NexusFi: Find Your Edge


Home Menu

 





Sample Advanced Automated Strategy v1.0


Discussion in NinjaTrader

Updated
      Top Posters
    1. looks_one dsraider with 36 posts (41 thanks)
    2. looks_two wgreenie with 21 posts (1 thanks)
    3. looks_3 gg80108 with 11 posts (6 thanks)
    4. looks_4 Ducman with 7 posts (0 thanks)
      Best Posters
    1. looks_one MXASJ with 3 thanks per post
    2. looks_two dsraider with 1.1 thanks per post
    3. looks_3 gg80108 with 0.5 thanks per post
    4. looks_4 eman with 0.4 thanks per post
    1. trending_up 49,648 views
    2. thumb_up 64 thanks given
    3. group 27 followers
    1. forum 117 posts
    2. attach_file 15 attachments




 
Search this Thread

Sample Advanced Automated Strategy v1.0

  #11 (permalink)
dsraider
New York, NY
 
Posts: 142 since Dec 2009
Thanks Given: 41
Thanks Received: 87


MXASJ View Post
Paying it forward, dsraider.

Apologies for the late reply, MXASJ. I like your bool idea a lot. Though I coudn't install into 6.5, it looks like I can copy and paste from the .cs without a problem. If and when I ever trust myself again, I will definitely update to this.

Thanks and nice work.

Dave

P.S. As promised, I've posted an updated version of the strat (see first post). It now cancels perfectly and plots arrows and chart names.

Reply With Quote

Can you help answer these questions
from other members on NexusFi?
PowerLanguage & EasyLanguage. How to get the platfor …
EasyLanguage Programming
Trade idea based off three indicators.
Traders Hideout
Exit Strategy
NinjaTrader
NT7 Indicator Script Troubleshooting - Camarilla Pivots
NinjaTrader
ZombieSqueeze
Platforms and Indicators
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Just another trading journal: PA, Wyckoff & Trends
31 thanks
Spoo-nalysis ES e-mini futures S&P 500
28 thanks
Tao te Trade: way of the WLD
24 thanks
Bigger Wins or Fewer Losses?
20 thanks
GFIs1 1 DAX trade per day journal
17 thanks
  #12 (permalink)
 zeller4 
Orlando Florida
 
Experience: Intermediate
Platform: NT8
Trading: CL, NQ, ES, RTY
Posts: 477 since Jun 2009
Thanks Given: 1,416
Thanks Received: 404


dsraider View Post
P.S. As promised, I've posted an updated version of the strat (see first post). It now cancels perfectly and plots arrows and chart names.

Hey Dave, thanks for the update.
Not sure if the moderator has a special way to do this but if you could save your new file name with the v# before zipping, as well as posting the updates in the header of the cs file, we could be sure we have the most current version - ie if your zip is named v1.1, it'd be good if the cs file also has the designation. I can't put "." in filenames though so my way of doing that may not be the preferred method.

Thanks,
Kirk

Reply With Quote
  #13 (permalink)
dsraider
New York, NY
 
Posts: 142 since Dec 2009
Thanks Given: 41
Thanks Received: 87


Hi Kirk,

Good idea. Done and done. I can't use symbols either so I called it v1point1 in the code. Question, though...even though the updated version downloads properly, it says v1.0 when you click the download link. Any chance you know how to change that?

Thanks,
Dave

Reply With Quote
  #14 (permalink)
 zeller4 
Orlando Florida
 
Experience: Intermediate
Platform: NT8
Trading: CL, NQ, ES, RTY
Posts: 477 since Jun 2009
Thanks Given: 1,416
Thanks Received: 404

no, I didn't understand how you got it that way, I've never posted in the downloads area...

thanks for updating
Kirk

Reply With Quote
  #15 (permalink)
dsraider
New York, NY
 
Posts: 142 since Dec 2009
Thanks Given: 41
Thanks Received: 87

Haha I'm obviously talented. I'll keep trying...

Reply With Quote
  #16 (permalink)
 eensor 
New Braunfels, TX
 
Experience: Intermediate
Platform: NinjaTrader
Broker: Zen-Fire
Trading: futures
Posts: 129 since Aug 2009
Thanks Given: 924
Thanks Received: 21

Hi,

How do you turn the strategy on and off?

Thanks,
Edie

Reply With Quote
  #17 (permalink)
dsraider
New York, NY
 
Posts: 142 since Dec 2009
Thanks Given: 41
Thanks Received: 87

Edie,

You mean to have it actually trade for you? Either click the strategy icon on the chart toolbar and add it like you would an indicator or right click on chart and hit strategies. Make sure to select your live or sim account at the top, once you've added it. If you meant something else, let me know.

Dave

Reply With Quote
  #18 (permalink)
 eensor 
New Braunfels, TX
 
Experience: Intermediate
Platform: NinjaTrader
Broker: Zen-Fire
Trading: futures
Posts: 129 since Aug 2009
Thanks Given: 924
Thanks Received: 21

That is it.
Thanks very much.

Eddie

Reply With Quote
  #19 (permalink)
 
cbritton's Avatar
 cbritton 
Atlanta, Georgia
 
Experience: Intermediate
Platform: NT
Broker: DDT
Trading: ZN, ZB
Posts: 230 since Mar 2010
Thanks Given: 152
Thanks Received: 256

Good work, dsraider!

I was thinking about doing something similar by separating out the modular portions of strategy building in general. The "base" part of it (borrowing from object oriented programming) handles the trade management that I'm finding is common to most of my strategies while the extensions to the base handles the logic of the entry signals.

-c

Reply With Quote
Thanked by:
  #20 (permalink)
 
cbritton's Avatar
 cbritton 
Atlanta, Georgia
 
Experience: Intermediate
Platform: NT
Broker: DDT
Trading: ZN, ZB
Posts: 230 since Mar 2010
Thanks Given: 152
Thanks Received: 256



cclsys View Post
Thank you very much. Having sample strategies like this is extremely helpful for those who don't know all the ins and outs of NT strategy programming.

One feature I would like to see an example of is very simple but don't know how to do it: I like to make stops and PT's variable by reference to expanding/contracting ATR versus fixed tick sizes.

Now in theory I think all one has to do is have a tick size PT input (for example) but then multiply it by an ATR ratio.

If the short-term ATR is greater than longer term ATR, then if that is divided by the longer term you get a ratio (say 1.25), so the PT tick input can be multiplied by 1.25 to get the current PT amount. As I said, very simple in concept.

...

cclsys,

I like this approach, but how do you define short-term ATR and long-term ATR? Is the long term ATR based on a different timeframe? For example, the short-term ATR is the ATR(some length) for 1 minute charts and long-term is the same on 5 minute charts?

Thanks,
-c

Reply With Quote




Last Updated on November 16, 2011


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts