From 1995 to 2008 I did Trading with the Discretionary Technical Analysis and then I discovered the potential of the Algorithmic analysis, that is the one made with the use of Testable Codes on historical series. I threw myself headlong into the Trading Systems studio. I chose NinjaTrader 8 as a ...
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From 1995 to 2008 I did Trading with the Discretionary Technical Analysis and then I discovered the potential of the Algorithmic analysis, that is the one made with the use of Testable Codes on historical series. I threw myself headlong into the Trading Systems studio. I chose NinjaTrader 8 as a trading platform, so I learned C # programming, much more difficult than the Easy Language language used by many platforms, but it allows you to write codes that act in a capillary and detailed way in every single moment of the Trade.
With NinjaTrader it was possible to develop an Algorithm that manages the position of a Trade (Long / Short), updating the Outputs (TargetProfit and StopLoss) with each candle, visible with horizontal lines (Blue and Red) drawn on the graph. The output levels are calculated according to new concepts I call: REPORT-POSITIVE (Positive-Ratio) and REPORT-NEGATIVE (Negative-Ratio) plus Volatility. In my website www.algotrader.it there are more explanations about this.
As inputs use Statistical Patterns based on Prices (Open-Close-High-Low), Ranges and Volumes.
These Patterns (Long and Short) are the result of a process of processing large amounts of data, made with a dedicated software.
Good Trading Algorithm
Roberto Cocchini
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