Help Programming Scanning Critera?

[TheProfitcy]

Hello Everyone,
I'm trying to test the Ninjatrader scanner to see if it will work with my system. I have no idea how to program in Ninjascript and hardly know any C programming, so I was hoping somebody may be able to make a couple of the scripts for me. The criteria I'm trying to scan for is:

1. Average Volume
2. Relative Volume
3. Trading outside the first 15 minute bar
4. Inside bar on the 15/30/60 minute chart (simultaneously)

I'd really appreciate if I could get some help with this, as I can't get through one line of code without being thrown a bunch of errors.

[NinjaTrader_ChelseaB]

Hi TheProfitcy,

Let me know if there are any errors you'd like assistance with. Also,this thread will remain open for the community to respond to.

[SodyTexas]

It depends

You can add it to a market analyzer but that wont tie directly into your strategy,

You mentioned that you are trying out Python in a PM to me, you could build a global function in Python and call it from ninjatrader's C# via IronPy.

Or you could write code directly into a indicator or strategy; but it is going to slow your system down making it very hard to backtest.

This might help get you started its a CSI indicator that ranks CSI. Adding it to a strategy should be strait forward; trade if rank is 1 or whatever your threshold is.

#region Using declarations
using System;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Gui.Chart;
#endregion


namespace NinjaTrader.Indicator
{
  
    [Description("Ranks Commodity based on its CSI score")]
    public class CSIRank : Indicator
    {
        #region Variables
		
		//CSI Parameters
		private int period = 14;
		private double MarginRequirement = 2500;
		
		
		private int Minutes = 120;
		private double[] rCSI = new double[8];  //Holds the calculated CSI of each Commodity
		//private int[] RankByBars = new int[6];  //Holds the CSI rank of each bar object by barsArray index
		//private int[] BarsByRank = new int[6];  //Holds the barsArray index by CSI Rank
        private int RankCount = 0;
		private DataSeries RankCSI;
		
		//Commodity List
		private string symbol1 = "CL ##-##";
		private string symbol2 = "GC ##-##";
		private string symbol3 = "6A ##-##";
		private string symbol4 = "ZN ##-##";
		private string symbol5 = "HG ##-##";
		private string symbol6 = "NG ##-##";
		private string symbol7 = "ZC ##-##";
		
        #endregion

        
        protected override void Initialize()
        {
            Overlay	= true;
			CalculateOnBarClose = true;
			//BarsRequired = 100;
			
			//Add Commodities
			Add(PeriodType.Minute, Minutes);
			Add(symbol1,PeriodType.Minute, Minutes);
			Add(symbol2,PeriodType.Minute, Minutes);
			Add(symbol3,PeriodType.Minute, Minutes);
			Add(symbol4,PeriodType.Minute, Minutes);
			Add(symbol5,PeriodType.Minute, Minutes);
			Add(symbol6,PeriodType.Minute, Minutes);
			Add(symbol7,PeriodType.Minute, Minutes);
			
			RankCSI = new DataSeries(this);
			
        }

        
        protected override void OnBarUpdate()
        {
			if (BarsInProgress != 0) return;
			if (CurrentBars[0] <= BarsRequired || CurrentBars[1] <= BarsRequired)
				{Print("No Data"); return;}
		
			//Check to make sure there is enough bars 
//			if (CurrentBars[0] <= BarsRequired || CurrentBars[1] <= BarsRequired) return;
//            if(BarsArray[1].CurrentBar <= BarsRequired) return;
//			if(BarsArray[2].CurrentBar <= BarsRequired) return;
//			if(BarsArray[3].CurrentBar <= BarsRequired) return;
//			if(BarsArray[4].CurrentBar <= BarsRequired) return;
//			if(BarsArray[5].CurrentBar <= BarsRequired) return;
//			if(BarsArray[6].CurrentBar <= BarsRequired) return;
//			if(BarsArray[7].CurrentBar <= BarsRequired) return;
//			
			//Calculate Rank of each commodity
			
			
			for(int i = 0; i < 8; i++) // calculate rank of i-th SPDR
				{
					rCSI[i] = Math.Round(CSI(BarsArray[i+1],MarginRequirement,period).csi1[0],2);
				}
				
				Print(" " + BarsArray[1].Instrument.FullName + " " + rCSI[0]);
				Print(" " + BarsArray[2].Instrument.FullName + " " + rCSI[1]);
				Print(" " + BarsArray[3].Instrument.FullName + " " + rCSI[2]);
				Print(" " + BarsArray[4].Instrument.FullName + " " + rCSI[3]);
				Print(" " + BarsArray[5].Instrument.FullName + " " + rCSI[4]);
				Print(" " + BarsArray[6].Instrument.FullName + " " + rCSI[5]);
				Print(" " + BarsArray[7].Instrument.FullName + " " + rCSI[6]);
				Print(" " + BarsArray[8].Instrument.FullName + " " + rCSI[7]);
				
			RankCount = 1;	
			for(int j = 0; j < 8; j++)
			{


					if(rCSI[j] > rCSI[0])
					{
						RankCount++;
						Print(RankCount);
					}
						
					

			}
			
			RankCSI[0] = (RankCount);
			DrawTextFixed("CSIr", "CSI Rank: " + RankCSI[0], TextPosition.TopRight);
			
        }


	       
        #endregion
    }
}

Good luck, PM like earlier if you get stuck

Cheers,

Sody