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(Kaufman adaptive moving average + ROC) Strategy Transcode
Firstly, I'd like to give many thanks to everybody working hard to give this community a lot of value. It's very helpful to find almost one post about everything I'm looking to know about trading methodology.
I'm very new to strategy programming but I'd really like to make progress on it. I've only done the BigMike Tutorial. Thank you Big Mike. And, I've understood that I won't be able to progress alone or in a very slow way. So I come here looking to share ideas and help if I can but I don't want to flood the forum. I'm trying to give the most value to my post.
I've found a nice working strategy on TradingView website. It works very well on many securities (see pictures at the bottom of the post) with this platform trading simulator. I give the link to the strategy just to respect sourcing.
It's a combination of Kaufman Adaptive Moving Average and ROC.
Source code is here (TradingView Proprietary Language) :
I'm trying to transcode it to NinjaTrader to be able to share it to do a small real backtest. But I'm confronted with some issues on coding it. I'm stuck ! I don't how to transcode two of these function :
- nz : Not a Number function (NaN)
- security : which returns another series of the input data given.
I've already started to code it. I hope it will help :
Regards,
M.
Can you help answer these questions from other members on NexusFi?