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Old 08-03-2009, 07:26 AM   #1
NinjaTrader_JoshP
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Default Strategy: Stopping a strategy after consecutive losers

Trending days or ranging days can make or break a strategy. If you have a system that does extremely well on trending days, you may look for a way to turn that system off during range-bound days. A simple filter you may use could be something like, "If the last three trades were consecutive losers, stop trading for the rest of the session

Key concepts in this example:
  • Obtaining previous trade information to decide whether or not to keep trading for the day

Important related documentation:

NinjaTrader 8
* This reference sample uses the .AllTrades property. This property will include all historical virtual trades as well as real-time trades. If you wish to only make calculations based on real-time trades you can use the .RealtimeTrades property.


NinjaTrader 7
Import instructions:

NinjaTrader 8
  1. Download the file contained in this thread to your PC desktop
  2. From the Control Center window, select the menu Tools > Import > NinjaScript
  3. Select the downloaded file

NinjaTrader 7
  1. Download the file contained in this thread to your PC desktop
  2. From the Control Center window, select the menu File > Utilities > Import NinjaScript
  3. Select the downloaded file and click Import.
Attached Files
File Type: zip SampleTradeObjects_Nt8.zip (6.0 KB, 691 views)
File Type: zip SampleTradeObjects_NT7.zip (4.1 KB, 752 views)
Last edited by NinjaTrader_Jesse; 09-30-2015 at 03:32 PM.
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