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Showing posts with label Strategy. Show all posts
Showing posts with label Strategy. Show all posts

Tuesday, December 10, 2013

PMS_Reversal System for Ninjatrader Upgrade

Hello Traders !

We all know that one of the Key Factors to success on any Setup is the Money Management.
So we decided to upgrade all our PMS Semi/Full Auto Systems adding this feature.
Even being the PMS's Systems originally focused to Manual Trading with Automatic Assisted Entry, when we trade several setups at the same time, it turns complicated to keep track each Setup Performance.

The first Setup Upgraded is the PMS_Reversal, currently on version v4b :
On the following Picture we can see Both New Input Parameters :
If current Daily Profit or Daily Loss exceeds those input parameters. no more orders will be issued by the rest of the session, or until the user change the parameters.

Example with a Daily Limit Profit of $500

Another additional feature asked by several traders is the Delayed Entry Order Cancellation.

On this YouTube video we can see the New PMS_Reversal in Action :


On the following days, the rest of the PMS Systems ; EMA, SRS will include the Money Management Feature. Stay tuned for more Features !

If you are a current user of the PMS_Reversal, log into your account to download the last version.

Best Regards,
Pablo 

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Tuesday, October 15, 2013

New Reversal Strategy for Ninjatrader - Review

Hello Traders !

As you may remember, some time ago we talked about the different ways to detect reversals, using divergences, stochastics, etc...
Take a look at that entry on this link : "Selling Tops..."

We also applied an Entry Technique ; RBO using Stop Orders to Enter The Market when we have a Confirmed Reversal Signal.
This is an example of an Entry Order after a Confirmed Over Bought Signal :



I usually use 3 ticks for the offset, and the entry is cancelled if we don't get a fill on the following bar when we place the order ; so that is 2 bars after the signal

The settings I am using for the ATM ( using 2 contracts ) are these :


The System uses ATM Orders, so we can define several setting on the ATM definitions ; 
3 positions, individual sizes, targets, stops, auto trails, auto break evens, etc.
On this video we can see how this setup worked today :


There are more different configurations and instruments on these other video Links :
Video #2 : http://www.youtube.com/watch?v=EjOR9VGzVx4
Video #3 : http://www.youtube.com/watch?v=suLMInvX13I

Best Regards,
Pablo
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Thursday, September 12, 2013

New PMS_EMA Semi Automatic Strategy

In continuation with our Project of upgrading all our Systems to the New Format of Semi Automatic System so We can Auto Trade from Chart Trader...

The Indicator Store presents the New version of the PM_EMA Setup :


This package (PMS_EMA) contains an enhanced Indicator with the following Features :
  • Option to Paint Bars according to Trend
  • Option to Draw Envelope
  • Option to Generate Audio and Text Alerts
  • Offset Option ( New on this Version )
  • Option to specify ATM Name to execute
  • Option to execute trade by Trade ( Button disables after each trade )
  • Option to take all signals ( Buttons remains enabled after trade )
  • Strategy works in slave mode, receiving data from the indicator
  • Bidirectional communication between the Indicator & Strategy
    ( Indicator receives acknowledge from Strategy to enable sending orders )
On the following picture we can see an example where the indicator is ready to send orders, and Short button is enabled, so it will take the next Short Signal :

On the next example picture, the indicator can not communicate with the strategy, so it can not send orders.
Possible reasons ; Datafeed not connected, not receiving data for the selected instrument or the Strategy is not Ready...

We will continue upgrading all our Setups to use this New System.
Next to come ; ATR_BarColor, PM_Reversal (New Setup)

If you are interested in automate any other System, please ask...
We can convert any indicator into a Fully Auto or Semi Automatic System...

Good Trading !
Pablo

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Wednesday, September 4, 2013

New SRS Semi Automatic Strategy

The Indicator Store present its New Line of Semi Automatic Systems

Our First Product using this system is the SRS.

As you remember, with the SRS we get an Audio and Visual Alert indicating a possible entry :


On the Alert Window We can identify the Symbol ( CL 10-13 ) and the possible entry.

So We watch at the CL 10-13 Chart and place the Entry Order ; a Buy Stop over the Cyan Diamond :


We continue updating the Order Entry Price while the Cyan Dot moves...

... or Cancel the Entry Order if Dot disappears and bars turn gray

The New Version of the Semi Auto SRS includes an updated Indicator that places Buttons on the Chart, as seen on previous pictures.
This indicator has the following Input Parameters, including settings for the ATM name, the same that we use on Chart Trader. So we can control the trade size, trailing stop, targets & Stops from the Indicator, by just changing the ATM Name...

Watch this YouTube Video to see how it works :

Please post any suggestion or question...

Regards,
Pablo
logo Pablo Maglio The Indicator Store 

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Monday, August 26, 2013

PM_ATR_BarColor Strategy for Ninjatrader Performance

PM_ATR_BarColor Strategy for Ninjatrader

Performance on Crude Oil Futures on a 9 Range Chart

Interval of Report : Jun 30 to Aug 26


This report is not including the commissions, so we must multiply the total number of trades (106) by our current commission for CL ( average of usd $5 ) and deduct it from the Total Net Profit ( $3860 )

The Maximum Drawdown is $1160, that gives us an idea of the trade account size needed for this system :
The Max drawdown should be in the order of 5% of the account size, so the suggested account trade size should be 22K or higher.



The Daily Profile offers also an idea of what we can expect in terms of max daily Losses ;


Another important factor to take into account on this setup is the time window where it operates, it has been profitable in the pre-market ( before the pit CL session opens ) and this has not changed from last year :


The PM_ATRBC Sytem is available in 3 different formats:

Regards,
Pablo
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Tuesday, June 4, 2013

Semiautomatic Strategies for Ninjatrader

Semiautomatic Strategies for NinjaTrader

The semiautomatic setups are useful for those who, even following a known rule setup, prefer to have full control over the selection of signals, and the management of targets and stops.

Using a semiautomatic approach we can fully auto trade a setup with the benefit of choosing which trade setups we want to trade. And once we have a position, we can leave the default target and stop or move them to our desired place.

This is a description of what is possible and what is not :

A Semi Automatic Setup can :
  • Show current trade setup the same way its associated indicator does.
  • Trade all signals the same way the associated strategy does.
  • Place orders on SIM, LIVE, Market Replay and Simulated Feed
  • Trade on Market Replay at Full Speed ( 500 x )
A Semi Automatic Setup can NOT :
  • Show Historical Trades
  • Be used on Strategy Analyzer
  • Be used on Strategy Optimizer
What Is a semiautomatic Setup ?
  • It is a Custom Indicator and a Custom Strategy. Both with same name
  • The Indicator send signals to the Strategy, so the Setup parameters are defined into the Indicator.
  • The Strategy just receives signals from the Indicator, so its only parameters are the trade size, targets and stop.
  • We can change settings on the Indicator without disabling the Strategy
How we use it ?
  • First we add the Indicator to the Chart and set its Input parameter until we verify that entries correspond to our setup
  • Then we add the strategy with correct trade size, default target and stop to same chart. And enable the strategy.
  • As soon the strategy is enabled we get a new tool bar on the chart menu indicating the name of the Setup, and the options to enable Next Long and Next Short Signals.


  • Once the selected signal appears, and its entry order gets a filled, we can manage the position targets and stop moving them with the mouse on another chart with chart trader enabled
  • Orders can also be moved through the Orders Tab

YouTube video.
  • A full description about the use of the Semiautomatic Setups can be found on the following video


Automation of any Indicator
  • With the interface used on these semiautomatic packs, any indicator can be converted to semi automatic with minimum changes.
  • The main strategy core used will be updated with future enhancements that will include more user control through buttons
  • Future upgrades include ;
  • Selection of Trade Size on the toolbar
  • Enabling AutoBreakeven from the toolbar
  • Enabling Trailing Stop from the toolbar
  • Config Trailing Stop from the toolbar
  • More Options selected by user request.
The list of setups currently available at TIS can be found here

Please feel free to post any question or suggestions to this New Program

Regards,
logo Pablo Maglio The Indicator Store 
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