Want to create an indicator and have no idea where to start?

June 8th, 2011, 03:30 PM

forrestang

Yep. That's the plan.

Can backtesting only be done via strat?

Do we have the updated indicator version of your Strat posted ?

Lolu

June 8th, 2011, 03:52 PM

lolu

Do we have the updated indicator version of your Strat posted ?

Lolu

If you want to play with it, try this out and let me know if it imports. It's not where I wanted it to be, if I ever finish, I'll post this in the download section or something.

Some notes though:

This contains the indie and the strat
If you downloaded the original I posted, overwrite them on import since I had to modify the original
My strat/indie calls on the original indicators, so if you want to change any of the default values in the original, you have to manually go in and change them in the ORIGINAL indie script itself to get it to reflect in my strat/indie
The ERG_Str, I have modified the original values shipped with it, so if you want to change it back, change the "Base Prime" back to 7
The ERG_Trade I modified the "SFactor" from the original of 0.5 to 0.25

June 8th, 2011, 04:26 PM

overwrite option doesnt work but delete all three ERG indis then import strategy works.

June 12th, 2011, 03:18 PM

Hello forrestang. I just found your thread -- it looks like this all started while I was out of town. I certainly do not want to derail your programming learning experience. I think that Prof Schamp would have referred you to me if you asked him about how to read the code as I wrote these Ninjatrader indicators for him.

FYI, I just sent him an updated version as I have been working on a wrapper indicator that diagrams his Office entry & exit rule set. However, since it appears that you modified the indicators, that probably does not matter now. I hope you renamed the indicators when you changed the code to avoid confusion with his supported indicators?

good trading!

June 12th, 2011, 03:51 PM

LostTrader

Hello forrestang. I just found your thread -- it looks like this all started while I was out of town. I certainly do not want to derail your programming learning experience. I think that Prof Schamp would have referred you to me if you asked him about how to read the code as I wrote these Ninjatrader indicators for him.

FYI, I just sent him an updated version as I have been working on a wrapper indicator that diagrams his Office entry & exit rule set. However, since it appears that you modified the indicators, that probably does not matter now. I hope you renamed the indicators when you changed the code to avoid confusion with his supported indicators?

good trading!

I definitely wished you had found this thread as it seems you were JUST the person I was looking for LOL. I'll be looking forward to your further comments.

As far as renaming, I DID NOT. I planned to, and that was one of the reasons I wanted to release a bit latter, and figured not many would be using my indicator. But..... the only change I made to the original code really was adding another exposed dataSeries/Variable, which was the "Long Term Strength." Everything else I needed to create MY indicator was already exposed and readily available. I named this variable "lts()"

In your next update, if you could add that simple portion to add that dataSeries in the "exposed variables", it would be helpful, as then everything one would use to replicate the "Office Setups" would be there outwardly accessible to anyone wanting to manipulate things based on the indicators you have created.

Also, my indicator can't be passed any modified user inputs of the original indies, so to make changes in what my indy/strat does (such as changing the base prime), one has to manually go inside the original script of the indies and modify them there to take affect in my study.

Also had you noticed how I set mine up, kind of like a switch board where I can toggle each trade location of the "Office Setups?" So if you only want trades beyond prime, or 0, one can toggle that trade per the office setups.

The format I wrote was like "1c_ABC." Where "1c" references the office setup number. The "ABC" refers to the location of the trade. Strength in quadrant A, Trading ERG in quadrant B, and Trading Histogram in quadrant C. So there are 64 combinations of "1c" trades:
1c_AAA
1c_AAB
1c_AAC
.
.
.
.
1c_DDD

Initially I wanted to test the expectancy of various trade locations, I don't know if one needs that level of detail, but I thought I'd build it in anyway. I took what was probably a very laborious way of scripting this though as you can see.

June 12th, 2011, 04:11 PM

Quoting

But..... the only change I made to the original code really was adding another exposed dataSeries/Variable, which was the "Long Term Strength." Everything else I needed to create MY indicator was already exposed and readily available. I named this variable "lts()"

That's interesting - I just went and looked and it is exposed. So that probably happened between the version you used and the latest.

Code

[Browsable(false)]    
        [XmlIgnore()]        
        public int LTS
        {
            get { Update(); return dirLTS[0]; }
        }

I have not examined yours yet. I meant to work today and instead have spent all morning reading futures.io (formerly BMT)'s forums! So much for getting work done!

Actually you can pass changes to exposed variables if they are writable. I'll post some examples. The code is different for Indicator vs Strategy. Since you are now writing a Strategy, I'll pull those samples.

June 12th, 2011, 04:50 PM

This is especially important in Strategies, where you want to ensure that the indicators are using what the Strategy expects. So the Strategy has its own Input variables that are used to set the called Indicators up correctly.

Code

#region Variables
private Indicator.ERG_Trade    T_ERG;
private Indicator.ERG_Str1    S_ERG;            
private Indicator.ERG_Trig    E0_ERG;

Initialize()

Code

            // -----------------------  Trade
            T_ERG = ERG_Trade(Input);              
            Add( T_ERG );
            // -----------------------  Strength
            S_ERG = ERG_Str1(Input); 
            Add( S_ERG );
            // -----------------------  Timing Trigger
            E0_ERG = ERG_Trig(Input);

OnStartUp()

Code

            // -----------------------  Trade            
            T_ERG.BasePrime = basePrime;     T_ERG.M3 = m3;    
            T_ERG.Conf_Reqd = false;
            T_ERG.SCount = sCount; T_ERG.SFactor = sFactor; T_ERG.Enable_T3 = enT3;
            T_ERG.Enable_LTSBarColor = true;
            // -----------------------  Strength
            S_ERG.BasePrime = basePrime; 
            S_ERG.Conf_Reqd = false;
            S_ERG.MinHist = minHIST2;
            // -----------------------  Timing Trigger
            E0_ERG.BasePrime = BasePrime;  
            E0_ERG.Conf_Reqd = false;

// Indicator Input Variables

Code

        [Description("Common Denominator of Chart settings (7)")]
        [GridCategory("ERG_Common Parameters")]
        public int BasePrime
        {
            get { return basePrime; }
            set { basePrime = Math.Max(1, value); }
        } 
        [Description("Smoothing Count, typically 3 through 7")]
        [GridCategory("ERG_Trading Parameters")]
        public int SCount
        {
            get { return sCount; }
            set { sCount = Math.Max(1, value); }
        }        
        [Description("Smoothing Factor = damping coefficient for T3 filter")]
        [GridCategory("ERG_Trading Parameters")]
        public double SFactor
        {
            get { return sFactor; }
            set { sFactor = value; }
        }    
        [Description("Smoothing Method = T3 (may be slower)")]
        [GridCategory("ERG_Trading Parameters")]
        [NinjaTrader.Gui.Design.DisplayName("Use T3")]
        public bool Enable_T3
        {
            get { return enT3; }
            set { enT3 = value; }
        }    
        
        [Description("minimum change required for Strength Histogram color change")]
        [GridCategory("ERG_Strength Parameters")]
        public double MinSTRHist
        {
            get { return minHIST2; }
            set { minHIST2 = Math.Max(0, value); }
        }

June 12th, 2011, 04:50 PM

LostTrader

That's interesting - I just went and looked and it is exposed. So that probably happened between the version you used and the latest.

Hmmm, that was there. I guess I just didn't know how to reference it properly?

June 12th, 2011, 04:53 PM

forrestang

Hmmm, that was there. I guess I just didn't know how to reference it properly?

Because it is a dir variable, it is like the others (AKA Slope) in that >0 is up, long, rising, etc and <0 is down, short, falling... 0 is flat or undefined (never set). Unlike the other dir (Slope) it is just the current value, so a single integer, not an IntSeries.

June 12th, 2011, 04:55 PM

LostTrader

FYI, I just sent him an updated version as I have been working on a wrapper indicator that diagrams his Office entry & exit rule set.

Can you explain what this means as well? What do you mean by "wrapper indicator?"

Want to create an indicator and have no idea where to start?

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Want to create an indicator and have no idea where to start?