I think I have successfully tweaked the script from EMAon5minData to achieve MTF EMA.
This encouraged me to play some more - and converted few more.
Story is the same as with VisEMA, VisSMA and VisWMA.
The sad part so far is - there was NO COMMENTS!
And no single THANK YOU.
I have to thank here the contributors to this conversion - @ TakingStock12, @ michaelf and @ cory - who started it and gave me the idea to do some more.
From my trials - they work with Tick, Range and Renko charts as well!
Please try - and let me and others know - hope some find it useful.
Any further enhancements welcome!
I think I have successfully tweaked the script from EMAon5minData to achieve MTF EMA.
This encouraged me to play some more - and converted few more.
Story is the same as with VisEMA, VisSMA and VisWMA.
The sad part is - there was NO COMMENTS!
And no single THANK YOU.
I have to thank here the contributors to this conversion - @ TakingStock12, @ michaelf and @ cory - who started it and gave me the idea to do some more.
From my trials - they work with Tick, Range and Renko charts as well!
Please try - and let me and others know - hope some find it useful.
Any further enhancements welcome!
I think I have successfully tweaked the script from EMAon5minData to achieve MTF EMA.
The story is that I have read the post by @TakingStock12 and @michaelf post with request to which @cory supplied modified version of indicator - so great thanks to @cory as well.
Then I have tried to tweak the definitions in the script and came up with VisEMA, VisSMA and VisWMA versions.
From my trials - they work with Tick, Range and Renko charts as well!
Please try - and let others know - any further enhancements welcome!
I think I have successfully tweaked the script from EMAon5minData to achieve MTF EMA.
The story is that I have read the post by @TakingStock12 and @michaelf post with request to which @cory supplied modified version of indicator - so great thanks to @cory as well.
Then I have tried to tweak the definitions in the script and came up with VisEMA, VisSMA and VisWMA versions.
From my trials - they work with Tick, Range and Renko charts as well!
Please try - and let others know - any further enhancements welcome!
This Zip "as is" only draws the EMA(20) from a 5 Minute Chart onto any other chart ... you can, however, edit it as I did to draw the EMA off of any chart you choose.
I had been looking for a replacement for the Multi-time-frame, a.k.a. "Visual" EMA …
The only problem with it is that I have to duplicate this Indicator when I want to use it with different parameter and data series value because it can only be changed in the script directly.
So …
) to whic @cory supplied modified version of indicator - so great thanks to @cory as well.
Then I have tried to tweak the definitions in the script and came up with VisEMA, VisSMA and VisWMA versions.
From my trials - they work with Tick, Range and Renko charts as well!
Please try - and let others know - any further enhancements welcome!
Here is an MTF MA with a little more flexibility than the last post. Thought I would throw something together to make it a little easier for the group. You can set the MTF MA bar period in the parameters (i.e. 5 min 15 min etc.). This has to be in minutes. You can also select the type of MA you want and the period for that MA. If you want more than one on a chart just add more than one instance.
You should be able to use this on any chart type (although I have not tested this on all types)
This Zip "as is" only draws the EMA(20) from a 5 Minute Chart onto any other chart ... you can, however, edit it as I did to draw the EMA off of any chart you choose.
I wanted it to work as an EMA(21) and for it to be drawn off of a 2000 Tick chart rather than a 5 minute chart so I had to edit the code. You can do this as well, changing the source chart for the EMA to whatever Chart type and period you like. Pretty simple really (had to be incredibly simple for me to be able to do it!).
Here are the lines of code that need to be changed to what you want to see/use: Lines 27 (change "EMAon5minData" to your chart period and type ... for me that was to the "EMAon2000TickData"), 35 (same as line 27 change), 51(change "Minute, 5" to your chart type and period and also change "5 minute" to the right of that (in grey) to your chart period and type), 55 (change "20" to your desired EMA period), and 63 (same change as line 55).
After that, compile. Then compile a standard Ninja indie to check for errors. You can then change the name of the indie if you like by going into Documents-Ninjatrader8-Bin-Custom-Indicators ... find "Emaon5minData.cs", right click on it, choose "rename" and change the name to whatever you want.
Hope this is helpful to those others out there in search of a Multi-Time-Frame or "Visual" EMA for Ninja8.
Here is an NT8 "SigmaSpikes" as described by Adam during the webinar.
His blog shows the formula's:
https://adamhgrimes.com/how-to-calculate-sigmaspikes/
Here is Adam Grimes' Webinar that discusses their use:
https://futures.io/elite-circle/4 …
This indicator identifies the maximum ask and bid deltas within a bar. You can plot one or both as hash marks on the bar. Alternatively, you can also plot the price level with the maximum volume within a bar.
This indicator requires tick data, so best not to load a large time frame or it will take a while to load.
Enjoy!
Please do not distribute outside the futures.io community.
1.3 Actually uploaded this time, sorry about that.
1.3 - Added ability to restrict the look back period for the indicator (bit of a time savings if you are loading more than a day or two).
1.2 - Show max min price level delta or max ask bid volume
1.1 - Found and fixed a logic error. bid ask and total volume are now lining up perfectly with with the Ninjatrader orderflow.
The math looks good and the theory os the spike article seems sound; but, yes, it needs to work with some other indicato
r.
July 25th, 2020 11:15 PM Mantrs Interesting strategy - potential for coupling with some other indicator for even better results. Thank you
June 4th, 2020 05:52 PM tehuff For intra-session trading, this indicator/strategy promotes the way traders should conceptualize their Market, thank you
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June 4th, 2020 07:33 AM bcomas The strategy is tested with success with the Emini Dow MYM contract and timeframe 15 min.
With another instruments and timeframes the SigmaSpikesFactor should be adjusted according the volume of the instrument
June 3rd, 2020 11:48 PM topdogtony I will try this out very grateful for your help thanks.
January 4th, 2021 11:39 PM Zondor Sorry, you don't get it at all.
You only plotted the BASE line, the one that doesn't change between the nodes.
The output should not be a step function.
November 7th, 2020 03:19 AM danalec very nice, thank you. if it is possible, could you please share with us the source code? maybe for further enhancements
August 17th, 2020 04:06 PM traderflorida Thank you. Can you post a version with source code instead of a .dll? DLLs make me nervous...
August 11th, 2020 01:03 AM michaelleemoore Nice work!