will stockspy work on ninjatrader charts

Will stockspy work on ninjatrader charts full#

Where zscore is a custom formula Kevin created here: I determined the pool of stocks using Stockfetcher's correlation function, although there is a custom formula available for Stratasearch as well, may use that in a future run. 11:22:35 you post your SS code? Might be interesting to have a look at it.

Will stockspy work on ninjatrader charts full#

Very interesting, how has the backtest on this performed compared to the full system? Only zscore value, I disregard the bollinger band and Williams requirements. The best settings I found are entry at zscore -1.8 and exit at -0.7. I then backtested the strategy using Stratasearch to find the best performing stocks and the best zsore settings over the last 2 years. I am using the filter against all stocks that have a correlation over 0.5 with SPY, which are some 1200 symbols. I am currently revisiting this thread with a twist: What are people using to actively trade these days? Are people actively using this strategy or has it been dated? Seems like RSI(2) strats have been weakening over the last few years (from basic backtest results). I tried running a backtest of this in NinjaTrader and while the results were decent, they weren't phenomenal. Is anyone actively trading w/ this filter? Curious to see how it's been going for people since the backtesting seems to be all thumbs up. The trade is closed when either the profit target or the stop loss is hit. These were modified to use a dynamic profit target exit strategy, based on the reversersi(2,90) function. PANGOLIN Z AND PANGOLIN W - FULL SYSTEM CODE.