NexusFi: Find Your Edge


Home Menu

 





NinjaTrader 8 Automated Strategy Question - OrderFlowVWAP Bands


Discussion in NinjaTrader

Updated
      Top Posters
    1. looks_one planetkill with 2 posts (2 thanks)
    2. looks_two trendisyourfriend with 2 posts (1 thanks)
    3. looks_3 adamn with 2 posts (0 thanks)
    4. looks_4 Mhaus with 1 posts (0 thanks)
      Best Posters
    1. looks_one planetkill with 1 thanks per post
    2. looks_two tyler803 with 1 thanks per post
    3. looks_3 TradeSaber with 1 thanks per post
    4. looks_4 trendisyourfriend with 0.5 thanks per post
    1. trending_up 1,525 views
    2. thumb_up 5 thanks given
    3. group 8 followers
    1. forum 9 posts
    2. attach_file 1 attachments




 
Search this Thread

NinjaTrader 8 Automated Strategy Question - OrderFlowVWAP Bands

  #1 (permalink)
 adamn 
Wrexham UK
 
Experience: Intermediate
Platform: NinjaTrader
Trading: Futures
Posts: 6 since Apr 2022
Thanks Given: 6
Thanks Received: 0

Hi, my first time posting, here goes!

I currently use NinjaTrader8 and am researching methods to build an automated strategy that relies on the OrderFlowVWAP indicator - specifically, buying and selling on standard deviation bands from VWAP with Renko bars (ninZaRenko).

I may look to purchase something like Bloodhound in the future, but not sure if I want/ need to make this investment just yet. Right now, does anyone know if this can be carried out with the Strategy Builder within NinjaTrader? If this isn't possible, can anyone suggest any alternative steps I could take? I'm not a coder myself, but am always happy to learn where I can (not sure if there are tuition/ videos/ guides out there for this purpose, specifically to allow me to build a strategy using the OrderFlow suite in NinaTrader 8?)

Many thanks

Started this thread Reply With Quote

Can you help answer these questions
from other members on NexusFi?
ZombieSqueeze
Platforms and Indicators
Better Renko Gaps
The Elite Circle
Cheap historycal L1 data for stocks
Stocks and ETFs
What broker to use for trading palladium futures
Commodities
NT7 Indicator Script Troubleshooting - Camarilla Pivots
NinjaTrader
 
  #2 (permalink)
 DSterling 
London
 
Experience: None
Platform: NinjaTrader
Trading: CL, Currency, ES
Posts: 3 since Mar 2016
Thanks Given: 2
Thanks Received: 0

You can try 'Markers System' available at theindicatormarket.com. Pablo not only teach how his system works but also show you how to setup strategies using Builder.

Reply With Quote
  #3 (permalink)
 planetkill 
New York City + NY/United States
 
Posts: 356 since Sep 2018
Thanks Given: 108
Thanks Received: 311



adamn View Post
Hi, my first time posting, here goes!

I currently use NinjaTrader8 and am researching methods to build an automated strategy that relies on the OrderFlowVWAP indicator - specifically, buying and selling on standard deviation bands from VWAP with Renko bars (ninZaRenko).

I may look to purchase something like Bloodhound in the future, but not sure if I want/ need to make this investment just yet. Right now, does anyone know if this can be carried out with the Strategy Builder within NinjaTrader? If this isn't possible, can anyone suggest any alternative steps I could take? I'm not a coder myself, but am always happy to learn where I can (not sure if there are tuition/ videos/ guides out there for this purpose, specifically to allow me to build a strategy using the OrderFlow suite in NinaTrader 8?)

Many thanks

The easiest would be to open up the data box and see if the values you're making trading decisions on from the OrderFlowVWAP indicator are saved as variables in the databox. If so, then you should be able to use the strategy builder to buy/sell based on those variables.

Bloodhound also has a learning curve, so before shelling out money for it and swapping one learning curve for another, I'd study what's possible with the built in NT8 strategy builder.


Reply With Quote
Thanked by:
  #4 (permalink)
 
trendisyourfriend's Avatar
 trendisyourfriend 
Quebec Canada
Market Wizard
 
Experience: Intermediate
Platform: NinjaTrader
Broker: AMP/CQG
Trading: ES, NQ, YM
Frequency: Daily
Duration: Minutes
Posts: 4,527 since Oct 2009
Thanks Given: 4,176
Thanks Received: 6,020


planetkill View Post
The easiest would be to open up the data box and see if the values you're making trading decisions on from the OrderFlowVWAP indicator are saved as variables in the databox. If so, then you should be able to use the strategy builder to buy/sell based on those variables.

Bloodhound also has a learning curve, so before shelling out money for it and swapping one learning curve for another, I'd study what's possible with the built in NT8 strategy builder.


OrderFlow indicators are not available in strategy builder.

https://forum.ninjatrader.com/forum/ninjatrader-8/strategy-development/1141399-order-flow-indicators-not-showing-in-strategy-builder?p=1141400

Reply With Quote
Thanked by:
  #5 (permalink)
 planetkill 
New York City + NY/United States
 
Posts: 356 since Sep 2018
Thanks Given: 108
Thanks Received: 311



Would creating your own indicator to copy the values from the order flow indicators work? And then use your indicator for the strategy builder? From the documentation here, it looks like order flow+ indicator values can be accessed through Ninjascript: https://ninjatrader.com/support/helpGuides/nt8/NT%20HelpGuide%20English.html?order_flow_plus.htm

Reply With Quote
Thanked by:
  #6 (permalink)
 
trendisyourfriend's Avatar
 trendisyourfriend 
Quebec Canada
Market Wizard
 
Experience: Intermediate
Platform: NinjaTrader
Broker: AMP/CQG
Trading: ES, NQ, YM
Frequency: Daily
Duration: Minutes
Posts: 4,527 since Oct 2009
Thanks Given: 4,176
Thanks Received: 6,020

I think it might work but did not try to encapsulate the orderflow vwap+ within an indicator as i access it directly within ninjascript. I never use the strategy builder.


planetkill View Post
Would creating your own indicator to copy the values from the order flow indicators work? And then use your indicator for the strategy builder? From the documentation here, it looks like order flow+ indicator values can be accessed through Ninjascript: https://ninjatrader.com/support/helpGuides/nt8/NT%20HelpGuide%20English.html?order_flow_plus.htm


Reply With Quote
  #7 (permalink)
TradeSaber
Toronto, Canada
 
Posts: 7 since Nov 2022
Thanks Given: 1
Thanks Received: 46


adamn View Post
Hi, my first time posting, here goes!

I currently use NinjaTrader8 and am researching methods to build an automated strategy that relies on the OrderFlowVWAP indicator - specifically, buying and selling on standard deviation bands from VWAP with Renko bars (ninZaRenko).

I may look to purchase something like Bloodhound in the future, but not sure if I want/ need to make this investment just yet. Right now, does anyone know if this can be carried out with the Strategy Builder within NinjaTrader? If this isn't possible, can anyone suggest any alternative steps I could take? I'm not a coder myself, but am always happy to learn where I can (not sure if there are tuition/ videos/ guides out there for this purpose, specifically to allow me to build a strategy using the OrderFlow suite in NinaTrader 8?)

Many thanks

There is a free VWAP indicator inside the Ecosystem:
https://ninjatraderecosystem.com/user-app-share-download/vwap/

I believe you can use this in the Strategy Builder. Just set the deviation bands to the same as the OrderFlow VWAP. It seems to be exactly the same values.

Reply With Quote
Thanked by:
  #8 (permalink)
tyler803
columbia, sc
 
Posts: 3 since Nov 2022
Thanks Given: 0
Thanks Received: 5

You can not use the ninjatrader orderflow tools in the strategy builder. When you are in strategy builder you will not see them listed under indicators. You can download a free vwap tool in the nt ecosystem and use that. I have made an automated vwap strategy that way

Reply With Quote
Thanked by:
  #9 (permalink)
 adamn 
Wrexham UK
 
Experience: Intermediate
Platform: NinjaTrader
Trading: Futures
Posts: 6 since Apr 2022
Thanks Given: 6
Thanks Received: 0


TradeSaber View Post
There is a free VWAP indicator inside the Ecosystem:
https://ninjatraderecosystem.com/user-app-share-download/vwap/

I believe you can use this in the Strategy Builder. Just set the deviation bands to the same as the OrderFlow VWAP. It seems to be exactly the same values.

Thanks so much for your help! Great community :-)

Started this thread Reply With Quote
  #10 (permalink)
 Mhaus 
Austin, TX
 
Experience: Beginner
Platform: NinjaTrader, TOS
Trading: Stocks
Posts: 9 since Sep 2011
Thanks Given: 2
Thanks Received: 0



adamn View Post
Hi, my first time posting, here goes!

I currently use NinjaTrader8 and am researching methods to build an automated strategy that relies on the OrderFlowVWAP indicator - specifically, buying and selling on standard deviation bands from VWAP with Renko bars (ninZaRenko).

I may look to purchase something like Bloodhound in the future, but not sure if I want/ need to make this investment just yet. Right now, does anyone know if this can be carried out with the Strategy Builder within NinjaTrader? If this isn't possible, can anyone suggest any alternative steps I could take? I'm not a coder myself, but am always happy to learn where I can (not sure if there are tuition/ videos/ guides out there for this purpose, specifically to allow me to build a strategy using the OrderFlow suite in NinaTrader 8?)

Many thanks

Did you figure this out or you still looking for an answer?

Reply With Quote




Last Updated on October 10, 2023


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts