Help with Strategy Development

[andrew8w]

Hello Ninjatraders,

I'm "quite" new to Ninjatrader and I'm trying to create a strategy (by John Ehlers) with the StrategyWizard.
Btw: I don't have any clue of programming..

Here's the idea:
If the instantaneous trendline ("iTrend") fails to cross the Zero-lag Kalman Filter within half the period of the dominant cycle ("CoronaCycle"), then... etc....

How do I have to configure the Strategy Wizard to make my strategy only watch for crossovers WITHIN half of the present dominant cycle period?

I'd be grateful for any advice...

Andrew

[NinjaTrader_Brett]

Hello,

Welcome to the NinjaTrader support forums!

How I would do this is in Set 1 I would watch for the WITHIN half of the present dominant cycle period. Then I would set a flag such as set a Variable to 1.

Then in set 2 of the wizard as part of my conditiosn for checking for the crossover I would check to make sure this flag is equal to 1.


Let me know if I can be of further assistance.

[andrew8w]

Thanks for your quick reply!

Unfortunately I only get half of your explanation, sorry.. As I said, I'm a noob...

What does it mean to set a flag and how can I do that?

Andrew

[NinjaTrader_Brett]

Hello,

You would need to put under Do The Following:

Misc->Set user defined variable. When your first conditions are true.

Then in yor set 2 when your setting up your second conditions.

You would check to make sure this variable0 == 0 as well as part of your entry condition.

If you need further assistance with the strategy wizard. I highly suggest our free online webinar on automated strategy development as well.

Free Online Events - http://www.ninjatrader.com/webinars.php

[andrew8w]

Thanks Brett,

now I understand what you mean..
Actually my problem is not how to implement the first conditions (set1) into the conditions of set2, but how to formulate the condition for the cycle period (set 1).

That's how Ehlers describes the strategy:

If we use a Zero Lag Kalman Filter, this filter line will cross the Instantaneous Trendline every half cycle when the market is in a Cycle Mode. If the Zero Lag Kalman filter fails to cross the Instantaneous Trendline within the last half cycle period, then this is another way of declaring a Trend Mode is in force. The Trend Mode ends when the Zero Lag Kalman Filter line again crosses the Instantaneous Trendline.

Thanks for your patience
Andrew

p.s.: I'll definitely take a look at the webinars in the next few days

[NinjaTrader_Brett]

Hello,

Unfortuanley I can only assist with answering qspecific questions on NinjaScript. I really cant give advice / help you code your strategy functionality. For this we have NinjaScript consultants you can discuss with if you need help with coding a strategy.

http://www.ninjatrader.com/partners#NinjaScript-Consultants

Let me know if I can be of further assistance.