Strategy TEMPLATES ?

[rmk]

We apply a strategy to numerous instruments. Each instrument will have different parameter settings and also be executed in a different trading account.

This currently takes a huge amount of time to set up EACH and EVERY day as there is no way that I am aware of to save a template with a Strategy and its specific settings, as we can do now with and Indicator Template.

Given the new structure in Ninja 7 this should not be difficult to implement and would be a tremendous help time and accuracy wise. The current process is tedious and prone to user error due to the number of combinations we have to set each day.

While the majority of Ninja users may currently not be aggresively using the Ninja strategy capability, the current lack of Strategy Template ability is just another awkward impediment to doing so.

I requested this for 6.5 and it was acknowledged that this would be a possibility for 7.0. Could you please implement a Strategy template ability/capability ?

[zweistein]

I have developped persistance for strategies and I save strategy parameters relative to the instrument on an external xml file.

Send me a PM if you are interested to buy my tecnology.

regards

Andreas


www.zweisteintrading.eu

[NinjaTrader_JoshP]

rmk,

All you have to do is setup your strategies once and just not remove them from the strategies tab. They will persist and maintain on there. Every day you can just right click -> Enable All.

[whotookmynickname]

Strategies not saved / we NEED strategy templates

Dear Josh

We usually trade appr. 100 different strategies with individual settings on more than 15 instruments. It takes me about 1 hour to set them all up (and there is also a very high room for error). Please include a strategy template which saves strategies and settings per instrument and strategy.

I was relying on the fact that the strategies remain within NT7, but they don't. Once NT7 creates an error message (and this is very, very often due to the beta status) all strategies are gone and not recoverable.

Also, another request is to also develop a Market Analyzer template (which is savable, editable and includes customized tickers (the function to load full instrument lists is not user friendly if tickers change a lot).

Regards
Andreas

[NinjaTrader_JoshP]

Andreas,

Not sure what you mean by the strategy being gone. The strategy should still show up on the Strategies tab even if it was stopped. To start it again just means pressing the Start check box.

You can save strategy templates. When you are loading up the strategy, right click -> Save in the strategy selection grid.

Thank you for your Market Analyzer suggestion. We will put it on our list of future considerations.

[whotookmynickname]

Dear Josh

Yes, if I write they are gone and not recoverable, they are simply gone. Everytime I receive the error message "... NinjaTrader needs to shut down", most if not all the strategies are gone from the strategy tab. So it is not about me stopping the strategies (this works), it happens when NT crashes. I can reload the workspaces (even if I have saved them before under different names) but the strategies don't show up anymore. This has also happened to a colleague.

I do not mean the default settings which can be saved. I really mean the strategy settings (inputs, accounts, data series) for each individual instrument and strategy. I know you are referring to the fact that NT remembers and typically saves the strategies. However, why don't you give the user a chance to save them just as I can save chart templates or workspace layouts? This can then be shared, backed-up, etc.

Thank you
wtmnn

[NinjaTrader_JoshP]

Hi,

If your NinjaTrader crashes that is a different issue all in itself and can cause problems as you have outlined.

You can save those inputs, etc to strategies by right clicking and selecting Set Default. Please see attached screenshot. What isn't saved is the instrument you are running the strategy on.

Thank you for the suggestion for a whole strategy template for all the strategies running.

[zweistein]

Hello,

some time ago I developped a solution for saving strategy parameters relative to the instrument used in an external .xml file.
This solution works for NT6.5 and also for NT7.

As I see request here I decided to make my solution available to other NinjaTrader users.
Please undrstand that this cannot be for free as I put significant effort and time into this.

Please have a look at

http://www.zweisteintrading.eu/strategypersistence.htm

regards

Andreas

[r2kTrader]

Josh,

Really?

Hmm, does that work with Market replay? Or does market replay strip your unenabled strats clean?

Try to disconnect from replay and reconnect. Boink!

Also, what about saving them in case they get removed? Is there a place we can back them up?

rmk,

All you have to do is setup your strategies once and just not remove them from the strategies tab. They will persist and maintain on there. Every day you can just right click -> Enable All.

[r2kTrader]

Josh,

So you can only have ONE default settings per strategy?

Why can't you just right click on the stategy listed in the tab and save SAVE! Is that so hard?

Then if you right click anywhere in the strat tab window, right mouse click and say add saved strategy with parameters. Is it just me, or is Andreas' solution more eloquent.

I'm going to stop posting because this is just way too frustrating to watch, lol.

NT7 has a lot of interesting new features. I would just like to see a little more effort put into the core as it relates to areas that frustrate the most patient of us.

I will take advantage of the default settings dilio for now, and because I don't expect my hopes to be realized, I will have to work on some kludges for strategy persistance.

Can you at least tell me where the saved strategy data is parked, or do I have to figure that out on my own? (SEE MY NEXT POST, xml file stored under NT7 directory)


Thanks,

Hi,

If your NinjaTrader crashes that is a different issue all in itself and can cause problems as you have outlined.

You can save those inputs, etc to strategies by right clicking and selecting Set Default. Please see attached screenshot. What isn't saved is the instrument you are running the strategy on.

Thank you for the suggestion for a whole strategy template for all the strategies running.

[r2kTrader]

Also,

Once you save your settings, are they portable? Can you move them to another machine?

Saving defaults per strategy means we have to copy our strategy many time and rename them. When we want to update one thing, we have to then either cascade the changes manually, or delete the other named strategies and rename them.

Thus my next question, are the settings being saved with the "name" of the strategy, or is it linking to a hash of the file or something? If I change the name of the strategy, does that saved settings link break?

ANSWER: Yes, they are stored as an XML file under

C:\Users\User\Documents\NinjaTrader 7\templates\Strategy

I have not tested this, but it appears that the file name of the xml matches the strategy.

Also, in the XML it references your strat name. So from a first glance, it should deserialize if you have the xml file name and the XML "header" match the Strat name.

Ideally, one should be able to write a strategy and have many different parameters "attached" to it. So the XML file name should be the "label" you give your parameters, and the "header" would reference the strategy name. This way, you could have many XML files attached to the same strategy. One would be the default, then if you right mouse clicked on your strategy, a list of possible saved values would be there. You could select a new default (which would be marked by a checkmark) or select for that session.

Ideally, we should be able to keep notes attached to the parameters. Maybe 200 chars or so to paste results or add notes.

Am I asking too much?


Not pretty, but I can live with this. Now if I can figure out how to keep the strategies from disappearing when I connect/disconnect.

[NinjaTrader_JoshP]

r2kTrader,

Thank you for your comments. The way it works is you can save a default per strategy. Connecting/disconnecting to Market Replay does not strip strategies.

[r2kTrader]

Josh,

It doesn't strip them from their default strategies or those in the XML file, rather it removes them from the strategy tab. So if you have 5 of the same strategy loaded, with different time frames or bar types, they are get zapped when you connect disconnect.

r2kTrader,

Thank you for your comments. The way it works is you can save a default per strategy. Connecting/disconnecting to Market Replay does not strip strategies.

[NinjaTrader_JoshP]

r2kTrader,

Please provide exact steps including exact connections which you connect to so I can describe expected behavior for your exact scenario. Thank you.

Note that it should not remove strategies from Strategies tab unless explicitly told to do so by the user.

[r2kTrader]

r2kTrader,

Please provide exact steps including exact connections which you connect to so I can describe expected behavior for your exact scenario. Thank you.

Note that it should not remove strategies from Strategies tab unless explicitly told to do so by the user.

1. Start market replay
2. Add your strategy to the tab.
3. play a day out.
4. uncheck the strategy
5. slide the tab backward/rewind
6. Strategy disappears.

Same as above, but instead of 5, disconnect from market replay, then reconnect.

--------------SIDE NOTE for BUG LIST-------------
Run market replay while chart is up.
crank to 500x
setup an ATM 5 pt, 5 sl (or whatever)
rapidly click buy market or sell market
should freeze up.