JDizzle22

I don't think you need GOM recorder for VWAP. Here is the indicator

 

http://www.forexupload.com/download.php?id=55F55CF41

Hence my second statement, but if they are looking for the "best precise" they should look at Gomi.

If you want the most precise VWAP that would probably be a VWAP based on the Gomi framework, but the only issue is that you will need to either have your chart running all the time, or download enough data from the internet to get historical Gomi data. https://www.bigmiketrading.com/elite-circle/1261-want-your-ninjatrader-indicator-created-free-1156.html#post463048

But in all honesty, you won't see a huge difference if you just use the ana VWAP. https://www.bigmiketrading.com/download/ninjatrader-7/indicators/674-download.html?view

If you are concerned about getting the VWAP for trades that are greater than X contracts, you would want to go with Gomi.

How does this information help in making a better trade entry?

I guess your one of those people who don't care to understand why and what is being drawn on your chart. Some people care about that, so why not just let people use the information and if it's not helpful to you, then ignore it.

This is gom delta volume- for some reason its just saying using binary- no idea why- and i dont really care. but the indicator is not too bad most of the times.

When "Rec: Format" is set to Binary (type of file to write to), Gomi will record data so you can use the true bid and ask data later (you must have write data set to true, otherwise the data will only be good until you refresh your chart). If you set Rec: Format to NinjaTickFile, it will use the built in Ninja database, which does not have bid and ask data.

When we backtest, should we consider the spread between last and bid/ask?

 

Suppose a bar's close price is 50 (last) and triggers a market buy order, would the market order be filled at 50? If not, what price is it most likely to be filled at? ask price? (suppose ask price be 51)

 

Suppose later a bar's close price reaches 52(last) and triggers a exitlong market order, would the market sell order be filled at 52? if not, it would be filled at bid price? (suppose bid price be 51)

 

If you don't consider spread, the trading above is a win trade (2 - commission fee).

But when you consider spread, the trading above is a loss trade (0- commision fee).

 

How to consider the effect of bid-ask spread in Ninjatrader's backtest?

I normally just change slippage to 1 or 2 depending on the market I am back testing. Although this is not perfect, back testing isn't perfect. You should still go through your executions to see if the market was moving too quickly to get filled at all your levels/filled at the price even with slipapge.

A SMAColors indicator has three lines color.

If (Rising(SMAColors(14))

PlotColors[0][0] = Color.Blue;

else if (Falling(SMAColors(14))

PlotColors[0][0] = Color.Red;

else

PlotColors[0][0] = Color.Yewllow;

 

My question is "can we use the PlotColors to trigger short or long trade in a strategy?"

Like

 

if (SMAColors(14).PlotColors[0][0] == Color.Red)

EnterShort();

Declare a int in the variables section "private int signal = 0;"

If (Rising(SMAColors(14))

{

PlotColors[0][0] = Color.Blue;

signal = 1;

}

else if (Falling(SMAColors(14))

{

PlotColors[0][0] = Color.Red;

signal = 2;

}

else

{

PlotColors[0][0] = Color.Yewllow;

signal = 0;

}

if (signal == 2)

EnterShort();

Hi All,

Just want to know if there is any indicator or strategy available that will pace the order based on the direction of arrow plot on the chart ?? Thanks in advance

 

Lululee

There's not a universal strategy that I know of that you can plug and play with arrows unless you want to use the bloo d h o u n d stuff; otherwise, it is a matter of capturing when a certain action happens and placing an order in the strategy--very easy to code.

I have many bar types that are totally useless or just poor copies of others under a new name.

 

Due to some conflicts ; my main and most important bar type - renko spectrum is not working correctly.

 

I tried to delete as many as I could using " remove ninja script assembly" feature but it did not take all the ones I wanted to delete.

 

I tried just to delete the dlls from bin/custom folder but that caused compiling errors and I put the dlls back to their place.

 

i still have : nexgen dynamic renko; sym renko; ultimate tick bars ;range no gap; jj bars ;BWT uni renko;BWT real renko; another range no gap; lightning bars and ATM renko.

 

Would appreciate all the help I can get how to eliminate all thesebar types and how to fix the renko spectrum.

 

Thanks a lot.

 

Traderbeauty-Jane

Bars are removed two ways

1) bin\Custom\Type OR

2) DLL--there are two ways to remove

2a) If you imported the zip file with DLL's, use the remove ninjascript (easiest, but theres another way not discussed here)

2b) If you copied and pasted the DLL files into bin\Custom, you can delete those files from the folder as long as you did not manually add a reference to them (add reference when you are editing a Ninjascript)

For some DLL's, depending on the vendor, you may have to go through certain steps to remove their software (for example, uninstall from program files and then cleanup the ninja folder). I would make sure you uninstalled all the vendor installation stuff from your machine. Restart, restart ninja, remove more DLL's from remove ninjascript, and remember to compile and then restart ninja for the bar types to be refreshed.

Without knowing what files you have in Custom and Type, there is not really anymore advice I could give.

Thanks @JDizzle22 for the template. it now shows like this (not connected to rt data feed):

 

However, if I zoom in to 2 min time frame on a different instrument, it shows up like this (somewhat readable):

 

Thanks

That looks correct on the 2 min. You will have to play with the zoom to get it to how you like (especially on a large time frame you can only get a couple bars on the chart). You can also change the font I think in the settings to make the numbers a bit smaller. In that template just realize that I set it to use NinjaTickFile. So if you switch to binary, make sure you set write data to true. When you do all that you will probably have nothing show up until the market opens next week (unless you download some data from someone else, or run replay data to collect some).

can anybody please tell me what could be the settings for the BA Ladder so that I can clearly see the numbers in the Bid/Ask row?

 

http://i60.tinypic.com/25sakco.jpg

See if this template helps you at all: https://www.sendspace.com/file/x0z3qu

Hello Friends,

 

I'm not sure where I'm doing this wrong. But I want to see my charts in this format:

 

http://i59.tinypic.com/11lqx45.png

 

 

However, when I add the "GOMI Metro Updated Indicator Package", I get something like this:

 

http://i61.tinypic.com/9sq7o2.jpg

 

Can anybody please help?

 

How do I get the footprint chart?

Are both of those charts yours, or is the first one someone else's?

You have it set to "Binary" which means if you don't have the data already recorded it wont' show up. You can download the data here: https://www.bigmiketrading.com/elite-circle/7279-official-gomrecorder-qcollector-tick-data-sharing-thread.html

You can also use updown tick, set Binary to NinjaTickFile

Hi friends, I have NT7 7.0.1000.22 in my PC. Till Monday, everything was running smoothly but now as I right click on a chart and click 'Indicators', it takes more than 5 minutes to load indicators. I have removed all recent custom indicators, repaired DB and also excluded NT7 folders in AV (Quickheal Total Security). Please help

When I run into issues like this, I take the opportunity to clean up my ninja. I remove all (except the ones that came with ninja) my indicators/strategies to a separate folder, remove all my dll's, restart, compile, and then see if the issue is gone. I then add back only the things I know I use. It is painful to do it, but I am always better off when I go through that process (I have only done it a few times).

If you don't want to do all that, it may be a custom DLL, or you can also try clearing your db folder (you will lose all your settings if you delete the sdf, but sometimes that causes problems too).

JD the question is how do we do that. I am willing to chip in if someone wants to hire a programmer to create a good template.

 

Here are some top strategies I collected.

 

https://www.s@[email protected]/file/i5rxrb

I already went through the process with a coder to setup all my requirements--it took a few weeks, but it was well worth it (time and money). I wouldn't suggest you hire a coder for a template because you probably won't know how to use some of the stuff he codes generically, so if you can create a strategy that is complicated enough that hits on everything that you may now or in the future want in a strategy to get a baseline of how they utilize their framework you will be much better off--I highly suggest this. Also spend some time explaining and talking over options with them because I was set on a few ideas and after going through the iterations of development, new ideas were suggested to get a very similar idea executed that I never thought of that I thought were absolutely brilliant.

Honestly, if money is an issue for you to do this then you probably don't have a good strategy idea, or don't have enough capital to be trading. If you are opposed to the above and you have a legitimate strategy, i.e. not something similar to a MA cross, or something so simple, send me a PM and I can try to help you out--I am not a pro coder, but I have seen/done enough and had enough personally coded that I may be able to help you out.

@ lbf.....there are lots of strategies at BMT that we can use as template as you suggested. These have input variables, order size, 1st, 2nd and 3rd targets, variables to trade different time zones etc.....I think we do need to create one for this purpose.

 

many and latest are available @ https://www.bigmiketrading.com/elite-circle/32758-want-your-ninjatrader-strategy-created-free.html

 

if you like me to download and post let me know.

I've looked at a lot of those and the quality (for a more complex strategy) is really just not that good compared to something you can pay someone to do (I would suggest a Ninja Consultant). I have paid for their framework and I was in no way unimpressed--it is well worth it if you have a somewhat complex system. When you can get overfilled, underfilled, or jumped over in the market, especially fast ones, the free stuff doesn't seem to handle non standard situations all that well and if you plan to use real money with your strategy just pay for it once and then use the framework for your less complicated systems going forward. If you don't want to do that, you may want to take some time to look through this as an alternate framework: https://www.bigmiketrading.com/elite-automated-ninjatrader-trading/15563-njamc-local-order-manager-lom-collaboration.html

I have evaluated more than fair share of strategies for ninjatrader so I am in good position to evaluate. First you should aim for profit factor more than 2 for sure, beware ninja calculated profit factor does not take into account commissions but it takes slippage in consideration though so you should check it with atleast two ticks slippage. Slippage and commissions can destroy any strategy.

 

You should check on data for couple months in the beginning then forward test it, for instance run test from january to march and then march to april etc. There are months when volatility is high such as January is almost always very volatile that dies down in february. Pay attention to if your strategy is more profitable on long side or short side, yours is better on short side so may think about shorts only etc. Average winning trade should be atleast twice the loosing trade. I like winning rate to be more than 50%, close to 60% is awesome.

I think the second paragraph, good points (except win rates), but I fall into the category of not liking profit factors, or win rates because people tend to not really know the "correct" way to interpret such information--just like people don't agree on martingale strategies, IRR vs NPV (historical example as I think most people agree on this now), people will never agree on this. So, a much simpler way to look at it: I look at dollars and what my maximum risk is and if I am willing to accept it (max draw down). Example, I am willing to have a max draw down of 10 points on the ES per contract, but I want to make, on average (minimum) 2 points per trading day on the ES (not a metric displayed in Ninja). If my strategy meets those criteria then I will forward test it (see the second paragraph from rondonelli)--like rondonelli said, make sure you setup commission in Ninja when you forward test and also set the slippage when you run your strategy. When I backtest CL I set slippage to 2 ticks and for ES I set it to 1 tick.

The next thing I would do, and this part is very time consuming, is to look back at your trades in the Chart view and try to determine if any trades were taken during news events, or times when the market moved extremely quickly (if you use range bars you will see this as gaps in range bars and the range bars will have shaved tops and bottoms (several in a row)). If those scenarios occurred, you probably would not have gotten filled, or you would have been slipped, or the market went passed you, came back to your entry and now you are in a losing situation, so you need to then try and manually adjust your strategy results based on any of that. The other thing I look at is the days of week that my strategy is most profitable. Example: I know that one of my strategies does not work the best on Friday, but I have figured out that I can let it trade once before 11AM on Friday, but after that, or if it does not take a trade before then, the strategy turns off.

There is always a debate about win rates, so if you want to go that route, you should look at expectancy (http://systemtradersuccess.com/rank-your-trading-system-with-expectancy-score/). In any case, there will come a point in time if you do run it in the live market that you may need to make the decision to turn off the strategy for good, but hopefully by that time you have made more money than you lost.

I personally used to trade discretionary, but I switched over to 95% automated (ES and CL)--the 5% non-automated is when I am turning on or off my strategy because of news, or big days, like today, when there are multiple major releases that have the ability to make the market move that won't work with my strategy.

Not meant continuus contract... Continuous ticking.... plotting even without trades...

Got it. Unless someone here can create a custom bar type for this, or you want to pay a Ninja consultant, I don't think you will be able to get around this.

"Hello Eclipse,

NinjaTrader is a event based application and if there is no incoming ticks then no bars will be created.

You can however build a custom BarsType to override this by building synthetic bars. You can contact any of our 3rd party NinjaScript consultants to build a custom bars type. You can get the list of our NinjaScript consultants from here http://www.ninjatrader.com/partners#...pt-Consultants"

http://www.ninjatrader.com/support/forum/showthread.php?t=5704

Is possible having on Ninja a continuous plotting chart, like on BM?

The 1 second chart is not a real 1 sec chart, I mean if it doesn't tick it doesn't plot... Is there a way to pass this thing and having a continuos chart?

If you mean loading a continuous contract that plots in real time (ES ##-##) then it depends on your data provider. I have Kinetick and it plots ES ##-## in realtime, but my Rithmic does not.

http://www.ninjatrader.com/support/forum/showthread.php?t=65018

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?historical_data.htm

Hi,

 

I have fixed the errors.

I now run the indicator smoothly on Market Analyzer.

 

Download: https://www.sendspace.com/file/6o0hje

 

After installing this version, you should have to see "02 Mar 2015" as the update date (open the indicator dialog to view this info). This means your version is up to date.

 

Cheers.

Pi

I just tried out the new version and it works well. Thank you.

Here is my test of just passing through the plot: https://www.sendspace.com/file/7hmdma

Hey ninZa, nice indicators and thank you for sharing it with public ! I was checking them out and my favorite is Moving Median. I was trying to write a simple condition strategy through the wizard, where EMA 5 crossing above or bellow the Moving median(default settings). It gives an error in compilation( no details), do you have an idea why is that? Thank you in advance.

Post your code so we can help you troubleshoot it.

Edit:

I went through to see if I could get the indicator to plot and here is how I referenced the indciator (make sure you have the dll referenced when you go to edit ninjascript and right click references. Also have the CS file in the Custom folder). Here is how I tried to pass the indicator to a plot:

Plot0.Set(ninZaMovingMedian(Color.Green, true, Color.Red, 0.05, 5, -0.05, 0,0.15, -0.15, Color.Lime, false, true, ninZaMovingMedian_Colorizing.ByChange, Color.DarkOrange, Color.Yellow, Color.Blue, Color.Red, 20, PriceType.Close, true, false, false, ninZaMovingMedian_MAType.EMA, 10, "Date", "ninZa.co").MovingMedian[0]);

@ninZa, I get the following errors:

1. Error on calling 'OnTermination' method for indicator 'ninZaMovingMedian': Object reference not set to an instance of an object.

2. Error on calling 'OnStartUp' method for indicator 'ninZaMovingMedian': Object reference not set to an instance of an object.

@Meow, you can use anaMovingMedian and get the same results without the smoothing. If you want to add smoothing, you can edit anaMovingMedian and add in smoothing, ex: Plot0.Set(EMA(MovingMedianDataSeries, Period)[0]).

I just ran across this utility today and have been messing around with it this morning, so I don't know how well it works in real-time (if it slows your computer), but the developer said he created it with efficiency in mind (http://www.ninjatrader.com/support/forum/showpost.php?p=400531&postcount=1).

Here are the features:

1. Improved cursor

2. Enhanced trade visualization

3. Improved ruler

4. Indicator configuration templates

5. Improved databox ... (I still have to work on this one)

6. Single-key shortcuts on chart (a,b,c,d ... 1,2,3,4, etc.)

7. Customizable timeframe switches

8. Synchronized scrolling of charts

9. Workspace switching by hotkeys

10. Vertical grid-lines with specified minute interval on intraday chart

12. Chart style improvements

It's free (no affiliation): http://rainbow-in.com/

When you load it on a chart, just load the indicator "Rainbow" and it will add a toolbar to your chart. There are also other settings you can set in the main indicator window.

The main things that I like on it are:

1. Plotting prior trade executions is head and shoulders better than the Ninja method

2. The date and time shows you the actual date with the time, so when manually backtesting, you don't have to search for time to cross the 24/7 line to show you the date

3. The cursor is a vast improvement over the Ninja--it is crosshaired with price next to the cursor

4. The shortcut setup in the indicator panel is just awesome.

I only wish they had an option to remove their branding from the bottom two corners, although small, I would rather not see it down there since they already have their logo in my toolbar.

Hello fellow traders . Does any one have a ninjatrader strategy that can open trades at specific times and have some basic order management. Im willing to pay for it if its need to be coded .

Thanks in advance

Just those basic requirements shouldn't be too hard for you to put together something on your own. You may want to start here: http://www.ninjatrader.com/support/forum/showthread.php?t=54022

This thread has some links to examples of manager stops and targets: http://www.ninjatrader.com/support/forum/showthread.php?t=25179

Hello

 

Any please

 

 

https://www.ninjacators.com/products/nyse-tick-trader/

 

Thanks

If you haven't already, you may want to consider plotting the TICK directly on your chart because I would be shocked if the indicator adapts its overbought and oversold levels (plus you can't watch potential overbought and sold for the day with price action), also you can't see everything that is occurring with the TICK with just that plotting signals: http://i57.tinypic.com/2znsk89.jpg

http://www.moneyshow.com/articles.asp?aid=DAYTRADERS-22523