are what anyone would be able to turn this fantastic
anaSuperTrend vertion in MC??
it is absolutely genial this indicator ....
thank you for your help in advance!
Can you help answer these questions from other members on futures io?
I looked at the NT code for this and started to port the MovingMedian indicator to easy language first since anaSuperTrend depends on that. Can someone post a screenshot of the NT version on some daily chart so I can compare it?
Here's the function for moving median:
and the indicator. Nothing fancy like rising/falling colors.
This works in TradeStation.
I will try to make sense of the anaSuperTrend indicator next.
Regards,
-C
“Strategy without tactics is the slowest route to victory. Tactics without strategy is the noise before defeat.” - Sun Tzu
The following user says Thank You to cbritton for this post:
Here's my first stab at it. I'm sure there are some things I did not do right, so pick it apart and make it better!
I coded this as a show me in TradeStation instead of an indicator. No real reason for that. I included the commentary block if you feel like you need to debug it for whatever reason. Just set debug to true (the default). The NT code logic did not translate well to EL, so I did some minor tweaking to make this work.
Attached is a screen shot of the show me applied to the daily SPY. The yellow "+" indicates the up/down arrows on the NT version.
Regards,
-C
“Strategy without tactics is the slowest route to victory. Tactics without strategy is the noise before defeat.” - Sun Tzu
The following 2 users say Thank You to cbritton for this post:
The result looks near correct. The Easy Language version seems to track price closer than the origianl version. However, when I checked the code, it looks correct. The only difference I found:
The anaSuperTrend uses the statistical Median of the Median[0], the latter being (High[0]+Low[0])/2. This means that the median is not calculated from the closes. I am not sure about the Easy Language version.
With the same parameters that you used, the NinjaTrader chart looks like this:
There's nothing interesting about ATR, so it's probably a difference in how the moving median is computed as far as these differences are concerned. Here's a screenshot of the indicator I posted earlier with a 10 period moving median on the daily close of SPY. Seems anyone can just pick a decent moving average indicator to base the ATR off of. A "pick your own" type of indicator like what we have around this site would allow people to adjust the super trend to their style.
Just my 0.02
-C
“Strategy without tactics is the slowest route to victory. Tactics without strategy is the noise before defeat.” - Sun Tzu
The following user says Thank You to cbritton for this post:
I do not see any dark side. As you have put it, both NinjaTrader and MultiCharts have advantages and shortcomings. I will probably use MultiCharts sooner or later just to diversify, as I want to reduce my dependence on a single software package. Further I am aware of the huge collection of indicators and strategies for TradeStation, which can be used with MultiCharts.
On the other side there is little I can gain from this step, as long as I do discretionary trading. It might be different, if I want to run automated strategies.
Also it is convenient to let you test various software packages and wait for the outcome.
The following user says Thank You to Fat Tails for this post:
Hello guys,,
I am impressed by your work .. you have an idea where I can find information and how or programer, easy language
it remains a mystery but I would like learn ......
thank you all for your help ...
Serger
Some problems to Compile this code
whit words "movingmedian ....and period'' .... ????
Do you send a Pla. or compiled fonction ??
Thank you so much ...
Serger
Hi FT, in you SuperTrend with audio alert version there is an option ''Ticks for sound''.So how do i set it up if i trade CL futures?I mean hat does the script mean by ''ticks'' in this case.A dollar,10 cents,one cent??If it treats as one dollars with CL,whould you please help me to correct it?
Exported using NT Version 7.0.1000.11
Please download the new Supertrend U11 (Universal), which allows to calculate the stop line from median, mode and 27 other moving averages.
This is a new implementation of the TradeStation SuperTrend indicator …
The following user says Thank You to Fat Tails for this post:
It is an old version, which I do not recommend to use anymore. Somebody added sound alerts. Probably the sound alert is triggered, when bid or ask approach the stopline.
This version is an old version, which recalculates both median and average true range with every incoming tick. It was primarily coded to be used with CalcualteOnBarClose = true. However, somebody else has added a sound alert, which will only work, if you operate the indicator in CalculateOnBarClose = false.
Although I have never experienced any problems, the CPU load during a news release can be 100 to 1000 times higher than the CPU load caused by the latest version.
Here are the reasons to use the latest anaSuperTrend U11:
(1) low CPU load, even when set to CalculateOnBarClose = false
(2) 28 different options for the baseline (the old version only has the median)
(3) select between simple range, true range and standard deviation (the old version only has the ATR)
(4) select between intra-bar and bar-on-close reversals
(5) comes with integrated sound alerts
Exported using NT Version 7.0.1000.11
This is a new implementation of the TradeStation SuperTrend indicator for NinjaTrader 7. The SuperTrend indicator is an application of the concept of MAE (maximum adverse excursion), which was introduced by John …
The following 2 users say Thank You to Fat Tails for this post:
i'm interested in ablesys abletrend real-time. i read elsewhere that anasupertrend is a remarkably similar indicator to abletrend. from the charts i have seen, that could be possible.
i'd like to try out anasupertrend then, i use tradestation. is there a tradestation version to the most recent anasupertrend indicators?
also, is it accurate for very low time frames? say, 20 second, 1, 2, 5 minutes? or does it work better with 60 minutes and higher still?
Post #20 has the anaSuperTrend ELD file for TradeStation. As far as I know, there are no updates code-wise. Accuracy on timeframes and instruments will vary. You will have to test your strategy thoroughly.
Regards,
-C
“Strategy without tactics is the slowest route to victory. Tactics without strategy is the noise before defeat.” - Sun Tzu
The following user says Thank You to cbritton for this post:
Yes, it is also my experience that you can do something very similiar to abletrend with the anasupertrend. Unfortunately, I have absolutely no experience with Tradestation so I wont be able to assist you on that. I rarely trade the low time frames but prefer to use tick or volume charts and sometime daily charts and there it works really well. I can't see any reason why it should not work on a minute chart as well.
The following user says Thank You to fido for this post:
May I know how to download? There is no download link. My apology for not being able to reply PM as I'm a newbie to this forum & have not met the required requirement.
The following user says Thank You to v9999c for this post:
@v9999: Although membership in Big Mike's Trading Forum is free, some of the content offered is only available for elite members. This includes all downloads - there are a few hundred indicators available for NinjaTrader alone, but also for other charting packages - and all threads in the elite section of the forum.
Elite membership is available for a one-time fee of US-$ 100, which is probably one of the best investments that you can make as a trader.
The following 2 users say Thank You to Fat Tails for this post:
I wondering if it would be possible to get the ELD file for the SuperTrend indicator? I see you posted the code for TradeStation, but not being a programmer I would really appreciate the ELD.
Thanks,
Terri Fann
can you describe the problems you are having? When it comes to Radarscreen you usually have to make sure to load enough additional data for a study to work correctly.
Regards,
ABCTG
The following user says Thank You to ABCTG for this post:
Thanks for your reply but I ment when I use Ana Super Trend indicator in radar screener it shows no information at all, I was wondering how can I get buy and sell signals in it