⭐ trader1968 Posted May 26, 2015 Report Share Posted May 26, 2015 It is working! Thank you very much! hi there, i tried it but it says it does not contain a definition for SMMA, :(, does it compile for all guys ? Thanks for all. ⭐ laser1000it 1 Quote Link to comment Share on other sites More sharing options...
lululee Posted May 26, 2015 Report Share Posted May 26, 2015 hi there, i tried it but it says it does not contain a definition for SMMA, :(, does it compile for all guys ? Thanks for all. Hi Trader, I got the error too but the I copied this file to the indicator and recompiled...now all good https://www.sendspace.com/file/evvs0s newbie0101 and ciardim 2 Quote Link to comment Share on other sites More sharing options...
yamantaka Posted May 26, 2015 Report Share Posted May 26, 2015 Interested in how you guys make out testing V3 auto. Quote Link to comment Share on other sites More sharing options...
⭐ trader1968 Posted May 26, 2015 Report Share Posted May 26, 2015 Hi Trader, I got the error too but the I copied this file to the indicator and recompiled...now all good https://www.sendspace.com/file/evvs0s lululee You nailed it :), it works , it compiled ok now thanks a million to all for helping us like that, what a comunity...!!! =D> Good trading to all. Quote Link to comment Share on other sites More sharing options...
vit007 Posted May 26, 2015 Report Share Posted May 26, 2015 (edited) Hi lipe.fx-- The 4 files provided by orfila(THANKS) they all go in the "indicator" folder-- except the bptnxtgenautorade.cs it goes in the "strategy" folder-- then putting these all 3 in "custom"folder--- https://www.sendspace.com/file/99vz3x then in editor I added a "reference" to the bpinstautotradev2-- after that it compiled and could see the v3 auto in strat list-- and the nxt generation in indi list-- Don't know if the right way but -- seems to work on this end they are the earlier version files -- Hope helps Have a Great One! Newbie , do you add a "reference" to the BPTInstitutionalAutoTradeV2.dll file??? Thanks Edited May 26, 2015 by vit007 Quote Link to comment Share on other sites More sharing options...
newbie0101 Posted May 26, 2015 Report Share Posted May 26, 2015 Newbie , do you add a "reference" to the BPTInstitutionalAutoTradeV2.dll file??? Thanks Howdy vit007-- Yes I did as mentioned in the quote above-- made it work for me but--then there is lululees post that says add the smma file-- As I posted not sure if correct way to do it but works on my end. sorry not more help-- however will work on something and see if helps all as far as "what to do??"--still may not be right but hey if it displays on Ur chart--guessing it works-- Sorry not more help Quote Link to comment Share on other sites More sharing options...
vit007 Posted May 26, 2015 Report Share Posted May 26, 2015 Howdy vit007-- Yes I did as mentioned in the quote above-- made it work for me but--then there is lululees post that says add the smma file-- As I posted not sure if correct way to do it but works on my end. sorry not more help-- however will work on something and see if helps all as far as "what to do??"--still may not be right but hey if it displays on Ur chart--guessing it works-- Sorry not more help Works for me too. Wonder if that day profit #(lower left corner) are realistic ??? Quote Link to comment Share on other sites More sharing options...
vit007 Posted May 27, 2015 Report Share Posted May 27, 2015 (edited) I can see trades on a chart and I can back test it but when I try to replay no trades . Live trades working OK , strange . I wonder if any way to turn those visuals OFF , we dont really need it for auto trader . Half of filters are useless. Buy the time every thing turns green the trade is over. Edited May 27, 2015 by vit007 Quote Link to comment Share on other sites More sharing options...
vit007 Posted May 27, 2015 Report Share Posted May 27, 2015 Im getting Max draw down more than 4% in all back tests , to high for real money . Does any body getting low DD with this auto trader .???? Quote Link to comment Share on other sites More sharing options...
ciardim Posted May 27, 2015 Report Share Posted May 27, 2015 Hi Orfila, i am Max from italy. sorry for disturb i read post, and i downloaded your 4 file posted and also 3 file posted by lulee. i import in ninja and in folders, but dont works. i ask if you or someone can help me, and tell me what i must to do. thank you very much and sorry for disturb Max Quote Link to comment Share on other sites More sharing options...
newbie0101 Posted May 27, 2015 Report Share Posted May 27, 2015 Hi Trader, I got the error too but the I copied this file to the indicator and recompiled...now all good https://www.sendspace.com/file/evvs0s Howdy lululee--Thanks for uploading that file as I must have had in NT prior to my testing(cause worked on one machine-but not the other) and seems is needed---just tried on another install and requested I use that file-- I have it but some may not so much appreciated for your help-- Thanks Quote Link to comment Share on other sites More sharing options...
newbie0101 Posted May 27, 2015 Report Share Posted May 27, 2015 (edited) Howdy all these are all the files I used to be able to see the new indi and strat in nt-- https://www.sendspace.com/file/ohayow they are the old files of bpt which installed the original indis and the files provided by orfila(Thank U) which makes visible the bptnxt generation indi and the nxtgeneration auto--as well as the smma provided by lululee(Thank U)-- U cannot just import these files they must be placed in the proper folder as well a reference is needed via the NT indi editor -- well at least for the method I used-- If any others have had success a different way I would hope they post and describe? TKS Well there are the files I used---If unsure how to do I will post directions when I can--otherwise read back to orfilas instructions for those files and lululees directions for that file--the other files all go in the "custom" folder--but don't forget U have to add a reference to the institutionalautotradeV2 via the editor Hope does not cause confusion am not endorsing these indis nor the method just trying to help out in any way I can-- Thanks to ALL of THE MOST AWESOME people from around the globe--Yes from around the globe as we exist here in this MOSTEST AWESOME PLACE II !!!!!!! If only the rest of the world would catch on and see how helping each other vs battling makes for a much better place!! Thanks everyone!! Edited May 27, 2015 by newbie0101 Darktrader, lbf4223, spymez and 5 others 8 Quote Link to comment Share on other sites More sharing options...
vit007 Posted May 27, 2015 Report Share Posted May 27, 2015 Hi Orfila, i am Max from italy. sorry for disturb i read post, and i downloaded your 4 file posted and also 3 file posted by lulee. i import in ninja and in folders, but dont works. i ask if you or someone can help me, and tell me what i must to do. thank you very much and sorry for disturb Max Read post #50 ciardim 1 Quote Link to comment Share on other sites More sharing options...
misalto Posted May 27, 2015 Report Share Posted May 27, 2015 All you need with instructions more easy impossible!! enjoy all Thanks to Orfila!! https://[email protected]/file/1guf4z Traderbeauty, exp48967, yamantaka and 5 others 8 Quote Link to comment Share on other sites More sharing options...
newbie0101 Posted May 27, 2015 Report Share Posted May 27, 2015 (edited) All you need with instructions more easy impossible!! enjoy all Thanks to Orfila!! https://[email protected]/file/1guf4z Howdy misalto-- R U saying my instructions were not good--LOL-- Kidding-- Thanks for sorting it all out!!-- U see this is what I speak of- one another helping each other--It's GREAT!!-- Take care Edited May 27, 2015 by newbie0101 ciardim 1 Quote Link to comment Share on other sites More sharing options...
misalto Posted May 27, 2015 Report Share Posted May 27, 2015 Got me nervous for a moment !! LOL !! thanks Newbie for your kindness to all the comunity god bless all our trading warriors who struggle every day to make it in this bussieness!!! newbie0101 1 Quote Link to comment Share on other sites More sharing options...
vit007 Posted May 27, 2015 Report Share Posted May 27, 2015 (edited) vit007/ALL, ---READ---- the parameters are web based ----- I reccomended in the original post and quote "I suggest you edit and change parameters manually and/or add code to change parameters and optimize" . The parameters in the source code were picked by me based on what I saw in the indis. SO, you need to edit the parameters in the code and recompile to suit your needs. It is something tobe said that the darn thing works and makes some decent trades with all periods set to "14". Due diligence by the user is required. Orfila , of corse I dont use OOB. Spent several hours to adjust settings . On a sim it was a loosing day . But on back test for this year with 2 contracts , renko and 2 for slippage my best so far for CL http://i61.tinypic.com/30ldw7m.jpg Edited May 27, 2015 by vit007 Quote Link to comment Share on other sites More sharing options...
newbie0101 Posted May 27, 2015 Report Share Posted May 27, 2015 Orfila , of corse I dont use OOB. Spent several hours to adjust settings . On a sim it was a loosing day . But on back test for this year wit 2 contracts , renko and 2 slippage my best so far%5Bimg%5Dhttp%3A//i62.tinypic.com/e028v8.jpg[/img] Howdy vit007--possible I am speaking out of turn but anywhoo-- I believe U cannot realistically backtest with RENKO--as they generally produce extraordinary results that are not factual??-- Due to the calculation of the bar??--Not sure-- and apologies if I have mispoken-- Have a GREAT ONE!! p.s. dont know what OOB means? Quote Link to comment Share on other sites More sharing options...
vit007 Posted May 27, 2015 Report Share Posted May 27, 2015 (edited) Im agree with you newbie re. renco , but looks good on a picture :D. You can have many renko tipe bars the list predictable ones were you chose the open EX. 4-4-8 others one were open is fixed like 8-3 are more reliable on back tests and only need 1 or 2 for slippage. and OOB means --out of the box . Edited May 28, 2015 by vit007 newbie0101 1 Quote Link to comment Share on other sites More sharing options...
ciardim Posted May 28, 2015 Report Share Posted May 28, 2015 (edited) thank you very much to all. Grazie I have question. it seems work, so thank you again to all. now i try to import another indicator in ninja but says error: You have custom NinjaScript files on your PC that have programming errors. These errors must be resolved before you can import a NinjaScript Archive File. i have error in compile for SMMA.cs file error the namesoace Ninja Trader Indicator arleady contains a definition for SMMA I followed instructions in post #68 someone can help me? Edited May 28, 2015 by ciardim Quote Link to comment Share on other sites More sharing options...
admis Posted May 28, 2015 Report Share Posted May 28, 2015 I suggest to carefully read the following thread on BMT forum: https://www.bigmiketrading.com/ninjatrader-programming/4768-tip-backtesting-renko-charts.html particulary: all aslan posts and post #41. From my side, I'd like to mention about the FillType issue (usually, most of you use the "Default" setting while testing strategies based on a renko bars). ..\bin\Custom\Type\@DefaultFillType.cs Below is the part of code responsible for the renko bar issues: ... if (order.OrderType == OrderType.Market) { if (order.OrderAction == Cbi.OrderAction.Buy || order.OrderAction == Cbi.OrderAction.BuyToCover) // set fill price FillPrice = Math.Min(NextHigh, NextOpen + SlippagePoints); else FillPrice = Math.Max(NextLow, NextOpen - SlippagePoints); } ... NextOpen you should exchange to: bar.GetClose(bar.CurrentBar) Alternatively, you can use already existing solutions, for example: from the Woodies Collection: MTDS On Close fill type -- “There is only one good, knowledge, and one evil, ignorance.” ― Socrates vit007, lbf4223, yamantaka and 3 others 6 Quote Link to comment Share on other sites More sharing options...
vit007 Posted May 28, 2015 Report Share Posted May 28, 2015 Same with MTDS on closehttp://i60.tinypic.com/16bdly0.jpg admis 1 Quote Link to comment Share on other sites More sharing options...
admis Posted May 28, 2015 Report Share Posted May 28, 2015 (edited) Same with MTDS on close Vit, would you be so kind and re-upload your screenshot in a little bit bigger size - to read the numbers... I suppose, the net profit is now ~15k$ compared to ~41k$ previously. Which renko bars were you using? Edited May 28, 2015 by admis Quote Link to comment Share on other sites More sharing options...
vit007 Posted May 28, 2015 Report Share Posted May 28, 2015 (edited) Vit, would you be so kind and re-upload your screenshot in a little bit bigger size - to read the numbers... I suppose, the net profit is now ~15k$ compared to ~41k$ previously. Which renko bars were you using? Yes Admis its much lover and its RenkoSpectrumBarsType on 2 contracts. Not shure if I have to add slippage to . http://i57.tinypic.com/2e375ar.jpg . Edited May 28, 2015 by vit007 admis 1 Quote Link to comment Share on other sites More sharing options...
admis Posted May 28, 2015 Report Share Posted May 28, 2015 (edited) Yes Admis its $15860 and its RenkoSpectrumBarsType Again, I suppose, it's the RenkoSpectrum ver.1, if so, you have to apply 1-2 ticks of slippage. The last trick is more difficult. For the backtesting purposes only, it's worth to modify sources by adding the below condition before opening any order: if ( Volume[0] > 0) ....; // -> EnterLong() or EnterShort() or better: if ( Volume[0] > minVolTrigger) ....; // where: minVolTrigger > 0 ! Try to discover - why. Edited May 28, 2015 by admis ⭐ ESVepara and vit007 2 Quote Link to comment Share on other sites More sharing options...
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