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    Studies

    Can someone help me setup a study for IB?

    #2

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      #3
      Not for interactive brokers, initial balance.

      Comment


        #4
        Hello Pthomas,

        Thank you for your post.

        We would be unable to assist directly with creating a study, however I'll leave this post open so the community can reply.

        If you're interested in coding your own custom Indicator please let us know and we can forward your request to the NinjaScript team who can provide resources for you.

        Please let us know if we can assist you further.

        Comment


          #5
          Originally posted by NinjaTrader_Heath View Post
          Hello Pthomas,

          Thank you for your post.

          We would be unable to assist directly with creating a study, however I'll leave this post open so the community can reply.

          If you're interested in coding your own custom Indicator please let us know and we can forward your request to the NinjaScript team who can provide resources for you.

          Please let us know if we can assist you further.
          If I have my own indicator, how would I run a sample size of statistics on it using NT? I am looking for breaks or touches of levels on this indicator and would like to export so I can see percentage of X happening.



          Comment


            #6
            Hello pthomas,

            Below is a link to a forum post with helpful information about getting started with NinjaScript.
            https://ninjatrader.com/support/foru...040#post786040

            Indicators typically have a value in a plot for each bar on the chart. Trying adding the SMA to a chart to see how indicators work.
            You could also do any calculations and store this in the indicator.
            You could then write these values to a file if you would like.
            https://ninjatrader.com/support/help...o_write_to.htm

            Are you instead wanting a NinjaScript Strategy which places orders? This can be backtested and the inputs optimized using the trade performance.
            Chelsea B.NinjaTrader Customer Service

            Comment


              #7
              Originally posted by NinjaTrader_ChelseaB View Post
              Hello pthomas,

              Below is a link to a forum post with helpful information about getting started with NinjaScript.
              https://ninjatrader.com/support/foru...040#post786040

              Indicators typically have a value in a plot for each bar on the chart. Trying adding the SMA to a chart to see how indicators work.
              You could also do any calculations and store this in the indicator.
              You could then write these values to a file if you would like.
              https://ninjatrader.com/support/help...o_write_to.htm

              Are you instead wanting a NinjaScript Strategy which places orders? This can be backtested and the inputs optimized using the trade performance.

              Can your team create something like this for NT, pretty please with a cherry on top, please?

              This video demonstrates how to implement a homework study which counts the number of times the day session high and low broke outside of the overnight session range, and present these values as a percentage of all days. The chart computes the number of times price broke above ONH, below ONL, Both, and Either. The following chart was used in the video.



              Homework - IB Break and Close Stasitics Chart definition. https://www.linnsoft.com/charts/hw-ib-statistics-es The statistics are as follows... IBH = Initial Balance High = High of first 60 minutes of day session. IBL = Initial Balance Low = Low of first 60 minutes of day session. The statistics in the chart below were created using 1441 days ending 10/16/2017. Day session only data on ES. The results are expressed in percentages. For example, the Break IBH 65.6 tells us that 65.6% of the 1441 days the broke above the IBH at some point during the session. Break IBH - Broke IBH at some point during session. Break IBL - Broke IBL at some point during session. Break IBH+IBL - Broke both the IBH and IBL at some point during session. Break IBH Only - Broke IBH but did not break IBL Break IBL Only - Broke IBL but did not break IBH CL > IBH - Close of session was above IBH CL < IBL - Close of session was below IBL CL > IBH Only - Close of session was above IBH and we broke IBH during session but not IBL CL < IBL Only - Close of session was below IBL and we broke IBL during session but not IBH CL > MID (>IBH) - Close was above midpoint of session and IBH was broken during session but not IBL Cl < MID (


              The Session Prices RTX extension calculates common price levels of interest on up to three different sessions independent of the session used by the chart. These types of calculations have been available in Investor/RT for some time but each line required its own instance of the Session Statistic indicator and perhaps the MPD indicator, making management of many lines difficult.

              Comment


                #8
                Hello pthomas,

                Unfortunately, in the support department at NinjaTrader it is against our policy to create, debug, or modify, code or logic for our clients. This is so that we can maintain a high level of service for all of our clients as well as our partners.

                That said, I am happy to answer any questions you may have about NinjaScript if you decide to code this yourself.

                This thread will remain open for any community members that would like to create a script as a convenience to you.

                You can also contact a professional NinjaScript Consultant who would be eager to create or modify this script at your request or assist you with your script. The NinjaTrader Ecosystem has affiliate contacts who provide educational as well as consulting services. Please let me know if you would like our business development follow up with you with a list of affiliate consultants who would be happy to create this script or any others at your request.
                Chelsea B.NinjaTrader Customer Service

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