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Indicator Rate of change
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Indicator Rate of change

  #1 (permalink)
Elite Member
New York NY USA
 
Futures Experience: Beginner
Platform: esignal, ninjatrader,
Favorite Futures: Stocks
 
Posts: 110 since Oct 2012
Thanks: 54 given, 29 received

Indicator Rate of change

How would you get the ROC (rate of change) of an indicator in Ninja? I was trying to address the problem of only wanting crosses in indicators like MACD that were above a certain angle. This can not be done directly because angle is not an output of the indicator. However I deduced a work around of using the ROC of the indicator and requiring that it be over a certain level. This should produce reasonable results assuming you don't need exact angles.
I have tried this on StockCharts and have liked the scan results so far. (one day)

There it looks like this: ... [TSI(25,13,7) x TSI Signal(25,13,7)] and [ROC(14, TSI (25,13,7)) > 400]

But now I would like to backtest and see if there is really any correlation between what I am trying to do and actual improved trading results. Does a sharper angle cross of an indicator really produce better entries?

To do that I need to know how to write the above into a Ninja strategy.

Can anyone tell me how that is done? Thanks

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  #3 (permalink)
Elite Member
New York NY USA
 
Futures Experience: Beginner
Platform: esignal, ninjatrader,
Favorite Futures: Stocks
 
Posts: 110 since Oct 2012
Thanks: 54 given, 29 received


So I figured this out.

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