Super Trend For Ninja Trader Needed

[psycho]

milla gracia mrdude!

[Harry]

SuperTrend version that allows for selection of 27 different moving averages.

http://www.bigmiketrading.com/download/ninjatrader-7/indicators/1207-download.html

[Tzachi]

Harry,

Do you have any financial incentive to refer us so many times to download indicators from big mike forum? It cost $50 to join the elite section and you always refer to the site when ask to help with an indicator.
Just wonder.....

[Harry]

Harry,

Do you have any financial incentive to refer us so many times to download indicators from big mike forum? It cost $50 to join the elite section and you always refer to the site when ask to help with an indicator.
Just wonder.....

I am a normal member of that forum. I have paid my elite membership fee two years ago, as everybody else did. I have no contractual relationship and in particular no financial relationship with Mike, who operates the forum.

I have personally learnt a lot from other members of the forum. You will find more than 300 indicators for NinjaTrader (I have personally coded and posted about 70). The forum is more convenient for developing indicators than the NinjaTrader forum, as it is more a trading community than a beginner's forum.

I am only refering to that forum, because I am not going to post the 70 indicators (and probably another 70 indicators somewhere posted in various threads) a second time. For many indicators, there are threads how to use them. Without those threads it is nearly impossible to understand some of the complex indicators, so even if I post them here, you would need to go there to find out the details.

Furthermore, I have replied to various private messages and sent some of the indicators via e-mail (only those that I have coded).

[arbuthnot]

Thanks, MrDude, for attaching that Supertrend file.

It looks really great on the charts. Your work on this is much appreciated.

[geotabs]

TsSupertrend demo

I installed the TsSupertrenddemo as posted by marcow, the problem I get is that I apply the strategy to a chart and it goes long when it should go short and vis versa?

Any ideas?

I attached a pic

Thanks

[marcow]

Did you happen to install an older -previously downloaded- version of SuperTrendDemo ?
I'm asking because I updated the version in post #346 on 22/08/2011 because of the incorrect switching behaviour you are experiencing.

please re-download and import the current version from post #346, and click "yes" if on import NT asks to overwrite existing strategies.

let me know if it works.

Marco

[geotabs]

Thanks marcow it works now. How do I get it to place an order when it crosses instead of when the bar closes and start of new bar? Also how would I go about adding an ATM strategy to this strategy?

Thanks Again

[marcow]

How do I get it to place an order when it crosses instead of when the bar closes and start of new bar?

while adding the strategy to a chart, in the strategy parameters window set Calculate On Bar Close (COBC) to "false".This will override the default value of "true" in the strategy code. With COBC = false, the indicator values will be calculated on verey incoming tick instead of at the end of each bar.

To make COBC = false default, you need to change the strategy code on line 41

from:

 
CalculateOnBarClose = true;

to

 
CalculateOnBarClose = false;

Also how would I go about adding an ATM strategy to this strategy?

sorry geotabs, don't have any experience with ATM strategies. Maybe other forum members do ?

[geotabs]

Thanks marcow for the response, I did try the CalculateOnBarClose = false; and what it does is plots the TsSupertrend differently than if using CalculateOnBarClose = true; so if the last price has crossed with a chart that has the setting of CalculateOnBarClose = true; a chart that has CalculateOnBarClose = false; would be plotted way above current last price, I hope this is making sense? What I want is for the indicator to CalculateOnBarClose = true; but the order entry to trigger at the last price on chart so if last price is equal to the TsSupertrend then it will place order and not wait for bar close.
Is this possible?

Thanks Again

[marcow]

hello geotabs,

I understand that you want to run the indicator on COBC = true, but the strategy on COBC = false.
As far as I know this is not possible with a straight forward approach, because setting the strategy COBC = false will force COBC = false on all the indicators it is using.

However I use the following workaround:

set COBC = true in initialize of strategy

 
CalculateOnBarClose = true;

and then put the strategy switching logic in the OnMarketData() method as follows:
(you should add this method in the code, below the default OnBarUpdate() method )

 
protected override void OnMarketData(MarketDataEventArgs e) 
{
 
   if (e.MarketDataType == MarketDataType.Last)   // executes if incoming tick was a price change ( and not bid/ask change) 
     {
      // put code here to check if price is above/below   Supertrend indicator value. 
     }
}

So now both strategy and indiactor are on COBC = true, but because strategy switching logic is in the OnMarketData() method the stratgey will behave like it is running on COBC = false.

I don't know your programming skills, so let me know if this works for you.

Marco

[geotabs]

Thanks Marco

I don't have any programming skills, I did what you said and put the code in but am getting an error, I attached a picture showing the error.
Also how would I add an extra target or 2?

Thanks Again

[marcow]

What I want is for the indicator to CalculateOnBarClose = true; but the order entry to trigger at the last price on chart so if last price is equal to the TsSupertrend then it will place order and not wait for bar close.

geotabs,
after reading your request in post#400 again, I realize that what you want can surely be done, but it is kind of risky. Here's why.
Imagine the price crosses below the green supertrend line intrabar, and the strategy enters a short position. What if the price goes up in that same bar, and that bar closes above the green line, so Supertrend remains on a long position ? There will be no upper red line to reverse this short position to long. You get a mismatch between indicator and strategy. Or do you want to use the stoploss to exit this position ?

please find attached the strategy as you requested. You can also see here how the OnMarketData() method is correctly integrated in the code. Import by copying the attached file in your strategies directory (C:\Users\*****\Documents\NinjaTrader 7\bin\Custom\Strategy), and then compile in NT

Also how would I add an extra target or 2?

Do you mean that you have multiple entries, and want to set a unique profittarget for each entry ?
The strategy attached takes 3 entries, with a profittarget of 10,20 and 30 ticks.please take a look at the code on line 55,56,57,91,92,93,103,104,105. The trick is to give each entry a unique name, and use that name in its profittarget, so NT knows which PT belongs to each entry.


Let me know if the strategy does what you want, or if you have other ideas.

Marco

[geotabs]

Thanks Marco,

I see where I went wrong on entering the code
What I need this strategy for is for tick and 1 min charts

As for profit targets:
What I want is for 1 entry and 3 profit targets, so if I go long 3 contracts take profit at 10,20 and 30 ticks or 5,10 and 15 ticks depending on what I trade. Also if I only trade 2 contracts would it just have 2 profit targets and so forth for 1 contract?

I can't thank you enough for all the help Marco

Cheers

[marcow]

I see where I went wrong on entering the code

understanding why it went wrong is the key to good programming

Yes, the strategy I posted has 3 entries. Entry_1 has a profittarget of 10, entry_2 has PT of 20 and entry_3 has PT of 30.
If you want to trade only 2 contracts, just comment out lines for the entries#3 (line 95 and 107) in the code. For 1 contract also comment out the entries#2 (I ussume you know how to comment out code do you ? just in case: put "//" in front of it so it turns green )

please find attached an updated version of the strategy, the stoploss for each entry didn't work correctly.

Marco