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Search: Posts Made By: sburtt
Forum: NinjaTrader November 22nd, 2013, 04:33 PM
Replies: 424
Views: 189,256
Posted By sburtt
could you be a bit more specific?

could you be a bit more specific?
Forum: NinjaTrader September 30th, 2013, 05:46 AM
Replies: 2
Views: 2,995
Posted By sburtt
Order Handling to reduce Slippage

Hi Guys,

I was wondering if anybody could advise on how to improve my strategy.

My strategy currently enters long via stop order, however I have an issue with slippage. Slippage is quite...
Forum: NinjaTrader August 16th, 2013, 10:17 AM
Replies: 34
Views: 16,031
Posted By sburtt
Hi baruchs I know your post is 2 years old, but...

Hi baruchs
I know your post is 2 years old, but could you please elaborate more on this concept. I've been trying to find a way around this for a while, but with no success. Thanks
Forum: NinjaTrader August 15th, 2013, 01:58 AM
Replies: 3
Views: 1,618
Posted By sburtt
your right the code "seems" to work fine without...

your right the code "seems" to work fine without ToTime
Forum: NinjaTrader August 14th, 2013, 05:42 AM
Replies: 3
Views: 1,618
Posted By sburtt
How to cancel an order at a specific time

Hi Guys,

I have a problem with NT7. I am running a multi time frame strategy using 60 minutes as primary time frame to generate trading signals (BarsArray[0]) and using 1 minute as secondary time...
Forum: NinjaTrader August 2nd, 2013, 01:39 AM
Replies: 17
Views: 5,456
Posted By sburtt
That will not be possible

That will not be possible
Forum: NinjaTrader August 1st, 2013, 02:58 PM
Replies: 17
Views: 5,456
Posted By sburtt
we might be talking 2 different things here, but...

we might be talking 2 different things here, but what i mean is this:
assume you start trading with an account size of 100k USD and you want to risk 1% per trade and we trade USDJPY to determine the...
Forum: NinjaTrader August 1st, 2013, 10:09 AM
Replies: 17
Views: 5,456
Posted By sburtt
you can always create a DataSeries and convert...

you can always create a DataSeries and convert the Term amount in Base amount by dividing this by the ExitPrice of the last trade, that is a stored value, hence you can do it, it's complex but...
Forum: NinjaTrader August 1st, 2013, 05:02 AM
Replies: 17
Views: 5,456
Posted By sburtt
Your getting confused, when talking about FX we...

Your getting confused, when talking about FX we are not talking of FX Futures, hence there are no lots, but you can trade a notional amount that can defer from standard lot size
Forum: NinjaTrader August 1st, 2013, 05:00 AM
Replies: 17
Views: 5,456
Posted By sburtt
if you search on this forum and the NT forum you...

if you search on this forum and the NT forum you will find code that allows you to incorporate Psize in you strategy
Forum: NinjaTrader July 26th, 2013, 11:19 AM
Replies: 17
Views: 5,456
Posted By sburtt
everybody on holiday?

everybody on holiday?
Forum: NinjaTrader July 23rd, 2013, 09:22 AM
Replies: 17
Views: 5,456
Posted By sburtt
Position Sizing when trading Forex FX

Hi there,
has anybody developed an algorithm in NT to determine position size when trading FX?

This might sound stupid or obvious but the traditional position sizing tools that you find browsing...
Forum: NinjaTrader May 29th, 2013, 06:17 PM
Replies: 8
Views: 3,404
Posted By sburtt
effectively your right, i tried that, I was using...

effectively your right, i tried that, I was using the multiplier with a double instead of int value. thanks!
Forum: NinjaTrader May 29th, 2013, 05:54 PM
Replies: 8
Views: 3,404
Posted By sburtt
Hi Fat Tails, sorry to bother you, but I am...

Hi Fat Tails,

sorry to bother you, but I am incurring in the following message error when attempting to optimize the values of anaSuperTrendU11 in StrategyAnalyzer:
...
Forum: NinjaTrader May 29th, 2013, 05:34 PM
Replies: 14
Views: 4,762
Posted By sburtt
by any chance, would you know if it's possible to...

by any chance, would you know if it's possible to optimize the AnaSuperTrendU11 parameters used in a strategy via the StrategyAnalyzer optimizer? When I try to optimize I receive the following error...
Forum: NinjaTrader May 29th, 2013, 05:29 PM
Replies: 14
Views: 4,762
Posted By sburtt
that made the trick, thanks it's working fine now.

that made the trick, thanks it's working fine now.
Forum: NinjaTrader May 28th, 2013, 05:29 PM
Replies: 14
Views: 4,762
Posted By sburtt
the issue still persists. I am happy to share the...

the issue still persists. I am happy to share the code if somebody is willing to look into this. The issue is the StopLine or StopDot plotted by the SuperTrendU11 indicator, I want to use this a hard...
Forum: NinjaTrader May 28th, 2013, 12:37 PM
Replies: 14
Views: 4,762
Posted By sburtt
it could be the case, but in theory the script...

it could be the case, but in theory the script should not action on the same timeframe, as it has a Position.MarketPosition check
Forum: NinjaTrader May 28th, 2013, 06:25 AM
Replies: 14
Views: 4,762
Posted By sburtt
sam028, thanks. whereabouts in the code should I...

sam028, thanks. whereabouts in the code should I include this script? and what exactly would this help doing? I am just asking because I would like to learn

thanks
Forum: NinjaTrader May 27th, 2013, 06:00 PM
Replies: 14
Views: 4,762
Posted By sburtt
Would somebody know how to use the SuperTrend as...

Would somebody know how to use the SuperTrend as a stoploss?

I am using this code, but in multiple occasions my strategy enters an exits at exactly the same time, not what I would like it to do...
Forum: NinjaTrader May 27th, 2013, 03:25 PM
Replies: 14
Views: 4,762
Posted By sburtt
I used this else { if...

I used this

else
{
if (priorUpTrend && CrossBelow(EMA(13),EMA(21),1))
currentUpTrend = false;
else if (!priorUpTrend && CrossAbove(EMA(13),EMA(21),1))
currentUpTrend...
Forum: NinjaTrader May 27th, 2013, 02:52 PM
Replies: 2,093
Views: 975,923
Posted By sburtt
Hi there, would anybody know why when using...

Hi there,

would anybody know why when using this code I get the following error:

SwingMode could not be found in the Initialize() field

Thanks, John
Forum: NinjaTrader May 27th, 2013, 02:16 PM
Replies: 2,093
Views: 975,923
Posted By sburtt
Hi dorschden, first thanks for your...

Hi dorschden,

first thanks for your impressive job. Do you think it would be possible to get a sample code snippet also for the ABC pattern and/or Divergences? This would really help.

Thanks,...
Forum: NinjaTrader May 27th, 2013, 02:11 PM
Replies: 14
Views: 4,762
Posted By sburtt
SuperTrendU11 Strategy Query

Hi All,

I am trying to use the SuperTrendU11 indicator as a stop loss in my strategy.

However I need the uptrend and downtrend lines (respectively my short stop loss and long stop loss) to be...
Forum: NinjaTrader May 27th, 2013, 07:00 AM
Replies: 2,093
Views: 975,923
Posted By sburtt
Hi All, I just recently started using the...

Hi All,

I just recently started using the PAS indicator, I must say it's amazing. I am using the DivergenceSignals in the PriceAcionSwingPro. I've set the Div indicator to Custom in the properties...
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