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Question about the Accumulation/Distribution Range Breakout Strategy

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    Question about the Accumulation/Distribution Range Breakout Strategy

    I'm testing the Accumulation/Distribution Range Breakout Strategy on my simulation account.

    I noticed it only goes long; is there a way to set it to take shorts also?

    Accumulation/Distribution Range Breakout strategy was published in the August 2018 Stocks and Commodities article titled 'Portfolio Strategy Based On Accumulation/Distribution' by Domenico D'Errico.

    #2
    Hello jorgehach3,

    Thank you for the post.

    The script is currently made to only enter long and exit long, that is based on the conditions it uses.

    To make it go short depends on how you could re use the values which the original condition uses. You would have to make another set of conditions to enter short and exit short but you would need to first determine if the values you can use in the condition make sense in any way to do that for a short side.


    This is the condition used to enter long, if the values used here can be re used in an opposite way you could make a short condition:

    Code:
    if (ToDay(Time[0]) > 20030101 && Close[0] > Top[0] && Bot[0] > Bot[12]
    && SMA(Volume, VolAvg)[VolDelay] > VolRatio * SMA(Volume, VolAvg)[VolAvg + VolDelay])
    {
    I would suggest adding some prints to output these values to get a better idea of how numerically a short condition might need to be formed, that would let you know what operators would be needed to make a new condition.

    JesseNinjaTrader Customer Service

    Comment


      #3
      Can someone help me with explaining the amount to buy section? Is it in USD or Contracts/Shares?

      Comment


        #4
        Hello ahpeak951,

        Thanks for your notes.

        AmountToBuy is a user-defined variable in the Accumulation/Distribution Range Breakout Strategy​ that refers to USD, not Contracts/Shares.

        The script divides the AmountToBuy by the Close[0] price and adds the ProfitQuantity to calculate the number of shares to buy.
        Brandon H.NinjaTrader Customer Service

        Comment

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