NexusFi: Find Your Edge


Home Menu

 





Perrys Trading -> Strategy - development


Discussion in NinjaTrader

Updated
      Top Posters
    1. looks_one MWinfrey with 52 posts (163 thanks)
    2. looks_two wgreenie with 48 posts (18 thanks)
    3. looks_3 porpor1234 with 18 posts (0 thanks)
    4. looks_4 fusion with 15 posts (9 thanks)
      Best Posters
    1. looks_one Braulio with 3.4 thanks per post
    2. looks_two MWinfrey with 3.1 thanks per post
    3. looks_3 max-td with 0.9 thanks per post
    4. looks_4 wgreenie with 0.4 thanks per post
    1. trending_up 95,725 views
    2. thumb_up 247 thanks given
    3. group 61 followers
    1. forum 259 posts
    2. attach_file 95 attachments




 
Search this Thread

Perrys Trading -> Strategy - development

  #51 (permalink)
 wgreenie 
Cambridge, Ontario
 
Experience: Intermediate
Platform: NinjaTrader
Broker: Zen-Fire
Trading: 6E
Posts: 1,778 since Dec 2009
Thanks Given: 1,258
Thanks Received: 1,203


porpor1234 View Post
Hi Beth,
I am not sure what my problem is now but your last version of the strategy didn't compile for me either. I was ready to give up and didn't check the forum again till tonight. Seeing emini getting it compiled and running gave me a spark of hope but I'm back in the dumps again! All the errors had to do with that Jeffs indicator - it is your original one. I have the latest version of NT 6.5.1000.16. I posted the compiled code with the errors.

Thanks for your yeoman efforts!

Susan

Hi Susan

I have a quick fix for you (hopefully it will work) while waiting for Emini to share his cs file with me. That's what I did on the enclosed strategy (cs file):

1. Removed the codes with JeffsEMA on (4 of them with 2 for Long and 2 for Short)

2. Replaced with EMA(20)_Colors (which you have) underlined in brown

3. Since Perry's suggested entry requirement does not have the chop filter which I added using JeffsEMA, it won't matter much.

I ran both strategies (one with JeffsEMA and one without (replaced by EMA(20)_Colors) on a TF 15-RangeAlt chart. You can tell from the enclosed trade logs that they generated the same trades.

Let's hope you will be able to generate the enclosed successfully. Be sure to remove the problemed one(s) from the Strategy folder first. Good luck!

Beth

Good Trading is about Trading Right!
Want What the Market Wants!
Trade With the Trend!
Attached Thumbnails
Click image for larger version

Name:	Revised Strategy without JeffsEMA.JPG
Views:	245
Size:	540.6 KB
ID:	19206   Click image for larger version

Name:	Revised Codes.JPG
Views:	247
Size:	83.2 KB
ID:	19207  
Attached Files
Elite Membership required to download: PerrySetUpV2cNoJeffsEMA.cs
Visit my NexusFi Trade Journal Started this thread Reply With Quote

Can you help answer these questions
from other members on NexusFi?
ZombieSqueeze
Platforms and Indicators
NT7 Indicator Script Troubleshooting - Camarilla Pivots
NinjaTrader
Trade idea based off three indicators.
Traders Hideout
REcommedations for programming help
Sierra Chart
Pivot Indicator like the old SwingTemp by Big Mike
NinjaTrader
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Spoo-nalysis ES e-mini futures S&P 500
33 thanks
Just another trading journal: PA, Wyckoff & Trends
26 thanks
Tao te Trade: way of the WLD
24 thanks
Bigger Wins or Fewer Losses?
23 thanks
GFIs1 1 DAX trade per day journal
19 thanks
  #52 (permalink)
 eminitrdr 
Marietta, Oh USA
 
Experience: Intermediate
Platform: NinjaTrader
Broker: Zenfire
Trading: Euro
Posts: 180 since Mar 2010
Thanks Given: 459
Thanks Received: 208

I'm going to attach the .cs automated strategy for Perry's Method. I made a change suggested by Askinfo and removed all the "UmaUtility." from the code Beth was using. I was then able to compile it. It worked for me on Monday and generated automated trades. I have been away the last couple of days so I'll try again tomorrow.

I hope this helps.
emini

Attached Files
Elite Membership required to download: PerrySetUpV2c2.cs
Reply With Quote
Thanked by:
  #53 (permalink)
 porpor1234 
Fairfax, VA
 
Experience: Intermediate
Platform: NinjaTrader
Broker: AMP
Trading: ES, Currency Futures
Posts: 25 since Apr 2010
Thanks Given: 8
Thanks Received: 1



wgreenie View Post
Hi Susan

I have a quick fix for you (hopefully it will work) while waiting for Emini to share his cs file with me. That's what I did on the enclosed strategy (cs file):

1. Removed the codes with JeffsEMA on (4 of them with 2 for Long and 2 for Short)

2. Replaced with EMA(20)_Colors (which you have) underlined in brown

3. Since Perry's suggested entry requirement does not have the chop filter which I added using JeffsEMA, it won't matter much.

I ran both strategies (one with JeffsEMA and one without (replaced by EMA(20)_Colors) on a TF 15-RangeAlt chart. You can tell from the enclosed trade logs that they generated the same trades.

Let's hope you will able to generate the enclosed successfully. Be sure to remove the problemed one(s) from the Strategy folder first. Good luck!

Beth

Hi Beth,

WOOHOO!!! it compiled and i was able to run it on a 15 RB chart as you suggested. Can I run it on a 4RB chart too?


Susan

Reply With Quote
  #54 (permalink)
 wgreenie 
Cambridge, Ontario
 
Experience: Intermediate
Platform: NinjaTrader
Broker: Zen-Fire
Trading: 6E
Posts: 1,778 since Dec 2009
Thanks Given: 1,258
Thanks Received: 1,203


porpor1234 View Post
Hi Beth,

WOOHOO!!! it compiled and i was able to run it on a 15 RB chart as you suggested. Can I run it on a 4RB chart too?


Susan

That's Great news Susan!! You've made my day!

You can run it on Range charts, eg Regular Range and RangeAlt for sure. Yes, you decide the Interval Setting and not necessarily be 15 RB. I tried 4R before.

Haven't tried RangeNoGap yet. Definitely NOT working for minute charts and one needs to change the code for counting the bars.

Beth

Good Trading is about Trading Right!
Want What the Market Wants!
Trade With the Trend!
Visit my NexusFi Trade Journal Started this thread Reply With Quote
  #55 (permalink)
 wgreenie 
Cambridge, Ontario
 
Experience: Intermediate
Platform: NinjaTrader
Broker: Zen-Fire
Trading: 6E
Posts: 1,778 since Dec 2009
Thanks Given: 1,258
Thanks Received: 1,203


eminitrdr View Post
I'm going to attach the .cs automated strategy for Perry's Method. I made a change suggested by Askinfo and removed all the "UmaUtility." from the code Beth was using. I was then able to compile it. It worked for me on Monday and generated automated trades. I have been away the last couple of days so I'll try again tomorrow.

I hope this helps.
emini

My trillion thanks Emini for answering my SOS .. I will use your cs file to do some troubleshooting.

Beth

Good Trading is about Trading Right!
Want What the Market Wants!
Trade With the Trend!
Visit my NexusFi Trade Journal Started this thread Reply With Quote
  #56 (permalink)
 porpor1234 
Fairfax, VA
 
Experience: Intermediate
Platform: NinjaTrader
Broker: AMP
Trading: ES, Currency Futures
Posts: 25 since Apr 2010
Thanks Given: 8
Thanks Received: 1


wgreenie View Post
That's Great news Susan!! You've made my day!

You can run it on Range charts, eg Regular Range and RangeAlt for sure. Yes, you decide the Interval Setting and not necessarily be 15 RB. I tried 4R before.

Haven't tried RangeNoGap yet. Definitely NOT working for minute charts and one needs to change the code for counting the bars.

Beth

You made MY day!!! What are RangeAlt and RangeNoGap charts? I guess no gap means just that but not sure how that charts when there is a gap? Anyway, never even knew there were those choices.

Thanks for all your efforts, again, and for sharing so generously - time and knowledge! If you were closer, I'd bake you a cake! LOL

Susan

Reply With Quote
  #57 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,444 since Jun 2009
Thanks Given: 33,217
Thanks Received: 101,608


porpor1234 View Post
If you were closer, I'd bake you a cake! LOL

Have you seen some of @gordo's cakes? Who's hungry! More importantly, who is baking me a cake?!



Mike

We're here to help: just ask the community or contact our Help Desk

Quick Links: Change your Username or Register as a Vendor
Searching for trading reviews? Review this list
Lifetime Elite Membership: Sign-up for only $149 USD
Exclusive money saving offers from our Site Sponsors: Browse Offers
Report problems with the site: Using the NexusFi changelog thread
Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote
  #58 (permalink)
 wgreenie 
Cambridge, Ontario
 
Experience: Intermediate
Platform: NinjaTrader
Broker: Zen-Fire
Trading: 6E
Posts: 1,778 since Dec 2009
Thanks Given: 1,258
Thanks Received: 1,203


porpor1234 View Post
You made MY day!!! What are RangeAlt and RangeNoGap charts? I guess no gap means just that but not sure how that charts when there is a gap? Anyway, never even knew there were those choices.

Thanks for all your efforts, again, and for sharing so generously - time and knowledge! If you were closer, I'd bake you a cake! LOL

Susan

You're most welcome Susan! We're all thrilled that you now resolve the strategy myth .. smile ..

Hey, I love baking. If you have a signature cake recipe (easy to make), please feel free to share it with me via Private Message. Thank you.

Enclosed are the following:

1. I ran the strategy (your version) on 3 different Range charts (Regular, RangeAlt and NoGap) per enclosed. Regular and RangeAlt generated the same trades while the NoGap one was slightly different.

Note: Insufficient historical data to support the above. Just a prelim observation on 1.5 hours timeframe.

2. cs files for RangeAlt and NoGap in case you want to play with them. Simply move them to the following folder:

My Documents\NinjaTrader 6.5\bin\Custom\Type

Not sure if you need to compile them first. Hmm, maybe Big Mike or other member can give Susan some guidance. Thanks.

3. How to specify your preferred time for running the strategy

i. Default when you right-click for the strategy's parameters: 9:40 am to 11:30 am (94000 to 113000)
ii. Example (per enclosed): 1:45 pm to 3:00 pm (134500 to 150000)

Note: Timefinish and Timestart are based on your computer clock.

Enjoy!

Beth

Moderator Notice
Moderator Notice


Good Trading is about Trading Right!
Want What the Market Wants!
Trade With the Trend!
Attached Thumbnails
Click image for larger version

Name:	TF Range Comparison.JPG
Views:	299
Size:	279.7 KB
ID:	19201   Click image for larger version

Name:	Time.JPG
Views:	262
Size:	70.7 KB
ID:	19204  
Attached Files
Elite Membership required to download: RangeAltBarsType.cs
Visit my NexusFi Trade Journal Started this thread Reply With Quote
  #59 (permalink)
 wgreenie 
Cambridge, Ontario
 
Experience: Intermediate
Platform: NinjaTrader
Broker: Zen-Fire
Trading: 6E
Posts: 1,778 since Dec 2009
Thanks Given: 1,258
Thanks Received: 1,203

I'd like to clarify again that I used the strategy to enhance my understanding on Method 1. For example, the lime (Long) and orange (Short) arrows helped my visualizing Long and Short Set Up bars. Then I counted 5 bars (incl the Set Up one) to double-check the entry point which should be either 1 tick above or below the HH/LL. I only sim-ran the strategy for a few hours in total not counting the short tests to resolve the compilation myth.

I have no intention to sim-run the strategy or trade it live. For me, it's an education tool and I'm done with it. I have been manually spotting the signals and am currently sim-trading TF (15-RangeAlt) with PT/SL @10/13.

I'm very grateful for Perry's sharing and guidance. My warmest apologies to Perry for taking up his thread's "space" in addressing some automation issues. I'm also very sorry for the unexpected compilation issues that may have caused grievances on some of you!

That's why I emphasized many times that it's BETA LOL! Please bear in mind that it's written by one (me) who does not know the language.

Beth

Good Trading is about Trading Right!
Want What the Market Wants!
Trade With the Trend!
Visit my NexusFi Trade Journal Started this thread Reply With Quote
  #60 (permalink)
 
max-td's Avatar
 max-td 
Frankfurt
 
Experience: Intermediate
Platform: NinjaTrader
Trading: FGBL 6E B4
Posts: 1,752 since Jun 2009
Thanks Given: 2,309
Thanks Received: 927



Quoting 
I'd like to clarify again that I used the strategy to enhance my understanding on Method 1. For example, the lime (Long) and orange (Short) arrows helped my visualizing Long and Short Set Up bars. Then I counted 5 bars (incl the Set Up one) to double-check the entry point which should be either 1 tick above or below the HH/LL.

For me, it's an education tool and I'm done with it.

hey beth,
i think its a great way what you showed here : how to use the strategy-coding to make things completly clear.

if you have a system in mind + you try to bring it on paper with every nuances, its worth to try it with coding it as an indicator / strategy
- even if you dont want to automate it.

you can make it more visual + see if you have defined it clear enaugh ...... + not having some bad "thoughts" in it.

i do it the same way + i think its worth a lot for learning / education / diving really deep into it
- cause its not only in your mind (wich can fake you sometimes) but it has to be defined 100% clearly!

congrats, good job !

max-td
Reply With Quote




Last Updated on October 21, 2015


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts