startegy development newbie questions

[onnb1]

hi all,

I have been developing a few indicators and am looking to implement some trading.

my requirements are quite simple. I need to:

1. Enter the market long / short based on signals from my indicators
2. Once I enter the market, no more trades can be taken till I am flat again
3. I enter automated but need the trader to manage the position once entered
4. Entry is with market orders

My first question is to confirm that I should be using Atm Strategies? AtmStrategyCreate?

[NinjaTrader_Bertrand]

Hi onnb1, yes if you wish to manually manage then a automatically entered position using ATM strategies triggered via NinjaScript would be a good option. A full working example can be reviewed in your default NT install via the 'SampleAtmStrategy'.

[onnb1]

Thanks for this - every bit helps.

I have the indicator logic which I developed. It draws a visual on the chart and has the entry signal logic. Now, I understand strategies don't produce plots? If that is so, how is it recommended to organize things so that the strategy and indicator share code? In the end, this strategy / indicator needs to be distributed commercially - what is the recommended practice in this case? Am I making sense?

[NinjaTrader_Bertrand]

The strategy could access per default the plot values the indicator would offer, if you wish to access internal signal calcs or variable value please work with the concepts of this reference sample here - http://www.ninjatrader.com/support/f...ead.php?t=4991

You can for example set an internal signal series in your indicator that you would expose for the strategy to 'read' / access, so you can handle the execution logic accordingly then.

[onnb1]

thanks. you mention default values of the indicator and I see that from the reference example in the link. The indicator has parameters. What if I want the user to be able to configure the indicator? Do I need to expose those params in the strategy?

[NinjaTrader_Bertrand]

You would then create user inputs in the strategy to pass the parameters to the indicator method you call internally for the signals - http://www.ninjatrader.com/support/f...ead.php?t=5782

This means you can then later on optimize them as well if desired in our Strategy Analyzer.

[onnb1]

Hi - I had a look at the sample implementation at this link: http://www.ninjatrader.com/support/f...ead.php?t=4991

I created a bool data series within the indicator that is set to true when a trade signal is given and false otherwise. From the example, I can see that I can access this series from code. I had expected to see that data series in the strategy wizard but don't see it - I am trying to understand if I am doing something wrong or is this not supported?

Onn

[NinjaTrader_Bertrand]

You're are not doing anything wrong here, Plots would be listed in the wizard, but not custom exposed series unfortunately.