A alternate full tickbased NT7 bar type for time frame charts without wrong future timestamps. The functional logic and results full comperable with the NT7 bartypes. I have no problems with only use this types with all other indicators and strategies and is full compatible with better results for CumUD/CumMP and GomCD/GomMP tools.
The basic advantage of this code for any TimeBars:
Calculation is full tickbased, the Close[0],Volume[0] and the Time[0] is exact the last Tick!
This give better and right results with all t4tCum... and t4tMultiSym tools. For live trading and backtest with any bar duration logics with "COBC=false" this BarType give now right and repeatable results
(The screenshot view a 5min chart with true 300sec bar duration recalc by my BarValues indicator over a additional syncronized 1tick data series.)
The additional advantage for programmers:
I think the C# code is a good base concept for any user switchable multiple bartype functions inside ONE custom bar type.
The NT7 has the GUI limitation for only useable pre defined "named" parameter types and values. In this code i have as additional demo code realized the select/switch between "Tick"/"Volume"/"Second"/"Minute" mode.
I self use for my "ProVersion" of this concept the same code base to realize a select/switch and use current over 21 different bar type logics, combinations and alternate options with a additional numeric GUI parameter "trick" as my (commercial) AllInOneBarType
Attention:
- Please restart the NT7 after the import with success result.
- This bar type use the "Custom8" class of NT7... if you have import errors while a other bartype allready use this base class, then see the code comment on the first lines and change the Custom8 to a free unused class on your system. Or write in the t4tCum thread for request a different version.
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This bartype is intended for TRUE ELITE users at BMT.
PLEASE DO NOT STEAL AND SELL TO OTHERS, YOU KNOW WHO YOU ARE (and we know too!).
March 25th, 2012
Size: 3.00 KB
Downloaded: 747 times
1165
TimeTrade
A alternate method calculation the TRUE tickcount and other values and relations for any bartypes.
(use a MultTickChart and you can simple compare the true result values with the fixed real and calculated tickcount)
The indicator can draw a +/- Historgamm for one or two selectable Values from this list:
TradesOfBar,Volume,Seconds,Power("H-L+Abs(O-C)" as number of ticks)
Both of the selected Values can have a selectable divisor(one of the value list) and a additional fixed factor as multiplicator for better visual scaling. A PeriodValue>0 draw a additional SimpleMovingAverage.
The screenshot view this:
Panel1:FGBL with a non standard BarType as example
Panel2:+"VolumePerSeconds" with a SMA[14] AND -"TradesPerSeconds"*10(for better scaling) with a SMA[14]
Panel3:+"TickCount" as TradesOfBar AND -"Seconds" as DurationOfBar (no SMA's, no Divisor's, Factor's=1)
The public results (BVRpositive&BVRnegative...) can external use as DataSeries with any strategy rules or as internal input for other indicators... (only limited by the high cpu load)
The indicator is based of the t4tBarStat01 logic with a part of my own in any strategies used values and relations for using with market dynamic rules
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This indicator is intended for TRUE ELITE users at BMT.
PLEASE DO NOT STEAL AND SELL TO OTHERS, YOU KNOW WHO YOU ARE (and we know too!).
March 17th, 2012
Size: 5.93 KB
Downloaded: 709 times
1161
TimeTrade
(This update version use the same 'old' file names for simple replace... please redownload and confirm the overwrite, if loaded before 1.4.2012)
changelog:
2012 Apr 1. -> update "t4tMultiSym13" on chart/dialog of NT7
2012 Mar 17. -> initial "t4tMultiSym12" on chart/dialog of NT7
A alternate method for a simple way to use a true, with the primary bartype full syncronized, MultiSymbolChart. The time scale is not changed and only based on the primary instrument / bartype. With the syncronized ticks for the additional symbol i create and draw a candle chart.
The Advantage:
- For any not timebased bartypes this method work right and better in compare to the default MultiSymbolChart of NT7!
- The indicator can work with any (intraday) bartypes and give the best results with tickbased calculated bartypes.
- For time based charts (sec/min) please use as t4tBetterBars, t4tMagicBars or a other bar type with true non future time stamps and tickbased calculations.
New in Version13:
- different timezones and trading sessions work (draw a line while no data)
- simple and secure instrument selection over a standard combobox/dropdown list prefilled with all NT7 symbols.
- nice c# code for a dynamic property inspired by gomi
- cleanup many lines of source for factor 2 faster work
- prepared to use a very fast tick access without dataseries direct over the NinjaTrader tick files as ProVersion inspired by gomi
The public result plot values can be used as Input for many other indicators... (only limited by the high cpu load)
Please use a PM or the t4tCum thread for any questions.
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This indicator is intended for TRUE ELITE users at BMT.
PLEASE DO NOT STEAL AND SELL TO OTHERS, YOU KNOW WHO YOU ARE (and we know too!).
March 17th, 2012
Size: 4.95 KB
Downloaded: 1038 times
1160
TimeTrade
This version has problems with error handling for missing tick values on different trading session times!
! Please NOT longer use/download this version !
=> download 2 items upper now the new version12 from 17.3. and confirm the overwrite/replace question by the import dialog, hopefully now without raise unhandled exceptions
March 15th, 2012
Size: 5.12 KB
Downloaded: 241 times
1158
TimeTrade
A alternate method calculation the TRUE tickcount and other stats of any bartypes.
(use a MultTickChart and you can simple compare the true result values with the fixed count)
Sorry, the @MWinfrey version has WRONG results, its missing the needed 1Tick based sync logic !?...
The multiple public results of my version can external use as DataSeries with any strategy rules or as internal input for other indicators... (only limited by the high cpu load)
For visualize different values i use a little trick to "normalize"... i add 90000..50000 steped by 10000... this give 5 separate result lines. Over the databox you can check this. For "using" the value you need only a Modulo 10000... for example: 70168 % 10000 = 168 and this is the right tick count. Equal way for bar time and tick volume and bar power ("OC+HL tick movement")
The state value is only for check the sync state (blue or cyan say "InSync")
If needed, i can add a selectable normal ResultValue for simple drawing a tickcount histogram
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This indicator is intended for TRUE ELITE users at BMT.
PLEASE DO NOT STEAL AND SELL TO OTHERS, YOU KNOW WHO YOU ARE (and we know too!).
March 15th, 2012
Size: 2.97 KB
Downloaded: 347 times
1157
TimeTrade
A alternate method for a simple way to use the volume(or tick count) as colored trade size histogram (per direction or cumulative).
Based only on 1Tick data with compare the ticks with price movement.
The group trades into size categories based on user controlled cutoff points that define small, medium, large and extra large trades. (comperable to Zondor's GomCD based logic)
Gomi use OnBid/OnAsk and has more informations for ticks without price movement (hold ticks). I think, for the ticks with real price moves, my "simple" version work nerly comperable/equal
The advantage is: i no need any recorded database, i use the NT7 tickhistory with a additional 1Tick DataSeries inside the indicator for working with any bartypes.
(As internal special feature i use my own sync method for use the correct real count of tick/volume per bar)
The indicator and the logic can work with any bartypes and intraday timeframes, not only with my t4tReversal bars.
The public results can external use as DataSeries with any strategy rules or as internal input for with any other indicators... (only limited by the high cpu load)
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This indicator is intended for TRUE ELITE users at BMT.
PLEASE DO NOT STEAL AND SELL TO OTHERS, YOU KNOW WHO YOU ARE (and we know too!).
March 12th, 2012
Size: 5.55 KB
Downloaded: 664 times
1152
TimeTrade
(This update version use the same 'v12' file names for simple replace... please redownload and confirm the overwrite, if loaded before 25.3.2012)
changelog:
2012 Mar 25. -> update "CumCDv13" on chart/dialog of NT7
2012 Mar 11. -> initial "CumCDv12" on chart/dialog of NT7
A alternate method for a simple way to use the volume(or tick count) of cumulative trades per direction. Based on 1Tick data with compare the ticks with price movement.
Gomi use OnBid/OnAsk and has more informations for ticks without price movement (hold ticks). I think, for the ticks with real price moves, my "simple" version work comperable/equal For right results on time based chart (sec/min) please use a full tickbased bar type (free t4tBetterBars or full t4tMagicBars or any other types without future timestamps...)
The advantage is: i no need any recorded database, i use the NT7 tickhistory with a additional 1Tick DataSeries inside the indicator for working with any bartypes.
(As internal special feature i use my own sync method for use the correct real count of tick/volume per bar)
The public result plot value can be used as Input for any other indicators... (only limited by the high cpu load)
new V13: The screenshot view two t4tCumUD with the new modes of added lines... if reinit per session = true, then all session starts with "0", if "false" then one line draw the open value per session and one as zeroline.
(Lines can be disabled with setting the line color as "transparent")
For any problems give a response over the t4tCum thread.
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This indicator is intended for TRUE ELITE users at BMT.
PLEASE DO NOT STEAL AND SELL TO OTHERS, YOU KNOW WHO YOU ARE (and we know too!).