Saturday, February 1, 2014

Most Successful Strategies for Ninjatrader

Most Successful Strategies for Ninjatrader

Our Most Useful and Flexible Setups are :
  • EMA ( trending setup )
  • SRS ( trend and counter trend setup )
  • Reversal ( counter trend setup ) ...currently available only on semi automatic mode

The SRS Setup is covered on these links :

On this link you will learn How it Works : The Indicator Store: Small Range Setup
( on this early version it was used as a trending system )
Later I explained how to use it on counter trend mode : SRS for Trend and Counter Trend Setups

This video is about the Semi Automatic Indicator ( PMS_SRS ) 
...that allows to trade the Setup from Chart Trader using ATM Orders : PMS_SRS_v6 - YouTube
And this is my last Ninja Webinar were I explains the basics of the Setup : NinjaTrader Partner Presentations - 3/20/2013 - YouTube
Powerpoint used in the Ninja Webinar : Link

The Reversal Setup is covered on these links :

It is an overbought/oversold indicator that uses stochastics to predict possible Market Reversals
The logic is explained on this Post : Selling Tops and Buying Lows on Ninjatrader
The Automated version is shown on this Post : PMS_Reversal System for Ninjatrader Upgrade
This link has a video about the PMS version ( semi/full automatic )
This is the link to the powerpoint used on the Ninja Webinar Ninja Webinar Link

The EMA Setup is covered on these links :
The EMA setup uses 2 indicators ; 
You can find info about this setup on the following posts :
If you feel comfortable with this Trending Setup, you can choose one of our dedicated packages ;
With TIS_EMA you can do visual backtests, and also get real time alert and entry price indications
With PM_EMA you can automate the setup, generate backtests and optimizations.
With PMS_EMA it is possible to auto trade the setup with user control of the trade ; we can allow/avoid next trade and also move the orders. The system enters the market using our preferred ATM Order Management andthe releases the control to us.

Don't forget to follow me on G+ and check my trades :  G+

Some examples on last trades :
  • This is a Reversal ( Green Dot ) overlapping an SRS ( Cyan Diamond ) Long : LINK
  • This Short is an SRS Signal ( Orange Diamond ) : LINK
  • This is an EMA entry ( Red dotted line ) Short : LINK
  • We can see 2 short reversal signals ( red dots ) and 2 long reversal signals ( green dots ) : LINK
Let me know if you have any question...

Best Regards,
Pablo

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Automated Strategies for Ninjatrader

Hello Traders !

On this article we are going to review all our trade setups that have a Strategy for Ninjatrader fully automated and can be back tested, optimized and traded live.

This is a list of all those ordered in function of its low complexity ;
  1. EMA ( it trades an Exponential Moving Average ; Read More )
  2. Bouncer ( it is an anti EMA ; as it trades against it )
  3. Vwap ( it trades the Volume Weighted Average Price )
  4. SRS ( Custom Setup ; Read More )
  5. ATR_BarColor
  6. Impulse
  7. High Low Crossover

On this setup we only need to optimize a pair of parameters ;
  • The period of a Moving Average
  • The size of an envelope
The size of the envelope is slightly lower than the stop we are planning to use, so we can focus on finding the Period

This is an example using the Optimizer to scan Moving Averages on ES, looking for a 1.5 points of target against 2 points of Stop :


Depending on the level of the commisions, then we have a few areas with good moving averages to trade with.

This is an example of the equity curve using an EMA(166) :


Now we can optimize all other settings trying to obtain a better shaped equity curve ;


This systems trades agains the PM_EMA, so we can use the same PnL vs Period Chart, and trade the worst performing moving averages. It works better on non trending, but more volatile markets like Crude Oil or Gold

3) PM_VWAP
Similar logic used by PM_EMA, but replacing the moving average by the vwap.
Something interesting about the vwap is that it produces the same result on any timeframe, so this setup is almost not related to time frame. The only impact changing the time frame is the possibility of taking more trades over same entry.

This is a system that uses an envelope, a moving average and a donchian channel to define the trend and entry logic.
It can be configured with or against the trend. (Read More)

This is an optimized report example on CL using a Range 9 Bar Chart taking into account last 2 months ( Dec 2013 and January 2014 )


5)PM_ATR_BarColor

UNDER CONSTRUCTION

Best Regards,
Pablo

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Pablo Maglio The Indicator Store 

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