Does anyone have a sample end of day equities trading strat that they could share with me?
I have a few intra day strats running on a couple of e-minis that I'm very happy with. However, I am looking at using the auto trading system from ThinkorSwim called prodigio for some end of day equity trading. I can code out the strat no problem but they don't have any optimisation modules on it so I need to optimise elsewhere and was going to use NT to do it. All I can get from Prodigio is results in csv format so I need to get a strategy that will execute on daily bars in ninja.
I have tried to use the sample intra bar strategy from ninja trader with:
//Note: The primary bar series is whatever you choose for the strategy at startup. In this example I will
// reference the primary as a 15min bars series. */
Add(PeriodType.Day,1);
while running the strat on a 60 minute primary but don't get any signals!