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NinjaTrader Algo Trading Strategies

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Best practices for NinjaTrader Algotrading with indicators and strategies.... Topics include algograding with Futures, Crypto, Forex, and equities/stocks. How do you backtest / optimize strategies with NinjaTrader? You have come to the right place!

NashTech_Strategy_WaitXBarsBeforeReentry.jpeg

NinjaTrader - Wait X Bars from Last Exit

Feature: Wait X Bars from Last Exit

Benefits: Avoid continued entry and/or exit, possibly in market conditions that are not suitable for the trading strategy. 

We code a log of NinjaTrader strategies... and we like to provide tips for other developers or traders wanting to create custom strategies for NinjaTrader. 

Sometimes the market doesn't always respond well to your algo strategy... In that situation, you want to avoid entry, often for money management and controlling your trading strategy. We use a special feature within NinjaTrader for this.

We include this feature within all of the Epic NinjaTrader Indicators and strategies but you can reference the same code below:

Within OnStateChange()

BarsRequiredBeforeReEntry = 5;

 

Within Properties:

[NinjaScriptProperty]
[Display(Name = "Bars Required Before ReEntry", Order = 1, GroupName = "NashTech Order Entry")]
public int BarsRequiredBeforeReEntry
 { get; set; }

Within OnBarUpdate:

int BarsSinceExit;
BarsSinceExit = 0; 

 if (BarsSinceExitExecution() != -1)
                {

        BarsSinceExit = BarsSinceExitExecution();
           
                    if (BarsSinceExit < BarsRequiredBeforeReEntry)
                    {
                        if (EnableDebugMode == true)
                        {
                            Print("We should only be here if bars required before re-entry is less than bars since exit");
                            Print("Bars Since Exit Execution:" + BarsSinceExit);
                            Print("Required Before ReEntry:" + BarsRequiredBeforeReEntry);
                            Print("Time of Skipping order:" + Time[0]);
                        }
                    
                        BarBrushes[0] = PendingBrush;

                        return;
                    }

                }

 

 

Questions? Leave a comment! 

 

-Chad

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