Custom NinjaScript Strategy

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Техническое задание

Hi there,

I have a straightforward strategy I would like to backtest in Ninjatrader.

I am using UniRenko to produce reversal bars, and simply want to enter on a bar of a certain length.

In my attached example, I am using 35 ticks (or 8.75 points on ES) to produce an entry bar (essentially a reversal). I simply want that bar (which is 35 ticks OHLC) to produce a long entry. The strategy can only take short position next (since a reversal bar would have to be generated to signal it) and after a short position, only a long position, etc.

I would like the ability to backtest 2 entry positions, and have individual profit targets for each one. Essentially 1 core and 1 runner. The positions would start off with a stop loss, but once the core target was met, the runner position would transition into a trailing stop.

I also need the ability to set custom hours that positions are allowed to be taken (i.e. 7:00 to 14:00).

I would also be provided the code in ninjascript once the project is completed so I am able to modify it myself.



these are bars called UniRenko

basically I want to produce an entry on the reversal bar

so the first red bar on the left would be a short entry. I would like to be able to set a take profit and stop loss for it. it would get stopped out and enter in long on the following green reversal bar

so the strategy would produce 3 entries here basically

strategy is only produced on this reversal bar

https://ninjatraderecosystem.com/user-app-share-download/unirenko-universal-renko-bartype-8/

NinjaTrader Ecosystem

UniRenko Universal Renko BarType 8 - NinjaTrader Ecosystem 

(Update March 11th, 2020 – Fix for TickReplay, calculates values if bar object is mid-session and have not been calculated as least once) This is a conversion of the UniRenko ‐ Universal Renko BarType developed and originally coded for the NinjaTrader 7 platform by monpere. Please contact the original author for any questions or comments. […]

here are the bars i am using

so basically that reversal bar is 35 ticks in the scenario

obvious the strategy must adjust to those settings

ok. i will be gone about 30 minutes but respond at your leisure

Файлы:

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unirenko.png
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