Strategy Builder Condition - Daily Net Percent

[bob77713]

Hi,

I have a intra day moving average strategy built via Strategy Builder. I would like to add a condition of the primary instrument for long only trades if the Daily Net Percent change is greater than 1.5 % and short only if the Daily Net Percent change is less than -1.5 %.

Sounds simple but my methods are getting erroneous results. Any suggestion on how to add this condtion via Strategy Builder?

Thanks,

Bob

[NinjaTrader_BrandonH]

Hello bob77713,

Thank you for your post.

This would require creating a custom indicator that sets a plot value for the daily net percent value. You could then create a strategy using the Strategy Builder that compares the custom indicator plot value to a percentage and enters a position. Please see the attached example indicator and strategy that demonstrates how this could be accomplished.

Let us know if we may assist further.

[bob77713]

Perfect. Thanks Brandon, I appreciate your help.

Bob

[bob77713]

Hi Brandon,

I tried several different time frames and the strategy you provided is not generating any trades. I also tried to add the indicator to my strategy with the same results.

Any advice on how to generate trades using this indicator?

Thanks,

Bob

[NinjaTrader_BrandonH]

Hello bob77713,

Thank you for your note.

I have attached a video below demonstrating the EnterBasedOnNetChange example script. As you can see in the video, the strategy will enter a long position once the NetChangeDisplayMod indicator reaches a value greater than 1.5.

https://www.screencast.com/t/87rPrcsLo

Please let us know if we may assist further.

[bob77713]

Hi Brandon,

Ah, I understand now. There are no historical trades, only live trades.

Thanks,

Bob