I have been working on coding perryg's method under NinjaTrader 7. I have a code base which gets the process started and is close to the "rules" provided by Perry. This is in no way the final solution as there is still a bit of "feel" when to enter and exit. I am hoping that as a community we may be able to code in the "discretion" required to get similar results to his thread
This code is very complex as a multi-timeframe strategy coded under NinjaTrader 7 so it may be difficult for novice coders as a first project. It might be good to follow along to get a very deep understanding of how strategies work and what can be done. This is my first multi timeframe Strategy so it isn't perfect, but I do feel this gets me closer to the Holy Grail.
Before going on, I wish to thank Perry for his contribution as well as the many others I have used to learn more about trading and Bot development. Also, this Perry didn't ask me to start this tread and may or may not participate in the discussion. Please do not bother him with questions about this code, post those questions hear for me or other contributors to answer.
Here is the first revision of the nexusfi.com (formerly BMT)PerryMethod for the communities review and improvements. Please post any improvements into this thread and we will integrate them from time to time. I am certain this strategy has a great chance of being profitable with the minds within the Elite membership.
Please do not distribute this code beyond nexusfi.com (formerly BMT) and certainly do not download or participate in this tread if you have intentions of making a commercial product.
To get started you will need to load Fat Tails 'NewVisualIndicatorsTest3.zip' which can be found here:
Let the fun begin!