EntrySignals

[mho792]

Dear Experts,

I use a strategy only for signalizing me possible entries. So I use the EntryLong() method as I need the result of the strategy in the performance window where I can filter out these shares who give me entry signals.

Unfortunately the EntryLong() method only performed by start of the next day (EOD-Data) but I need the signal at that day the conditions become true...means one day before.

Is there a way to send an alert or a textmessage showing in the performance window whith e.g. "LongSignal detected" ?

Thanks a lot for helping me out.
Mho

[NinjaTrader_Bertrand]

Mho, what you should be able to do in realtime monitoring is running the strategy with CalculateOnBarClose = false and then check for a signal to be present a few minutes before your instrument's closing time and then issue you an alert / email for your needs. This way you should get the developing signal before it's being executed on the next bar open.

[mho792]

[QUOTE=...then issue you an alert / email for your needs...[/QUOTE]

I only have the free EOD-version of NT. Is it possible to write alerts and save the alert window as excel sheet?

[NinjaTrader_Bertrand]

Yes, this is still possible to write alerts in the free simulation edition of NinjaTrader - however you would need to have access to realtime data to drive the updating over the alerts in realtime with calculation of your studies set to updating on each tick so you could issue them before the daily session ends, so you're getting the signal before the next day.

[mho792]

Hm, I am not really satisfied with the approach...because I need the close of the current day for an entry signal. Is it possible to call the EntryLong() for a bar one day before?

Another approach -but more difficult- is populating a datagrid in a additinal winform with the result of the stocks giving entry signals. Any other ideas?

[NinjaTrader_Brett]

Hello,

This is Brett jumping in here for Bertrand who is out for rest of the day.

Sorry not sure I understand why you would want to do this: Strategies should work realtime going forward you couldn't submit an order in the past.

Hm, I am not really satisfied with the approach...because I need the close of the current day for an entry signal. Is it possible to call the EntryLong() for a bar one day before?

[mho792]

Hello,

Sorry not sure I understand why you would want to do this: Strategies should work realtime going forward you couldn't submit an order in the past.

Hi Brett,

I use a strategy like a screener, showing me possible candidates for a long or short position. Lets say the strategy discovers a reversal bar in an downtrend. The condition for a long entry (the next day of course) is true. I actually start the strategy after market closing time so I would need the signals in the result window. The only way I saw is to generate an EntryLong() or EntryShort() so that the result window will show me the candidates.

Another approach would be the marketanalyzer but I had no chance to get the closing prices for all of the S&P 500 stocks at once. Only the Dow 30 performed with the Yahoo oder Kinetick Datafeed.

That is why I am thinking a strategy would meet my request.

[NinjaTrader_Bertrand]

Mho, you would need to work with intraday data here to be able to get the result very close to the actual close of the day - as NinjaTrader is an event based framework your daily bar candle would update when the opening of the next bar is received when CalculateOnBarClose = true is used, which is too late for your use to get prepared for the day with the new signals triggered.