Description The
trading system as discussed in the August 2009 S&C article
titled "Combining DMI And Moving Average For a EUR/USD Trading
System" by Rombout Kerstens.
To Import 1.
Download the attached file to your desktop 2. From the
Control Center window select the menu File > Utilities >
Import NinjaScript 3. Select the downloaded file
Description This
strategy illustrates how you might optimize a non-integer
property. The public property dayOfWeekInt can be optimized.
This property assigns a value to the string which is checked
for a simple enter condition.
To
Import 1. Download the attached file to your
desktop 2. From the Control Center window select the menu
File > Utilities > Import NinjaScript 3. Select the
downloaded file
This strategy uses
divergence pattern to identify entry into a stock. I use CCI,
MACD & Ergodic indicator, any 2 of 3 indicators forming
divergence provides confirmation to avoid false positive. The
strategy is based on custom indicator in which you can select
the indicator (from range of indicators) to identify
divergence pattern with Price.
The best results are
obtained when I use daily data and CCI(40), MACD (12,9,26)
& Ergodic(40,12).
Check for urself and please
provide your feedback...
To
Import 1. Download the attached file to your
desktop 2. From the Control Center window select the menu
File > Utilities > Import NinjaScript 3. Select the
downloaded file
Submitted by isitpossible 07-14-2010 38.29 Kbytes Hits 1169
[IMG]file:///C:/Users/apivarnik/Downloads/vervoortma.jpg[/IMG]Exported
using NinjaTrader 7.0.0.18
Description Elder
Impulse trading system. Includes support for a second, higher
time frame period for determining trend and momentum. The
background is painted pink when the higher time frame trend
and momentum is down, and green when it is up. The rules for
entering and exiting a trade are described here on Investopedia and Stockcharts.com.
To
Import 1. Download the attached file to your
desktop 2. From the Control Center window select the menu
File > Utilities > Import NinjaScript 3. Select the
downloaded file An implementation of the
Submitted by shodson 07-14-2010 5.88 Kbytes Hits 1046
Description Grid
Stop Buy v 1.0. beta – April 2010 – To be implemented
before using it with real money.
This strategy is
inspired by the “Grid Trading” methodology (details can be
found on web) , more often used for forex trading. The code
is only suitable for the buy side, while the sell side should
be reversed and still to be coded.
Strategy: The
grid trading strategy uses two sub-accounts (one for buy side
and one for sell side) to enter a series of stop orders (grid)
at pre-determined levels, each at the same distance
level. Once in position, the order has a take profit
already incorporated (usually at or near the next buy order).
Target of this technique, when used in conjunction with
the sell side, is to profit on any market movement inside the
grid.
Code: The code creates 21 buy stop orders
above the “Start Level” price, that must be set above
1.
The “Steps” value defines the distance of the stop
orders and must be set as number of ticks.
The “TP”
(take profit) could be set at the same “Steps” value (original
grid trading version) or could be chosen on a different
level.
Once in position, the code does not generate any
further entry on the same level, until the original order is
not closed (profit target), this is done to prevent multiple
orders/position on the same price.
When positions are
closed (this means buy and take profit) a new stop order is
placed when the price re-enter below the single zone level
(see images).
Code is completely free to be implemented
but I’d rather prefer, for any modification from the original,
to be shared here and become available to
anyone.
Possible implementation could
be: -semplification of some code rows (I’m not a C# expert,
so, probably many lines could be recoded more easily). -an
indicator could be added to show grid price levels. -I’ve
seen trouble on some stop orders entry when price hits
precisely the level, sometime the order is cancelled instead
of executed. Reason could be in the way the levels are
calculated and this must be explorated and tested deeply. -
See if superimposition of new buy entry and previous take
profit level could be avoided (sometime there are
some).
Hope this could be useful and become something
tradable for people interested in this methodology.
Try
this on real market on simulation account for testing purpose.
Any comment is welcome.
P.S. I’m Italian and apologize
if my English not always is so clear.
To
Import 1. Download the attached file to your
desktop 2. From the Control Center window select the menu
File > Utilities > Import NinjaScript 3. Select the
downloaded file
Description This
is a multi time period back-tester that can help give more
accurate results in Strategy Analyzer, especially if using a
high time period like 5min bars or using Limit orders for a
better fill price, and stops. Run this using your strategy's
normal time period. Orders are submitted to the secondary time
period (ie 1min or 200tick) for more "granularity" when
processing Limit orders and stops. This frame work was
originally written for the ES market (e-mini SP500), so make
appropriate adjustment for other markets. Includes: Spaces for
multiple order conditions, 3 Market orders && profit
targets w/ Stoploss, 2 Limit orders && profit targets
w/ Stoploss, Order entry time limit 6:00a-1:43p, Print
commands are for debugging. Helpful links; http://www.ninjatrader-support.com/vb/showthread.php?t=6652 http://www.ninjatrader-support2.com/vb/showthread.php?t=3220 http://www.ninjatrader-support.com/HelpGuideV6/MultiTimeFrameInstruments.html
To
Import 1. Download the attached file to your
desktop 2. From the Control Center window select the menu
File > Utilities > Import NinjaScript 3. Select the
downloaded file
Submitted by zacharydw00 07-14-2010 4.36 Kbytes Hits 633
Description One of
the surprising results of backtesting was how well a simple
percentage trailing stop can keep me in large moves. But, if
there was some way to have that percentage trailing stop exit
trigger some "exit routine" that would be better than simpling
exiting the trade.
So with help from Josh and Ben I
have now a percentage trailing stop script that is within
OnBarUpdate so that when the trailing stop is hit, I can do
something like THEN look for a certain type of exit. The next
post will have a demonstration of what I mean.
This
script uses the output window to track how the trailing stop
is working and shows it's values.
To
Import 1. Download the attached file to your
desktop 2. From the Control Center window select the menu
File > Utilities > Import NinjaScript 3. Select the
downloaded file
Submitted by sauer11155 07-14-2010 1.45 Kbytes Hits 390
Description Custom
Indicator identifies stocks which breakout of rectangular base
with volume
Best results achieved with Chandelier Stop
= 3 and ATR = 14, do not forget to set TrailingStopPct =
0.
I hope this works for you, try it and provide your
suggestions....
To
Import 1. Download the attached file to your
desktop 2. From the Control Center window select the menu
File > Utilities > Import NinjaScript 3. Select the
downloaded file
Submitted by isitpossible 07-14-2010 13.15 Kbytes Hits 735
Description The
Price Zone Oscillator strategy was published in the June 2011
S&C article authored by Walid Khalil and David Steckler
titled "Entering the Price Zone".
To
Import 1. Download the attached file to your
desktop 2. From the Control Center window select the menu
File > Utilities > Import NinjaScript 3. Select the
downloaded file
Description 1. Get
a feel for optimal trade parameters by randomizing some or all
of the trade settings.
2. Time of entry: this should be
any number from 1 through 380, the minutes of the trading
session (minus 10 minutes).
3. To enter a fixed
(non-random) value, put in the same number in ‘min’ and
‘max’.
For example, you want the trade to be taken at
minute # 200 of the trading session. Each of ‘Time of Daily
Entry Max’ and ‘Time of Daily Entry Min’ should be set to
200.
4. To enter a randomized value, type in the range
from which you want the random value to be
selected.
For example, you want the trade to be taken
randomly within the first half hour of the session, type in
‘Time of Daily Entry Max’ = 30, and ‘Time of Daily Entry Min’
= 1.
5. Random long/short trigger. To randomize the
long/short decision, select ‘true’ for each of the ‘TradeLong’
and ‘TradeShort’.
6. Note the parameters remain the
same throughout one run (i.e., for each push of the ‘backtest’
button), they are not re-generated for each individual
trade.
7. ‘One trade in X bars’. Use this only if you
want to take a trade less frequently than once per day.
Otherwise this should be kept at 0.
To
Import 1. Download the attached file to your
desktop 2. From the Control Center window select the menu
File > Utilities > Import NinjaScript 3. Select the
downloaded file
Submitted by Dan
Leontieff 07-14-2010 2.82 Kbytes Hits 168
Description The RSI
with RSI strategy was published in the January 2011 S&C
article authored by Peter Konner titled "Combining RSI With
RSI".
To Import 1. Download the attached file
to your desktop 2. From the Control Center window select
the menu File > Utilities > Import NinjaScript 3.
Select the downloaded file