Scanning for Stocks

[sneakoner]

1. Is there an easy way to load all the NASDAQ stocks into Market Analyzer? I want to load all of them in and then filter out only the ones with price > $10 and volume > 300,000.

2. Is there a way to create a scan for stocks with 3 bear days with the last day having a high volume? Do I need to create a custom indicator for this?

Thanks.

[NinjaTrader_Matthew]

sneakoner,

1) If you're looking for the NASDAQ 100, this should be preconfigured in NinjaTrader. You should be able to right click on the market analyzer--> select "Add list" and select the NASDAQ 100 list.

If you're looking for the entire NASDAQ Composite Index, (3000+ stocks) you would need to find a list of these from another source. Once you have this source, you can import the list using the stock import utility:

Please see our Help Guide article on Importing a List of Stocks for more information:

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?importing_a_list_of_stock_symb.htm

2) It would be possible to scan, however it would require a custom programmed indicator to look for these conditions.


If you have limited time or programming capabilities, you can discuss your requirements with any of our NinjaScript consultants.

• Click here for a list of certified NinjaScript Consultants

[bebjo]

Hi NinjaTrader Gurus!

So when I have a profitable strategy, I cannot run it?
To run Market Analyzer I have to convert it to a Indicator? I that at all possible?

What if I load DOW30 in the Strategies tab in a workspace, and hook it up to my strategy, will that work? Will my strategy run realtime on all those stocks?
Instead of automatic order placement, can I make my strategy send me an email with the buy order for me to enter manually with my broker? I only use close price.

What is the purpose of strategies if this cannot be done?
Please excuse my, perhaps stupid, newbie question.

[NinjaTrader_Matthew]

bebjo,

If you would like to scan in the Market Analyzer, it would need to be an indicator.

Yes, you can add the entire DOW30 list to the Strategies tab and they will run real-time on this list. Instead of having to enable each strategy on each stock individually, you can click on the top row, then scroll down to the last row and hold SHIFT plus click on this row and it show highlight all of these. At this point, simply right click on the gird and select 'enable' and you will see all of the stocks enabled for your strategy in real-time.

Instead of using order methods, you could use the SendMail() which will email the address you specify:

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?sendmail.htm

Please let me know if you have additional questions.

[bebjo]

Thanks for your lightning fast support Matthew!

[sneakoner]

Thanks for your lightning fast support Matthew!

Thanks Matthew!

[bebjo]

bebjo,

If you would like to scan in the Market Analyzer, it would need to be an indicator.

Yes, you can add the entire DOW30 list to the Strategies tab and they will run real-time on this list. Instead of having to enable each strategy on each stock individually, you can click on the top row, then scroll down to the last row and hold SHIFT plus click on this row and it show highlight all of these. At this point, simply right click on the gird and select 'enable' and you will see all of the stocks enabled for your strategy in real-time.

Instead of using order methods, you could use the SendMail() which will email the address you specify:

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?sendmail.htm

Please let me know if you have additional questions.

Sorry to awaken this thread some six years later
Question aimed at Matthew;

Is there a way to pass the stock symbol to the strategy so that the generated email can specify what symbol triggerd a buy or sell signal?

Thanks!

[NinjaTrader_PatrickH]

Hello bebjo,

Thank you for your post.

Are you using SendMail() in the strategy itself? Is this your own custom strategy you are using or a third party's? How are you currently setting up the email?

I look forward to your response.

[bebjo]

Hey Patrick!

I'm trying out my own strategy, a simple SMA crossover.
There are some things I can't work out.

1. If I use sendmail as a trigger, is there a way to pass the actual stock name so that I get a more informative email than just the text "buy"?
2. As a trigger I want to draw an arrow up for a buy signal and arrow down for a sell signal. This does'nt show on any chart?
3. I can sometimes visually see the crossover, but my strategy does not react. What am I doing wrong? Been a long time since I did some serious coding so I am just using the strategy guide now.

public class MySMAstrategy : Strategy
    {
        private SMA SMA1;
        private SMA SMA2;

        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description                                    = @"Enter the description for your new custom Strategy here.";
                Name                                        = "MySMAstrategy";
                Calculate                                    = Calculate.OnBarClose;
                EntriesPerDirection                            = 1;
                EntryHandling                                = EntryHandling.AllEntries;
                IsExitOnSessionCloseStrategy                = true;
                ExitOnSessionCloseSeconds                    = 30;
                IsFillLimitOnTouch                            = false;
                MaximumBarsLookBack                            = MaximumBarsLookBack.TwoHundredFiftySix;
                OrderFillResolution                            = OrderFillResolution.Standard;
                Slippage                                    = 0;
                StartBehavior                                = StartBehavior.WaitUntilFlat;
                TimeInForce                                    = TimeInForce.Gtc;
                TraceOrders                                    = false;
                RealtimeErrorHandling                        = RealtimeErrorHandling.StopCancelClose;
                StopTargetHandling                            = StopTargetHandling.PerEntryExecution;
                BarsRequiredToTrade                            = 20;
                // Disable this property for performance gains in Strategy Analyzer optimizations
                // See the Help Guide for additional information
                IsInstantiatedOnEachOptimizationIteration    = true;
            }
            else if (State == State.Configure)
            {
            }
            else if (State == State.DataLoaded)
            {                
                SMA1                = SMA(Close, 21);
                SMA1.Plots[0].Brush = Brushes.LimeGreen;
                AddChartIndicator(SMA1);
                SMA2                = SMA(Close, 14);
                SMA2.Plots[0].Brush = Brushes.Red;
                AddChartIndicator(SMA2);
            }
        }

        protected override void OnBarUpdate()
        {
            if (CurrentBars[0] < 1)
            return;

             // Set 1
            if (CrossAbove(Close, SMA1, 1))
            {
                Draw.ArrowUp(this, @"KÖP Arrow up_1", false, 0, 0, Brushes.Lime);
                SendMail(@"myemailadress", @"Köpsignal", @"Köp! "); //Köp is buy 
            }
            
             // Set 2
            if (CrossBelow(Close, SMA2, 1))
            {
                Draw.ArrowDown(this, @"Sälj Arrow down_1", false, 0, 0, Brushes.Red);
                SendMail(@"myemailadress", @"Sälj", @"Sälj"); //Sälj is sell
            }
            
        }
    }

Also Patrick, still no support for Swedish stockmarket?

Thanks in advance!

[NinjaTrader_PatrickH]

Hello bebjo,

Thank you for your response.

1. You can pass the Instrument.FullName to the Subject or Body string: http://ninjatrader.com/support/helpG...t_fullname.htm

2. Strategies applied only on the Strategies tab will not draw on the charts. You can use the isGlobal boolean to have the object draw on all charts of that instrument: http://ninjatrader.com/support/helpG...aw_arrowup.htm

3. I see no issues with the cross over conditions. Can you detail the time, date, instrument, period type and value used and provide a screenshot of the chart where the cross did not occur?

To send a screenshot with Windows 7 or newer I would recommend using Window's Snipping Tool.

Click here for instructions: http://windows.microsoft.com/en-us/w...#1TC=windows-8

Alternatively to send a screenshot press Alt + PRINT SCREEN to take a screenshot of the selected window. Then go to Start--> Accessories--> Paint, and press CTRL + V to paste the image. Lastly, save as a jpeg file and send the file as an attachment.

Click here for detailed instruction: http://take-a-screenshot.org/

I look forward to your response.

[bebjo]

Thanks Patrick!

So I try to pass the fullname in SendMail function like this
SendMail(@"myemail", @"Köpsignal", @"Köp ", Instrument.FullName);

Strangely I get a compile error?

[NinjaTrader_PatrickH]

Hello bebjo,

Thank you for your response.

Use Instrument.FullName.ToString().

Please let me know if I may be of further assistance.