Algorithmic Trading With Ninjatrader

Create and Trade your own Automated Strategies

What you'll learn

You will learn how to code your own ideas and turn them into real trading strategies.

You will discover some very usefull NinjaTrader code insights that took me sleepless nights to realize.

You will get accustomed to a generic framework that can be used to design any trade system/indicator in NinjaTrader.

You will learn how to code indicators, buttons, telegram alerts and other interesting extra .NET features for NInjaTrader.

Requirements

Although some knowledge of C# is recomended you can start off without it since I do have a section about simple coding for complete beginners with examples in NinjaTrader.

Suitable for NinjaTrader 7 and NinjaTrader 8

Description

In this course I share my professional experience with NinjaTrader. The course is mostly designed to show some of the under cover possibilities and opportunities that this amazing piece of software brings. Since my trading experience carries on every day, this course is a live organism and I always add new features I discover that are exciting as well as have been painfull to understand and become aware of.The course is strictly based upon personal experience. Inside I show how to hack NinjaTrader inside out using the power of .NET to bring in winforms, powerfull research tools, extra design features and make your own software on top of NinjaTrader.Some of the covered topics include:Designing simple and complex strategies with NinjaTrader.Implementing custom buttons to toolbar, chart trader and anywhere you like.Creating custom forms, Trading NinjaTrader in half automated fashion using Chart Trader.Creating custom indicators.Interfearing with the chart zone. Creating custom optimization fitness parameters.Designing your own indicators, analyzers, addons.Creating components to reuse code.Working wit multiple timeframes and symbols at the same time.Creating custom bar types.Stay tuned to this course and you will always be updated on real life scenarios from the live trading world.Please trade with caution!Futures and forex trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing ones’ financial security or life style. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results.

Overview

Section 1: 1. Getting Started

Lecture 1 1 Account Set Up

Lecture 2 2 New Account Set Up Demo On Server

Lecture 3 3 Activate Strategy in Sim Mode and Investigate Performance

Lecture 4 4 Auto Finding a Trade on Chart

Lecture 5 5 Backtest Strategy in Analyzer

Lecture 6 Lifehack with Strategy Analyzer

Lecture 7 6 Virtual Trades

Lecture 8 7 Market Replay

Lecture 9 8 Output and Edit Windows plus Templates

Lecture 10 9 Custom Instrument List

Lecture 11 10 Charting and Workspaces

Section 2: 2 Coding for Traders

Lecture 12 1 Visual Studio Environment Set Up

Lecture 13 2 Hello Ninja App

Lecture 14 3 Variables and Initialize Override

Lecture 15 4 Referencing Bar Values

Lecture 16 5 Lists and Classes

Lecture 17 6 Constructors and Method Return Types

Lecture 18 7 Void return type

Section 3: 3 Strategy Design

Lecture 19 1 Main Framework

Lecture 20 2 Stops and Orders

Lecture 21 3. Bars Since Entry

Lecture 22 4. Referencing Indicators

Lecture 23 5. Strategy Parameters

Lecture 24 Setting Parameters Correctly to Use in Strategy Analyzer

Lecture 25 New Simple Strategy Framework

Lecture 26 Transfer strategy code from NT7 to NT8 in 10 min

Section 4: 4 Indicator Design

Lecture 27 1. Parameters inside Indicator Constructor

Lecture 28 2. Update Method

Lecture 29 Indicator for NinjaTrader 8

Section 5: Bonus Lectures

Lecture 30 Custom Bar Types

Lecture 31 Chasing Bugs

Lecture 32 Draw Line Hack

Lecture 33 Confusing String Tag in Draw Objects Method

Lecture 34 Commisions and Confirm Order Placement Options

Lecture 35 Draw Beautifull Text Captions

Lecture 36 Orders Filled by Ask/Bid

Lecture 37 Adding Cutom Buttons

Lecture 38 Changing Order Price with Custom Button

Lecture 39 First Tick of Bar

Lecture 40 Last Live Bar vs Last Closed Bar

Lecture 41 Global Crosshair Tool

Lecture 42 Using TypeConverter for Strategy Enabled/Disabled Toggle Parameter

Lecture 43 Telegram Part 1 Setting up the API

Lecture 44 Telegram Part 2 Code Review

Section 6: Optimization

Lecture 45 Basics

Lecture 46 Creating a Custom Optimizer

Section 7: Chart Trader

Lecture 47 Basics

Lecture 48 ATM Basics

Lecture 49 Break Even

Lecture 50 Auto Trail

Lecture 51 Run Chart Trader and Strategy Script at the same time

Lecture 52 Customizing Chart Trader Controls

Lecture 53 OCO Orders (Bracket Orders)

Lecture 54 Connecting Strategy Entries to ATM Strategy manual control in NT8 in 5 min

Section 8: Custom Bar Types

Lecture 55 Getting started

Lecture 56 Get Initial Look Back Days

Lecture 57 Naming

Lecture 58 IsIntraday

Lecture 59 OnDataPoint BarsObject

Lecture 60 BarsType Cache

Lecture 61 AddBar UpdateBar

Lecture 62 Simple Renko Bars

Lecture 63 YZ Bars

Lecture 64 Bars Refactored

Section 9: Larry Williams RSI Scale In System

Lecture 65 Overview

Lecture 66 Intro

Lecture 67 Adding Parameters

Lecture 68 Adding and modifying indicators

Lecture 69 Changing indicator display name

Lecture 70 System Main Business Logic Layer 1

Lecture 71 Finalizing the System for NT7

Lecture 72 Code for Ninja Trader 8

Section 10: Bolinger Break Out System with Complex Money Management

Lecture 73 Intro

Lecture 74 Concepts

Lecture 75 Post Concepts

Lecture 76 Base Code

Lecture 77 Distinguishing Entry Types

Lecture 78 Break Out Functionality

Lecture 79 Tracing Orders

Lecture 80 Separating Stop Profit

Lecture 81 The Forex Currency Bug

Lecture 82 Percentage Workaround

Lecture 83 Pips Workaround

Lecture 84 Analyzing Results

Lecture 85 Optimizing Parameters

Lecture 86 Martingale

Lecture 87 Martingale Limiter

Lecture 88 Martingale Max Number of Lots

Lecture 89 System Results

Lecture 90 System Stability

Lecture 91 Money Management for CME

Lecture 92 System Problem on Live Market

Lecture 93 Get Account List in Parameters

Lecture 94 Account Name vs Account Display Name Fix

Lecture 95 First Live Trade Fix

Lecture 96 Margin Checker

Lecture 97 Order Bug on NT8

Lecture 98 Order Bug Fix - Using Ninja Methods for Settings Profit/Stop Orders

Lecture 99 Using OnExecutionUpdate Override

Lecture 100 Building Indicator from Strategy Performance Values

Lecture 101 XML Serialisation Exception

Lecture 102 How to set indicator Color based on its Values

Section 11: Magic Bolinger Indicator from Scratch for NT8

Lecture 103 Concept

Lecture 104 Getting Started

Lecture 105 Adding Indicator

Lecture 106 Adding First Layer of Functionality

Lecture 107 Adding Average

Lecture 108 Adding Third Party Standard Deviation Library

Lecture 109 Using Series Objects

Section 12: Creating AddOns for NinjaTrader

Lecture 110 1. Create menu item

Lecture 111 2. Building DLL

Lecture 112 3. Creating Custom Window using WPF UserControl

Lecture 113 Creating Generic Components

Section 13: Multi Timeframe Indicator HeikenAshi Matrix

Lecture 114 Concept

Lecture 115 Initializing the Regular Framework

Lecture 116 Bars In Progress

Lecture 117 Adding Indicator to Indicator on Multiple Timeframes

Lecture 118 Adding HeikenAshi

Lecture 119 Checking the Business Logic

Lecture 120 Indicator Code Walk Through

Lecture 121 Strategy Demo

Lecture 122 Bars In Progress Bug Fix

Anybody who wants to learn and understand NinjaTrader in depth.,Anyone who is interested in algorithmic trading or financial markets researh and in depth analysis.,Anyone who wants to extend their knowledge of NinjaTrader to a new level.