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Strategy to pick from list

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  • skidsteerpilot
    started a topic Strategy to pick from list

    Strategy to pick from list

    Could someone point me to a strategy example to pick the strongest or weakest symbol from a list of symbols based on an indicator value? For example, DJ-30 is a list, RSI14 is the indicator, each time frame (daily, weekly, monthly) the strategy re-evaluates the list and picks the one symbol with weakest RSI14 to purchase.

    Thanks, SSP

  • NinjaTrader_AlanP
    replied
    Hello skidsteerpilot,

    Thank you for your note.

    I’m unaware of such strategy however you could add a data series for each symbol you’d like to check through using,
    https://ninjatrader.com/support/help...dataseries.htm

    Then you would you could write a series of if statements to determine the weakest RSI, for example you check if the RSI of the 2nd series is lower than the third and 4th,
    Code:
    if(RSI(BarsArray[1], 10)[0] < RSI(BarsArray[2], 10)[0] &&  RSI(BarsArray[2], 10)[0] < RSI(BarsArray[3], 10)[0])
    //use second instrument added.
    I would suggest seeing the SampleMultiInstrument strategy preloaded with NinjaTrader for a strategy with additional series added.

    Please let us know if you need further assistance.

    Leave a comment:

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