Help, please, with the optimization strategy in the Strategy Analyzer with the ATM

[Muratello]

Hello,

Help, please, with the optimization strategy in the Strategy Analyzer with the ATM strategy.
Strategy/robot WoodiesCCIAutoTrader_NT 8, which has an ATM (ATM name), the StrategyAnalyzer does not test or optimize.

There is an idea, that maybe will allow you to test and optimize it.

Add the following code to the algorithm.
Robot has placed an order, and immediately added to it ATM. A
s soon as the order is filled, immediately" clings " to it the desired ATM, from the list of pre-configured and stored in NT 8.

After all, an order in the market NT8 you can manually cling ATM from Control Center - >Positions - > right - click on the line with the order - > in the drop-down menu - > Apply ATM Strategy-ATM Name.

Thus, for Strategy Analyzer there will be no ATM name in the strategy and maybe it will give backtest and optimize the robot?

After all, in the ATM strategy itself will not be spelled out either as a name or as a functional, and it is easy to contact the platform for / to the saved ATM.

If you do, please, include this algorithm in WoodiesCCIAutoTrader_NT 8.

Really need optimization in the Strategy Analyzer with the ATM strategy.

Sincerely,
Muratello

[Muratello]

Hello,

Help, please, with the optimization strategy in the Strategy Analyzer with the ATM strategy.
Strategy/robot WoodiesCCIAutoTrader_NT 8, which has an ATM (ATM name), the StrategyAnalyzer does not test or optimize.

There is an idea, that maybe will allow you to test and optimize it.

Add the following code to the algorithm.
Robot has placed an order, and immediately added to it ATM. A
s soon as the order is filled, immediately" clings " to it the desired ATM, from the list of pre-configured and stored in NT 8.

After all, an order in the market NT8 you can manually cling ATM from Control Center - >Positions - > right - click on the line with the order - > in the drop-down menu - > Apply ATM Strategy-ATM Name.

Thus, for Strategy Analyzer there will be no ATM name in the strategy and maybe it will give backtest and optimize the robot?

After all, in the ATM strategy itself will not be spelled out either as a name or as a functional, and it is easy to contact the platform for / to the saved ATM.

If you do, please, include this algorithm in WoodiesCCIAutoTrader_NT 8.

Really need optimization in the Strategy Analyzer with the ATM strategy.

Sincerely,
Muratello

Sorry, please forgot to attach the indicator CCIForecasterV7DE_N8 on the basis of which works WoodiesCCIAutoTrader_NT8.

[NinjaTrader_PaulH]

Hello Muratello,

Thanks for your posts.

With a strategy based on an ATM you would be unable to use the strategy analyzer or any historical data. In the help guide here: https://ninjatrader.com/support/help...strategies.htm is the clear statement, "ATM Strategies operate in real-time only and will not execute on historical data thus they can't be backtested".

You can use the strategy in Playback with Market replay data as this provides all of the data needed to support ATM strategies.

[Muratello]

WCCIStrategy, with simple ATM that can now be optimized in StrategyAnalyzer!

Hello NinjaTrader_Paul,
Thanks for the reply

User thinarthrill, from the forum ninjafutures.ru, posted a redesigned WCCIStrategy, with simple ATM functionality that can now be optimized in StrategyAnalyzer. Message with file here:

https://ninjafutures.ru/threads/atm-strategija-v-strategii-sozdajom-vmeste.1297/post-32568

[NinjaTrader_PaulH]

Hello Muratello,

Thanks for your reply.

As previously advised, ATM methods cannot be backtested in the strategy analyzer.

If the translation is correct from your Russian forum link then your member thinarthrill has also advised, "In the code, removed the line "do not work on history", removed all associated with ATM, added the installation of stops, trawls and profits." which to me means there is no ATM with that version posted on that forum. If there are no ATM methods that that strategy should be able to be run in the strategy analyzer.

Have you tried backtesting the WCCIStrategy strategy from the Russian forum? If so do you see data in the chart of the strategy analyzer?

If you run it in the optimizer do you see any errors in the "log" tab of the control center?

[Muratello]

Unfortunately, so far everything does not work as it should... need to deal...

[NinjaTrader_PaulH]

Hello Muratello,

Thanks for your reply.

If you apply the strategy to a chart with several days of historical data and connected to live data, do you see any historical trades or any error messages in the "log" tab of the control center?

[Muratello]

Hello Muratello,

Thanks for your reply.

If you apply the strategy to a chart with several days of historical data and connected to live data, do you see any historical trades or any error messages in the "log" tab of the control center?

Hello NinjaTrader_Paul,

Thanks for the prompt and good question.

Until I got there. If there is useful information, I will inform you.

[Muratello]

Hello,

thinarthrill made in improving WCCIStrategy.

From his message :".. commented on the strategy code with a time filter and in the indicator increased the filter on historical bars from 500 to 5000. Signals more (I attach screenshot). Trawl at the same time implemented on the following condition: if the parameter with the trawl is greater than zero, the strategy will use it. If the parameter is zero, the normal stop will be used."

Link to improved file: https://ninjafutures.ru/threads/atm-...297/post-32593
In the picture the back of the test:

I would like to have in the strategy functional 3-steps module Auto Trail (t).

Maybe one of the programming guys can do it?

It would be a Great job!

[NinjaTrader_PaulH]

Hello Muratello,

Thanks for your reply.

ATM strategies will not work on historical data.

NinjaTrader support does not provide coding services. If you would like coding services we can provide links to 3rd party professional coders.

[Muratello]

ATM strategies will not work on historical data.

Hello NinjaTrader_Paul.

Thank you for listening

Not talking about ATM strategy in StratrgyAnalyzer, and the FUNCTIONALITY is 3 steps from AutoTrail(t).

Variants add the functionality of Auto Trail (t) from the ATM in the settings WCCI Strategy.

Variant №1.
For this variant, add Step1, Step2 and Step3 in this order vertically in the settings.

Variant №2.
Encode the functionality in the same form, horizontally, as in Auto Trail (t).

Tell me, please, can this be coded or not?

(Really, really need strategy optimization together with a functional ATM in the Strategy Analyzer).

Sincerely,
Muratello

[NinjaTrader_PaulH]

Hello Muratello,

Thanks for your reply.

Yes, you can code the same functionality as an ATM trail stop.

Just like an ATM trail stop you would determine and set the profit trigger value to initiate the trail. You can set how far behind the current price to trail and you can set how frequent to move the stop. These can be certainly be coded. The coding would, of course, need to determine that you are in a position and would be referring to the current price as well as the entry price and would move the stop as determined by your logic.

I'm not sure of your reference to Horizontal in Variant #2 so I am unable to comment specifically but if you mean exit after so much time or so many bars then yes that can be coded as well.

You will not be able to run an ATM strategy in the strategy analyzer.

NinjaTrader support does not provide coding services. If you would like coding services we can provide links to 3rd party professional coders.