
		}
		private void GoShort()
		{
			SetStopLoss("target1", CalculationMode.Price, CurrentDayOHL().CurrentOpen + (Stop*TickSize), false);
			SetStopLoss("target2", CalculationMode.Price, CurrentDayOHL().CurrentOpen + (Stop*TickSize), false);
			SetStopLoss("target3", CalculationMode.Price, CurrentDayOHL().CurrentOpen + (Stop*TickSize), false);
			
			SetProfitTarget("target1", CalculationMode.Price, Close[0] - (Target1*TickSize));
			SetProfitTarget("target2", CalculationMode.Price, Close[0] - ((Target1+Target2)*TickSize));
			SetProfitTarget("target3", CalculationMode.Price, Close[0] - ((Target1+Target2+Target3)*TickSize));
			
			EnterShort("target1");
			EnterShort("target2");
			EnterShort("target3");
			
			
		}

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  #14 (permalink)
kavin729
 
Posts: 8 since Jan 2010
Thanks Given: 8
Thanks Received: 0

Hi as per condition i am getting Dots at the correct bars why am i getting long signal on the next bar

HTML Code:
  protected override void OnBarUpdate()
       {
// Condition set 1
            if (Close[1] > CurrentDayOHL().CurrentOpen[0]
				&& Close[1]>Open[1]
				&& High[0]>Open[0]
                && High[0] > High[1])
            {
               Print("");
				DrawDot("My Dot"+ CurrentBar,false,0,High[0],Color.Blue);
               EnterLong();
            }

            // Condition set 2
           if (Close[1] < CurrentDayOHL().CurrentOpen[0]
				&& Close[1]<Open[1]
				&& Low[0]<Open[0]
               && Low[0] < Low[1])
            {
                Print("");
				DrawDot("My Dot"+ CurrentBar,false,0,Low[0],Color.Red);
                EnterShort();
            }
        }

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  #15 (permalink)
 
DavidHP's Avatar
 DavidHP 
Isla Mujeres, MX
Legendary Market Wizard
 
Experience: Advanced
Platform: NinjaTrader
Broker: Ninjatrader / Optimus Futures / AmpFutures
Trading: ES / 6E / 6B / CL
Frequency: Every few days
Duration: Minutes
Posts: 1,612 since Aug 2009
Thanks Given: 11,341
Thanks Received: 2,745


kavin729 View Post
Hi as per condition i am getting Dots at the correct bars why am i getting long signal on the next bar


Probably because the strategy is set to Calculate On Bar Close.

Most people think they can get a signal and get an entry on the same bar.
This causes a lot of frustration to new traders.

In real time trading, this is seldom possible.
Most indicators/strategies calculate on bar close which means the price has moved.

Also, when a signal occurs, there is a spread.
Either the bid or ask is not at the signal price.
A 'real time' fill at the signal price is not usually possible after the signal.

Price is seldom stagnant.
(if it was, would you trade it?)

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Last Updated on May 6, 2012


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