Friday, April 19, 2013


As mentioned, I attended a Ninjascript programming webinar last weekend.  It was about 9 hrs. total and had lots of good examples and I learned quite a bit.  Watching the instructor (or anyone really) write scripts and talk through his thinking really helps reduce the learning curve.  I'm now pretty confident that I can eventually program most ideas I come up with.  Shoot me an email (see my profile) if you'd like me to email you the few Indicators and Strategies we covered in the class.  If you're new to programming they will provide some good examples on how to do various things.  BMT has lots of good resources and videos too!

So this week I've been attempting to build my ZS1 system strat in Ninja. It has gone slow but I have most of it done.  There are some things that Ninja can't really do easily that I'm having to program.  You'd think the MAE for last trade would be readily available but NO!  You have to actually write code to get this value.  Some examples in the Ninja Forums help.  And reversing a position is next to impossible with the basic "Managed Order" approach.  I don't really want to tackle the "Advanced" approach yet, or ever if possible.  So I may have to have a Part 1 and Part 2 to my strategy and merge results together later in Excel to keep things simple.

Overall, I don't really see myself giving up Ninjascript/C# and my days of manually scrolling through charts and recording trades one by one into Excel are hopefully over!


  1. You have been on this game for years now. Should have gone this route years ago. Anyways better late than never. Good luck

  2. Thanks Anon. I have only been using Ninja 2 years now. Before that I was an eSignal user. But yes, better late than never!

  3. MBA,

    are using Ninja to initiate the trade, and did you buy the live Ninjatrader for life package?

    1. Hey Trin, no I only have the SIM version of Ninja and initiate and manage all trades manually through my broker's platform, OEC Trader. I really just have Ninja and DTN:IQ Feed for a redundant data source, years of historical data, and for testing strategies.

    2. Thanks for the reply, I have been considering buying the Ninja pro version just so I can initiate my trades and view charts all on one platform. IB is my broker, their charts have a lot of room for improvement. I guess I can't have low commision and great charts? lol

  4. Trin:

    Just FYI. I used Ninja trader through AMP broker before. I was just not that much into charts so that I didn't continue it. Their future commission is pretty low as well.