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327989 ATR Trailing Stops

Hi everyone,

I have my strategy written already in ninja trader.

It's already working as fully automated in realtime.

Entries are looking fine for me regarding the backtests I've done ( entry efficiency in Ninja Trader Strategy Analyzer module ), I'd like to improve exits.

In order to do so, I want to try an exit strategy with ATR trailing stop based on my entry signals for long or short trades.

For ex : for a long trade, stop trade should be price - 2.5 ATR ( based on a 5 period ).

The job is to rename the strategy as " Trend ATR trailing ",remove the previous exit rules and add this one for long trades and short trades.

Furthemore, when I call the strategy in NT, i'd also like to be able to change the default setting for ATR period ( in my example 5 ) and the ATR multiplier ( in my example 2.5 ).

Then, I'll be able to backtest it and check if the results are improved.

I think later others small modifications might occur and I'd like to keep the same programmer if possible.

Many thanks,


Kĩ năng: Bất kì công việc gì, PHP

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ID dự án: #2073796