Super Trend For Ninja Trader Needed

[cameo86]

Hi It works with Renko in backtest but doesn't in real time

It doesn't produce the same results i tried entering it to all order from unique and it still doesn't really work. Its got a 90% accuracy ratio but still doesn't work properly it shoots off orders for 3 lots when i specified in the order managment i only want 1 contract and in one direction. Its kind of bizzare to watch.

Thanks for your reply, if i can be of any more assistance in your quest to help let me know.

As for the Renko bars from what i understand 1 renko bar is = to 1 tick in the stop loss. In the backtest you can minimize lossess and maximize gains by cutting the stop loss entry to 1 tick but doesn't seem to work as the way the backtest said it would.

[cameo86]

Could anyone help me try to debug this code

Or else tell me where to put the debugging in on this code, im new to coding so i don't know where to put these print and trace statements in. I don't even know what im looking for when it does happen.

[Harry]

I can't stop this from firing off orders and also when i switch to renko bars the stop ticks are unconforming how do i switch to renko brick ticks. The backtest works great, any suggestions?

Someone took my old anaSuperTrendM1 indicator and renamed it to Bluewave...

Overfills:

When looking at the code of the strategy, the problem are the exits. When you enter long or short, the existing position will be closed, but not immediately. Afterwards your code may close it a second time, thus reversing it. If you trade this with real money on smaller Renko bars you will have lot of fun, as the strategy will generate overfills. Imagine that a large bar hits your stop at the exchange. Before the stop order is executed, NinjaTrader will receive the price data and may exit the strategy as well (not knowing that the order has been hit). This will reverse your position instead of closing it out. You would need to code the strategy in a way that parallel exits cannot be triggered at the same time.

Renko bars cannot be backtested:

Also when using Renko bars, your fill at the bar open will never correspond to the opening price of the bar. The strategy that you have coded can therefore not be backtested, if you run it on Renko bars. You would need to use a different bar type such as Better Renko to make it backtestable.

Slippage :

The strategy will produce significant slippage, as the Renko bar closes when price moves, and the entry is triggered by that price move in the direction of that move.

You cannot test slippage and overfills via market replay or a backtest. You will discover it, when you put money on the line.

[nitinagarwal_22]

TSSuper trend Indicator is repainting the previous bars

TS super trend indicator is missing data if stop loss is triggered.

Check in the attached image it is showing data 13.05 after 10.35

[Harry]

TS super trend indicator is missing data if stop loss is triggered.

Check in the attached image it is showing data 13.05 after 10.35

You may have a data problem, which is not linked to any indicators. Just reload your chart.

[tysjnt]

I added a fourth algorithm:

- 'Fixed Percent' based on Sylvain Vervoort's 'Using Initial Stop Methods' May 2009 S&C article.

I also added additional moving average types:

-T3, ADVMA, ZeroLagEMA, ZeroLagTEMA, EhlersFilter and JurikJMA (you need the Jurik indicators for it to work).

I also changed the plot style from Hash back to a line like every previous incarnation ( I found the hash hard to read).

Hi Elliott

i can not import the attached file 'SuperTrend 2.1.zip 40.5KB' of your Post#210,
my PC Windows 7 home preium, Browser used : Chrome (latest update)

what i did: NT control center > file>utilities>import NinjaScript .....downloaded file....open ............as usual. ...the error message is
" Import failed. The NinjaScript Archive File may contain duplicate method names that already exist on your PC or there is a required file mississin on either your PC or in the import archive.".

The same error after the deletion of all the existing 'SuperTrend' and 'TSSuperTrenf' files from the PC.

You HELP would be MUCH appreciated.

tysjnt..

[NinjaTrader_ZacharyG]

Hello tysjnt,

Please note that the file SuperTrend2.1 was exported using NinjaTrader version 6.5.

To confirm this, you'll want to open the indicator's zip file and look at the Info XML file. You will see that this file was exported using NinjaTrader 6.5, which will not be compatible with version 7.

[tysjnt]

Hello tysjnt,

Please note that the file SuperTrend2.1 was exported using NinjaTrader version 6.5.

To confirm this, you'll want to open the indicator's zip file and look at the Info XML file. You will see that this file was exported using NinjaTrader 6.5, which will not be compatible with version 7.

Hi Zachary Then it sounds like there is no good solution for me.
Yes XML file .....<export> <version> 6.5.1000.10.
i am confusing now if no solution is there. For another file ' TSSuperTrend v2.3.zip XML file <Export> <version>6.5.1000.14 , there was not any problem at same time today.. isn' this NinjaTrader 6.5 ?

regards.
tysjnt

[arbuthnot]

Hi Zachary Then it sounds like there is no good solution for me.
Yes XML file .....<export> <version> 6.5.1000.10.
i am confusing now if no solution is there. For another file ' TSSuperTrend v2.3.zip XML file <Export> <version>6.5.1000.14 , there was not any problem at same time today.. isn' this NinjaTrader 6.5 ?

regards.
tysjnt

There's an NT7 equivalenlent: TSSuperTrend in this forum in the indicator's download section.

This is another very sophisticated one for NT7: anaSuperTrendU11 but I think it's only in the Big Mike Forum (BMT) and you'll need to pay an Elite Mmebership to download it, I think. It's worth it.

(BMT is a great resource and Raymond Deux, Ninja's CEO, has given many webinars there.)

[Harry]

The latest version of the anaSuperTrend is available here as a free download:

http://lizardtrader.com/fat-tails-indicators/

I am the author. You may also contact me via private message.

[arbuthnot]

The latest version of the anaSuperTrend is available here as a free download:

http://lizardtrader.com/fat-tails-indicators/

I am the author. You may also contact me via private message.

I've had a good look at lizardtrader.com and signed up.

I'd recommend everyone to do so - it's really helpful site for traders.

Thanks, Harry.

[sinaaa]

Hi,

I couldn't find this indicator in your website. Did you remove it?

Thanks

[sinaaa]

need supertrend indicator

The latest version of the anaSuperTrend is available here as a free download:

http://lizardtrader.com/fat-tails-indicators/

I am the author. You may also contact me via private message.

Hi,

I couldn't find this indicator in your website. Did you remove it?

Thanks
sinaaa is online now Report Post

[Harry]

Hi,

I couldn't find this indicator in your website. Did you remove it?

Thanks
sinaaa is online now Report Post

It is not removed. You simply need to login to access the full list of indicators.

I will change the website to make it easier to find the SuperTrend indicators.

[dwwtan]

Hi,

Is this available on Ninjatrader 8?

Thank you!