NinjaTrader Quantative Development Services & Consultancy

MicroTrends can create your custom indicators, trading strategies from scratch using NinjaTrader or save time & cost & super charge your strategies safely powering them with an off the shelf Trade Engine such as the MTDS see below – NinjaTrader C# strategies in real time Tick by tick execution or on bar close, with advanced NinjaTrader unmanaged order handling with constant or dynamic position sizing – with real time UI control and advanced trade management – without rival in the NinjaTrader development community.

Sample Strategy Look and Feel using MTDS

woodies-basic-_11-woodies-usar-trader

>>>Get Started for FREE Download now – There is no risk, no obligation and no credit card required. Free for Demo & sim Trading – license required for live trading only!

Learn more about the MTDS

MicroTrends specializes in Automated Trading Systems – NinjaTrader Strategies written in Advanced Unmanaged NinjaTrader mode –The official NinjaTrader Documentation states:” The Unmanaged approach is reserved for VERY EXPERIENCED programmers. ….”    Most Certified NinjaTrader Consultants cannot do this – MicroTrends was the first and only to write a re-usable compiled technology for powering NinjaTrader strategies using unmanaged mode – such as the MTDS

Save cost, time using a Automated Trading Technology to power your strategy

Chosing the cheapest developer to write an automated trading strategy is suicide or a false economy as you will need it coded properly later if you have funds left and not blown up your account in a live trading accident – due to overfills unguarded positions or the strategy erroring as is usually expected with the default NinjaTrader strategy managed approach – read here for details.

You can use a professional automated trading system specialist to write your code and avoide problems but would pay a lot of money for the time it takes to write one from scratch – so the answer is then to use off the shelf ready to use trading system which you simply plugin in your trade system logic – such as theMicroTrends Double Shot Strategy Foundation (MTDS), 100% free for simulator use, includes development support and a software development kit with sample strategies.

So when using such a technology as the MTDS your project simply requires the logic for Trade Entry, Trade Filter and Trade Exits – the trade setup signal rules and trigger.  All of the entry order types, trade management & realtime trading interface to allow control & configuration during live trading are supplied off the shelf & save the cost & time & the time and cost of testing/fixing of a new technology in live trading.

Learn more about the MTDS

MTDS only requires a license if you want to live trade with it – its is 100% free for sim trading – so you dont even need to buy it for your project it is free for development – usually for a development project you can elect to buy the MTDS at a development project rate discount of 10% to 25% off!

Trade Strategy Analysis – BackTesting, Optimisation & Reporting

MicroTrends also offers Strategy analysis services both sequential & genetic optimization, proprietary tick database impirical statistical measurement to assess your Trade Strategy Viability without curve fitting, using NT7 and NinjaTrader 8, proprietary tick data systems, R & Matlab & via MicroTrends own proprietary online reporting tool – which can be made available on private servers for clients.

5 reasons to choose MicroTrends

  1. MicroTrends was one of the first leading certified NinjaTrader consultants with ongoing quantative development specialisation since 2006 – NinjaTrader specialists since 2009, commercial Enterprise level developers since 1996 – a show case of some internals projects can be viewed & tested for free hereNinjaTrader Indicators & NinjaTrader Strategies
  2. Microtrends development team skills are honed from ongoing experience & past careers in commercial IT in the financial sector & prop trading, also in Physics Research & Investment Banking
  3. MicroTrends developers are a team of three based in London/Europe & Asia/Americas are also very active and keen Forex & Futures traders using discretionary & mechanical systematic approaches – using components offered this website.
  4. MicroTrends clients are both retail, other vendors, trading educators & managed futures, prop shops/arcades & private funds so we have the trading & development knowledge you need
  5. MicroTrends is fully leading edge .net capable and is able to leverage a variety of development & other commercial algorithmic framework technologies to suit your system requirements

Visit our about us page read more about how experienced MicroTrends & founder Tom Leeson

Typical NinjaTrader Projects & Work Samples

NinjaTrader Strategy Development

Algorithmic day trading & swing trading systems. Autotrade Futures, Equities, Forex, Pairs, Statistical Arbitrage & Spreads. Consultancy, analysis & development. Featuring on Chart visble trade system rules, backtesting & integrated risk management, money management & adaptive advanced trade management.

Realtime Tick by tick execution or on bar close, unmanaged and managed order handling

NinjaTrader Indicator Development

Setup, Entry, Exit Signals, Audio, Synthesised voice, audio & visual on chart signals & alerts… trend bias filters, volume delta, momentum, order flow analytics, econonmic calendars, support & resistance…

Testimonials – Hear it from a Automated Trading Professional

One key feature of the BWT Precision Autotrader is that it is Professionally Coded 100% in NT unmanaged mode. The official NinjaTrader Documentation states:” The Unmanaged approach is reserved for VERY EXPERIENCED programmers. ….In place of the convenience layer that the Managed approach offered, the Unmanaged approach instead offers ultimate flexibility in terms of order submission and management…..

Writing code in unmanaged mode requires extra time and effort and requires a significantly higher coding skill set, that most NinjaScript Certified Developers simply do not have… I say this with complete confidence because at one time or another over the last 8 years, I have personally worked with almost all of them!

BWT Precision AutoTrader 7 by MicroTrends
BWT Precision AutoTrader 7 – merged MicroTrends technolog with Bluewave Trading to produce the most user friendly controllable system for NinjaTrader 7 – a new set of evolved MTDS7 technologies  were used for this project – and is available direct from bluewavetrading.com

As a trader I was seeking the absolute highest quality for BWT software – not one programmer I worked with could deliver a strategy that did not have overfills, errors and annoying bugs… that was until 2014 when BWT partnered with Tom Leeson  at MicroTrends…  the ONLY NinjaScript developer I’ve ever known that really “get’s it” and likely THE most experienced trading system programmer in the NinjaTrader niche,  having worked for professional prop shops and hedge funds in London’s Financial District for many years.  That is why the BWT Automated Trading System will work in real money live environment, fast markets etc. with No Overfills,  no Order Entry or Exit Errors, True Limit and Stop entry  or exit, no time out system crashes  …

Randy Sarrow – BlueWave Trading

Long Time BWT Client Testimonial

T. A. from Virginia, USA

As you know I’ve been using been using the autotrader for quite a while now.  Your persistence to perfection has finally materialized.  Your latest version of BWT AutoTrader along with suite of BWT Indicators are superb and unmatched in the industry.  The reason I say this is because of all the years I known you, eight to ten odd years, this is the best system and indicators I have seen.  Otherwise I would not be writing this.  Given I am a Software Developer myself and been in the IT industry for over 20 years and work for a prestigious Government agency, this is the first testimonial I have put out because you truly deserve it.  Your latest BWT AutoTrader is so powerful yet it gives each trader flexibility to adjust to their own trading style or market conditions  The system is so precise in entries, exits and money management, it’s unreal… After all those years, I can finally say I am now trading with confidence.  THANKS to YOU and your system.

MTNTF7 ATR Volatility Breakout NinjaTrader Strategy

Getting Started with MT ATR Breakout NinjaTrader Strategy -1All MicroTrends NinjaTrader Framework strategies are 100% free for sim/demo usage to allow you the time to learn without penalty and without rushing.

The MTNTF7 ATR Volatility Breakout NinjaTrader Strategy is an automated trading system – which also allows manual order placement, auto order placement, a mix of both in realtime + Automatic Trade management.

>>>Get Started for FREE Download now – There is no risk, no obligation and no credit card required. Free for Demo & sim Trading – license required for live trading only!

This strategy trades signaled based on the indicator: MT Signals Trend ATR Breakout – this is the first place to look and understand its concepts. 
So its easier to #1 learn how to use the indicator and view its parameters on a chart and note what they do… see which setting appeals and makes sense to you.

Guidance and Videos 
1.A Signals Indicators: Please save yourself much time/days weeks even in some cases – view here and watch the videos 
https://microtrends.zendesk.com/entries/59737249-Getting-Started-with-MicroTrends-NinjaTrader-Framework-Signals-Indicators 
1. B – Also here!! Zone Setting IDs 
https://microtrends.zendesk.com/entries/68480125-Zone-Setting-ID-Saving-and-loading-your-own-settings-for-MTNTF7-Indicators-and-strategies

MT Signals Indicators Overview - Graphical Anatomy of Trade Signals

After this you can then look at the strategy version and find the signals indicator parameters also within the strategy parameter list + additional parameters common to all strategies -learn one and you learn them all… All MT Strategies work in the same way and are all based off the MT Signals Indicators and also combine the MT Easy Trader/ Trade Manager UI. To use any MicroTrends NinjaTrader Framework Strategy – you must have followed this route or you will be wasting many days or even weeks/months in some cases – Please verify that you have viewed the following:

2.A Read and Watched about the MT Easy Trader and Strategies 
https://microtrends.zendesk.com/entries/53195949-Getting-started-with-MicroTrends-NinjaTrader-Framework-Strategies 
2.B Then use your same signals indicators settings within the strategy – which trades the signals from the indicator -so yo 
u would essentially just set the indicator signal, order types and trade management within the strategy..etc. and then can run a backtest or optimisation.

Getting Started with MT Signals Trend ATR Volatility Break Out – NinjaTrader indicator 

1. Open a chart > click indicators > locate and select “MT Signals Trend ATR Volatility Break Out” > Click New 
A. The indicator will appear on the bottom left hand pane – select it > the parameters will appear on the top right panel 
B Focus on the main parameter groups “Basic Indicator Parameters”, “Signals Trade Setup”, “Signals Trade Entry”, “System Session times”

Signals Indicator ParameterChecklist 
Param Groups:”Indicator Settings Storage” – Set “MT -Zone Setting ID”=0 
Param Groups:”Signals Trade Setup” – Make sure “Trade Setup mode”>=1 or some other value in order to get signals e.g >0 
Param Groups:”System Session Times” – Set “session mode” = 0 – to allow 24/7 signals

Click Ok

Add to chart 
Getting Started with MT Signals Trend ATR Volatility Break Out - signals indicator - 1

View trend color graphics parameters

Getting Started with MT Signals Trend ATR Volatility Break Out - signals indicator - 2

View signal color graphics parameters 
Getting Started with MT Signals Trend ATR Volatility Break Out - signals indicator - 3

NinjaTrader: Automated Trading Strategy 
Getting Started with MT ATR Breakout NinjaTrader Strategy

mt-strategy-anatomy

Add to a chart

Getting Started with MT ATR Breakout NinjaTrader Strategy -1

Open New Blank Chart > Default 24/7 > Cl or Forex or Stocks etc 
Chart Right Click > Strategies > select MT ATR Volatility Breakout > Click New 
In the top right handside you will see all the Parameters: 

To see all public parameters for a strategy – you can view them in the strategy list. 
from within NinjaTrader:

1. Chart > Strategy Menu > Strategy List 
2 Control Center Strategy tab > Strategy Menu > Strategy List 
3. Strategy Analyzer > Strategy Menu > Strategy List

BackTesting 
1. Visually on a chart – Add a strategy to a chart and view the historical trades and performance stats 
Right click the chart > Strategy Performance > MT ATR Volatility Breakout > Historical> View the Report 
Getting Started with MT ATR Breakout NinjaTrader Strategy - 3 - Visual BackTest and stats on a chart

2. Backtest using the Strategy Analyzer – using the Strategy Analyzer and run a backtest from your selected/chosen strategy and datatime series/instrument 
Getting Started with MT ATR Breakout NinjaTrader Strategy - 3 - Back Testing using NinjaTrader Strategy Analyzer
NinjaTrader BACK TEST & Optimisation TIPS

1. Use plain vanilla to start
A. remove all filters 
B. put stops out to around 25 to 25 ticks 
C. remove all targets, all breakeven, all trail stops 
see what the natural strategy profile does -just by stopping and reversing…

2. Plain Vanilla + some profit taking techniques

A. next decide on an ATR Trail stop for example and then view this 
B.next add a target

C. Add an Exit

D. Add a session time –

>>>Get Started for FREE Download now – There is no risk, no obligation and no credit card required. Free for Demo & sim Trading – license required for live trading only!

 

Automated Trading – NinjaTrader Strategies – Selection

MicroTrends only provides two NinjaTrader Algorithmic mechanical trading products directly: 

    1. MT NinjaTrader Framework 7 (MTNTF7) – consists of many indicators, signals indicators and strategies with the ability to create, pick and mix your own trading system using generic signals trading technology – Written using default NinjaTrader managed order mode – means strategies can halt on order overfills 
    2. MT Double Shot Strategy Foundation (MTDS) – an algorithmic trading framework with SDK open source samples you can trade with or edit… The trade engine which powers this is more robust that the MTNTF7 as it is written in unmanaged mode – does not halt on overfills – but not as much feature or power as MTNTF7

>>>Get Started for FREE Download now – There is no risk, no obligation and no credit card required. Free for Demo & sim Trading – license required for live trading only!

Both of the above are sophisticated and complex products suitable for  confident intermediate to advanced users who are keen on self learning and experimentation – both come with a trade manager for discretionary or real time interaction of strategies. All MicroTrends strategies are 100% free for sim,demo, backtest and development – only requiring a license for live trading or if you require more in depth and priority support. Support for free users is mostly self assisted from the existing forum and videos – but we supply info where required… paid for version support includes more in depth settings assistance and even videos/templates to assist. There is no mentoring trading advice only support on features… so the license model is free for sim to allow you the time to learn…

Comparison of MicroTrends Technology

MTNTF7 Versus the MTNTF7 
https://microtrends.zendesk.com/entries/23198476-Double-Shot-Versus-the-Framework

Getting started: 
To get started with MTNTF7: 
https://microtrends.zendesk.com/entries/53195949-Getting-started-with-MicroTrends-NinjaTrader-Framework-Strategies

To Get Started with MTDS: 
https://microtrends.zendesk.com/entries/81497979-MTDS-New-User-Orientation

>>>Get Started for FREE Download now – There is no risk, no obligation and no credit card required. Free for Demo & sim Trading – license required for live trading only!

Optimizing and Backtesing in NinjaTrader intrabar tick granularity

MTDS allows you to use the NinjaTrader Strategy Analyzer to optimize and backtest strategies –  with 1 tick granularity, 1 minute or a setting of your preference.

MTDS Back Testing - Backtest Granularity for NinjaTrader
MTDS Back Testing – Backtest Granularity for NinjaTrader

 MTDS Back Testing – Using Secondary Bars for tick by tick intrabar to detect if stop or target or trail moved etc – Backtest Granularity. General Parameters Group 2a to 2f control backtest granularity testing – from 1 tick to 1minute for example:

>>>Get Started for FREE Download now – There is no risk, no obligation and no credit card required. Free for Demo & sim Trading – license required for live trading only!