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Re: Ninjatrader Strategy To Lua

PostPosted: Thu Sep 20, 2018 1:00 pm
by cfbaua
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.

Re: Ninjatrader Strategy To Lua

PostPosted: Sat Sep 22, 2018 4:15 am
by Apprentice
This is logic this strategy is using (with additional RSI indicator check)

Re: Ninjatrader Strategy To Lua

PostPosted: Sat Sep 22, 2018 9:11 am
by cfbaua
It seems to behave differently when you are testing it on live (demo) data. In backtests it seems to do well. Please double check.

Re: Ninjatrader Strategy To Lua

PostPosted: Thu Sep 27, 2018 10:32 am
by cfbaua
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.

Re: Ninjatrader Strategy To Lua

PostPosted: Thu Oct 04, 2018 11:11 am
by cfbaua
Are you still working on the strategy?

Re: Ninjatrader Strategy To Lua

PostPosted: Mon Oct 15, 2018 11:03 am
by cfbaua
This may be helpful. Something to convert C# code to Lua.

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

Re: Ninjatrader Strategy To Lua

PostPosted: Mon Oct 22, 2018 4:01 pm
by cfbaua
I am now experimenting with strategyquant. This software generates trading strategies in easylanguage format. I wonder if you can convert easylanguage files into lua. See the attachment for an example file.

Easylanguage to lua

PostPosted: Mon Oct 22, 2018 4:22 pm
by cfbaua
I wonder if it is possible to convert easylanguage to lua. See attached file. I uploaded a similar file before but that was only psuedocode.

Re: Ninjatrader Strategy To Lua

PostPosted: Tue Oct 23, 2018 4:15 am
by Apprentice
Your requests are added to the development list under Id Number 4275

Re: Ninjatrader Strategy To Lua

PostPosted: Thu Oct 25, 2018 2:07 pm
by Apprentice