Tarea técnica
I've developed a Ninjatrader strategy, and it works very well. However, it deactivates every time I exit. The strategy works semi-automatically, so I execute the trade in the chart trader. I would like to program a simple entry logic to backtest the strategy, but then it shouldn't deactivate after every trade. The strategy takes over trade management and opens a hedge position in another instrument. Do you think you could modify this for me, and how much would it cost?
here's the description of how the strategy should work. I'd still need to add some simple entry logic so I can backtest the strategy in the strategy analyzer, a simple entry with smacross or something similar. We could refine that further in a future project if it works. Regards, Harald Schardt
Strategy Overview: BacktestHedge_Harry
This NinjaTrader strategy is used for hedging manual positions.
The strategy automatically detects a primary position, monitors the PnL (Profit and Loss), and responds to defined thresholds:
Strategy Logic (Process):
Entry: A long position is opened as soon as no position is active.
PnL Monitoring: The ongoing profit/loss is tracked.
BreakEven Activation: If the position develops positively, a break-even level is set.
Hedge Activation: If the loss limit (TriggerDown) is breached, a counter-position is opened in the hedge instrument.
Target: As soon as either the solo or hedge target is reached, all positions are closed.
Stop Loss: If the MaxTotalLoss is exceeded, all positions are closed.
Reset: After positions are closed, the strategy remains active and ready for the next entry.
Strategy Settings in the UI:
PnL Trigger Down: The point at which a hedge position is opened (negative threshold).
PnL Trigger Up: The point at which a break-even level is set.
Solo Target: Profit target without a hedge that triggers closing.
Hedge Target: Target with an active hedge position.
Global Stop Loss: Maximum overall loss limit.
Hedge Weighting (%): Ratio relative to the primary position.
Hedge Instrument: Symbol of the hedge market (e.g., NQ 06-25).
BreakEven PnL: Point at which the break-even level becomes active
Code will be sent in the contact box.
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Información sobre el proyecto
Presupuesto
50 - 70 USD
Plazo límite de ejecución
de 2 a 3 día(s)