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I need help with an indicator
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Created: by mk77ch Attachments:6

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I need help with an indicator

  #11 (permalink)
Elite Member
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Big Mike View Post
@Zondor likes a challenge.

Mike

whoever will like this challenge is more than welcome ;-)

cheers,
mike

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  #12 (permalink)
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cpu hog

That sounds like something that might be correctable. Would have to see the code.

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  #13 (permalink)
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Zondor View Post
That sounds like something that might be correctable. Would have to see the code.

hey @Zondor,

the indi is attached on the first page
thank you
mike

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  #14 (permalink)
Market Wizard
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mk77ch View Post
... a relative small better renko chart and due to intense calculations during fast moving market ninjatrader hangs/freezes for a few seconds. so its not possible to set orders during these times.

i use it with cobc=false and each tick the indicator is calculated over all x thousand bars.
i really need this to be fixed...

perfect storm for slowness, have you try it without coloring code?

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  #15 (permalink)
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cory View Post
perfect storm for slowness, have you try it without coloring code?

yes, i actually stripped it down to just one plot and the problem is clearly located in the while statement that recalculates all bars.

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  #16 (permalink)
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g'day!

i actually renamed the variables so the code is a little easier to read.
i still hope somebody can help me...

Attached Files
Register to download File Type: zip mkGoldBands.zip (3.4 KB, 30 views)
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  #17 (permalink)
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i finally managed it to fix the loop problem and the indicator is now working as expected.
this thread could be closed

cheers,
mike

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  #18 (permalink)
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mk77ch View Post
i finally managed it to fix the loop problem and the indicator is now working as expected.
this thread could be closed

cheers,
mike

it helps when you talk out loud, talking about it simulates your creativity.

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  #19 (permalink)
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mk77ch View Post
i finally managed it to fix the loop problem and the indicator is now working as expected.
this thread could be closed

cheers,
mike

@mk77ch, usually if you've come to the forum for assistance it is nice to post your finished code for review. May I request you post the final version?

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  #20 (permalink)
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I had a quick look at the indicator. It is a linear weighted moving average further smoothed with a simple moving average. The StdDev bands use a peculiar formula. I have therefore slightly modified them.

The modified indicator is attached.

I have compared the loading times of the indicator from post #16 and the indicator attached on a 15 min chart with a lookback period of 1 year.

mkGoldBands: loading in 60 seconds
anaGoldBands: loading in 2 seconds

The problem here is the number of draw objects that was used. mkGoldBands uses 1 draw object per bar, while anaGoldBands uses fewer larger draw objects. The difference in speed is not linked to the modified formula for the standard deviation.

Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).

Attached Files
Register to download File Type: zip anaGoldBands.zip (8.7 KB, 77 views)
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