Top 10 Ranking of Strategies for the ES

[fragalles]

Hello i am currently compiling a list of indicator benchmarks, testing basically how well they perform on the ES with different time frames.

I have been using the Kwikpop Indicator and other Indicators in Ninjatrader, problem is they can not be used for backtesting without modifing the scripts, or they will generate losses.

Kwikpop PowerPop Indicator is for example a perfect entry signal, but how can I add a stop-loss and a profit target (simple one like a 2 points profit or a complex one fibonacci extentions) to build an system that wins 80%+ of the time?

Its strange that by default there is no working auto-trading system withhin ninjatrader, for example the MA crossover: It would be good if there would be a version that trades only long or short signals not both. And of course a simple way to combine strategies with the stop-loss and profit targets that can be setup in the chart trader window...

[NinjaTrader_Dierk]

Thanks for your suggestions. We'll provide more samples shortly.

[fragalles]

I found a setup that generates 3-4 a day a profit of 1 point with 100% expectany

Attached you find the strategy, its a simple higher high scalp, however there are two things that need to be coded so it works 100% of the time:

1. after one trade the system should wait 5 bars before taking a new position
2. system should start trading after 9.30 (so if opening time is set
to 8:00 there are enough bars in frond of the current bar to tell the system that we have a new daily higher high instead of a gap up)

Can these two time based condition to be added with the strategy wizard or only with hard coding?

Please share the code if you know how to set such a condition!

Attached is a picture of the "bad trades" the system currently produces

[NinjaTrader_Ray]

You can not check for X bars since last exit before entering the next position in the wizard. This will be supported with NT 6.5 due out this fall.

[ceesvh]

fragalles

I have added your requirements by opening the code. So you can not use anymore the wizzard. Place the file in the map
my documents\NinjaTrader 6\bin\Custom\Strategy.
Go to Tools\Edit Ninja Script\Strategy and select the strategy scalp1pointA. Compile the file and run it

[ceesvh]

fragalles

Pls download this version of the strategy.
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