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Collection of Daves Indicators for NinjaTrader
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Collection of Daves Indicators for NinjaTrader

  #41 (permalink)
3rd times a charm!
San Francisco CA
 
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resist View Post
@Zxeses
Dear Dave,
thank you for your indicator, I am trying litte bit with.
What I see is when I set it to COBC == True itīs still calculating (but different) on each incoming tick and / but the calculation are shown 1 bar delayed.
When I set it to COBC == False it seems to be correct.
When you compare both Panels (Panel 2 COBC = False -- Panel 3 COBC == True) you see the last 20 bars (about) are different and shown incoming calculation differs. The chart load / refresh has been about 20 bars ago.
It would be great if you could explain if itīs possible to run the indicator (perhaps after a fix) on COBC = True to save CPU load.
I attach the screenshot. Perhaps I am wrong but I wanted to tell you my observation.
Kind regards,
resist

To be honest with you I find myself kind of shocked to see it works on anything other than a "second" chart, it was designed for a second chart but I think you just proved that its useful in other charts..! good work!

With COBC = false, the results will print when at least 1 of the indexes report data, even late deliveries are still factored into the following bars, so while you get different results, when I look at both, I get really the same strategy. Its good to know that COBC can be set to TRUE and still get usable results. (another thank you)

When looking over your chart, here is what I see: (not all, just a couple big ones to point out)
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1. Notice the downward trend of the tick starting at about 17:07:30, even though the market continues up, clearly its loosing steam. Good sale at 17:09 when the tick crosses the zero line, and notice its sustained till about 17:11:30, very nice entry and exit points.

2. The first hint of loosing steam was in circle two where at about 17:33, the market is still up, but tick is turning down, the sell was at 17:35-ish, and a good exit between 17:38-ish

3. The bigger circle is a nice trend, with your entry right where circle 2 had its exit, notice that it stays above the zero line until 17:53, and even then, only stays there for 1 bar.. The chop in the tick that follows from 17:55 to 18:03 is a sign of the end of the trend, clearly this is where your lower panel gave the better signals than the upper, although in both the solid sell signal wasnt until after 18:03 and the trend had already turned down, oh well, had to give up a few, but if you had jumped on the entry signal, that lost bar at the end wouldn't have mattered much :-)

I should add that most of the choppyness in the tick, the multiple crossings without sustained bias to one side or the other, this just says "stay out" to me.
-Dave

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  #42 (permalink)
Elite Member
Richmond Virginia
 
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Zxeses View Post
To be honest with you I find myself kind of shocked to see it works on anything other than a "second" chart, it was designed for a second chart but I think you just proved that its useful in other charts..! good work!

With COBC = false, the results will print when at least 1 of the indexes report data, even late deliveries are still factored into the following bars, so while you get different results, when I look at both, I get really the same strategy. Its good to know that COBC can be set to TRUE and still get usable results. (another thank you)

When looking over your chart, here is what I see: (not all, just a couple big ones to point out)
Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).


1. Notice the downward trend of the tick starting at about 17:07:30, even though the market continues up, clearly its loosing steam. Good sale at 17:09 when the tick crosses the zero line, and notice its sustained till about 17:11:30, very nice entry and exit points.

2. The first hint of loosing steam was in circle two where at about 17:33, the market is still up, but tick is turning down, the sell was at 17:35-ish, and a good exit between 17:38-ish

3. The bigger circle is a nice trend, with your entry right where circle 2 had its exit, notice that it stays above the zero line until 17:53, and even then, only stays there for 1 bar.. The chop in the tick that follows from 17:55 to 18:03 is a sign of the end of the trend, clearly this is where your lower panel gave the better signals than the upper, although in both the solid sell signal wasnt until after 18:03 and the trend had already turned down, oh well, had to give up a few, but if you had jumped on the entry signal, that lost bar at the end wouldn't have mattered much :-)

I should add that most of the choppyness in the tick, the multiple crossings without sustained bias to one side or the other, this just says "stay out" to me.
-Dave

This is cool! I may try this on other timeframe charts as well. I mainly watch the TICK to track momentum shifts and also for divergences (in certain zones and only if the context suppoorts an entry there). I'll do some experimenting and compare it to how i track the TICK and let you know my thoughts.

Thanks again for this!

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  #43 (permalink)
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Thank you for your answer and your pointing out the usefulness / advantages. I am playing a lot with it and I think I have to capture some sessions with video to replay it a little bit and learn on watching the replay (- because the NT replay will not have the realtime Tick and when markets are open I want to trade - a problem of my greed). I think itīs really a great tool to see divergences and convergences of Tick / Price.

Another interesting I found comparing the Tick, Dow Tick, Nasdaq Tick Themselfes - if someone has no NASDAQ Tick feed he could check if he has S&P 500 Tick feed - that looks 99% same. Symbols at IQ Feed are JTQT.Z (NQ) and JT6T.Z (S&P500)


Zxeses View Post
.. even late deliveries are still factored into the following bars .... ...

I am still little bit confused: I understand an indicator which is set to COBC = True calculates only once in the moment the bar is ready with all input which arrived until the close. When I watch it in COBC == True mode; itīs still calculating a lot with changing values often, it could be that it recalculates every second - I didnīt test it yet with setting it on higher time frames than 1 second, e.g. 5second or 10second, than that should be test-able.

Why I am thinking about that? I want to reduce the CPU load and I want to use it in automated strategies, too.


Last edited by resist; November 1st, 2014 at 06:36 AM.
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  #44 (permalink)
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resist View Post
Thank you for your answer and your pointing out the usefulness / advantages. I am playing a lot with it and I think I have to capture some sessions with video to replay it a little bit and learn on watching the replay (- because the NT replay will not have the realtime Tick and when markets are open I want to trade - a problem of my greed). I think itīs really a great tool to see divergences and convergences of Tick / Price.

Another interesting I found comparing the Tick, Dow Tick, Nasdaq Tick Themselfes - if someone has no NASDAQ Tick feed he could check if he has S&P 500 Tick feed - that looks 99% same. Symbols at IQ Feed are JTQT.Z (NQ) and JT6T.Z (S&P500)


I am still little bit confused: I understand an indicator which is set to COBC = True calculates only once in the moment the bar is ready with all input which arrived until the close. When I watch it in COBC == True mode; itīs still calculating a lot with changing values often, it could be that it recalculates every second - I didnīt test it yet with setting it on higher time frames than 1 second, e.g. 5second or 10second, than that should be test-able.

Why I am thinking about that? I want to reduce the CPU load and I want to use it in automated strategies, too.

I've actually run this with COBC=false and haven't had an issue with it affecting my computer performance...has it caused you issues?

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  #45 (permalink)
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RickW00716 View Post
...has it caused you issues?

no it has not yet - I tested it only 2 sessions and want to tell what I see - if the coder says itīs a planned behaviour everything is fine - and of course I think saving so much CPU load as possible cannot be wrong therefore I told my thoughts, too ))
Next I will try to capture a session or a big part of it to replay, of course I can look in the ready chart to find pattern but I find it better to train / watch on live chart because trading is live, too.

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  #46 (permalink)
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Zxeses View Post
I think it would be easy enough to code, but yeah, I do have to question its usefulness. If you look at the tick data on a daily chart, you'll notice that Tick does not trend, so even at the minute level, that data would be nearly 55-59 seconds stale and wouldnt give you the edge in trading you need. Tick is really a scalpers tool, but can be used to jump into a trend and be able to set your stoploss +2 ticks right away, so even when you're wrong on the trend you don't loose. But on a minute basis that edge is taken away.

My next tool is going to be something like BetterTick but for the 3 major indexs, ^DJIA, ^SP500 and ^COMP, but I need to figure out how to increase the importance of lower denominators.

I still believe this can be useful in tracking momentum shifts on the TICK which if used properly in the context of the day/market can be very useful.

I can "eyeball" the changes sometimes but this indicator could give a better view though.

Thanks for all your work

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  #47 (permalink)
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BetterTick in Candle Stick format?

Is it possible to have the BetterTick indicator in the Candle Stick format instead of the simple line? Much like the t4MultiSym indicator, link below:

https://futures.io/download/vip_elite_circle/1160-download.html?view

I think it would be beneficial to see the candle highs and lows of the tick instead of the line. Unfortunately it's beyond my programing capabilities.

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  #48 (permalink)
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indicator drawing disappears if chart moved to left chart limitation

@Zxeses
If I move chart to the left border DavesBetterTick indicator drawing will disappear, if I remove indicator, click apply, add it again, click apply again it is drawn again. Could you have a look in the code? ))

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  #49 (permalink)
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Another question, I cannot get any data of "DavesBetterTick("^TICKQ", "^TICK", "^TICKDJ", "", "", 1, 10, 25, 0, 0).Logresultline[0]" if strategy runs realtime.
Historical data come through correctly.
What to do?

Attached Files
Register to download File Type: cs Daves5.cs (1.3 KB, 14 views)
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  #50 (permalink)
Market Wizard
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resist View Post
Another question, I cannot get any data of "DavesBetterTick("^TICKQ", "^TICK", "^TICKDJ", "", "", 1, 10, 25, 0, 0).Logresultline[0]" if strategy runs realtime.
Historical data come through correctly.
What to do?

make sure you can get real time data, try to open a chart with just 1 symbol and see if it moves, if not check with your broker.

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