HMA Color Change Strategy

[garciaal]

I am not a programmer and Bertrand was kind enough to post this strategy in another tread.

I tested it today on a CL 8 range chart using live data in my Sim account from 9AM to 11 AM EST and it seems to perform pretty well. 14 trades 10 winners. I attached a screenshot of todays trades, on one trade it took it did not close out the protective stop. I am looking to take the trade when the HMA changes color, it seems to get in a little late.

I am also attaching the strategy and the HMA 2 color indicator.

Anyone willing to tweak? I ran this onCL 8 range with 10 tick profit and 17 tick stop with HMA period of 20.

Test it on live data yourself in SIM (do not trade live with real money).

Thanks for your help,
Al

[garciaal]

Attached is an error that keeps occurring. How can i get to stop? something about over fill condition.

[NinjaTrader_Brett]

Hello,

Over-Fills is a serious issue that can occur when using complex entry conditions that bracket the market in both directions end up with both entries being filled instead of one being cancelled. Over-Fills can also occur when you place a trade quickly hoping to close a position while a prior order to close the same position already had an in-flight execution. The exact scenarios in which an over-fill can occur is highly dependent on the specific strategy programming. By default, NinjaTrader will protect against over-fills by halting the strategy.

This would most likely take custom code to resolve.

-Brett

[garciaal]

Brett
could you take a look at the code in post#1, and see if it is something obvious. Bertrand helped me with the basic code posted in another thread.

Thanks,
Al

[NinjaTrader_Bertrand]

Al, what stops / targets do you use in running the strategy? It could easily happen traded with too many racing order too close to the inside market, so moving for example a timeframe up and have a bit larger avg trades likely helps without starting to implement custom solutions to optimize order placement.

[garciaal]

The error I posted occurred on a 15 min chart with 20 tick stop & 20 tick target.


Thanks,
Al

[3pierre9]

This is amazing. Thank you very much