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Automated Trading Support for automated trading systems using NinjaScript. Support for our ATI (Automated Trading Interface) used to link an external application such as TradeStation and eSignal to NinjaTrader.

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Old 02-03-2008, 03:48 AM   #1
cunparis
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Default How to create bollinger band strategy

Hi I'm new to NT and I've followed the strategy examples using the wizard. All that makes sense to me. But now I'd like to make a simple strategy using bollinger bands and I can't figure out how to do it. For example, buy at the lower band and sell at the top. It's a lot of fun trying to code up basic strategies and back test them. Which leads to my second question:

How can I backtest futures, for example YM. The contract is for x months so if I want to backtest for a year I don't see a way to do this.

Thanks in advance for the help.
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Old 02-03-2008, 09:43 AM   #2
NinjaTrader_Josh
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Hi cunparis,

To do the bollinger bands please check out the attached picture. To do the reverse case, change the "Plot" to "Upper" and change the CrossBelow to CrossAbove.

To backtest for a year you could try using the ##-## contract. so YM ##-## instead of YM 03-08.
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