Algorithmic trading strategy for Ninjatrader based on the custom BRM (Basis, RSI, MACD) indicator.
Reposiroy structure
BRM_strategy
│ README.md
│
└── bin
│ └─── indicators
│ │ BRM.cs
│ │ EMAdeltas.cs
│ │ MACDBBdeltas.cs
│ │ RSIrescaled.cs
│ │ EMA.cs (original script from Ninjatrader)
│ │ StdDev.cs (original script from Ninjatrader)
│ │
│ └─── strategies
│ BRMStrategyV02.cs
└── examples
chart
The main strategy uses the indicators from
EMA.cs
MACDBBdeltas.cs
RSIrescaled.cs
to produce the custom BRM indicator.
Once imported and compiled in Ninjatrader, the indicator can be plot along with the price chart (see image above)
Blue dots below the indicator band indicate falling of the price action that could lead to a potential long position 📈
Red dots above the indicator band indicate potential short 📉
The Yellow points indicate entry bars for longs and shorts.
The main startegy uses such signals to enter the market.
The entry signals can be refined by adjusting
BRM_bands_std
where lower values trigger more entries.
The latets version allows 2 entries per direction, giving the option to have scalp and run orders. Adjust the position by
Profit_ticks : 8
Stop_ticks : 8
Scalp_profit_ticks : 4
Scalp_stop_ticks : 4
The content of this strategy does not constitutes professional and/or financial advice for trading, and is not intended to be relied upon by users in making (or refraining from making) any investment decisions.
Appropriate independent advice should be obtained before making any such decision. The use of this strategy is at your sole risk and responsibility.