Euro Surge for NinjaTrader
As of 12/22/2011, we are releasing the Euro Surge trading system for the NinjaTrader Platform. This is a strategy that was originally designed in the Tradestation platform and has now been converted to Ninjascript for the NInjaTrader Platform.
The Euro Surge trading system trades the Euro Currency from 2 am – 1 pm EST, beginning when the European trading session starts. It is designed to take advantage of trends that occur at night (night for US traders but day session for European or Asian traders). Many times, the trends in markets like the Euro Currency may occur at night with the trend, range, and volatility ending once the US Stock market begins trading. Euro Surge is a strategy that will take advantage of trends in different time zones. This strategy uses a $300 stop loss.
Euro Surge is a trading system for those trading a night and can be automated. When you order you will be sent to a link to automatically download the NinjaScript and start today. The input list and performance for the last three years from 12/22/2011 are shown below. We used Kinetick data to test this strategy. The information below can be used to compare your performance when setting up the strategy in your platform to make sure the results match.
On March 26, 2013, we adding the Euro Surge Profit Target Version to our site, this version has additional exits that can be used and tested on the user end. Our recommendation is to use the inputs shown below with or without a $200 profit target per contract. Since 2009, the $200 profit target version has a “straighter” equity curve. Without the profit target the average trade profit is higher.
Euro Surge Inputs
NinjaTrader Euro Surge Performance (Click to Expand View)
No profit target, No slippage or commission, Liberal fills
Imported data from 1/1/2005
(this strategy enters and exits on markets and stops)
NinjaTrader Euro Surge Performance (Click to Expand View)
$200 profit target, No slippage or commission, Liberal fills
Imported data from 1/1/2009
(this strategy enters and exits on markets and stops,
except for profit target – it uses a limit order)
Custom Session Template Setup
It is important to setup the custom session template for this strategy as it trades from 2am-1pm EST. To setup a custom session follow the directions below.
- First load the 6E stategy on a 1 minute timeframe with the default template of 24/7
Next we want to create a custom session template. Go to Tools, Session Manager, and select New
- Name it EURO MORNING and make sure the timezone at the bottom is based on Central Standard Time
- Next Select Add and put in a Monday-Friday session from 1am-12 noon
- Next add the CAPEuroSurgeProfitTarget strategy with the default inputs
Release Notes
12/22/2011, This is the first version of Euro Surge for NinjaTrader. There may be additional versions released and because of different platform and programming limitations, the results may be slightly different between platforms.
Can I purchase the open code?
I have spent hundreds of thousands of dollars developing strategies. There has been a great deal of trial and error in the last 15 years to determine what works best. I do offer the the open code to my strategies. I consider this my intellectual property. You can purchase this strategy and any of the other strategies on the Purchase page. You must also fill out a Non-Disclosure Agreement in order to purchase any of the open code strategies.