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Scan a set of instruments using Ninja Trader strategy


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Scan a set of instruments using Ninja Trader strategy

  #1 (permalink)
 dynoweb 
McKinney, TX
 
Experience: Intermediate
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Is there a way to create a strategy that will iterate through a list of instruments in search of a particular set of patterns? I'm not sure the analyzer can handle he complexities of multi-time frames and indicators.

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 shodson 
OC, California, USA
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dynoweb View Post
Is there a way to create a strategy that will iterate through a list of instruments in search of a particular set of patterns? I'm not sure the analyzer can handle he complexities of multi-time frames and indicators.

You need to create an indicator that has your logic. Then, you add the indicator to the market analyzer that has all of the instruments you want to track. Your indicator will need public DataSeries objects with values you want to watch/track in market analyzer columns. See the attached screenshot of how you can use an indicator like MACD and then setup conditional coloring to perform visual scans.

An indicator can do almost everything a strategy can do, but indicators can't place orders.

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  #3 (permalink)
 dynoweb 
McKinney, TX
 
Experience: Intermediate
Platform: ThinkOrSwim, NinjaTrader
Broker: TD Ameritrade (soon to be Schwab) & NinjaTrader
Trading: The indexes, ES, YM, NQ & RTY
Posts: 171 since Aug 2012
Thanks Given: 216
Thanks Received: 157



shodson View Post
You need to create an indicator that has your logic. Then, you add the indicator to the market analyzer that has all of the instruments you want to track. Your indicator will need public DataSeries objects with values you want to watch/track in market analyzer columns. See the attached screenshot of how you can use an indicator like MACD and then setup conditional coloring to perform visual scans.

An indicator can do almost everything a strategy can do, but indicators can't place orders.

As a simple example, If I wanted to know when a SMA(50) crossed a SMA(200) or is there a way to configure the column to alert on that condition? or do I have to write a custom indicator to note that crossover?

Also, what's the best way to refresh let say the EOD prices for the S&p 500 stocks?

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 shodson 
OC, California, USA
Quantoholic
 
Experience: Advanced
Platform: IB/TWS, NinjaTrader, ToS
Broker: IB, ToS, Kinetick
Trading: stocks, options, futures, VIX
Posts: 1,976 since Jun 2009
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dynoweb View Post
As a simple example, If I wanted to know when a SMA(50) crossed a SMA(200) or is there a way to configure the column to alert on that condition? or do I have to write a custom indicator to note that crossover?

Also, what's the best way to refresh let say the EOD prices for the S&p 500 stocks?

You'll need to create an indicator with 1 plot. If there is a cross above, set the plot's value to 1. If there's a cross below, set it to -1. If there's no cross, set it to 0. Then set up conditional formatting in market analyzer to show green for crosses above and red for crosses below (or whatever colors you want). For more info try these

As for EOD data, try the built-in free end of data Kinetick feed

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