A System.

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kimo'sabby

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Daily HA candles. Black - bear candle. White - bull candle.

Market type - multiple currency pairs.

Auto trailing stop - 50 pips(can be adjusted).

Buy or sell depending on colour of last daily candle. This can be refined by using/aligning lower timeframe. Can be traded EOD or anytime.

Can be fully automated.
 
Try it out, this should help:

NinjaTrader stock, futures and forex charting software and online trading platform. Download registration.
Historical Data Feed :: Dukascopy Bank SA | Swiss Forex Bank | ECN Broker | Managed accounts | Swiss FX trading platform

Instructions for manual formatting of Dukas .csv data to NT format:
Note, you can write a PHP script to process it instead, below is manual excel method.
Of course you can just use the data for any other reason, not just backtesting.
*****************************************************************
Dukas feed had changed since I last used it, didn't update my notes properly :LOL:
I've run through this and checked it, all working OK now, instructions updated.


Set price columns to 4 decimal places
(select columns - format cells - number - decimal places)
set volume column to 0 decimal places

TIMESTAMP FORMAT
copy timestamp column to next cell
copy timestamp column to last horizontal cell (use as backup)

DATE FORMATTING
1st column find and replace _0* with nothing (removes time leaving date, _underscore=space)
1st column find and replace _1* with nothing (removes time leaving date, _underscore=space)
1st column find and replace _2* with nothing (removes time leaving date, _underscore=space)
SAVE

Date column left can't be date formatted.
Format date column as text.
Find replace . with /
format that column as date (2001-03-14)
SAVE

Create a new text file named "text date" - leave it open.
select the new date formatted column (CTRL+SHIFT+DOWN-ARROW)
Paste into text date file you just opened.

IMPORTANT - CREATE NEW COLUMN FORMATTED AS TEXT IN ORIGINAL SHEET
Then select all in text file and paste into the text format column mentioned above.
Find replace - with nothing.
Cut and insert new date column before original time column.
Scroll down excel sheet, check a few dates, make sure still aligned.
SAVE

TIME
2nd column (copied original time & date column) find replace *2012 with nothing (removes date leaving time)
Do the same for every year (each year will be separate .csv anyway due to excel file limitations).
2nd column again, find replace .000 with nothing

Merge date & Time into one cell
Save sheet as DATE & TIME MERGE .csv
delete all other data except date & time.
rename file extension .txt
open in excel, find replace , with nothing.
find replace : with nothing. save
paste back into original data .csv sheet.
delete top row of column names

ALL YOU SHOULD HAVE LEFT IS THE TIMESTAMP COLUMN YOU JUST CREATED
PLUS: OPEN HIGH LOW CLOSE VOLUME

CSV to TXT
create copy of csv file - change extension to .txt
then open in excel - find replace , with ; to get ninja format:
save text file in name format:
$GBPUSD.Ask.txt
$GBPUSD.Bid.txt

Sample of NT .txt data format (this sample is ES, currencies are 4 decimal places):
20061023 004400;1377.25;1377.25;1377.25;1377.25;86
20061023 004500;1377.25;1377.25;1377.25;1377.25;27
20061023 004600;1377.25;1377.25;1377.25;1377.25;24
20061023 004700;1377.50;1377.50;1377.25;1377.25;82
*****************************************************************

NINJA IMPORT -- DUKAS TIMESTAMPS = START OF BAR -- GMT 00 -- LONDON
VERIFIED WITH LIVE MBT CHART COMPARISON

When opening chart in ninja, open EURUSD and select
bid or ask data - chart won't load if last is selected

From my own experience, probably the biggest problem you will run into is intrabar granularity:
http://www.trade2win.com/boards/tra...-mechanical-trading-system-4.html#post2006542
 
Last edited:
 
kimo'sabby said:
Daily HA candles. Black - bear candle. White - bull candle.

Market type - multiple currency pairs.

Auto trailing stop - 50 pips(can be adjusted).

Buy or sell depending on colour of last daily candle. This can be refined by using/aligning lower timeframe. Can be traded EOD or anytime.

Can be fully automated.
Click to expand...

Auto trailing stop would need to be as a percent of each instrument traded.
Level playing field and all that.
Some instruments are more equal than others.:LOL:
 
CHECKED, FIXED AND WORKING NOW
IGNORE BELOW

Theres a problem in those formatting instructions I posted,
on it now.
My own notes, few errors I overlooked :LOL:

epicFAIL.jpg


Ignore the instructions until I update them
 
Last edited:
counter_violent said:
Auto trailing stop would need to be as a percent of each instrument traded.
Level playing field and all that.
Some instruments are more equal than others.:LOL:
Click to expand...


Understood. Oanda allows you to set the parameters for each individual pair. You could also group similar pairs together in sub-accounts, pairs with a similar daily volatility.
 
Dukas feed had changed since I last used it, didn't update my notes properly :LOL:
I've run through this and checked it, all working OK now, instructions updated.
 
kimo'sabby said:
Daily HA candles. Black - bear candle. White - bull candle.

Market type - multiple currency pairs.

Auto trailing stop - 50 pips(can be adjusted).

Buy or sell depending on colour of last daily candle. This can be refined by using/aligning lower timeframe. Can be traded EOD or anytime.

Can be fully automated.
Click to expand...

Does it work ? Not worth the automation if it doesn't. If it works, I will be happy to automate it and give you a free copy and provide lifetime free support and upgrades.
 
Curiously I was thinking about such a system only last night. If someone has already done the research, I'd be interested to see the results. My deal is available to anyone who put in the effort.
 
Thats why I posted data and import instructions.
The EOD variant should be easy to code in NT's wizard.
Anybody can do that.
 
Liquid validity said:
Thats why I posted data and import instructions.
The EOD variant should be easy to code in NT's wizard.
Anybody can do that.
Click to expand...

Couldn't work out what you were trying to show. The train wreck didn't help. So, did it work or not ?

I doubt "anybody" can do it, or they would all be doing it already. Building reliable systems takes some talent.
 
I might code it up and post screenshots and source code of the process
to help anyone unfamiliar get to grips with it.
Tomorrow maybe as a one off :)
 
Liquid validity said:
I might code it up and post screenshots and source code of the process
to help anyone unfamiliar get to grips with it.
Tomorrow maybe as a one off :)
Click to expand...

I'd be more interested to see the pips than the code or the process. All code and no pips makes one a dull boy.
 
Liquid validity said:
I might code it up and post screenshots and source code of the process
to help anyone unfamiliar get to grips with it.
Tomorrow maybe as a one off :)
Click to expand...


That would be helpful, nice one. I'll set up a demo acc. with Oanda and show you the markets and parameters.

Anyone can chip in with ideas.
 
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