Ninjatrader Strategy To Lua

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Re: Ninjatrader Strategy To Lua

Postby cfbaua » Thu Sep 20, 2018 1:00 pm

It works now on tick charts, but I think the trading logic is not working correct. It should buy and sell As in the screenshot I am attaching. Buy or Sell when the price crosses over at the upper or lower bollinger band. Close the trade when the price reaches the middle band.
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Trade Examples.jpg
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Re: Ninjatrader Strategy To Lua

Postby Apprentice » Sat Sep 22, 2018 4:15 am

This is logic this strategy is using (with additional RSI indicator check)
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Re: Ninjatrader Strategy To Lua

Postby cfbaua » Sat Sep 22, 2018 9:11 am

It seems to behave differently when you are testing it on live (demo) data. In backtests it seems to do well. Please double check.
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Re: Ninjatrader Strategy To Lua

Postby cfbaua » Thu Sep 27, 2018 10:32 am

The strategy opens trades in the wrong direction sometimes, and does not close them at the middle band of the Bollinger bands. This happens on live charts. This should be corrected.
Attachments
Chart_09272018.jpg
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Re: Ninjatrader Strategy To Lua

Postby cfbaua » Thu Oct 04, 2018 11:11 am

Are you still working on the strategy?
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Re: Ninjatrader Strategy To Lua

Postby cfbaua » Mon Oct 15, 2018 11:03 am

This may be helpful. Something to convert C# code to Lua.

https://github.com/yanghuan/CSharp.lua
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