AutoTrader for Woodies

[woodie1]

auto trading

go here or CCI autotrading www.desertsoft.com this is the only one that works correctly, reason why the other is not supported

[snaphook]

franko,

The main thing is to create ATM strategies, one for with-trade bar close and one for against-trade bar close. The names of those ATM strategies must be entered into the top 2 parameters. Without those, the strategy does not know what to do.

Let me know if this helps.

Snap

[marvel]

hello can anyone provide a step by step instruct
how to get this AT upon running i have installed it but it doesnt take any trades ?

cheers

franko,

Not sure what steps you took so far, but maybe this outline will help. Hope some knowledgeable people will correct, clarify and simplify some steps, since I’m fairly new to NT. Once set up though, Snap’s AT is very easy to run day after day.

A. Download/Install the programs needed.
1. Download the CCI Pattern Recognition with Data Extraction v3.2 program from NinjaTrader Support Forum/ Indicators. This program will show up later on the Indicators list in NT. The Autotrader works in conjunction with this program.
2. Download the Autotrader from the same place (you did this already). The AT will show up later on the Strategies list in NT.

B. Set up NT.
1. Open NT and set up your data service provider connection: Tools/ Account Connections/ Add/ follow the prompts to get it set up.
2. Add an Instrument: Tools/ Instrument Manager/ find it on the list or search, eg, TF 09-09.
3. Create another Sim101 account besides the one that’s already there: Tools/ Options/ Simulator/ Accounts/ type in a name like, “Trade Sim101” (no quotes)/ Save. The new account takes effect the next time you connect to your data service provider, so disconnect then reconnect. You can add more accounts at a later time for each additional ATM strategy.
4. Create an ATM strategy: File/ New/ Basic Entry/ enter the targets, stops, etc you want/ Right click/ Manage ATM Strategy Templates/ type in a name like, “Trail”/ Save. You may need to read up on how to set up an ATM strategy in the Help section.
5. Create a New Workspace in NT: File/ Workspaces/ New Workspace/ you can do a Save As later to name it what you want.
6. Add a new chart to the Workspace for 15t Range Bars: File/ New/ Chart/ use the drop down menus to set it up.

C. Apply the Pattern Recognition Program to the Chart.
1. On the new chart hit the Indicators icon on the toolbar at the top to get the list.
2. 1st, find and highlight WoodiesCCI (which was always on the list) and hit New.
3. 2nd, find and highlight CCI Patterns and Data Extraction and hit New (keep 1st and 2nd in order).
4. Hit Apply or OK.
5. Save the Workspace: You only have to set up the Workspace once, then save it: File/ Workspaces/ Save Workspace As/ name it what you want/ Save. At this point you could run the pattern recognition program alone…you need to collect about 20 (or more) bars of data to get things plotting.

D. Apply the AT to the Chart.
1. Hit the Strategy icon on the toolbar at the top of the chart to get the list.
2. Find and highlight WCCI_AT and hit New.
3. In the Parameters find General, then on the row for Account, click the field that says Sim101 to get the drop down menu, then click on the account we created, ie, “Trade Sim101.”
4. Scroll all the way up to the first row for ATM Strategy, click in the field and type the name of the ATM strategy we created, ie, “Trail”…hit Apply or OK. At a later time you can make any other changes you want to the other parameters. Read the posts in this forum to find out more.
5. That’s it! Watch it run!

-marvel

[PrTester]

go here or CCI autotrading www.desertsoft.com this is the only one that works correctly, reason why the other is not supported

This look soooooo desperate..., just use your system to make money, don't try to sell it, or there's a reason for selling it?

[snaphook]

Marvel,
Very good walk through. I'd add one thing, though.

Create a second ATM Strategy with parameters for taking trades where the candle close against the trade (Low for Longs, and High Close for Shorts) and Save it ("trail Alternate"?). Go to the 2nd line in the Autotrader and enter the name of that strategy.

Now if there is an opposite candle entry, it will trade that strategy rather than the first one.

Snap

[marvel]

Snap,

Thnx for your input...pls add or correct anything you think needs to be changed.

Could you explain a little further what buttons to press to set up the second ATM strategy parameters for opposite- end-of-bar entry? I thought this was done in the AT itself by setting "Take Off Candle Trades?" to either True or False.

-marvel

[snaphook]

Just create a second ATM Strategy like you did the first. Woodie recommends reducing the stop size from say 16 or 17 ticks on a 15 tick range bar to 10 ticks. Make whatever other changes you want and save it as a new Strategy.

Now in the AutoTrader enter the strategy you want to run for with trade entries in the top parameter and the strategy for against trade entries in the second. Then set "Take Off Candle Trades?"to True. When an against trade entry arises, the AT will run the second parameter strategy rather than the first.

For even greater flexibility, try running two AutoTraders but with different time periods. For instance, you could set the first to take trades from 8:00 am to 10:30 am and the second from 10:30 am to 3:30 pm. Create several ATM Strategies with differing targets, trails, runners, etc. Using this method you could set up your trading to allow for runners in the morning, but target shoot during the slower late morning and afternoon. Check your data to see what gives you the best results.

I hope this clears things up just a bit.

Good Trading,
Snap

[marvel]

Snap,

That clears it up completely...it all makes perfect sense now...it's really so much simpler than i first thought (daah).

It's another example of just how powerful and flexible your AT is that it can handle this so easily!

thnx again,

-marvel

[ac24365]

Order gets cancelled

Hi.
In the event of the limit order tick+1 or order tick -1 on pattern formation not getting fulfilled immediately in the formation of the next bar..the order gets cancelled.

I want this order to stay put till it is removed by me or the order is filled.

What changes are to be made?

Thanks

AC

[snaphook]

Go to line 303 (preceded by:
//Cancel unfilled orders on new bar
// Check for a pending entry order
) and comment out lines 303 - 322. The lines will be different if you have otherwise modified the file.

Don't blame me if you forget to cancel and get filled 2 hours later or miss a reversal signal (famir following ghost) because you still had the ghost order in. Good luck on this one. I strongly discourage this modification.

Line 303: if (orderId.Length > 0)
{
status = GetAtmStrategyEntryOrderStatus(orderId);
Print("294 Check 1, " + orderId + ", Order Status: " + status[2]);
if(CurrentBar==entrybar+1 && (status[2] == "Accepted" || status[2] == "Working" || status[2] == "Pending"))
{
Print("292 Cancelled Order");
AtmStrategyCancelEntryOrder(orderId);
atmStrategyId = string.Empty;
orderId = string.Empty;
}

} // If the strategy has terminated reset the strategy id
else
if (atmStrategyId.Length > 0 && GetAtmStrategyMarketPosition(atmStrategyId) == MarketPosition.Flat)
{
Print("302 reset the strategy id");
atmStrategyId = string.Empty;
orderId = string.Empty;
}

[ac24365]

Thanks

Hi Snaphook,
Gud to hear from you again.

I have been using the AT for the last 3 days and and am not sure about a few parameter there:-
1. Order Handling Section:-
Entries per direction:- Do we need to define qty here if we are using a strategy name given at the top
Stop & Target submission:- whats the difference between PerEntryExecution and By strategy

2. Order Properties Section:-
Set order qty: Difference between in the options by account size/default qty/by strategy.

I am also facing some unusual situations:-
1. On enabling the strategy its gets disabled in the chart at times and I have to insert it again
2. At times it fills in the order on the 1st pattern with the qty defined in the ATM strategy thereafter it fills in only 1 qty per order
3. I am not sure where it closes the trade on the cross of 100 line and whether trades are taken on all patterns. How can I check that?

Thanks

AC

[snaphook]

AC,
Item 1. No, the quantity will be defined in the ATM Strategy. I believe this manages the number of entries that will be entered per direction. I think, if set to 1 and you are already long, another long signal will not trigger a new entry whereas, if set to 2, the 2nd long signal would be taken as well, but not the 3rd. I advise leaving at 1 to avoid multiple entries on successive signals such as continuation ZLRs.

Item 2. Leave at, By Strategy. Your ATM Strategy handles this.

Item 3.
Sub item 1. It will be disabled if you manually close a trade. To Close a trade manually, click Close using the middle mouse button. It may also be disabled if you hit F5 to refresh the chart.

Sub item 2. I'd have to see this in order to diagnose. Not sure what might be happening. Check your Output Window for trace info.

Sub item 3. Look at the region on about line 123: #region Check to see if there has been a 100 line cross or if your position has been closed
It looks like this section could use some tweaking. Basically, as soon as the cci breaches the user defined exit line value (100?) it closes the trade or moves the stop to the Low of the bar depending on "Xit on cross, all candles". Well, I did say this was an early beta version.

Snap

[snaphook]

I made a couple of changes to Line Exit and so that the strategy will use the latest CCI_Forecaster.

As soon as the cci breaches 100, or user defined line exit value, the stop is moved to the projected High or Low +/- a tick. It will continue to move to the new projected values as they change until bar close. This will cause an exit on an against trade Close only. On a with trade Close the stop will remain at the projected High/Low value +/- a tick, and will not execute until touched.

[saroj]

is latest CCI Forecaster "CCI_Forecaster_DE_v32.zip"?

I made a couple of changes to Line Exit and so that the strategy will use the latest CCI_Forecaster.

As soon as the cci breaches 100, or user defined line exit value, the stop is moved to the projected High or Low +/- a tick. It will continue to move to the new projected values as they change until bar close. This will cause an exit on an against trade Close only. On a with trade Close the stop will remain at the projected High/Low value +/- a tick, and will not execute until touched.

is latest CCI Forecaster "CCI_Forecaster_DE_v32.zip"?

Thanks for your contribution snaphook... very impressive!

Saroj

[msawusch]

links for latest downloads

Please provide the links for the most recent versions of the CCI_forecaster and new beta Woodies CCI autotrader. Thanks