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Search: Posts Made By: Loukas
Forum: NinjaTrader October 3rd, 2011, 06:19 PM
Replies: 31
Views: 27,807
Posted By Loukas
Hi Guys, I have also tried to replicate the...

Hi Guys,

I have also tried to replicate the BLG Fear/Greed indicator but I am not satisfied with me results. It will be very appreciate if could you share your research.

Fat Tails could you...
Forum: Trading Journals September 27th, 2011, 06:31 PM
Replies: 7
Views: 2,221
Posted By Loukas
It was my intention to post this threat as a...

It was my intention to post this threat as a Journal
Forum: Trading Journals September 27th, 2011, 04:36 PM
Replies: 7
Views: 2,221
Posted By Loukas
As fas as I know it is possible to send multiple...

As fas as I know it is possible to send multiple trades for various currencies at the same time however I dont know how to rank a basket based on criteria.
Forum: Trading Journals September 27th, 2011, 04:15 PM
Replies: 7
Views: 2,221
Posted By Loukas
Stategy which will rank basket of Currencies

Hi Guys,

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...
Forum: NinjaTrader September 26th, 2011, 04:25 PM
Replies: 3
Views: 2,012
Posted By Loukas
Where shall I send my idea in order to have...

Where shall I send my idea in order to have response?
Forum: NinjaTrader September 26th, 2011, 04:05 PM
Replies: 3
Views: 2,012
Posted By Loukas
Stategy which will rank basket of instruments

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...
Forum: NinjaTrader September 24th, 2011, 10:45 AM
Replies: 37
Views: 23,458
Posted By Loukas
The code "if ( EMA(5)[0]>EMA(40)[0] &&...

The code "if ( EMA(5)[0]>EMA(40)[0] && EMA(90)[0]>EMA(100)[0]) "execute the same number of trades as the code if ( EMA(5)[0]>EMA(40)[0]
&&...
Forum: NinjaTrader September 24th, 2011, 09:52 AM
Replies: 37
Views: 23,458
Posted By Loukas
Many thanks forrestang, my losses have been...

Many thanks forrestang, my losses have been reduced significanlty! I didnt know that it is so important to put at the beging of the of strategy the SL and TP orders. I will always following this...
Forum: NinjaTrader September 23rd, 2011, 04:54 PM
Replies: 37
Views: 23,458
Posted By Loukas
Losses and Profit more than expected

Hi Forrestang,
I have an issue this Stop Loss and take Profit Target and I want your thoughts on it. I have applied stop loss(SL) and take profit(TP) with CalculationMode.Percent and at...
Forum: NinjaTrader September 17th, 2011, 06:47 AM
Replies: 31
Views: 27,807
Posted By Loukas
Are you aware about Bloomberg's Fear Greed...

Are you aware about Bloomberg's Fear Greed indicator? it looks reliable and it respont at the market's reactions very effective.
Forum: NinjaTrader September 16th, 2011, 08:56 PM
Replies: 31
Views: 27,807
Posted By Loukas
Fear/Greed Indicator

Hi Guys,

Does anyone know how can I built a Fear/Greed indicator in order to measure the buying/selling pressure? This indicator exist at Bloomblerg but they dont explain how they calculate it....
Forum: NinjaTrader September 11th, 2011, 03:24 PM
Replies: 37
Views: 23,458
Posted By Loukas
I am running this in strategy analyzer, I think...

I am running this in strategy analyzer, I think your are speaking about Order Properies which has 3 options 1. By default quantity 2. by strategy 3. by account size. I selected By Default quantity...
Forum: NinjaTrader September 11th, 2011, 03:12 PM
Replies: 37
Views: 23,458
Posted By Loukas
Yes I have already run the strategy of each one...

Yes I have already run the strategy of each one of these periods independently. It is executed 127 trades for 5 bars and 58 for 22 bars but the aggregate strategy execute ony 115 trades which is not...
Forum: NinjaTrader September 11th, 2011, 02:36 PM
Replies: 37
Views: 23,458
Posted By Loukas
This new strategy should execute more trades...

This new strategy should execute more trades compared to the strategy that you sent me but it doesnt!

#region Using declarations
using System;
using System.ComponentModel;
using...
Forum: NinjaTrader September 11th, 2011, 02:15 PM
Replies: 37
Views: 23,458
Posted By Loukas
I want the strategy to go long/short either when...

I want the strategy to go long/short either when there is a breakout at 4, 22, 127 bars. So if there is a breakout one of those bars then it should execute a trade. For example, in a daily chart the...
Forum: NinjaTrader September 11th, 2011, 01:14 PM
Replies: 37
Views: 23,458
Posted By Loukas
if(CurrentBar < barCount+1 || CurrentBar <...

if(CurrentBar < barCount+1 || CurrentBar < monthCount+1 || CurrentBar < month6Count+1 )
return;

temp[0] = MAX(High, barCount)[0];
temp1[0] =...
Forum: NinjaTrader September 11th, 2011, 01:11 PM
Replies: 37
Views: 23,458
Posted By Loukas
Hi forrestang, Many thanks for your usefull...

Hi forrestang, Many thanks for your usefull imput.
I would like to ask you something else regarding the break out strategy. I am seeking to code the same idea about a monthly and 6 month break ...
Forum: NinjaTrader September 9th, 2011, 06:44 PM
Replies: 37
Views: 23,458
Posted By Loukas
I am trying something simple just to improve my...

I am trying something simple just to improve my skills, I have tried 3 ways but no one look to working eventhough they are compiled.
1. if (CurrentBar < Weekly )
return;
...
Forum: NinjaTrader September 7th, 2011, 05:53 PM
Replies: 37
Views: 23,458
Posted By Loukas
""Ok, looks like you are creating an indicator,...

""Ok, looks like you are creating an indicator, but trying to use things you would put into a strategy. This is why you couldn't compile.""

The problem is not there because I have done the same...
Forum: NinjaTrader September 6th, 2011, 05:18 PM
Replies: 37
Views: 23,458
Posted By Loukas
Here is the file

Here is the file
Forum: NinjaTrader September 6th, 2011, 04:10 PM
Replies: 37
Views: 23,458
Posted By Loukas
Hi forrestang, thanks for your input. I...

Hi forrestang,

thanks for your input. I applied your suggestion but it is not complited.
HighWeekly.Set(Max(High,5)[0]);
if (CrossAbove(Close,HighWeek,1))

or as double variable
double...
Forum: NinjaTrader September 5th, 2011, 05:04 PM
Replies: 37
Views: 23,458
Posted By Loukas
Thanks forrestang, I am trying to create a...

Thanks forrestang,

I am trying to create a condition to enter "Long" when the current "Close" price "CrossAbove" the highest price from the previous 5 highs. I done this with two different ways,...
Forum: NinjaTrader September 3rd, 2011, 07:20 PM
Replies: 37
Views: 23,458
Posted By Loukas
Hi All, Do you have any ideas why this is...

Hi All,

Do you have any ideas why this is not working? if (CrossAbove(Close,MAX(High,5)[1],1))
I want a conbition which is will do something when the close price cross above the highest price of...
Forum: NinjaTrader June 21st, 2011, 07:08 AM
Replies: 10
Views: 7,411
Posted By Loukas
Hi, Your work looks interested. Could you...

Hi,

Your work looks interested. Could you share the code of Z-Score(LogReturns) indicator?

Thanks
Showing results 1 to 24 of 24

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