Recent content by Loki45

NinjaScript has two functions that you may want to look into: Low[x], which gives you the low price of the x. bar back, and LowestBar(y) which gives you the index number of the lowest bar within a lookback period of y bars. So, for example, the lowest price within the last 100 bars would be =...

Couldn't you just manually issue 2 OCO orders (each with an ATM strategy, if desired), one above the low and one below the high of the day? Check Help if you don't know how OCO orders are issued.

I also think it is possible, but I don't think you could do it without line-by-line NinjaScript programming. Working with 10 different data series is a little challenging, but feasible.

Ninjatrader lets you program your own indicator as well as your trading program that uses your indicator as input. Both could be programmed without any knowledge of the programming language (NinjaScript) using a program editor, although with limited capabilities compared to using the language.

NinjaTrader has a strategy wizard that lets you develop rule-based strategies (like IF-THEN strategies) without writing code.

The answer depends somewhat on what you trade. If it is stocks, forex or futures, then you could give NinjaTrader a try. The programming capabilites of their language - NinjaScript - are pretty good, and it comes with a wizard for creating a NinjaScript program that lets you automate trading...

I use NinjaScript a lot. Help and documentation is not bad, and because it is an extension of C#, you can use the huge documentation of Microsoft's C language family. NinjaScript comes with an easy-to-use wizard for simpler programs, where you don't have to actually write code.

I would post that question in the NT forum. They are pretty fast with responding, although quality is mixed...

One common problem is, as you sure know, curve fitting. On testing a new strategy, my first approach to check curve fitting sensitivity is to optimize parameters for a first period, e.g. two years, and then see how performance is in the following year(s) using these parameters. Sometimes I...

Sorry, yes, NinjaTrader.

Is there a way to let the Strategy Analyzer run on several instruments simultaneously, using the same strategy but different parameters for each instrument?

I looked into that, and IB told me there is no way around the auto shut-off. I could have lived with that, if there were an auto log-on to re-connect you. But at the time I checked there wasn't. So, I concluded that IB is not for automated trading if you want to hold and trade positions overnight.

If you look for a broker, IMO the "best" one (whatever that is) depends on what you want to trade. I found the following: For options, it's TOS (far better software than anything else I tried) for stocks, it's IB (good platform and low commissions) for futures, it's important to pick a...

Try this, it may be right for you: http://ensign.editme.com/ninja Most traders having experience with both data feeds - including myself - know that ZenFire is far superior to the IB/API data feed.