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Monday, July 15, 2013

Trade Log 2013-07-15 using TIS Ninjatrader Indicators

This is the Trade List using TIS Setups :

ATR_BarColor on Crude Oil ( CL )
Foto: ATR_BarColor on Crude Oil ( CL
Read More : http://t.co/MALIUAgW4j
Obtenga mas Información : http://theindicatormarket.com/blog/estrategia-atr_barcolopara-ninjatrader/

SRS Setup on YM
Foto: SRS Setup on YM
Read More about SRS on : http://t.co/Z78PZQc4Yk
Obtenga mas información acerca del SRS en : http://theindicatormarket.com/blog/indicador-small-range/

SRS Setup is Long on CL from the Lows

Foto: SRS Setup is Long on CL from the Lows
El SRS tuvo 3 Entradas de Compra Hoy, todas favorables, la última fue el minimo del día ( 104.75 ) . El crudo llego a 106.00, mas de 1 punto ( $1000 por contrato) en menos de 1 hora...

SRS Long Signals on GOLD

Foto: SRS Long Signals on GOLD today
VArias señales del Setup SRS en el ORO, todas con al menos 10 ticks de Target 1, y una de las mismas con mas de 10 puntos ( $1000 por contrato ) de ganancia. El riesgo por trade es de $150 por contrato

First Impulse Signal on British Pound ( GBPUSD / 6B )
Foto: First Impulse Signal on British Pound ( GBPUSD / 6B )
Risking 10 ticks ( usd 6,25 on futures ). More than 20 ticks available
Read More on http://t.co/86CMoiiYP3
Primera señal de Impulso en la Libra ( GBPUSD / 6B ) arriesgando 10 ticks (  $6,25 en futuros ) y mas de 20 ticks disponibles de objetivo.
Obtenga mas informacion en : http://theindicatormarket.com/blog/estrategia-de-impulso-en-forex/

Ichimoku followers ? Here is a CL with the Cloud ( Kumo ) as Support
Foto: Ichimoku followers ? Here is a CL with the Cloud (  Kumo ) as Support
Read More info : http://theindicatorstore.blogspot.com.ar/2013/07/ichimoku-indicator-setup-for-ninjatrader.html

Para los seguidores del Ichimoku, aqui hay un largo del Crudo con la Nube de soporte.
Mas informacion : http://theindicatormarket.com/blog/ichimoku-para-ninjatrader/

Sunday, July 14, 2013

Ichimoku Indicator Setup for Ninjatrader

Ichimoku Indicator Setup for Ninjatrader

Ichimoku is a chart developed by Goichi Hosoda, and was originally intended for daily charts. It is intended to find an equilibrium on the charts and uses 2 moving averages ; 9 and 26. The number 26 comes from the number of days that the Tokyo exchange was open per Month. But all periods can be changed and optimized as we will be using faster timeframe charts instead of daily.


Lines of the Ichimoku :

  • TenkanSen ( fast moving - 9 bars of period )
  • KijunSen ( slow moving - 26 bars of period )


Cloud of the Ichimoku

Shaded area between 2 lines :

  • Senkou Span A ( average of 2 moving averages, and delayed 26 bars into the future )
  • Senkou Span B ( moving average of 52 bars delayed 26 bars into the future )
The Cloud can be used as a Support and Resistance Level ; it has different color depending on the relative position of the Sekou A and Senkou B Lines.

We can use a crossover of the fast and slow lines ( TenkanSen vs KijunSen ) as a trigger signal, and then watch for 2 additional conditions ;
  • Entry is above the Cloud, so we dont trade against it
  • Cloud Color if same sign as current trade
On the following Chart we have an example of a Long Entry on a Standard and Poors ( ES ) Daily Chart :



This ES Long On happened on ends of 2011, last days of December in the area between 1170 to 1200.
Next Short Signal ( against the cloud ) happened on April 2012 at the 1350-1370 area with more than 150 ES points in just 4 months.


On the following Chart we can see the end of the Trade using a Counter Trend signal of same setup as an exit for the Initial Trade :


The Cloud is also useful to define the size of the support zone and the stop needed for the trade.

We can also change the default 9,26,52 settings when applying this setup to faster timeframes ;

This is an example on a crude oil  ( CL ) futures 300 Ticks chart :


This is another example on a 9 Range TF ( Russel 2000) Chart



You can get more info about this indicator on the following link


Regards,
Pablo
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Tuesday, June 4, 2013

Semiautomatic Strategies for Ninjatrader

Semiautomatic Strategies for NinjaTrader

The semiautomatic setups are useful for those who, even following a known rule setup, prefer to have full control over the selection of signals, and the management of targets and stops.

Using a semiautomatic approach we can fully auto trade a setup with the benefit of choosing which trade setups we want to trade. And once we have a position, we can leave the default target and stop or move them to our desired place.

This is a description of what is possible and what is not :

A Semi Automatic Setup can :
  • Show current trade setup the same way its associated indicator does.
  • Trade all signals the same way the associated strategy does.
  • Place orders on SIM, LIVE, Market Replay and Simulated Feed
  • Trade on Market Replay at Full Speed ( 500 x )
A Semi Automatic Setup can NOT :
  • Show Historical Trades
  • Be used on Strategy Analyzer
  • Be used on Strategy Optimizer
What Is a semiautomatic Setup ?
  • It is a Custom Indicator and a Custom Strategy. Both with same name
  • The Indicator send signals to the Strategy, so the Setup parameters are defined into the Indicator.
  • The Strategy just receives signals from the Indicator, so its only parameters are the trade size, targets and stop.
  • We can change settings on the Indicator without disabling the Strategy
How we use it ?
  • First we add the Indicator to the Chart and set its Input parameter until we verify that entries correspond to our setup
  • Then we add the strategy with correct trade size, default target and stop to same chart. And enable the strategy.
  • As soon the strategy is enabled we get a new tool bar on the chart menu indicating the name of the Setup, and the options to enable Next Long and Next Short Signals.


  • Once the selected signal appears, and its entry order gets a filled, we can manage the position targets and stop moving them with the mouse on another chart with chart trader enabled
  • Orders can also be moved through the Orders Tab

YouTube video.
  • A full description about the use of the Semiautomatic Setups can be found on the following video


Automation of any Indicator
  • With the interface used on these semiautomatic packs, any indicator can be converted to semi automatic with minimum changes.
  • The main strategy core used will be updated with future enhancements that will include more user control through buttons
  • Future upgrades include ;
  • Selection of Trade Size on the toolbar
  • Enabling AutoBreakeven from the toolbar
  • Enabling Trailing Stop from the toolbar
  • Config Trailing Stop from the toolbar
  • More Options selected by user request.
The list of setups currently available at TIS can be found here

Please feel free to post any question or suggestions to this New Program

Regards,
logo Pablo Maglio The Indicator Store 
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Sunday, May 5, 2013

PM_ATR_BarColor Strategy for NinjaTrader


PM_ATR_BarColor Strategy for NinjaTrader

The last changes on the ATR_BarColor Indicator have been defined after testing several automated instances of variations on the logic.
The final result is the PM_ATR_BarColor_v2 which is now ready to the public.
Note : The version 2 refers to the indicator version it is using.

This final release of the PM_ATR_BarColor Strategy has the following features :

  • User defined Target and Stop
  • User defined Time to Start and Time to Stop
  • Auto Exit of Positions at Neutral ( Yellow ) State
  • Money Management Module

The Auto Exit Feature allows to use Big Targets, and the system will get out at first yellow signal, where a possible reversal can happen.

Example Chart with all debug info turned on ;
  • Vertical Lines at Entry signals
  • Markers of the Upper, Lower MutiTrail Lines
  • Text info after each trade ; xxx/yy where xxx is current daily PnL and yy is the consecutive loser count. On this chart we can see the last trades shows a positive $500 daily profit

The Money Management Module allows to stop trading for the remainder of the day if one of the following levels are reached :
  • Max Daily Profit
  • Max Daily Loss
  • Max consecutive losers in Row


This is the daily performance report of last week :

The input parameters that we need to optimize for each instruments are just a few, so it will not take too much time to get a good working configuration :



This is the Performance Report for an example configuration on CL



 You can take a look at the strategy in action on this YouTube video


Please feel free to post any comment or suggestion here...



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TIS_ATR_BarColor Indicator for NinjaTrader Update


TIS_ATR_BarColor Indicator for NinjaTrader Update

Since the release of the ATR_BarColor Indicator ( see previous post ), I’ve been experimenting changing some parts of the logic and adding different conditions to improve the performance of the signals when trading this indicator as an automated system.

Lets make a review of how this indicator works ;
As we have described before, we are using a well known trailing indicator, known as SuperTrail, SuperTrend, MultiTrail, etc as a complete trading system, with entries, exits and reversals.
On the following example we can see the standard TIS_MultiTrail Indicator showing an up trend ( blue bars ) changing to a down trend ( red bars ) when the lower blue multitrail line is broken. The bear move finishes when the red upper multitrail line is broken.
Used as Trailing stop, we exit the Long position on “A” and exit a Short Position on “B”.
If we want to use this Indicator as Trade Setup, now we need an entry signal. The most obvious entry is the same signal we use as exit ; for example we enter Short closing the Long at “A” and then close the short while entering Long at “B”.
This is a valid setup but it would be always in the market reversing positions, having very good winners while market moves, but the performance on sideways markets would be low, producing lot of reversals with small loses on each.
That was the reason of the creation of the ATR_BarColor Indicator, which adds a Neutral State ( yellow bars ) after each trend change.
After a Neutral State, it is required to break a pivot to produce an entry signal.
The old version of ATR_BarColor used fixed strength pivots of 1 bar length, while this new version ; ATR_BarColor_v2 has user defined pivot strenth.
We can see the effect on changin the pivot strength on the following pictures.

Using a 4 Bar Pivot




Using an 8 Bars Pivot
     

Another change in the logic includes a Fast Move Detection avoiding to wait a pivot creation when the trend change is fast.
This example shows a fast transition from Red to Blue with only 1 yellow Bar :
On this example the first Long signal happens at the close of the first Blue Bar.

The updated version of this indicator for Ninjatrader can be found on this link.

Please feel free to post any question or suggestion here...

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