Sunday, May 5, 2013

PM_ATR_BarColor Strategy for NinjaTrader


PM_ATR_BarColor Strategy for NinjaTrader

The last changes on the ATR_BarColor Indicator have been defined after testing several automated instances of variations on the logic.
The final result is the PM_ATR_BarColor_v2 which is now ready to the public.
Note : The version 2 refers to the indicator version it is using.

This final release of the PM_ATR_BarColor Strategy has the following features :

  • User defined Target and Stop
  • User defined Time to Start and Time to Stop
  • Auto Exit of Positions at Neutral ( Yellow ) State
  • Money Management Module

The Auto Exit Feature allows to use Big Targets, and the system will get out at first yellow signal, where a possible reversal can happen.

Example Chart with all debug info turned on ;
  • Vertical Lines at Entry signals
  • Markers of the Upper, Lower MutiTrail Lines
  • Text info after each trade ; xxx/yy where xxx is current daily PnL and yy is the consecutive loser count. On this chart we can see the last trades shows a positive $500 daily profit

The Money Management Module allows to stop trading for the remainder of the day if one of the following levels are reached :
  • Max Daily Profit
  • Max Daily Loss
  • Max consecutive losers in Row


This is the daily performance report of last week :

The input parameters that we need to optimize for each instruments are just a few, so it will not take too much time to get a good working configuration :



This is the Performance Report for an example configuration on CL



 You can take a look at the strategy in action on this YouTube video


Please feel free to post any comment or suggestion here...



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