Automated Trading System

[Daan Pothof]

Hi,

How can I put the following in the New Strategy Wizard:

When the fast SMA crosses above the slow SMA I want the system to buy, but wait until the difference between de fast and slow SMA is 4 ticks.

Thanks,
Daan

[NinjaTrader_RyanM1]

Hello Daan,

For this you may be able to offset the value of one of these SMA indicators. Help for defining crossovers and offsetting values is available here:

http://www.ninjatrader.com/support/helpGuides/nt7/condition_builder.htm

Define SMA fast on the left with the 4 tick offset.
Set CrossAbove in the middle.
Define SMA slow on the right.

[Daan Pothof]

Are you sure?

Any other details I should apply? Any configuration in the "Data Series"?

[NinjaTrader_RyanM1]

Give it a try and let us know if you run into any snags setting it up or running.

[Daan Pothof]

It doesn't work when I only set the "Offset" of the fast SMA. This is what I've got:

Fast SMA
Period: 3
Offset Type: ticks
Offset: 4

Slow SMA
Period: 13
Offset Type: ticks
Offset: 0

Middle
CrossAbove

Should I change any details within the "New Strategy" setup? How should I define the "Data Series"?

Thanks,
Daan

[NinjaTrader_RyanM1]

Can you please clarify what isn't working exactly?

[Daan Pothof]

It does buy the contract when the two lines cross, but it doesn't wait until they differ 4 ticks from each other.

[NinjaTrader_RyanM1]

That offset will raise the value of the fast indicator so that the condition won't be true until the sma fast value + 4 ticks crosses above the slow.

If you want to setup a two-step process where a second condition is only evaluated after the first, you can sequence these using user variables. There's a sample available that you can import and then edit to see how it's setup exactly using the strategy wizard:

http://www.ninjatrader.com/support/forum/showthread.php?t=15417

[Daan Pothof]

But how does it work in this specific instance?

[NinjaTrader_RyanM1]

Sorry - I'm not sure what you're looking for. If you are looking for strategy development services, our NinjaScript constultants can be hired to develop strategies for you:

http://www.ninjatrader.com/partners#NinjaScript-Consultants

We are happy to point in the right direction to documentation and are willing to help you work through many issues, but please provide some feedback on what you've tried, what you expected it to do, and what you are seeing instead.