• Category

  • Methodology

Free Automated Trading NinjaScript

Free Automated Trading NinjaScript

This Free Automated Trading NinjaScript will place simulated trades behind the scenes to feel out the current market conditions. The “Shadow Probe” will enter and track hundreds of simulated positions with a range of stop/target combinations in order to find the most successful stop/target combination at any given time.

Free Daily Loss Limit NinjaScript

Free Daily Loss Limit NinjaScript

This Free Daily Loss Limit NinjaScript will close any open positions and stop trading for the current day if your daily P/L reaches a set positive or negative value. This code will only close positions that were entered by a strategy while that strategy is still running – it does not work with manually entered orders.

Free Bid Ask Change NinjaScript

Free Bid Ask Change NinjaScript

This Free Bid Ask Change NinjaScript will store the last 10 changes in the bid ask price in a list. You can use this in many ways, e.g. exit position if the first one or two level changes move against you. This is useful for short-term, order flow, and high frequency trading because tracking the bid ask level changes is far more granular than tracking changes in the last traded price (or mark).

Algorithmic Trading Ninjascript

Algorithmic Trading Ninjascript

This Algorithmic Trading NinjaScript will place simulated trades behind the scenes to feel out the current market conditions. The “Shadow Probe” will enter and track hundreds of simulated positions with a range of stop/target combinations in order to find the most successful stop/target combination at any given time.

Order Book NinjaScript

Order Book NinjaScript

This Order Book NinjaScript will create a level 2 book that is accurate to the millisecond. You can access the volume of every bid and ask orders on the level 2 order book for all 10 price levels.

Buy Sell Volume NinjaScript

Buy Sell Volume NinjaScript

This Buy Sell Volume NinjaScript will return the total volume per bar, split into buy and sell market orders. The buy/sell volume indicator included with NninjaTrader is coded in a way that makes it incompatible with backtesting in Market Replay – ours isn’t.