The NinjaScript strategy for NinjaTrader 8 automatically opens positions depending on the volume imbalance. The strategy is designed for intraday trading. It provides placement of stop order, take profit, imbalance level (Delta), as well as drawdown level, profit target, trading days, trading time.
To the note
All autostrategies have been developed and tested on history and have not been applied in real trading. This is first of all an idea, a good training example. You can change or modify the script to meet your requirements.
Installation instructions
The file you purchased (MainArchive.zip) consists of:
1) Manual to (bots, indicators, etc)
2) ImportArchive.zip (bots, indicators, etc).
In the NinjaTrader8 trading terminal, using standard functions, we import the purchased archive through the tools to import the addon. Next, add a new strategy in the strategy tab and click ok.
Futures, foreign currency and options trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing one’s financial security or lifestyle. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results.
v.1.0.0.4 (Sep 5, 2023)
1) Improved architecture
2) Added additional setting for specifying the trading session
3) Updated the manual for the bot
4) Daily profit and drawdown functions can be used in backtest.
5) Added parameter of stop loss and take profit calculation mode to choose from (ticks, point, percentage, currency, ticks).
v.1.0.0.4 (Sep 5, 2023)
1) Added function of raising the position after connection loss
v.1.0.0.5 (Sep 30, 2023)
1) Added a debug mode parameter that allows you to output useful code information for the developer.
2) Improved the function of raising the position after connection loss.
v.1.0.0.6 (Nov 12, 2023)
1) Improved trading session time.
2) Improved the function of raising the position after connection loss.
v.1.0.0.7 (Dec 1, 2023)
1) Improved conditions for partial fulfillment of orders.
2) Improved the function of raising a pose after connection loss.
3) Added functions for order execution log.
v.1.0.0.8 (Dec 24, 2023)
1) Improved conditions for partial fulfillment of orders.
2) Improved the function of raising a pose after connection loss.
v.1.0.0.9 (Mar 14, 2024)
1) Improved conditions for closing a position when the daily loss or profit is reached.
2) Fixed a problem with system variables resetting after the completion of a trade.
3) Changed parameter determining the priority of strategy position or account position.
4) Fixed the problem of strategy transition to the next state while placing an entry order.
5) Fixed an issue with clearing all trade variables after each execution.