AutoTrader for Woodies

[NinjaTrader_Bertrand]

Did you already take a look at the sharing section for those? http://www.ninjatrader-support2.com/...splay.php?f=37

[snaphook]

Actually, because the strategy calls the indicator to gather signal data, it is included automatically in the strategy zip file. When you import the strategy, the indicator will import also.

[marvel]

Snap,

What lines could be added or modified to cancel an unfilled order after either: a) X seconds or b) X tics beyond limit price.

A few times the market went passed my chase limit and the order remained "working" until i manually canceled it from the orders tab. In a slow market, waiting for NT to cancel the order at bar close is too long. If my order doesn't get filled quickly, i'd rather avoid the trade.

Also, when i try to close a position from the DOM using the center click or the left click, nothing happens. I'm in sim-mode running 5 strategies, if that makes any difference.

thnx for your help and a great AT,

-marvel

[Brunoben]

AT Strategy missing

Hello Marvel,

I downloaded the WCCI AT as described, but I am missing the AT in the Strategy feature.
Did I oversee something?

Bruno

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

[marvel]

Bruno,

Could it be you have not yet imported the WCCI_AT file into NT?

If not, then in NT do: File > Utilities > Import NinjaScript > go to the place on your PC where you downloaded the file to (i usually download to my desktop so it's easier to find later) > double click the zip file and i think NT does the rest.

It should now show up on the Strategies list. If not, i hope some knowledgeable person will help you out further as i'm too new to NT.

-marvel

[Brunoben]

Hello Marvel,

thank you for your help.
Unfortunately, this is not the problem.

Thank you,
Bruno

Bruno,

Could it be you have not yet imported the WCCI_AT file into NT?

If not, then in NT do: File > Utilities > Import NinjaScript > go to the place on your PC where you downloaded the file to (i usually download to my desktop so it's easier to find later) > double click the zip file and i think NT does the rest.

It should now show up on the Strategies list. If not, i hope some knowledgeable person will help you out further as i'm too new to NT.

-marvel

[NinjaTrader_Bertrand]

Bruno, please try going to Tools > Edit NinjaScript > Indicator and open any script. Then press F5 to compile all your studies and strategies. Then recheck if the AT is listed under 'Strategies'.

[Brunoben]

Hello Bertrand,

unfortunately, this did not work.
But, I downloaded the AT from the Strategies forum.
The integration in the NT Strategy feature worked, but the AT does not run.

Bruno

Bruno, please try going to Tools > Edit NinjaScript > Indicator and open any script. Then press F5 to compile all your studies and strategies. Then recheck if the AT is listed under 'Strategies'.

[NinjaTrader_Bertrand]

Did you go through all the steps as in this post?

http://www.ninjatrader-support2.com/vb/showpost.php?p=106033&postcount=52

[Brunoben]

Hello Bertrand,

unfortunately, no succes either.

Will try again by starting from scratch.

Thank you,
Bruno

Did you go through all the steps as in this post?

http://www.ninjatrader-support2.com/...3&postcount=52

[NinjaTrader_Bertrand]

Bruno, I'm not sure I follow - what does not work for you? Are you connected live and ChartTrader is disabled?

[marvel]

CCI Pt change for non-ZLR signals

Snap,

In the NinjaScript for the AT under Variables, there is a line of code (line 75 on mine) which reads as follows:

private double minCCIPts = 0; // Default minimum CCI change for all non-ZLR signals

Is this the line to change (from "0" to "15") in order to set the condition of requiring all the rest of the patterns to have a 15 CCI Pt change to signal, like the ZLR has? If so, are there any other lines that would need to be changed as well?

When i made the change, the NinjaScript Compiled successfully...but i have not tried it out yet...thought it best to hear from you first.

thnx,

-marvel

[snaphook]

That simply changes the default value. There is no need to change anything because there is a parameter in the indicator called "Minimum CCI Point Change" that allows you to change the value to whatever value you'd like, default value is 0. A second one, "ZLR, Minimum Point Change", allows you to set the ZLR point change amount desired.

Snap

[marvel]

Snap,

1) You mean that if i make changes to parameters in the CCI_Forecaster (like: minimum cci pt change, extremes cci level, famir max cci level, etc.), i don't need to change the defaults in the AT?

That's simpler than i thought. I was needlessly changing these defaults in the AT thinking i had to match the changes i made in the Forecaster.

2) On Famir trades, my stats allow me to take a Famir with a "hook" as much as 3 cci pts in-the-trade-direction...so not really a hook back. The parameter, "Famir CCI Points for Hook" has a limit of "0" pts, i believe. Can the code for the Famir hook be modified to include a "hook" like i'm talking about (<0 pts)? If it can, do the defaults in both the Forecaster and the AT (in this case) need to be changed?

thnx,

-marvel

[mwave]

Hello

when i run Strategy , I got error " Error on calling 'OnBarUpdate' method for strategy 'WCCI_AT': Object reference not set to an instance of an object"

I must be doing something wrong. Any advice Please!

Thanks