admis Posted April 14, 2014 Report Share Posted April 14, 2014 In a Strategy Wizard "SetProfitTarget" is assigned once to whole strategy what translates: is setup in Initialize procedure. westvleteren 1 Quote Link to comment Share on other sites More sharing options...
enzofox Posted April 14, 2014 Report Share Posted April 14, 2014 http://my.jetscreenshot.com/demo/20140414-qlwh-237kb.jpg MANUAL Quote Link to comment Share on other sites More sharing options...
westvleteren Posted April 14, 2014 Report Share Posted April 14, 2014 Thanks for clarifying Admis ! admis 1 Quote Link to comment Share on other sites More sharing options...
admis Posted April 14, 2014 Report Share Posted April 14, 2014 1. I check if the value of variable0 is not equal to a Mid of the Box. No matter what the initial value (or non value ?) of variable0 is, I know it is not equal to the Mid of the Box. 2. Then (if also other conditions are met), I assign to Variable0 the value of the then actual Mid of the then current Box. With the above logic I can check if a new Box has been created and as such I also only take the first trade related to any Box. It works as a charm. I was brought to the idea by Yamantaka who apparently has this built in his AutoStrategy. But my original question was just on the set target issue. I'm not sure if I understand properly your intension related to Mid_Box. If you'are going to control/check if a new box is created it is enough to check current/previous bar of mid levels, for example: PPTBoxSLsig().Box_Mid[0] != PPTBoxSLsig().Box_Mid[1] If they are different it means a new box has been created. No need to use any additional variables. westvleteren 1 Quote Link to comment Share on other sites More sharing options...
admis Posted April 14, 2014 Report Share Posted April 14, 2014 ... MANUAL Enzo, I like your posts even if you're sometimes disappointed. But belive me, they are mostly like puzzles to solve. Personally I don't get your current idea...I guess it's problem with the language, so maybe it's better idea to use sometimes google translator and don't care about a grammar. Cheers and keep smiling!:) (continuare a sorridere);) enzofox 1 Quote Link to comment Share on other sites More sharing options...
enzofox Posted April 14, 2014 Report Share Posted April 14, 2014 http://my.jetscreenshot.com/demo/20140414-pikd-77kb.jpg Hello Friend Admin you're right I do not understand I'm working manually, and that's okay A U G U R I admis 1 Quote Link to comment Share on other sites More sharing options...
user33 Posted April 14, 2014 Report Share Posted April 14, 2014 http://my.jetscreenshot.com/demo/20140414-pikd-77kb.jpg Hello Friend Admin you're right I do not understand I'm working manually, and that's okay A U G U R I Thanks for sharing you trades. Do you mean you don't use the strategy to auto enter and exit trades? you enter after the signal showed on the chart, how about your exits? how do you manually determine your exit price? Quote Link to comment Share on other sites More sharing options...
admis Posted April 14, 2014 Report Share Posted April 14, 2014 Hello Friend Admin you're right I do not understand I'm working manually, and that's okay A U G U R I Thanks, I understood using a google translator: AUGURI = BEST WISHES One advice: If you are trading manually, maybe it would be convenient to you, make changes in a box of parameters: $6. Target 5 (618): 100 Un consiglio: se si sta operando manualmente, forse sarebbe conveniente per voi, apportare modifiche in una scatola di parametri: Quote Link to comment Share on other sites More sharing options...
Darktrader Posted April 14, 2014 Report Share Posted April 14, 2014 It's the same version as previously shared with one exception: targets can be assigned from a strategy as parameters. New name of this indicator and form of calling: PPTBoxSigLev(int target1, int target2, int target3, int target4, int target5) Example of usage: if (Position.MarketPosition == MarketPosition.Flat) { if (PPTBoxSigLev(162, 233,377, 512, 618).Box_Signal[0] == 1) { EnterLong(DefaultQuantity, ""); } if (PPTBoxSigLev(162, 233,377, 512, 618).Box_Signal[0] == -1) { EnterShort(DefaultQuantity, ""); } } You have to adapt your current strategies to the new name and parameters or use a previous release: PPTBoxSLsig() if you're not interested in a new feature introduced. The file: http://www.sendspace.com/file/0mogsn pass ... as usual P.S. This is my last release of this tweaked indicator. Now you can spend even 10k$ on a strategy development or ask yourself if it's worth ... Wow admis. Your ability and skill with the Ninjatrader Strategy Wizard/Condition Builder is most impressive! Thank you for sharing your work/ideas and skills. :) admis 1 Quote Link to comment Share on other sites More sharing options...
admis Posted April 14, 2014 Report Share Posted April 14, 2014 (edited) Wow admis. Your ability and skill with the Ninjatrader Strategy Wizard/Condition Builder is most impressive! Thank you for sharing your work/ideas and skills. :) Thank you Darktrader for your nice words, but believe me it is very basic level of programming. A long way to start talking about really tough cases. Small example: now we are talking about opening orders, logics, how to setup profit and losses, but there is no question how to check if an order was really opened, how many contracts was filled, what to do with the resting orders and so on... P.S. In reality I have very limited experience with a strategy builder because I prefer to write directly in C#. Much quicker.;) Edited April 14, 2014 by admis westvleteren, k33, ⭐ chripu and 3 others 6 Quote Link to comment Share on other sites More sharing options...
fedya9568 Posted April 14, 2014 Report Share Posted April 14, 2014 Hi Guys! Greeting to all participants! Nice to see all of you at the thread, who participated in the nearest past in the very popular thread of the forum! Hope the thread will bring new ideas and methods to be profitable at the market. Personally I tried to check in the past strategy connected to “box” trading, but could not manage it. Firstly I faced the strategy at below thread, perhaps where could be get some ideas: http://###.trade2win.c0m/boards/forex/153716-bob-volman-price-action-scalping-356.html admis 1 Quote Link to comment Share on other sites More sharing options...
hliboi Posted April 14, 2014 Report Share Posted April 14, 2014 (edited) yah the 70 tick method! :) Could never find his book online only amazon. have fun... excerpts: http://infofpas.files.wordpress.com/2011/10/excerpts-fpas-hr-3-6-121.pdf Edited April 14, 2014 by hliboi admis, Darktrader and m0rmacus 3 Quote Link to comment Share on other sites More sharing options...
thedriver Posted April 15, 2014 Report Share Posted April 15, 2014 GM to all , thx you very much Admis @k33 here a RJay's RenkoHybrid RJay.RenkoSpectrumBarChart , hpbarsTrial for you and for all!! http://www.sendspace.com/filegroup/P05k8akKOYXZe%2FQw72%2Bz2A1D8pmAQ7LH regards ⭐ Meow, admis, ⭐ stocktrader78 and 3 others 6 Quote Link to comment Share on other sites More sharing options...
westvleteren Posted April 15, 2014 Report Share Posted April 15, 2014 (edited) Question: Who else did testing and can recommend instrument(s), chartype(s) and testsettings (e.g. where stoploss, targets, take all trades or just the first from the box etc.) Edited April 30, 2014 by westvleteren dbz1713006267 and admis 2 Quote Link to comment Share on other sites More sharing options...
Trading1903 Posted April 15, 2014 Report Share Posted April 15, 2014 @westvleteren Is it using managed orders ( limit ) or market? Which version of the auto trader are you using ? Do you mind posting it. Thanks for your contribution. Quote Link to comment Share on other sites More sharing options...
thedriver Posted April 15, 2014 Report Share Posted April 15, 2014 Here some testresults for TF 06-14 over 4 trading weeks using Market Replay http://hidemyass.com/img/Q3fJ0/ So no backtest results as these are highly unreliable and makes me everytime a member of the fortune 500. The realized numbers vary hugely intraday. So a test where one would stop trading after e.g. $100 profit would be interesting. Please be aware of the following: - Stoploss is different ticks for all tests (I take chart ticks times 1,5 - so e.g. renkoHybrid chart of 4 ticks has stoploss of 4 times 1,5 = 6). Minimum stoploss is 5. - One contract - Test ran on Market replay data over timeframe March 17 to including April 11 - Trading only between GMT +01:00 between 08:00 and 20:00 - Any running trade will be exited at GMT +01:00 at 21:30 - No costs are included in results - In test all trades are taken from the Box. So the first trade is taken either short or long, the second etc. until a new Box forms - Target is the first target as calculated by the Box (blue line) Question: Who else did testing and can recommend instrument(s), chartype(s) and testsettings (e.g. where stoploss, targets, take all trades or just the first from the box etc.) Hi thx , but pic too small, resize please Quote Link to comment Share on other sites More sharing options...
westvleteren Posted April 15, 2014 Report Share Posted April 15, 2014 Driver: Click on the option fullsize and you will see large picture thedriver 1 Quote Link to comment Share on other sites More sharing options...
westvleteren Posted April 15, 2014 Report Share Posted April 15, 2014 (edited) Looking forward to your testresults and suggestions for instruments and yesy settings! Edited April 30, 2014 by westvleteren dbz1713006267 and Trading1903 2 Quote Link to comment Share on other sites More sharing options...
westvleteren Posted April 15, 2014 Report Share Posted April 15, 2014 Trading 1903: All orders just Market orders. Quote Link to comment Share on other sites More sharing options...
yamantaka Posted April 15, 2014 Author Report Share Posted April 15, 2014 Trading1903 We are here to share and to help eachother. Here the strategy, but now with the stoploss set at the other end of the Box. In other words: at short trade, the stoploss is the toplevel of the Box. Looking forward to your testresults and suggestions for instruments and yesy settings! http://hidemyass.com/files/AV70R/ What is the largest stop you encountered when placing the it at the opposite side of the box? Quote Link to comment Share on other sites More sharing options...
westvleteren Posted April 15, 2014 Report Share Posted April 15, 2014 (edited) Yamantaka: I assume you are looking for the worst hit stoplosses. I will check the values and let you know. The easy answer is of course that the stoploss equals the total hight of the box. Edited April 30, 2014 by westvleteren Quote Link to comment Share on other sites More sharing options...
admis Posted April 15, 2014 Report Share Posted April 15, 2014 Trading1903 We are here to share and to help eachother. Here the strategy, but now with the stoploss set at the other end of the Box. In other words: at short trade, the stoploss is the toplevel of the Box. Looking forward to your testresults and suggestions for instruments and yesy settings! http://hidemyass.com/files/AV70R/ I'm really glad to see you've moved into a c# sources! westvleteren 1 Quote Link to comment Share on other sites More sharing options...
westvleteren Posted April 15, 2014 Report Share Posted April 15, 2014 (edited) Yamantaka: Question: Some boxes do not display the target levels (e.g. first target is the dotted blue line). How do you handle those for trading? How can you recognize if a box has no targets plotted on the chart? The 27 ticks Stoploss was actually hit at a box with no levels plotted. Edited April 30, 2014 by westvleteren Quote Link to comment Share on other sites More sharing options...
admis Posted April 15, 2014 Report Share Posted April 15, 2014 (edited) @ westvleteren: I've made a few changes you asked for. Not to much to save a true educational mission. ;) Edited April 18, 2014 by admis exp48967 and westvleteren 2 Quote Link to comment Share on other sites More sharing options...
thedriver Posted April 15, 2014 Report Share Posted April 15, 2014 @ westvleteren: I've made a few changes you asked for. Not to much to save a true educational mission. ;) http://www.sendspace.com/file/1wwest (no pass) this file i must put in the strategy folder thx you Quote Link to comment Share on other sites More sharing options...
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