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Sunday, March 18, 2018

Como Automatizar Señales de Trading

Hola a Todos,

Markers es un sistema ( un indicador ) que una vez aplicado a un Chart, se puede configurar para detectar señales y ejecutar órdenes.

Ejemplo : Podemos configurar Markers de forma que cuando se pinta una flecha alcista azul en el Chart, se ejecute una orden de Compra.

Esa señal la puede haber pintado cualquier otro indicador o incluso una de las herramientas de Markers Plus.

Digamos que tenemos un indicador como Supertrend, que pinta flechas en cada cambio de tendencia :

Con Markers podemos convertir a ese indicador en un sistema completamente automatizado.

Se puede definir un intervalo de tiempo dentro del cual operar, también es posible establecer límites de pérdida y/o ganancia diaria.

El sistema se puede configurar para operar en forma totalmente automática o en forma semi automática.

En modo semi automático, el usuario habilita la siguiente compra y/o venta, y el sistema esperará que la misma se pinte para ejecutar solo esa orden.

Las órdenes usan la configuración ATM estandard que usted ya esta utilizando, la cual permite definir posiciones múltiples, cada una con su correspondiente tamaño de trade, objetivo, stop, trailing, break even, etc.

El usuario puede mover las órdenes sin afectar al sistema.

Markers esta disponible para ambas versiones de NinjaTrader ; 7 y 8
Todos los usuarios actuales y futuros tienes acceso a ambas versiones y todos sus upgrades.

Markers incluye soporte técnico mediante TeamViewer o pantalla compartida de Skype, por lo tanto no tiene de que preocuparse acerca de la curva de aprendizaje ; si no sabe como hacer algo, solo pregúntame !

Markers esta disponible en 2 versiones : Markers Lite & Markers Plus y se puede hacer upgrade de Lite a Plus.

La principal diferencia entre ambos productos es que Markers Plus no solo detecta objetos, sino que también puede crear señales y filtros..
Lea mas acerca de las diferencias en esta antigua publicación : Markers System - Tutorial #2

No esta seguro o tiene preguntas ?

En este Playlist de YouTube encontrará mas videos relacionados con Markers.

Best Regards, Saludos,
Pablo Maglio

​ / 
The Indicator Store
Skype Skype id : pmaglio
Automate Trading Signals

Hello Everyone,

Markers is a System ( an indicator ) that once applied to a Chart, can be configured to detect signals and execute an Order.

Example : We can configure Markers so when a Blue Arrow Up is painted on the Chart, a Long Order is executed.

That signal can be painted by any indicator or even by one of Markers Plus Tools.

Let say you have an indicator like Supertrend, it paint Arrows at each trend change :

With Markers you can convert this indicator into a complete fully automated system.

It is posible to define a time interval where to trade, a daily limit for losses and/or profits.

The system can also be configured to trade in full automatic mode or semi automatic mode.
On semi automatic mode, the user enables the next long and/or short signal and the system will wait for the signal and execute that order only.

The orders use the standard ATM configuration you already use where you can define multiple positions, each one with its own trade size, target, stop, trailing, break even, etc.

The orders can also be moved by the user without affecting the system.

Markers is available for both NinjaTrader versions ; 7 & 8
All current and previous users get both versions and all future upgrades.

Markers includes Tech Support  via TeamViewer or Skype Screen Sharing, so you dont need to worry about the learning curve ; if you dont know how to do something, just ask me !

Markers is available on 2 versions : Markers Lite & Markers Plus and it is possible to upgrade from Lite to Plus.

The main difference between both products is that Markers Plus not only detects objects, it can also create signals and filters.
Read more about the differences on this old post : Markers System - Tutorial #2

Not sure about something or have some questions ?

  • Fill this Questions Form (don't forget to ask about current discounts)

On this YouTube Playlist you will find more Markers related videos.

Best Regards, Saludos,
Pablo Maglio

​ / 
The Indicator Store
Skype Skype id : pmaglio

Wednesday, October 12, 2016

Markers System - Tutorial #2

Continued from Markers System - Tutorial

As we saw on previous post, Markers can detect objects painted on the Chart, like Arrows, Dots, Vertical Lines, etc ; most of the standard Ninja Objects used by Indicators to paint Entry or Exit Signals.

And when detected, Markers can issue ATM Orders.
An ATM Order includes not only the trade size, but also the number of positions ( 3 on Ninja 7 and unlimited on Ninja 8 ) and the corresponding Stop, Target, Trailing and Auto Breakeven for each position. Read More.

Now, let's compare the 2 versions of Markers ;

FeaturesMarkers LiteMarkers Plus
Number of Objects Supported919
Option to Close PositionsYesYes
Manual & Semi AutoYesYes
Max Daily Loss/ProfitYesYes
Time Windows13
Entry Order TypeMarketMarket / Limit / Stop
Option to Filter SignalsNoYes
Tool to Create SignalsNoYes

Both Markers Versions can be purchased on this link

The Main Differences are these :
  • Markers Lite can automate signals painted by another indicator
    How can I check that my indicator signals are standard Ninja Objects and can be detected ? Read the end of this post to learn about.
  • Markers Plus include several Tools, with which we can create our own Signals and also our own Filters.
    This allows the option to create an unlimited number of trade setups and save them as templates.
    Markers Plus includes a shared library of templates constantly improving and growing.
How can we know if the signals painted by our indicator are standard and can be detected by Markers ? . . . . Just doing double click over the object ; 
If we get the Object Properties Dialog, then it is a Standard Ninja Object and can be detected by Markers.

Example :

If after doing the double click we dont get response or we get the indicator properties window, then this object is not compatible with Markers.

On the following Post, we will cover the features of Markers Plus

Monday, October 10, 2016

Markers System - Tutorial

Welcome to this New Series of Publications about Markers System for Ninjatrader

Markers is a System that allows to automate Signals converting them into Orders.

Example ; if we have an Indicator that paints an Arrow Down on a Short Signal, like this ;

We can use Markers to detect and automate those Red Arrows.

There are 2 versions of Markers ; Lite and Plus

This is what Markers Lite can do ;
We can select 2 different objects with specific Colors ; one to Enter Long, and the other to Enter Short.

Optionally we can also select 2 other objects to close long & short positions

Select an Account where to execute the Orders

Limit the Daily Loss and Daily Profit

All other inputs ( Enable Long, Short, Exits, Manual or Automatic ) can be managed from the Chart Toolbar

We can specify a Time Window inside where we allow trading.
Outside this time window all signals are ignored and current positions are closed.

Continued on Next Post...

Monday, September 12, 2016

How and Why We Must pay attention to Volatility

Hello Traders
When we analyze a market, it is very important to take into account its volatility for the different time frames and times where we plan to trade.
If volatility is too low we may have little or no chance at all of entering and leaving the market in a timely way with our expected targets and stops.
If volatility is too high, we will surely have many opportunities for trades, but possibly the Stop needed will be much higher than expected.
Let's see now how to measure volatility using the ATR (Average True Range) indicator
The Range of a bar is the distance between its maximum and minimum price.
The True Range includes the gap that may exist from the previous bar, therefore the True Range is equal to or slightly higher than the Range.
The ATR is the True Range Average in the last N bars.
In this example we see the ATR (14) on a Crude Oil & Euro Futures 5 Minutes Charts.

As we see, the ATR is a number expressed in terms of price, so we can not compare the ATR of 2 instruments.
Unless We express it in Ticks, with the custom indicator TIS_ATR_Ticks ;

Now we see that even though both instruments have very different ATR values, its volatility expressed in ticks is very similar (6 to 20 ticks).
Overall we have to keep in mind that the minimum necessary stop should be between 1.5 to 2 times the 1 minute ATR.
Example ; with a maximum ATR of 10 ticks, the minimum stop is 15 ticks .

If we look at this 1 minute chart, we can also observe areas with low volatility where we should not participate.
In practice I always try to avoid trading a market where the ATR is less than 4 ticks or more than 15 ticks, so it is clear the time windows where we can trade;

Same procedure should be done with the volume, as a general rule We must operate liquid instruments that trade several times our size trade per minute.
When we analyze several instruments together, it is important to convert the value of ATR scale from Price to Ticks or its currency value as shown in the following table;
This is a Market Analyzer NinjaTrader table, where I have added my preferred instruments and 3 columns; the classic ATR, showing the volatility in price scale for each instrument, and 2 copies of the indicator TIS_ATR_Ticks , one configured to show ticks and the other to show $ in the corresponding currency.
The table is sorted by cost, and allows us to know what instruments are within reach of our maximum stop size  (the stop should be 1.5 to 2 times that value)

The Market Analyzer allows us to perform various functions, such as highlight values (in this case are highlighted in blue ATR> = 4 ticks and in Red greater than 15), filter rows and generate alerts.
More info about Market Analyzer on this YouTube Video