Pyramide and Kelly-f,Optimal-f and Secure-f

[pedroivo96]

Hello,
I'm creating my strategy(Strategy Wizard) but I don't know how piramide positions based on Kelly-f,Optimal-f and Secure-f(one at a time of course).
Ex:30%(Kelly-f) inicial position based + 70% SMA crossover.
Pedro

[NinjaTrader_Matthew]

I will need a little more information

Is Kelly-f, Optimal-f, Secure-f part of a custom indicator you have installed? I understand these are money management algos, however we do not provide these natively.

Are you looking to emulate these functions in your strategy, or do you already have custom code installed which will do this?

Edit: Perhaps this thread will be of some help to you:

http://www.ninjatrader.com/support/forum/showthread.php?t=11614

[pedroivo96]

Matthew,
I'm looking to emulate these functions in my strategy

[NinjaTrader_Matthew]

They will need to be custom coded and this cannot be done through the strategy wizard.

You may want to consider speaking to a certified NinjaScript consultant:

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

[pedroivo96]

Matthew,
but if i'ts too hard to pyramide the Kelly-f,Optimal-f...You can tell me just how to pyramide in one backtest, and how to position using the Kelly-...in other.My intention it's to know which is more profitable.
Pedro

[NinjaTrader_Matthew]

Hello,

There are a few reference samples that may help you get started:

Halting a Strategy Once User Defined Conditions Are Met:

http://www.ninjatrader.com/support/forum/showthread.php?t=4804

Using trade performance statistics for money management:

http://www.ninjatrader.com/support/forum/showthread.php?t=4084

Stopping a strategy after consecutive losers:

http://www.ninjatrader.com/support/forum/showthread.php?t=19289

Scaling out of position:

http://www.ninjatrader.com/support/forum/showthread.php?t=3751

[pedroivo96]

Matthew,
I read the threads,but anyone talks about pyramide.
Pedro

[NinjaTrader_AdamP]

pedro,

If my "pyramid" strategy you mean that your strategy opens additional orders this is essentially something you need to program or design. I.e. setup a condition that adds to your position.

Here is a thread where someone scaled into a position : http://www.ninjatrader.com/support/f...ad.php?t=51074

[pedroivo96]

Adam,
Yes,I mean that my strategy opens additional orders.But in my case it's different,I've 3 strategys and I wanna know which is better.
In my 'Strategy 1' I enter a long position( 30%,50%,I wanna know which is more profitable)when the prices crosses the upper HiLo Activator(HiLo ActivatorU1).And enter a long position(the remaining money)when fast SMA crosses above slower SMA.
'Strategy 2':enter a long position( 30%,50%...)when the prices crosses the upper HiLo Activator(HiLo ActivatorU1).And enter a long position(the remaining money)when the prices are equal the Donchian Channel.
'Strategy 3':enter a long position( 30%,50%...)when the prices are equal the Donchian Channel.And enter a long position(the remaining money)when the prices = prices of the first bought + 2x ATR.
Can you help me like you help the relogical?
Thanks,
Pedro

[NinjaTrader_AdamP]

pedro,

This would all need to be in the same strategy as there is no way to have strategies communicate with one another currently. For what you want to do I would suggest programming it in NinjaScript. What you ask for is possible but you would probably need to program it.

Here is something to get you started : http://www.youtube.com/watch?v=JZpo01eSO9c

[pedroivo96]

Hello Adam,
look this:http://www.ninjatrader.com/support/h...ccountsize.htm
How can I enter a long position in set1 and set2,and after do this click on 'View Code' and change the position size to 50% of account in set1 and set2.Is it a good idea?
Pedro

[NinjaTrader_Bertrand]

pedro, unfortunately this would not work via the wizard interface - to access the account size via GetAccountValue() you would need to work in the NinjaScript editor.

http://www.ninjatrader.com/support/helpGuides/nt7/getaccountvalue.htm

[pedroivo96]

So how can I buy 50% in one order and 50% in other order?

[NinjaTrader_AdamP]

pedro,

Yes, this would be possible in the strategy wizard. You would need 2 sets of conditions and actions. The conditions would be for when you want to enter the first 50% and second 50% respectively.

You would also want EntriesPerDirection = 2 and EntryHandling = AllEntries or UniqueEntries depending on your entrance signal names.

[pedroivo96]

So how can I do this?
Can you give me a tutorial?
And if I want 30% and 70%?
Pedro