using volatility to submit limit/stop and exit/target orders in ninjatrader strategy

September 8th, 2014, 07:24 PM

Hi BM and Community,

The question is what component shoud be introduced to the order logic to account for the volatility when the orders are placed?I`m not a programmer but some kind of the example of snippet may suffice.

Thanks

September 8th, 2014, 07:37 PM

ATR ?

Or you want a ROC (rate of change) type of oscillator ?

What is the goal/idea?

September 8th, 2014, 07:52 PM

rleplae

ATR ?

Or you want a ROC (rate of change) type of oscillator ?

What is the goal/idea?

The goal is to get a %, a fraction of the x period ATR,for placing orders.

using volatility to submit limit/stop and exit/target orders in ninjatrader strategy

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using volatility to submit limit/stop and exit/target orders in ninjatrader strategy