Learning NT programing

[JesseOnt]

I'm very new to NT and I now want to implement some customized strategies on NT. As a begining step I'm trying to covert the following trade station code to NT.

Could anyone please give me some tips that how can I get it start? Is that doable by a simple program, or I have to develop a new indicator first then develop the strategy on top?

Sorry if my question seems mis-sync, overall I havent got a clue yet so please bear with me.

Here is the TS code, its the well know RS system No. 1:

Variables:
RelStr(0),
AvgRelStr(0),
CalcRelStr(0),
AvgOBV(0),
CalcOBV(0),
CalcStr(0);

RelStr = IFF(AvgPrice = 0, 0, AvgPrice / AvgPrice Data2);
AvgRelStr = Average(RelStr, 5);
CalcRelStr = IFF(RelStr = 0, 0, RelStr / AvgRelStr);

AvgOBV = Average(OBV, 5);
CalcOBV = IFF(OBV = 0, 0, OBV / AvgOBV);

CalcStr = CalcRelStr * CalcOBV;

If CalcStr Crosses Above 1.0 and MarketPosition = 0 Then
Buy on Close;
If CalcStr Crosses Below 1 Then
ExitLong on Close;
If Close < EntryPrice * 0.96 Then
ExitLong on Close;

[NinjaTrader_Bertrand]

Hi JesseOnt,

Thanks for your post.

As you are new to programming in NinjaScript, the best approach would be to build the 'CalcStr' as a custom indicator and complete the executing NinjaScript strategy then in the wizard. Your indicator will then be easily available as a custom 'function' (like in TradeStation), but without having the need to explicitly program it as such.

I highly recommend you working yourself through these tutorials first, as a lot of questions are covered here - http://www.ninjatrader-support.com/H...verview18.html

For completing the strategy aspect in the wizard, please review those links then - http://www.ninjatrader-support.com/H...onditions.html

http://www.ninjatrader-support.com/HelpGuideV6/WizardScreens.html

I'm very new to NT and I now want to implement some customized strategies on NT. As a begining step I'm trying to covert the following trade station code to NT.

Could anyone please give me some tips that how can I get it start? Is that doable by a simple program, or I have to develop a new indicator first then develop the strategy on top?

Sorry if my question seems mis-sync, overall I havent got a clue yet so please bear with me.

Here is the TS code, its the well know RS system No. 1:

Variables:
RelStr(0),
AvgRelStr(0),
CalcRelStr(0),
AvgOBV(0),
CalcOBV(0),
CalcStr(0);

RelStr = IFF(AvgPrice = 0, 0, AvgPrice / AvgPrice Data2);
AvgRelStr = Average(RelStr, 5);
CalcRelStr = IFF(RelStr = 0, 0, RelStr / AvgRelStr);

AvgOBV = Average(OBV, 5);
CalcOBV = IFF(OBV = 0, 0, OBV / AvgOBV);

CalcStr = CalcRelStr * CalcOBV;

If CalcStr Crosses Above 1.0 and MarketPosition = 0 Then
Buy on Close;
If CalcStr Crosses Below 1 Then
ExitLong on Close;
If Close < EntryPrice * 0.96 Then
ExitLong on Close;

[JesseOnt]

Hi Bertrand

Yes I had reviewed these topics and now I'm able to build a customer indicator plus a strategy, I think the idea is clear to me but still one thing I'm not getting yet:

for this sentence:
RelStr = IFF(AvgPrice = 0, 0, AvgPrice / AvgPrice Data2);

I assume the first 'AvgPrice' is the average price of current bar, say a 5-min chart, and the 'AvgPrice Data2' is the average price of 2nd data stream, say a daily average data.

TradeStation handles them using multiple streams, but I don't know how can I implement it through Ninja...I don't knowon a NT's 5-min chart, how to get the data belongs to a daily chart?

[NinjaTrader_Bertrand]

Hi JesseOnt,

You can use the Add() method to add a datastream to your strategy, please also review this link - http://www.ninjatrader-support.com/H...struments.html

Then you can access the data with with the 'Closes', 'Highs' or 'Lows' keywords.

More can be found under those links-

http://www.ninjatrader-support.com/HelpGuideV6/Closes.html

http://www.ninjatrader-support.com/HelpGuideV6/Highs.html

http://www.ninjatrader-support.com/HelpGuideV6/Lows.html

Here is a code snippet demonstrating the correct use of those keywords -

[COLOR=#0000ff]protected override[/COLOR] [COLOR=#0000ff]void[/COLOR] Initialize() 
{ 
[COLOR=#008000]// Adds a 5-minute Bars object to the strategy and is automatically assigned [/COLOR][COLOR=#008000]a Bars object index of 1 since the primary data the strategy is run against[/COLOR] [COLOR=#008000]set by the UI takes the index of 0.[/COLOR] 
Add(Instrument, PeriodType.Minute, 5);} 
 
[COLOR=#0000ff]protected override[/COLOR] [COLOR=#0000ff]void[/COLOR] OnBarUpdate() 
{ 
[COLOR=#008000]// Compares the primary bar's low price to the 5-minute bar's low price[/COLOR] 
[COLOR=#0000ff]if[/COLOR] (Lows[0][0] > Lows[1][0]) 
Print("The current bar's low price is greater"); 
}