Fisher Crossover

[FennisDembo]

I am trying to code a simple Fisher Transform crossover strategy. As a buy trigger, I am using the current Fisher Value crossing over the Fisher Value from one bar ago (essentially signaling a reverse in direction).

When I analyze the strategy, there are no trades. I have I have selected "show on chart = true" for both the current Fisher Value and the Fisher Value from one bar back, but I am only seeing one plot on my chart after the analysis is run. This makes me think that I am doing something incorrectly with my input.

I have verified that I have a good data feed (by running a simple MA Crossover and receiving results).

[NinjaTrader_Lance]

Hello,

Are you using the Strategy Wizard for this or have you created a custom script?

Could you please attach the CS file so that I may take a quick look at it.

This is located in (My)Documents\NinjaTrader 7\bin\Custom\Strategy
Please note, while I will happily point you in the correct direction we are not able to provide advanced debugging and custom script writing support.

If you have never created a strategy before, I would recommend starting with our point and click interface Strategy Wizard.
Please see our Help Guide articles on How to use the Strategy Wizard as well as NinjaScript Strategies. More information on these subjects can be found below:
Click here for more information on Developing Strategies with the Strategy Wizard
Click here for a Tutorial on Developing Strategies


I'm also proving a link to a recently recorded 'Automated Strategy Development Webinar' video for you to view at your own convenience: http://youtube/fVFqw5W8uGI

There are a few Sample Automated Strategies which come pre-configured in NinjaTrader that you can use as a starting point. These are found under Tools--> Edit NinjaScript--> Strategy. You will see locked strategies where you can see the details of the code, but you will not be able to edit (you can though always create copies you can later edit via right click > Save as)


We also have some Reference samples online as well as ‘Tips and Tricks’ for both indicators and strategies:
Click here to see our NinjaScript Reference Samples
Click here to see our NinjaScript Tips

These samples can be downloaded, installed and modified from NinjaTrader and hopefully serve as a good base for your custom works.


Lastly, you can attend one of our live Automated Strategy Development Webinars to help you get up to speed on developing strategies:

http://www.ninjatrader.com/Webinar/Automated-Strategy-Development-Level-1.php

If you have limited time or programming capabilities, you can discuss your requirements with any of our certified NinjaScript consultants.
Click here for a list of certified NinjaScript Consultants

I look forward to assisting you further.

[FennisDembo]

Thank you for the quick reply. I am using the Strategy Wizard. I have attached the code for a simple long/short strategy, based on the current value crossing over the value from the previous bar. I am new to NinjaTrader, but have had success with creating other strategies - this one has me stuck.

[NinjaTrader_Bertrand]

Thanks for attaching the script for us, there's no CrossOver rule triggering in your example - it's just comparing the same Fisher Value over a lookback of 1 - so the signal would never trigger as you correctly saw as outcome.

If you wish to detect the Fisher changing direction, you could check for example with the Rising / Falling methods offered.

[FennisDembo]

I was afraid that was the issue, but still pretty confused.

My intent was to use the current close of the Fisher Transform, and to compare it to the Fisher Transform value at the close of the previous bar. I used a lookback period of 1, as I only wanted the trade to trigger on the bar immediately following the crossover.

On the left side of my crossover (in the Market Wizard), I have the current Fisher Transform with default settings, to give the current value of the Fisher Transform close. On the right side, I have the Fisher Transform with default settings and the "bars ago" set to 1. I thought this would give the value of the previous close of the Fisher Transform.

I am able to create this visually, using the "chart" feature and a "displacement" of 1. I thought the "bars ago" would accomplish the same thing.

[NinjaTrader_Lance]

Hello,

Unfortunately using the CrossAbove() will never be true because a "cross" will never occur. As the indicator moves these two values will change, but they will never cross each other.

Please look under the Rising/Falling options which are located in the Condition Builder under Misc.You would compare this to True or False which are also located under Misc.

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

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

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