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help with strategy please


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  #1 (permalink)
 benrock 
hampton bays
 
Experience: Master
Platform: ninjatrader , TOS
Broker: CQG
Trading: FUTURES
Posts: 85 since Mar 2012

can anyone help me write this strategy code ?

3 greater bars close = buy signal = 2 bar target - 2 bar trailing stop

3 lower bars close = sell signal = 2 bar target - 2 bar trailing stop

only one trade per up or down trend .

thanks


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  #3 (permalink)
 
NJAMC's Avatar
 NJAMC 
Atkinson, NH USA
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benrock View Post
can anyone help me write this strategy code ?

3 greater bars close = buy signal = 2 bar target - 2 bar trailing stop

3 lower bars close = sell signal = 2 bar target - 2 bar trailing stop

only one trade per up or down trend .

thanks

If I understand your rules right, wouldn't there be additional entries around:

01:18ish: Long
02:19ish: Short
09:32ish: Short
09:35ish: Long
09:41ish: Short
09:42ish: Long

Seems like there is another filter you have in mind?


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  #4 (permalink)
 benrock 
hampton bays
 
Experience: Master
Platform: ninjatrader , TOS
Broker: CQG
Trading: FUTURES
Posts: 85 since Mar 2012

Yes there are others but I was just drawing a clear example of what I'm looking to do
And I want trend to finish before taking new long or short


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  #5 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
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And you define a trend how? I don't see it on your chart or your first post.

Mike




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  #6 (permalink)
 benrock 
hampton bays
 
Experience: Master
Platform: ninjatrader , TOS
Broker: CQG
Trading: FUTURES
Posts: 85 since Mar 2012

Meaning once a long signal is triggered I don't want another long until a short signal goes through


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  #7 (permalink)
 benrock 
hampton bays
 
Experience: Master
Platform: ninjatrader , TOS
Broker: CQG
Trading: FUTURES
Posts: 85 since Mar 2012

updated chart , there is a nbaruptrend / nbardowntrend indicator that will work , i just need to know how to code it into strategy


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Last Updated on April 12, 2012


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