NinjaCoding @ NinjaTrader

Also as part of the framework, I have created a construction that allows to check any filter values before placing the order and/or checking back with the filter once the order has been placed already in order to make a decision whether it is required to take it down or keep it.

So this system will have an ability to place bracket orders after the range is set. Which ever order works out, it will enter for the remaining of the trading period.

Out the box NQ

ES 2 years, no optimization

Out of the box results

Some good moves on the ES.

Opening range trade systems or IB range as they are called, initial balance are one of the few very popular systems that get requested quite a lot. Time to release some frameworks related on how to code them...

Second mode of indicator showing how long it would take for a number of consecutive bars to close in same direction.

Bar close speed indicator showing how long it takes a bar to close. We can see extensive peaks on some major turn arounds.

If you set this to execute on any custom button you create inside your strategy code, it will execute a shortcut that will open your strategy parameter settings.

On tick trail execution inside an on bar close strategy.

Building on bar close strategies have always been my favourite. The codebase is much easier, there are no indexing issues between historical and live sections, logic is cleaner and more readable. However, sometimes you want to stick in those few extra on tick events for the live market. No problem at all, we still have OnMarketData where we can trail on tick for example whilst the main strategy logic can stay OnBarClose.

Classical trail code construction.

Version 1,1 released with fixes on long, short both filter