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| Strategy Development Support for the development of custom automated trading strategies using NinjaScript. |
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#1 |
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Senior Member
Join Date: Sep 2009
Posts: 562
Thanks: 40
Thanked 5 times in 4 posts
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i would like to create a strategy that uses 1 minute data over a period of 30 minutes to determine the high and low over that period of time and initiates a long position when it breaks above the predetermined high and initiates a short position when it breaks below the predetermined low. could you show me how i would go about doing that? TIA!
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#2 |
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NinjaTrader Customer Service
Join Date: Sep 2008
Location: Germany
Posts: 22,566
Thanks: 261
Thanked 1,015 times in 996 posts
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kaywai, I suggest you check into this sample and code here - http://www.ninjatrader-support2.com/...ead.php?t=3223
Bertrand
NinjaTrader Customer Service |
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#3 |
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NinjaTrader Customer Service
Join Date: Mar 2005
Location: Amsterdam, The Netherlands
Posts: 2,042
Thanks: 0
Thanked 3 times in 3 posts
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Kaywai,
Unfortunately our forum experienced technical difficulties early this morning. As a result, we were forced to restore our forum to its last back up point approximately seven (7) hours ago. Any posts created since that time have been lost. We are sorry for the inconvenience. I have your original question here below and one of my coworkers will respond to it again shortly. Thanks for your help Bertrand. I will download data for backtesting from Bloomberg. BTW, if i would like to save the data as a continuous contract, how should i save/name the file?
Vincent
NinjaTrader Customer Service |
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#4 |
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NinjaTrader Customer Service
Join Date: Sep 2008
Location: Germany
Posts: 22,566
Thanks: 261
Thanked 1,015 times in 996 posts
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You can use ##-## for the continuous contract file naming, general guidelines for importing acsii / txt file based data can be found here -
http://www.ninjatrader-support.com/H...V6/Import.html
Bertrand
NinjaTrader Customer Service |
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