Help me code my strategy.

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Help me code my strategy.

posted

Hi Everyone,

Strategy in Ninja Trader

*Buy Script
TREND(MACD(13, 26, 10, SIMPLE),30) = UP and (MACD(13, 26, 10,SIMPLE) > MACDSignal(13,26, 10, SIMPLE)) and (MACD(13, 26, 10,SIMPLE) > 0) and (Rsi(Close, 14) > 80)
Exit
RSI(CLOSE,14) < 80
Sell Script
TREND(MACD(13, 26, 10, SIMPLE),30) = DOWN and (MACD(13, 26, 10,SIMPLE) < MACDSignal(13,26, 10, SIMPLE)) and (MACD(13, 26, 10,SIMPLE) < 0) and (Rsi(Close, 14) < 45)
Exit
RSI(CLOSE,14) > 45*

I've written this strategy in Ninja Trader but not able to code it in Python for Algo-Trading. Please help me !!

Strategy Description

Stock Selection = Manually
Quantity = 1
Order Type = Cover Order

Chart Setting
1mins. Candlestick chart

MACD Values

FAST MA = 13
SLOW MA = 26
SIGNAL PERIOD = 10

RSI Value
14 Days
OverBought = 80
OverSold = 45

BUY when MACD is greater then MACD Signal line, MACD value is above 0 & RSI Value is above 80
Exit when RSI value goes below 80

SELL when MACD is smaller then MACD Signal line, MACD value is below 0 & RSI value is below 45
Exit when RSI value goes above 45

1 response

i'll give it a shot (or at least get a skeleton going that you, or someone else, can throw some meat on) ... and not to sound condescending bud, however the Quantopian tutorials really are gold -- I'm sure you spend less than one hour on them and the above should be feasible.

Tell me:
- Whats you investment universe?
- Order Type = Cover Order --> how is the stop loss determined? simple through distance? some % of equity at risk? some volatility factor of the underlying?
- leverage preference?
- when you say quantity =1, please clarify (...assuming equities are part of your potential universe as well)

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.