Looking for NinjaTrader users who are willing to share / swap strategy ideas

[rtwave]

i will just quickly mention that beginning on the 1st of march of 2023 i started sharing the entries and exits to one of the many strategies i have publicly on twatter. it is not the best strategy i have but it has been modestly profitable over this time, even after it incurred significant losses after the volatility and extreme financial garbage manipulation related to banks going bankrupt during the first half of 2023.



my objective was to prove that my strategies are solid by sharing real time signals while also having the ulterior motive of possibly gaining access to a proprietary trading setup with an institution. and for a number of months everything went as expected but then twatter just stopped posting the tweets and eventually suspended my account. jaja. let me tell you, if anyone states that muskratfraud motors is a 20 year old " startup ", that it has had the largest cumulative financial losses in modern history, that it does not even produce 1% of the 100 million automobiles that are produced annually in the world and that it claims to have produced 2 million garbage vehicles in its 20 year existence when there are an estimated 1,200 vehicles in the planet then you will also be erased from that garbage, imperialistic propaganda website. stating that the only founders of muskratfraud motors are eberhard, tapperning and wright and that it is eberhard who selected the name for the company and created its mission and master plan would also greatly enrage the mentally ill, narcissistic imposter and contradict the propaganda, so that information will never be allowed on garbage social media either.






if i have the chance i will create an update on the performance of this particular strategy on several trading fora later today as i had not shared any updates in several weeks. regards.

[burtoninlondon]

Hi Samario, thanks for contributing to the thread.

I've just started to develop strategies using Strategy Builder, not coding yet. I am now working on a strategy using Parabolic SAR indicator. I ran it for one month and it has been flat, I know that I need to test it longer, but I think by making a few changes I will be able to make a profit.

Interesting, I have never looked into this indicator as I considered it to be useful for trailing stops not as an entry signal. Are you using it to predict reversals? I've found through experience I'm not great at developing reversal strategies.

In these few months that I have been developing strategies what I learned is that the fewer indicators you use the better results. The simplest is the best.

That is one of the main learning points I've experienced too!

[burtoninlondon]

I have been increasingly enthused by developing strategies for less than a year now. When I trade manually, I am not profitable and let my emotions get the best of me. I have some good and some bad days. Thats why I started looking into semi or fully automated as a filter for my downfalls. I do have some strats that show potential and some that I just can't get to work no matter what I do. I look forward to sharing some ideas with you.

Hi sundae, are there any common themes amongst your strategies which show potential?

I also agree with the semi-auto or full-auto trading route to help manage your emotions but even when my algos are running completely autonomously I have a real strong desire to interfere with them depending on the current market conditions. When I do I try to tell myself that algo trading is a game of probabilities and as soon as I interfere then that will adjust the probability performance and unless there is a statistically proven benefit in interfering with the trade you just don't know if it'll work out better or worse in the long run. But it's still difficult for me.

[burtoninlondon]

rtwave, you've made a lot of great points in a single post...let me give you my thoughts if I may.

- over the time i have been a member of these fora i have seen practically no cooperation - collaboration between members. there are several fora on reddit where there is interesting content but unfortunately, like of most of the internet that website is a cesspool of aggression, garbage and imperialistic propaganda. nt is a great platform to develop and trade strategies and it would be great to have a sizable collective of proficient developers programming principally on nt and collaborating as much as possible.

I completely agree and this is the reason I've created this post. I've grown a bit weary of endless YouTube videos promising profitable strategies and when you backtest them on NT8 then they prove to be anything but. People tend to be very protective of their strategies which I completely understand as profitable strategies are really hard to develop but I wish there was a place where developers could collaborate without fear of being scammed or being led down an unprofitable path.

- there's no need to risk real funds to learn whether a strategy is profitable or not. it is enough to leave 30% of the historical data out of sample when developing - optimizing and then evaluate the strategy over the entire expanse of data.

Definitely, if a strategy doesn't pass basic backtest and walk-forward optimisation then you shouldn't run it, just move on to the next idea. If I have an idea that passes backtesting and WFO with positive performance metrics then I sim test it before testing it live with as minimal financial risk as possible (i.e 1 micro contract).

- regarding performance metrics, the most widely used are not really good. i would actually like to develop my own performance metric where strategies whose cumulative profits grew very close to a positive diagonal would have the highest scores and large losses would greatly decrease scores. it would be perfectly possible to program that into nt and i have thought of asking for help on fora like stckovrflw but i have never made it a priority. something like this:

I tend to filter my strategy ideas based on win rate, profit factor and drawdown ratio. I've tested using sharpe and sortino ratio but I'm not yet sure about them. But as you've pointed out the one thing every algo trader looks for in their results is a smooth equity curve so perhaps the optimal performance metrics would be based on angle of slop and deviation from the centre line of the slope?

- furthermore, it is evident to me that fractals are best traded with manual - discretionary means. there are a number of individuals on twatter who focus on pivots, diagonals, continuation, reversals and such, and seemingly those are the best methodologies that exist.

Yes...coding market structure and complex PA patterns is tricky as there is a lot of nuance and individual perspective which is difficult to code.

[Fbraun378]

burtoninlondon What trading methodologies have you seen most success with? I have tried using indicators to generate signals but have not found a combination which works consistenly so my better strategies tend to be simpler and use price action as the signal. Having said that I do use a handful of volume related indicators (volume, vwap, volume moving average, etc.) and Laguerre RSI for momentum.

[/QUOTE]

I have recently found a Momentum move that I'm trying to make a strategy for. It uses MACD RSI and Stochastic, when all three are in agreement it posts green bars and the opposite red bars for sell momentum. I am having trouble coding the Breakeven & TrailStop so its not yet finished/profitable. I would like to program an exit signal also (bool so that it optional) on the MACD to backtest. The indicators are user customizable on the UI side so you can fine tune the momentum. It does filter out much of the "consolidation" so it seems to have potential. I think it needs something else though to filter consolidation more successfully.

I use price action also for manual trading with NinzaRenko bars.

I am also trying to develop a High/Low Percentage Range Strategy where it takes previous daily range/time levels into a percentage based calculation and makes predictions on current daily movement. But I think an indicator would have to be formed first before a Strategy and it would probably need a current momentum input as well to predict direction of future price levels. I guess it might be similar to an autonomous Fibonacci Strategy. I could definitely use some coding help since I'm not a professional developer.

[Samario]

Hi Samario, thanks for contributing to the thread.



Interesting, I have never looked into this indicator as I considered it to be useful for trailing stops not as an entry signal. Are you using it to predict reversals? I've found through experience I'm not great at developing reversal strategies.



That is one of the main learning points I've experienced too!

Hi burtoninlondon I first started to use Parabolic SAR for trend trading, but now I am trying to find patterns for reversal trading, I am still very new in developing strategies, so I still need to learn a lot.

I need to find a profitable autonomous strategy, even though I know that I will get less, I can`t control my emotions in manual trading for now.
I hope to gain experience and share it in this threat to be able to do my bit

[archReactor]

Hello ..
Thanks for opening the thread this is exactly what I have been doing for past months.. Havent had a winning strategy, my issue is to find the ranging market and stay away from it. I have converted some of the trading view indicators to ninja trader 8 .. Like the Nadaraya watson using kernel regression which is non repainting, and added a buy sell signal ... It works well in trending but the ranging is the issue.

I have also used many trending indicators with ADX and RSI , but range markets are still an issue.

Hopefully this community can help me solve that problem. I wont win every trade but minimizing those losses in strategy builder is the key. I can code really well too.

[sundae]

Hey its been a while since ive posted but i wanted to share. Ive gone semi-full time with my strategy and it is doing well so far. I was to much of a ***** to use my money so i went to a prop firm. 12 days with most of it hands off, i got a little bored or closed for profit or huge loss a couple times. It does better when i dont watch it.

[archReactor]

hello , I have been working on an automated strategy for awhile... hopefully have something soon which is workable... I will sign up for a prop firm soon as they have Black Friday sale going on to test... but I have been looking for people to test and collaborate on the strategy . sundae .. glad to know it's doing well... my strategy does well with trending markets so beginning of NY session .. maybe we should connect and collaborate on each other's strategies and hopefully something actionable comes out of it...

[burtoninlondon]

Hey its been a while since ive posted but i wanted to share. Ive gone semi-full time with my strategy and it is doing well so far. I was to much of a ***** to use my money so i went to a prop firm. 12 days with most of it hands off, i got a little bored or closed for profit or huge loss a couple times. It does better when i dont watch it.

Thats great news, well done. What have you found that works for you in this particular strategy? I'm more than happy to connect in a separate forum to share ideas and optimise?

[burtoninlondon]

hello , I have been working on an automated strategy for awhile... hopefully have something soon which is workable... I will sign up for a prop firm soon as they have Black Friday sale going on to test... but I have been looking for people to test and collaborate on the strategy . sundae .. glad to know it's doing well... my strategy does well with trending markets so beginning of NY session .. maybe we should connect and collaborate on each other's strategies and hopefully something actionable comes out of it...

I think I've stumbled across this in another forum (TraderRob) but I haven't had a chance to delve into it. I've sent you a DM request in that forum, my user name is Neil_R.

[sundae]

The strategy is based off of the gandalf project research system. I modified it for intraday. It was working great when i first posted. I guess my lack of experience is keeping me from figuring out why it stopped performing as well though. It seems to me that the market has been more choppy and huge swings since the beginning of December last year. Ever since, performance has gone down so much where i dont trust it to walk away to long

[johnny72]

Hi Burton,

I'm happy to share some of my strategies, ideas and how I find new strategies. Let me know what is your preferred style of communication i.e. Discord, email etc. I have a stable of some strategies and am always working on new ones.

Kind regards,
John

[burtoninlondon]

Hi Burton,

I'm happy to share some of my strategies, ideas and how I find new strategies. Let me know what is your preferred style of communication i.e. Discord, email etc. I have a stable of some strategies and am always working on new ones.

Kind regards,
John

Hi, discord works for me, my username is burtoninlondon.

Neil

[johnny72]

Cool reached out to you. I see we are actually both in Jacob’s group.

-John
discord- It’sJohn