This indicator is a Walk Forward Optimizer for a pair of moving averages. The moving averages in this case is the Ahrens Moving Averages that I have previously posted in the elite section. Pay attention to the output window as I print the results of the optimization there.
HOW IT WORKS
At the beginning of each session it will optimize the two variables (Moving Average Periods) for the last three sessions and draw the optimized moving averages for the current session. So the optimized variables are never tested on the current session that it is being drawn. Optimized prices takes place after the moving average cross on the open of the next bar.
I used the walk forward method to avoid CPU lag and massive curve fitting.
It works only on minute charts at the moment, but i am exploring solutions for other chart types.
I created a thread to post ideas or general discussion around said indicator here:
I was messing around with a project and thought I would share. I welcome any input so feel free to make suggestions, or your welcome to just make fun of it.
This indicator is a Walk Forward Optimizer for a pair of moving averages. The …
This is a variation of Gordos "Better Line Break".
The difference: the "Real Line Break" uses the close of the last bar as open. This gives a more realistic chart and backtesting results.
Install via "Import Ninja Script".
(The code uses "Custom6" as ID. Change the value, if you already have an bar type with this number.)
Version 1.
Here is an indicator to customize Ninja's ChartTrader. It allows you to customize the layout and visibility of the 8 standard order control buttons. Additionally when a position is open, it will hide all of those ChartTrader buttons as well as disabling the right-click context menu choices for buy and sell.
It helps to reduce distractions and allows one to focus on a single order, which some may find useful, as I have.
I want to recognize those who posted the code that helped me put this together. Thanks to @SilverDragon for the code to customize layout and visibility of the buttons. You can find a more thorough explanation plus a great video in his post at
This thread is for the ChartTraderOrganize indicator. (which I will be posting shortly)
This indicator allows you to re-arrange and hide the Chart Trader buttons.
Important: This indicator is just out of the beta stage. There is some important things …
. Also thanks to @ninjatrader_Bertrand for the nice trick on determining market position from within an indicator.
Note that any chart on which this indicator is running will have it's ChartTrader buttons hidden and context menu buy/sell choices disabled whenever there is an open position on any instrument. This is beta 1.0.01. For educational purposes only. Use at your own risk.
This indicator add signals and Alerts (Text to Speech) for the following Point & Figure Patterns:
Triple Top
Ascending Triple Top
Spread Triple Top
Upside Symmetric Triangle
Upside Breakout of Bullish Resistance Line
Upside Breakout of Bearish Resistance Line
Ascending Triangle
Bullish Catapult
Triple Bottom
Descending Triple Bottom
Spread Triple Bottom
Downside Symmetric Triangle
Downside Breakout of Bullish Resistance Line
Downside Breakout of Bearish Resistance Line
Descending Triangle
Bearish Catapult
What I did was build a simple strategy in Ninjatrader that does the following:
1- Builds a Database in MySQL
2- Builds needed tables (OpenPnL & ClosedPnL)
3- Stores PNL for all instruments that the strategy is loaded
4- Runs a Query for both Open and Closed PNL
5- Using existing indicator Strategy Plot draws both total PNL (Open + Closed) and Realized PNL
The possibilities of this method are very robust. I can reference the MySQL database in Excel or third party apps, or I can build logic in the trading system to stop trading at a defined loss.
You will need MySQL loaded on your machine, and I suggest setting up your own user name and pass word. There are plenty resources online on how to do this.
Also, you will need to add references to two dll files (MySql.Data.MySqlClient & System.Data) that are included in MySQL installation; the paths are:
C:\Program Files\MySQL\MySQL Connector C 6.1.3\lib\vs11
C:\Program Files (x86)\MySQL\MySQL for Visual Studio 1.1.4\Assemblies\v2.0
Do you ever get sick of not knowing your TOTAL P&L in Ninjatrader? I am not talking about the P&L on one system, but referencing multiple systems at one time.
What I did was build a simple strategy in Ninjatrader that …
For true Point and figure charting and analysis NT 7 does not work because of a issue with drawing new bars on sessions. What I did is tweak the existing PointAndFigure chart code and replaced some logic so that it will no longer plot a new bar on session breaks (Sessions still exist).
What this means; longer term PnF charts are not only possible, but with my PnF suite might just be the best PnF setup out there. I will let you make your own decision on that opinion.
After downloading the code it must be copied to folder:
\My Documents\Ninja Trader 7\bin\Custom\Type
and because it is provided as a .cs file it must be compiled (by compiling any other indicator). Once compiled Ninja Trader must be closed and reopened before the new chart type, named “SodyPointAndFigure” will replace the old PnF.
January 23rd, 2016 01:06 PM bobc635 Hey Sody, thanks... will look at it. I just started watching PnF on the CL contract after studying some of the Strategy
Lab Wide Range Body and WRB Hidden Gap concepts. The lack of PA constraint of the PnF seemed to make a lot of sense.
I built an indi to show the Wide Range Body and Hidden Gap.... see what you think...
Thanks for this one....
Bob
June 20th, 2015 12:15 PM jmagaia I do not pro in Ninja, but I do not understand why the reference is not zip file.
Or put in zip and copy to same directory that the *.cs??
I put this work, with the discussion link in forum. but not easy for amateur's like me.