Super Trend For Ninja Trader Needed

[Mauro60]

Have you ever thought of doing trade of the bar on the retracing SuperTrend?
see image.
P.S.
sorry my bad English

[ctrlbrk]

Good thread going here. I thought I would share what I am doing personally in regards with SuperTrend, to see if it can help anyone.

I trade the ES. I wrote a strategy around SuperTrend, DynamicSR, and my own version of Elliott's Osc, and my own version of HeikenAshi bars set to a medium sensitivity.

I looked at the Elliott's Osc indicator and I feel it is nearly identical to what I am using so I think that is sound. The default of 5, 34 wasn't exactly my preference, but you can Optimize the strategy later.

I think you might consider throwing in a SMMA of 10 period (for ES, 15m chart) and check if it is falling or rising, or how far away the close of the bar was from the SMMA(10), or use it for entry point, etc. I like SMMA 10 a lot for the ES, in any time frame it is very nice.

I am using two signals, the main SuperTrend signal for an entry after a trend reversal, and a breakout signal if there is a close above/below the S/R lines from DynamicSR and SuperTrend agrees with the trend direction.

Backtest results from Jan 1 to today was about $ 13,000 using a 15m time frame with a 32 tick stop and a 26 tick target. Win percentage is about 70%. This is 1 contract, but it does allow for 2 entries per direction, and I wrote the strategy so it will only take 1 supertrend entry and 1 breakout entry per move.

I did optimize several values including the SuperTrend value of (10, 3.42) and others. I backtested from November 2008 so far with very promising results.

I built-in to the strategy to ensure no profit would occur until the second bar, to prevent same bar entry/target during backtesting. Should represent worst case, as in live market, you may possible hit a target on the same bar.

I also built-in a couple of reversal signals to exit a trade before a full stop is taken. Basically a SuperTrend reversal, and a HeikenAshi trend bar reversal.

I will share some code with you. I can't upload the entire strategy because of custom indicators, but you can get the gist of it here and there along with what I've said.

// btw...

// STrend is 10
// STrendatr = 3.42
// Target ticks is 26
// Stop ticks is 30

// long breakout
if (
                                        
                        Close[0] > SuperTrend(STrend, STrendatr).UpTrend[0]
                        
                        && Close[0] > DynamicSR(14).Resistance[0]
                        
                        && Close[1] < DynamicSR(14).Resistance[1]
                        
                        && CCI(9)[0] > 100
                        
                        && Rising(SMMA(Median, 10))
                        
                                                
                        && (signalname.Contains("supertrend") || signalname == "none") // only one breakout trade per
                        )
                    
                    {
                        
                        signalname = "["+ CurrentBar + "] long breakout";
                        
                        EnterLong(DefaultQuantity, signalname);
                        
                        // SetProfitTarget is done up top if Historical
                        if (!Historical) SetProfitTarget(signalname, CalculationMode.Ticks, Target1_minutes);
                        
                        SetStopLoss(signalname, CalculationMode.Ticks, Stop_minutes, false);
                        
                                                
                    }

The non-breakout entry is the custom indicators so can't share, sorry.

Hopefully this can help some people.







BTW, the backtest is set to Default fills (not liberal), no slippage. All entries are market entries @ close of last bar.

Mike

[ctrlbrk]

Guys, now that I shared a bit of info here I wanted to shamelessly ask for some help from the good people of this thread.

Visit this thread here:

http://www.ninjatrader-support2.com/vb/showthread.php?p=60726#post60726

I'm basically asking the community to download a 'strategy' which is a benchmark, run it on your system, and report the results -- so we can compile a table of how fast Ninja runs on different systems.

Mike

[vrathee]

Good thread going here. I thought I would share what I am doing personally in regards with SuperTrend, to see if it can help anyone.

I trade the ES. I wrote a strategy around SuperTrend, DynamicSR, and my own version of Elliott's Osc, and my own version of HeikenAshi bars set to a medium sensitivity.

I looked at the Elliott's Osc indicator and I feel it is nearly identical to what I am using so I think that is sound. The default of 5, 34 wasn't exactly my preference, but you can Optimize the strategy later.

I think you might consider throwing in a SMMA of 10 period (for ES, 15m chart) and check if it is falling or rising, or how far away the close of the bar was from the SMMA(10), or use it for entry point, etc. I like SMMA 10 a lot for the ES, in any time frame it is very nice.

I am using two signals, the main SuperTrend signal for an entry after a trend reversal, and a breakout signal if there is a close above/below the S/R lines from DynamicSR and SuperTrend agrees with the trend direction.

Backtest results from Jan 1 to today was about $ 13,000 using a 15m time frame with a 32 tick stop and a 26 tick target. Win percentage is about 70%. This is 1 contract, but it does allow for 2 entries per direction, and I wrote the strategy so it will only take 1 supertrend entry and 1 breakout entry per move.

I did optimize several values including the SuperTrend value of (10, 3.42) and others. I backtested from November 2008 so far with very promising results.

I built-in to the strategy to ensure no profit would occur until the second bar, to prevent same bar entry/target during backtesting. Should represent worst case, as in live market, you may possible hit a target on the same bar.

I also built-in a couple of reversal signals to exit a trade before a full stop is taken. Basically a SuperTrend reversal, and a HeikenAshi trend bar reversal.

I will share some code with you. I can't upload the entire strategy because of custom indicators, but you can get the gist of it here and there along with what I've said.

// btw...

// STrend is 10
// STrendatr = 3.42
// Target ticks is 26
// Stop ticks is 30

// long breakout
if (
                                        
                        Close[0] > SuperTrend(STrend, STrendatr).UpTrend[0]
                        
                        && Close[0] > DynamicSR(14).Resistance[0]
                        
                        && Close[1] < DynamicSR(14).Resistance[1]
                        
                        && CCI(9)[0] > 100
                        
                        && Rising(SMMA(Median, 10))
                        
                                                
                        && (signalname.Contains("supertrend") || signalname == "none") // only one breakout trade per
                        )
                    
                    {
                        
                        signalname = "["+ CurrentBar + "] long breakout";
                        
                        EnterLong(DefaultQuantity, signalname);
                        
                        // SetProfitTarget is done up top if Historical
                        if (!Historical) SetProfitTarget(signalname, CalculationMode.Ticks, Target1_minutes);
                        
                        SetStopLoss(signalname, CalculationMode.Ticks, Stop_minutes, false);
                        
                                                
                    }

The non-breakout entry is the custom indicators so can't share, sorry.

Hopefully this can help some people.

[ATTACH]5189[/ATTACH]

[ATTACH]5190[/ATTACH]

[ATTACH]5191[/ATTACH]

BTW, the backtest is set to Default fills (not liberal), no slippage. All entries are market entries @ close of last bar.

Mike

Hi Ctrlbrk

Thanks for your efforts. Nice to see one more indicator of Rising SMMA (10). Can you please post your strategy in a zip file by exporting.??

Thanks in advance

[vrathee]

Have you ever thought of doing trade of the bar on the retracing SuperTrend?
see image.
P.S.
sorry my bad English

Hi Mauro

Super trend won't give a sell signal untill bar closes below the support line. So no possibility of a trade here. You have to wait till bar close below support line.

Regards

[duck_CA]

SuperTrend_Test_2

I included some of the criteria that ctrlbrk mentioned...Thank you !

Please look over and include any items that were missed or not correct.

still in the early stages of development and have not included "Shorts" yet.

Attached is a pic of how it should look on a chart. I did a quick backtest of last week 3-23 to 3-27 off a ES 10 min chart and will include the results as well.

[duck_CA]

SuperTrend Strategy with Longs and Shorts

You can set your "target ticks" and "stop ticks" in the Parameters area. Default setting is 10 ticks and 12 ticks.

You can set your "start session" and "stop session". default setting is 63500 (6:35 am PST) and 125500(12:55 pm PST)

Haven't figured out how to exit trade any other way like a cross of the Dynamic S/R or SuperTrend.

[vrathee]

You can set your "target ticks" and "stop ticks" in the Parameters area. Default setting is 10 ticks and 12 ticks.

You can set your "start session" and "stop session". default setting is 63500 (6:35 am PST) and 125500(12:55 pm PST)

Haven't figured out how to exit trade any other way like a cross of the Dynamic S/R or SuperTrend.

Hi Duck CA

We can exit 50% position on Super Trend Reversal and Rest with Dynamic S/R.

I think this will work very well. Try this.

Regards

[vrathee]

Live Trade

Here is my latest trade.


Regards


Vinkal

[vrathee]

Follow up of live trade taken last day

Here is the follow up of the last trade..


Good profits so far..

Regards

[Mauro60]

Hi Mauro

Super trend won't give a sell signal untill bar closes below the support line. So no possibility of a trade here. You have to wait till bar close below support line.

Regards

I think I did not explained. The trading system is possible.
see the image

[vrathee]

I think I did not explained. The trading system is possible.
see the image

Hi Mauro

Can you please post the system?

Thanks in advance

[Mauro60]

Hi Mauro

Can you please post the system?

Thanks in advance

is not a trading system but an indicator,must be turned in trading system

[vrathee]

is not a trading system but an indicator,must be turned in trading system

can you post this indicator then??


Regards

[Mauro60]

This is my indicator of retracing SuperTrend, have done something wrong if someone wants to be helpful and correct them(this?) errors.
Thanks