This document I found it VERY interesting and has some ideas which could probably be used by any of you clever coders (IM Hoping someone like gomi will ) LOL
Similiar to the Expectancy Score Optimization Type, but this one does not include opportunity. Look at this link to read how this file can help you with your optimizing.
Join us on this thread to read more about how to use Optimization Types to improve your optimizations.
Enjoy!
Gordo
P.S. If you get a score of 777, that means there were no trades that met the criterea. I score of 888 means there were less than 52 trades in a year's time and a score of 999 means the strategy had no losing trades making it not viable.
May 24th, 2011
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gordo
This is a variant of the default CurrentDayOHL Indicator that adds optional audio alerts for new intraday highs and lows, and exposes a DataSeries called NewHiLo that can be used for other purposes such as conditional cell formatting in Market Analyzer. DataSeries NewHiLo will be equal to +1 for a trade at the session high, -1 for a trade at the session low, and 0 at other times. It can use Ninja Trader's Session Templates or Daily High/Low data from your data provider. DataSeries BA returns +1 of the last trade was at the Ask, -1 if it hit the Bid, and 0 for otherwise. Note the audio files in use, and change them as required for your installation.
I couldn't find an indicator that accomplished what I wanted, so I just made one. The indicator simply plots the Up volume and Down volume separately, as an average.
Simple concept - price closes above the typical (H+L)/2 then it's marked as up volume, and vice versa for down volume.
- If the up volume band is higher than the down volume band, then market is probably moving up.
- If both bands are declining, there is not much interest at these prices.
- If bands are moving towards each other, trend reversal.
- If bands are moving away from each other, trend continuation.
Anyway, don't read too much into it.
Here is the code, some screen shots, and a MultiCharts pla.
May 18th, 2011
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cbritton
This is a collection of indicators I use with NT for volatility studies. It includes:
HistoricalVolatilityRainbow: 10/20/30/60 Day HV plot.
HistoricalVolatilityZScore: ZScore of the HV, with default 2 SD markers.
LogReturns: Useful for a lot of things.
LogRetrunsZScore: ZScore of the above, with markers at 2, 3 and 4 SDs.
Some of these were floating around in threads, now they are all updated and available as one download.
Note the HV studies use the "traditional" definition of HV, and therefore only work on daily bars.
July 12th, 2011 06:43 PM 445NDO Life on this earth would be so boring had you all programmers not made it so colorful ...... Blessed are you all who hav
e the patience and an technical coding skill sets. You all make people like us who are systems engineers look like defla
ted tires.
Keep up the good work ! Love you guys ! (now dont take that in a negative Love - Not a "GY" lol
May 29th, 2011 01:04 AM tst1 it doesn`t show anything that you have on your screen shot...how to use it anyway??