Ranking?

[NGorodzhiy]

I have created a strategy using RSI and I would like to rank the stocks based on different parameters (how high/low is the stock from the overbought/oversold levels, ROC, net profit, etc.). How can I do this?

[NinjaTrader_PaulH]

Hello NGorodzhiy,

Thanks for your post.

This would be a good application for the Market analyzer which provides a number of fundamental information sources and the ability to add indicators (Like ROC, RSI, etc) to columns. You can then rank and sort large lists as needed. For information on the Market analyzer please see: http://ninjatrader.com/support/helpG...t_analyzer.htm

In addition, please see the training video here: https://www.youtube.com/watch?v=RQSp...56536A44DD7105

[NGorodzhiy]

Thank you. One of my trades goes like this: I would like to buy 5 S&P500 stocks with the lowest oversold RSI levels. How can I backtest it?

[NinjaTrader_PaulH]

Hello NGorodzhiy,

Thanks for your reply.

For backtesting then the Market Analyzer would not be applicable as it is realtime only.

In a nutshell, for backtesting, you would have to write your strategy to read in each stock and capture their RSI value then rank and sort them and then trade the 5 of interest. This would not be easily done but could be done.

If this is something you wish to code yourself and if you haven't already, you will want to review the helpguide for multi-instrument code here: http://ninjatrader.com/support/helpG...nstruments.htm

[NGorodzhiy]

I am not a very good programmer. Could anyone help me with this?

[NinjaTrader_PaulH]

Hello NGorodzhiy,

Thanks for your reply.

The challenge of dealing with 500 instruments in a code is fairly complex. NinjaTrader does not provide programming services. If you would like we would be glad to refer you to 3rd party programmers who could provide a quote for the service.

[NGorodzhiy]

Yes please.

[NinjaTrader_JaredM]

NGorodzhiy,

The NinjaTrader Ecosystem partners with a number of programming consultants that offer custom coding for the NinjaTrader environment.
Below is a link to these Certified NinjaScript Consultants. You may hover your mouse over each one for a short description.
http://ninjatraderecosystem.com/Part...ultants.php#81
Once you have reviewed these consultants, should you have any questions or desire an introduction please let me know and I will be happy to assist.