Atlanta, Georgia
Experience: Intermediate
Platform: Ninjatrader
Trading: Futures
Posts: 2 since Jul 2011
Thanks Given: 1
Thanks Received: 0
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I have struggled a little trying to get this programmed correctly. I will give the rules and then also include a screenshot as well.
I would like to make this so that I can adjust and optimize the targets and stops. Everything else is well tested enough to convince me that it is a sound strategy.
For Longs:
Low[0] > SMA(50)[0] Note: Low from the current closed bar is above the 50 SMA
Close[0] > SMA(50)[0] Note: The close from the current closed bar is also greater than the 50 SMA
RSI(5,1).Ave[1] <50 Note: The RSI value from one bar ago was less than 50
RSI(5,1).Ave[0] >50 Note: The RSI value from the current closed bar is greater than 50
RSI(5,1).Ave[0] <60 Note: The RSI value of the current bar is also less than 60
Close[0] > EMA(15)[0] Note: The close of the bar is above the EMA 15 line
For Shorts:
High[0] < SMA(50)[0] Note: High from the current closed bar is below the 50 SMA
Close[0] < SMA(50)[0] Note: The close from the current closed bar is also less than the 50 SMA
RSI(5,1).Ave[1] >50 Note: The RSI value from one bar ago was more than 50
RSI(5,1).Ave[0] <50 Note: The RSI value from the current closed bar is less than 50
RSI(5,1).Ave[0] >40 Note: The RSI value of the current bar is also greater than 40
Close[0] < EMA(15)[0] Note: The close of the bar is below the EMA 15 line
The long and short entry should be one tick above the high or low of the trigger candle so that I can let price pull me into the trade.
Not sure if this needs to be created as an indicator first from which I can then trigger a trade, but I'd like to see the condition painted to the screen when the criteria is met.
Using the Wizard I am able to get the code to work on the longs but then was unable to make those entries variable on the strategy analyzer. I was also not successful in getting the condition to paint to the active screen in realtime.
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