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Help coding DV2 indicator
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Created: by bigAllan Attachments:1

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Help coding DV2 indicator

  #1 (permalink)
Just starting out...
New York City
 
Futures Experience: Intermediate
Platform: NT,R,Matlab
 
Posts: 2 since Mar 2010
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Help coding DV2 indicator

Hey guys, I do most of my work in R/Java and am new to ninjatrader. I am trying to write a simple ninjascript based on the DV2. I have wrote out the code, but it does not work properly. I am using yahoo historical pricing for my data. I have attached my script and would appreciate any pointers or tips about what is wrong with my script.

The DV2 indicator from (Varadi?s RSI(2) Alternative: The DV(2) MarketSci Blog) is calculated as follows: (a) for each trading day calculate: [(close / average of the high and low price) – 1]. And then (b) take the average of today and yesterday’s result.



Thanks,
Allan

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  #3 (permalink)
Site Administrator
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I think the "-1" is probably meaning one day (or index) old.

Try:

 
Code
                            
            if(CurrentBar 2) return;

            {
                
today = (Close[0] / (.5* (High[0] + Low[0]))) - Close[1];
                
                
Value.Set(.5 * (yesterday today)  );
                
                
yesterday today;
            } 
Also on a side note, please share your R knowledge and code examples, we could use some help in that area.

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If the code I provided above doesn't work let me know, I don't have Ninja loaded so didn't test it.

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  #4 (permalink)
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bigAllan View Post
Hey guys, I do most of my work in R/Java and am new to ninjatrader. I am trying to write a simple ninjascript based on the DV2. I have wrote out the code, but it does not work properly. I am using yahoo historical pricing for my data. I have attached my script and would appreciate any pointers or tips about what is wrong with my script.

The DV2 indicator from (Varadi?s RSI(2) Alternative: The DV(2) MarketSci Blog) is calculated as follows: (a) for each trading day calculate: [(close / average of the high and low price) – 1]. And then (b) take the average of today and yesterday’s result.



Thanks,
Allan

Can someone say if this indicator (Attached in first message) are work? And the formula are ok?
Because he say " but it does not work properly.".

If no, can someone, please, do this indicator?

I search here, but not find.
Thanks

If someone can programm and do a indicator, I can search for the formula.

edit: And if not ask much... and do this Indicator:
IBS = (Close - Low)/(High - Low)

Is for use in systems wizard in Ninja.
Thanks again


Last edited by jmagaia; August 22nd, 2014 at 08:25 PM.
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