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eministrategies


laser1000it

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It would appear that there is not a right medicine for eministrategies Momentum and Reversion (see 1 table).

In another forum has been requested to recognize the indicator (see table 2). Unfortunately I have not understood how setting NT. Do you have any chance to replace the strategy whit standard indicators in NT?

 

http://dfiles.eu/files/ayzb7ig15 (table 1)

 

http://dfiles.eu/files/65o04k1i5 (table 2)

 

 

I hope is clear :-)

Edited by laser1000it
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Actually gorbat the first screenshot is from Tradestation. The Momentum bar in Tradestation is the same as a range bar in Ninjatrader. A Momentum Bar 0.5 is the same as a 2 range. I can't figure out the entry oscillator - the BollingerPercentB is close but not as good. The exit oscillator seems close to CCI - over 100 sell long, under -100 cover short.
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Actually gorbat the first screenshot is from Tradestation. The Momentum bar in Tradestation is the same as a range bar in Ninjatrader. A Momentum Bar 0.5 is the same as a 2 range. I can't figure out the entry oscillator - the BollingerPercentB is close but not as good. The exit oscillator seems close to CCI - over 100 sell long, under -100 cover short.

 

I've certainly seen that screenshot 1 from TS.

In my post # 6 - Momentum No-Gap (barsType) for NT7 \the same as in the screenshot 2\.

Momentum No-Gap differs from Range Bar like this:

 

Momentum Bars Type is a variant of the Range Bar with a fixed or dynamic height candle body (open-close).

 

User-defined values include:

Range (which functions as the max range in dynamic mode)

Dynamic Min (set to 1=disabled by default)

Gap Setting

 

When Dynamic Min is set to:

1 (Default): candles have a fixed candle body height of Range ticks

Grtr than 1: candle body height increases by 1 tick with each successive candle in the same trend until Range is reached.

 

When operating in dynamic mode, counter-trend candles use Dynamic Min for candle body height.

 

Gap Settings:

1 (No-Gap) sets the open of a new candle equal to the prior bar close.

New candles are painted when price exceeds open +/- range. (Default)

2 (Tick-Thru) similar to No-Gap requiring price to exceed open +/- range to form a new candle,

but the actual price that exceeded the range is plotted as the open on the new candle.

3 (On-Touch) plots the actual open like Tick-Thru but closes the candle when price prints open +/- range.

 

Regardless of Dynamic or Gap settings, all candles express counter-trend sentiment as a wick

(no upper wick on bull bar; no lower wick on bear bar).

 

And what about the Bollinger% I can not say anything/for some of the traders is a useful indicator \,

but I don't use this indicator.

I'm using the Put-Call % , for me it is much more useful than the Bollinger%.

If someone need indic. Put-Call %, then I can share.

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I've certainly seen that screenshot 1 from TS.

In my post # 6 - Momentum No-Gap (barsType) for NT7 \the same as in the screenshot 2\.

Momentum No-Gap differs from Range Bar like this:

 

Momentum Bars Type is a variant of the Range Bar with a fixed or dynamic height candle body (open-close).

 

User-defined values include:

Range (which functions as the max range in dynamic mode)

Dynamic Min (set to 1=disabled by default)

Gap Setting

 

When Dynamic Min is set to:

1 (Default): candles have a fixed candle body height of Range ticks

Grtr than 1: candle body height increases by 1 tick with each successive candle in the same trend until Range is reached.

 

When operating in dynamic mode, counter-trend candles use Dynamic Min for candle body height.

 

Gap Settings:

1 (No-Gap) sets the open of a new candle equal to the prior bar close.

New candles are painted when price exceeds open +/- range. (Default)

2 (Tick-Thru) similar to No-Gap requiring price to exceed open +/- range to form a new candle,

but the actual price that exceeded the range is plotted as the open on the new candle.

3 (On-Touch) plots the actual open like Tick-Thru but closes the candle when price prints open +/- range.

 

Regardless of Dynamic or Gap settings, all candles express counter-trend sentiment as a wick

(no upper wick on bull bar; no lower wick on bear bar).

 

And what about the Bollinger% I can not say anything/for some of the traders is a useful indicator \,

but I don't use this indicator.

I'm using the Put-Call % , for me it is much more useful than the Bollinger%.

If someone need indic. Put-Call %, then I can share.

 

Gorbat, would you mind posting your Put-Call% indicator? Thanks

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Gorbat, would you mind posting your Put-Call% indicator? Thanks

 

Put-Call.gif

http://[email protected]/file/lxgarw

ZScore.cs

http://[email protected]/file/r0dhau

 

The put-call ratio is considered a contrarian indicator, because in the financial markets everybody is NOT a winner.

If everyone is bearish and loading up on puts at any price, then the market usually rallies in the short-term to wipe

everyone out and bring back the balance. Even if you think that options traders are more "sophisticated" than other

market participants, the options traders' timing and value estimates are usually as wrong as everyone else. When it

comes to options, establishing positions at the wrong time, or at the wrong price is as dangerous as buying or

selling options on the wrong symbol.

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Put-Call.gif

http://[email protected]/file/lxgarw

ZScore.cs

http://[email protected]/file/r0dhau

 

The put-call ratio is considered a contrarian indicator, because in the financial markets everybody is NOT a winner.

If everyone is bearish and loading up on puts at any price, then the market usually rallies in the short-term to wipe

everyone out and bring back the balance. Even if you think that options traders are more "sophisticated" than other

market participants, the options traders' timing and value estimates are usually as wrong as everyone else. When it

comes to options, establishing positions at the wrong time, or at the wrong price is as dangerous as buying or

selling options on the wrong symbol.

 

Thanks. I will check it out

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  • 1 month later...
  • 2 weeks later...

I played with it for a while, and I could only get a small profit before commissions, and after commissions it was a loser.

 

There is such a difference between the back test results that I get and the results posted on their website. Does anyone get the same ?

Any idea what indicator combo they are using ?

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