AutoTrader for Woodies

[marvel]

Snap,

Have to say thanks again for the WCCI AutoTrader. I have 3 strategies running (in sim of course) and it’s working great.

Sorry to be a late-comer to NT and your programs, but I have a few ques that I couldn’t find answers for in the forums.

1) Can the strategy set ups be saved for each account name, instead of having to re-enter the parameters each time the WCCI_AT is applied?

2) Is it possible to have a drop-down menu for the ATM Strategy field, as there is now for the Account field. This would avoid errors from having to type it in each time.

3) Is the entry based on Bar-Close or Bar-Open…can this be changed?

4) I have the following Indicators applied in this order: WoodiesCCI(14,6), Panel(14), CCI_Forecaster_DE.
Is this correct to use with the AT?

Thnx again for all your work,

-marvel

[claros]

Thought that I had it figured out, but I still don't see where it's entering any trades. Maybe I just don't know how to run it. Tried it in sim mode with market replay, there were 6 patterns that were marked, but it didn't enter any orders. Any help is appreciated.

Thanks,

[makra081]

Snap,

Have to say thanks again for the WCCI AutoTrader. I have 3 strategies running (in sim of course) and it’s working great.

Sorry to be a late-comer to NT and your programs, but I have a few ques that I couldn’t find answers for in the forums.

1) Can the strategy set ups be saved for each account name, instead of having to re-enter the parameters each time the WCCI_AT is applied?

IMO that is not possible because of NT6x

2) Is it possible to have a drop-down menu for the ATM Strategy field, as there is now for the Account field. This would avoid errors from having to type it in each time.

???

3) Is the entry based on Bar-Close or Bar-Open…can this be changed?

both settings are possible

4) I have the following Indicators applied in this order: WoodiesCCI(14,6), Panel(14), CCI_Forecaster_DE.
Is this correct to use with the AT?



Thnx again for all your work,

-marvel

maybe that helps a bit ( I hope the author doesn't mind that I am answering this)

[makra081]

Thought that I had it figured out, but I still don't see where it's entering any trades. Maybe I just don't know how to run it. Tried it in sim mode with market replay, there were 6 patterns that were marked, but it didn't enter any orders. Any help is appreciated.

Thanks,

Sounds like you have the indicator script applied, but not the strategy script ( the AT ) running.

[snaphook]

Marvel,

Makra081 is correct in the assessments. In NT 6.5 Strategies do not hold over from session to session. I know of no way to employ a drop down with the strategy names in it. It would need to be filled from your list of strategies and I do not know how to access that list. It could possibly be deployed with a hard coded list that you would create in your ATM Strategies section. Your deployment of Woodies indicators is in the correct order, though I'm not sure it makes any difference with the Panel and the Forecaster.

Claros,

Open an output window and monitor what goes on there. When a pattern pops up it should display a line from which you can see what is happening.

If "Print Stats" is on:
Instrument Name, Date/Time, Trade Direction, Pattern (1-ZLR, 2-Famir, 3-VT, 4-GB, 5-TT, 6-Gh, +-Long, --Short), Close, High/Low Close (1, -1), CCI, CCI Change

Otherwise:
Time, Instrument, OrderID, length, StrategyID Length, Trade Direction, Type Entry, Limit Price, Strategy Name

I suggest you turn Print Stats to True and monitor whether the A/T is seeing the patterns. If it is, then check to assure you have the Strategy and Alt Strategy names entered exactly as they are save in the ATM. Also, double check your time values to assure they are correct (leave the 2nd beginning time blank if using just one session). Finally, recheck all your other values to assure they are as you have them in the Forecaster else patterns will appear in the Forecaster but not in the A/T.

[ctrlbrk]

Hello all,

I've tried using the Woodies CCI autotrader before (the free snaphook version, thanks!! and the not free other version).

I could never get good results.

I was wondering if anyone could share some backtest results that is making money on this system? I trade the ES, but I realize Woodies isn't supposed to be for ES, so I assume most of you are trading the TF or NQ?

Mike

[marvel]

Snaphook, makra081,

Thank you both for your replies. Still fairly new to NT, so don't know which buttons to press to effect a Bar Open entry...would appreciate your instructions.

thnx again for your help,
-marvel

[makra081]

marvel,

Bar Open entry... is a parameter you can set when you apply the "wcci_At" to your chart.

Look for "Order Offset, Limit"

[marvel]

makra081,

Thnx, i was actually closer than i thought, but needed some confirmation. Is it as follows?

+1 = Bar Open
0 = Bar Close
-15 (for 15t range) = Opposite End

thnx,

-marvel

[makra081]

Re

marvel;90800]makra081,

Thnx, i was actually closer than i thought, but needed some confirmation. Is it as follows?

+1 = Bar Open

yes

0 = Bar Close

yes

-15 (for 15t range) = Opposite End

yesno - why will you do that ?

thnx,

-marvel

[marvel]

makra081,

I'm brand new to NinjaScript, but i muddled through the code and found that lines 565 - 571 seem to deal with the opposite-end-of-bar entry...line 56 seems to set the default for offEndCandle to True. In the WCCI_AT strategy, the line that says Take Off Candle Trades can be set to True of False. I'm not sure about any of this.

I'm a Bar-Open trader anyway. So, don't worry about this any further...i took up enough of your time...you've been helpful. Let's just forget about my -15 tic setting stuff...hehehe

thnx,

-marvel

[snaphook]

The top strategy, "ATM Strategy", will be invoked for trades where the close was with the trades (high for longs and low for shorts). The "ATM Strategy, Off Candle" will be invoked for trades where the close was against the trade (low for longs and high for shorts) only if "Take Off Candle Trades" is set to True. If "Take Off Candle Trades" is set to False and the close is against the trade, no trade will be entered.

All trades are entered at the close of a candle (Calculate on bar close = True) so, for a limit order, an "Order Offset, Limit" = 1 will place a trade with a limit order 1 tick above (long) the current bar close (Bar Open). An "Order Offset, Limit" = 0 will place a limit order at the current bar close.

Snap

[marvel]

snaphook,

Thanks for your clear and direct explanation. It really helps (not only me, but others as well, i suspect).

-marvel

[hcham]

Error running against Stock

I am trying to run the strategy against stock in sim mode and got the following error:
==================
Strategy,Error on calling 'OnBarUpdate' method for strategy 'WCCI_AT': Index was outside the bounds of the array.,
4/29/2009 11:34:26 PM,Strategy,GetAtmStrategyEntryOrderStatus() method error: orderId '61bedeeb9e674d40b540f5064a1e58cc' does not exist,
4/29/2009 11:34:26 PM,Strategy,StrategyTemplateName parameter missing,
===================

The error occurs in the following code

//Cancel unfilled orders on new bar
// Check for a pending entry order
if (orderId.Length > 0)
{ status=GetAtmStrategyEntryOrderStatus(orderId);


Any hint as to what went wrong?

By the way, thanks for putting the code in public. A tremendous amount of work must have been putting into writing the code.









I

[jungo]

Anyone I am having trouble importing the ninja script.I followed my usual procedure.What is it called in the indicator panel of the charts?thanks for anyones help getting this going.