The Elite Circle - SigmaSpikes strategy NT8

Categories

Show

Help

The Elite Circle

File sharing for Elite Members only, includes any and all platforms and file types

The Elite Circle

Filter

A B C D E F G H I J K L M N O P Q R S T U V W X Y Z 0 1 2 3 4 5 6 7 8 9

Entries

SigmaSpikes strategy NT8

Strategy based on SigmaSpikes

Coded by bcomas. Email me for improvements or suggestions

SigmaSpikes as described by Adam H Grimes. https://adamhgrimes.com/how-to-calculate-sigmaspikes/

* standard deviation of daily returns over a period , searching price spikes.

Parameters:

// SigmaSpikes Settings
SigmaSpikesFactor = 2.50; (tweak according timeframe used)
UseSigmaSpikes = true;

// StopLoss & ProfitTarget
UseProtectiveStops = true;
StopLoss = 100;
ProfitTarget = 100;

// Daily Target
Contracts = 1;
DailyLossLimit = -100;
DailyProfitLimit = 100;
DailyTradesCount = 100;

// Email alerts
UseEmail = false;
EnableEntryAlert = false;
EnableExitAlert = false;
toEmailAddress = @"";

// Times
Session1 = true;
Session1Start = 0;
Session1End = 235959;

Session2 = false;
Session2Start = 90000;
Session2End = 110000;

Session3 = false;
Session3Start = 120000;
Session3End = 125900;

Thanks to the first developer:

https://nexusfi.com/local_links.php?action=ratelink&linkid=1958&catid=27&lpage=12

Testing:
https://nexusfi.com/elite-automated-ninjatrader-trading/32758-want-your-ninjatrader-strategy-created-free-184.html

Category The Elite Circle

Details: SigmaSpikes strategy NT8
Category: The Elite Circle

May 26th, 2020
Size: 7.41 KB
Downloaded: 924 times