ana SuperTrend.......

Serger · (login for full post details)

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!

cbritton · (login for full post details)

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:

Code

inputs:
    Price(NumericSeries),
    length(NumericSimple);

variables: 
    int period(0),
    int idx(0),
    int meanIdx(0),
    int priorIdx(0),
    float MA(0.0);
    
Array: float mArray[](0);
    
if period < 1 then period = 1 else period = length; //throw some exception

Array_SetMaxIndex(mArray, period);

if currentbar < period then begin
    value1 = currentbar + 1;
    for idx = 0 to value1 - 1 begin  // inclusive?
        mArray[idx] = price[idx];
    end;
    value2 = SortArray(mArray,period,1);  //ascending?? should not matter since we're getting the median
    
    if mod(period, 2) = 0 then MA = 0.5 * (mArray[value1/2] + mArray[value1/2-1])
    else MA = mArray[(value1-1)/2];

end else begin

    for idx = 0 to period - 1 begin
        mArray[idx] = price[idx];
    end;
    value2 = SortArray(mArray,period,1);
    if mod(period, 2) = 0 then 
        MA = 0.5 * (mArray[period/2] + mArray[period/2-1])
    else
        MA = mArray[(period-1)/2];

end;

_MovingMedian = MA;

and the indicator. Nothing fancy like rising/falling colors.

Code

input: price(close),
        period(17);

Plot1(_MovingMedian(price, period), "MovMed");

This works in TradeStation.

I will try to make sense of the anaSuperTrend indicator next.

Regards,
-C

Fat Tails · (login for full post details)

cbritton

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 is a daily chart of the S&P 500 index with the anaSuperTrend applied. Let me know, if you need any help in understanding the code.

cbritton · (login for full post details)

Fat Tails

Here is a daily chart of the S&P 500 index with the anaSuperTrend applied. Let me know, if you need any help in understanding the code.

Thanks! I'll try to have something to post later today or tomorrow.

-C

cbritton · (login for full post details)

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.

Code

inputs:
    price(close),
    medianPeriod(5),
    atrPeriod(21),
    atrMultiplier(3),
    showStopLine(true),
    showArrows(true);

vars: 
      stopLine(0),
      upTrend(true), 
      currentUpTrend(true),
      color(0),
      newstop(0),
      priorStop(0), 
      priorcolor(0),
      MM(0),
      MAE(0),
      debug(true);

MM = _MovingMedian(price, medianPeriod);
MAE = _AvgTrueRange(atrPeriod);

// Define the rising/falling colors
if 1 = 0 then begin
    Plot1(close, "rising");
    Plot2(close, "falling");
end;

if CurrentBar = 0 then begin
    stopLine = close;
    upTrend = true;
end;

if close > stopLine[1] then begin
    upTrend = true;
    newStop = MM - atrMultiplier * MAE;
    currentUpTrend = true;

    if upTrend[1] = false then stopline = newStop
    else stopline = maxlist(newStop, stopline[1]);
    
end else if close < stopLine[1] then begin

    upTrend = false;
    newStop = MM + atrmultiplier * MAE;
    currentUpTrend = false;
    
    if UpTrend[1] = true then stopLine = newStop 
    else stopLine = minlist(newStop, StopLine[1]); 

end else begin

    upTrend = upTrend[1];
    currentUpTrend = upTrend;
    stopline = stopline[1];

end;


if debug = true then begin
    #beginCmtry
        CommentaryCL("*************************************************");
        CommentaryCL("MM: ", MM);
        CommentaryCL("MAE: ", MAE);
        CommentaryCL("close: " ,c);
        CommentaryCL("upTrend: ", upTrend);
        CommentaryCL("upTrend[1]: ", upTrend[1]);
        CommentaryCL("currentUpTrend: ", currentUpTrend);
        CommentaryCL("stopLine: ", stopLine);
        CommentaryCL("priorStop: ", priorStop);
        CommentaryCL("*************************************************");
    #End;
end;

if showArrows then begin
    value3 = MinMove/PriceScale;
    if currentUpTrend = true and upTrend[1]<> true then begin
    
        value2 = newStop - 2 * value3;
        Plot3(newStop - 2* value3, "Arrow down");
        
    end else if currentUpTrend <> true and upTrend[1]=true  then begin

        value2 = newStop + 2 * value3;
        Plot4(newStop + 2* value3, "Arrow up");
    end;

end;


if showStopLine then begin

    if UpTrend = true and upTrend[1] <> true then begin
        color = GetPlotColor(1); // up color
    end else if UpTrend = true then begin
        color = GetPlotcolor(1); // up Color
    end else if UpTrend <> true and upTrend[1]=true then begin
        color = GetPlotColor(2); // down color
    end else begin
        color = GetPlotColor(2); // down color
    end;
    
    Plot5(stopLine, "Stop Line", color);

end;

Regards,
-C

Fat Tails · (login for full post details)

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:

cbritton · (login for full post details)

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

Fat Tails · (login for full post details)

cbritton

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

But did you see that my indicator does not use Median(Close,n) but Median((High+Low)/2,n) ?

cbritton · (login for full post details)

Fat Tails

But did you see that my indicator does not use Median(Close,n) but Median((High+Low)/2,n) ?

Well I feel stupid now.

Here's my updated chart.

Fat Tails · (login for full post details)

cbritton

Well I feel stupid now.

Here's my updated chart.

Looks good now. If it is not identical, it comes very close at least. I think you made it.

Big Mike · (login for full post details)

Fat Tails

Looks good now. If it is not identical, it comes very close at least. I think you made it.

@Fat Tails, I still hold out hope you'll leave the dark side and come to the EasyLanguage camp with MultiCharts...

Mike

sharky · (login for full post details)

Bullcrap Mike we need him over here on the dark side,may someone elses force be with you lol...sharky

sharmas · (login for full post details)

totally with Sharky on this one Mike....

Fat Tails · (login for full post details)

Big Mike

@Fat Tails, I still hold out hope you'll leave the dark side and come to the EasyLanguage camp with MultiCharts...

Mike

@Big Mike:

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.

cbritton · (login for full post details)

cbritton

Here's the function for moving median:

Fixed a mistake. The error won't affect the calculation or the outcome of the charts I posted. Here's the updated moving median function:

Code

inputs:
    Price(NumericSeries),
    length(NumericSimple);

variables: 
    int period(0),
    int idx(0),
    int meanIdx(0),
    int priorIdx(0),
    float MA(0.0);
    
Array: float mArray[](0);
    
if length < 1 then period = 1 else period = length; //throw some exception

Array_SetMaxIndex(mArray, period);

if currentbar < period then begin
    value1 = currentbar + 1;
    for idx = 0 to value1 - 1 begin  // inclusive?
        mArray[idx] = price[idx];
    end;
    value2 = SortArray(mArray,period,1);  //ascending?? should not matter since we're getting the median
    
    if mod(period, 2) = 0 then MA = 0.5 * (mArray[value1/2] + mArray[value1/2-1])
    else MA = mArray[(value1-1)/2];

end else begin

    for idx = 0 to period - 1 begin
        mArray[idx] = price[idx];
    end;
    value2 = SortArray(mArray,period,1);
    if mod(period, 2) = 0 then 
        MA = 0.5 * (mArray[period/2] + mArray[period/2-1])
    else
        MA = mArray[(period-1)/2];

end;

_MovingMedian = MA;

Regards,
-C

Serger · (login for full post details)

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

cbritton · (login for full post details)

Serger

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

Where I started: Free Tutorials for EasyLanguage Services for TradeStation

Regards,
-C

Serger · (login for full post details)

Super,
good reading for this weekend
Thank you
Serger

Serger · (login for full post details)

Some problems to Compile this code

whit words "movingmedian ....and period'' .... ????
Do you send a Pla. or compiled fonction ??
Thank you so much ...
Serger

cbritton · (login for full post details)

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

TS does not support pla types. Try to import this eld file.

-C

Serger · (login for full post details)

and i seem ok now ..
Thank you so much ....

tst1 · (login for full post details)

Fat Tails

Here is a daily chart of the S&P 500 index with the anaSuperTrend applied. Let me know, if you need any help in understanding the code.

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?

Thanks in advance

Fat Tails · (login for full post details)

tst1

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?

Thanks in advance

Could you please explain, what you mean with "Ticks for sound". There is no such option in any SuperTrend indicator that I have coded.

tst1 · (login for full post details)

Fat Tails

Could you please explain, what you mean with "Ticks for sound". There is no such option in any SuperTrend indicator that I have coded.

I mean this

Fat Tails · (login for full post details)

tst1

I mean this

This seems to be an old version of the anaSuperTrend, which was then modified by somebody else. Don't know where you collected that bastard.

I suggest that you download the updated anaSuperTrendM11, which can be found here:

Download: SuperTrend M11

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 …

Fat Tails

tst1 · (login for full post details)

Fat Tails

This seems to be an old version of the anaSuperTrend, which was then modified by somebody else. Don't know where you collected that bastard.

I suggest that you download the updated anaSuperTrendM11, which can be found here:

Download: SuperTrend M11

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 …

Fat Tails

Thanks FT,but i haven`t got an access to download section.

The one i have is fine,i just wanted you to let me know what the tick for sound means in case of CL futures.One cent,one dollar etc...

Please take a look at the attached.BTW,i can`t remember where i got the code.

sptrader · (login for full post details)

Is there a Multicharts version of the NEW anaSuperTrendM11 ?

Fat Tails · (login for full post details)

tst1

Thanks FT,but i haven`t got an access to download section.

The one i have is fine,i just wanted you to let me know what the tick for sound means in case of CL futures.One cent,one dollar etc...

Please take a look at the attached.BTW,i can`t remember where i got the code.

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.

tst1 · (login for full post details)

Fat Tails

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.

What is the reason not using it?Usually,all of the old versions of your indicators i came across,work well.

Fat Tails · (login for full post details)

tst1

What is the reason not using it?Usually,all of the old versions of your indicators i came across,work well.

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

Download: SuperTrend U11

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 …

Fat Tails

tst1 · (login for full post details)

Fat Tails

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

Download: SuperTrend U11

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 …

Fat Tails

Great,thanks.But as i said,i haven`t an acces to download it.BTW,the one i attached works with CalcualteOnBarClose = true,as well.

Fat Tails · (login for full post details)

tst1

Great,thanks.But as i said,i haven`t an acces to download it.BTW,the one i attached works with CalcualteOnBarClose = true,as well.

Of course, but in that case the sound alerts will only be triggered at the bar close.

maggtrading · (login for full post details)

hello,

@fido
@Fat Tails
@cbritton

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?

oks, thanks a lot,

marcos

cbritton · (login for full post details)

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

maggtrading

hello,

@fido
@Fat Tails
@cbritton

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?

oks, thanks a lot,

marcos

fido · (login for full post details)

maggtrading

hello,

@fido
@Fat Tails
@cbritton

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?

oks, thanks a lot,

marcos

Hi Marcos,

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.

v9999c · (login for full post details)

Hi FT,

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.

Fat Tails · (login for full post details)

v9999c

Hi FT,

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.

@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.

swarnam · (login for full post details)

Fat Tails

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

It does not direct me to any link for download ?

Fat Tails · (login for full post details)

swarnam

It does not direct me to any link for download ?

I have just checked the link. It works as expected gets you to the download section.

However, elite membership is required to be able to download files from this forum.

Jockey · (login for full post details)

hello Big Mike!

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

xaltor · (login for full post details)

Hello!
Where can I find the sound files for this indicator?

mexitrader · (login for full post details)

Do anybody know how to set up for radarscreener ?

ABCTG · (login for full post details)

mexitrader,

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

mexitrader · (login for full post details)

ABCTG

mexitrader,

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

Hello ABCTG,

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

Regards

ABCTG · (login for full post details)

mexitrader,

how much additional bars did you load?

Regards,

ABCTG

mexitrader · (login for full post details)

Hello @ABCTG

Thx I'm using 50 now and shows stop line information but not arrow down or arrow up

Regards

ABCTG · (login for full post details)

mexitrader,

what inputs are you using exactly for the indicator? Besides that, these plots might only appear on the actual bar
that changes the trend.

Regards,

ABCTG

mexitrader · (login for full post details)

Thank you @ABCTG now It works

ABCTG · (login for full post details)

mexitrader,

thank you for the update, I am glad to hear that.

Regards,

ABCTG

mexitrader

Thank you @ABCTG now It works

ana SuperTrend.......

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ana SuperTrend.......

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