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Fluxsmith's indicators
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Fluxsmith's indicators

  #51 (permalink)
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Trader.Jon View Post
fluxsmith,

Thanks for the many fine tools you have shared!

I am trying to modify the posted jhlPFE by replacing the ema in the code with the MyVMA. I managed to compile ok, but the result is not as expected: plots the same as the original ema version. Can you please take a look at the code and correct my error? Code and comparative screen shot attached.

TIA!
Jon

Good evening. Your problem is on the first line of Initialize. You still have:
pfe = new JHL.Utility.PFE(EffPeriod, VMAPeriod);
You would want:
pfe = new JHL.Utility.vPFE55(EffPeriod, VMAPeriod);

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  #52 (permalink)
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Thanks!


fluxsmith View Post
Good evening. Your problem is on the first line of Initialize. You still have:
pfe = new JHL.Utility.PFE(EffPeriod, VMAPeriod);
You would want:
pfe = new JHL.Utility.vPFE55(EffPeriod, VMAPeriod);

I will make that change. Thanks very much.

Jon

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  #53 (permalink)
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jhlPearsonCorr needs minimum period?


Hi Fluxsmith,

I have been using the Pearson Correlation (PC) you posted, and have noticed an odd behaviour, specifically on this setup, have not tried others yet, but it is consistent:
1. NT7b20
2. ForEx pairs
3. PC initiated with a period of < 12
The graph draws on a new panel, but as I scroll the window it disappears, and doesnt come back unless I re-apply it. IF the period > 12, then the graph is stable. I could not see anything in the code that specifically targets a need for >12 period for data. There is several days of 1 minute data available for the indicator.

Can you verify if this is intended?

Thanks,
Jon

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Trader.Jon View Post
Hi Fluxsmith,

I have been using the Pearson Correlation (PC) you posted, and have noticed an odd behaviour, specifically on this setup, have not tried others yet, but it is consistent:
1. NT7b20
2. ForEx pairs
3. PC initiated with a period of < 12
The graph draws on a new panel, but as I scroll the window it disappears, and doesnt come back unless I re-apply it. IF the period > 12, then the graph is stable. I could not see anything in the code that specifically targets a need for >12 period for data. There is several days of 1 minute data available for the indicator.

Can you verify if this is intended?

Thanks,
Jon

I'd be very interested in fixing this, but I just tried a period of 11 with no problem. I suspect your data is triggering a divide by zero error, but it's not apparent to me where that would happen. It would really help if I could reproduce the problem. Please let me know what data series you are using when you see this. Thanks.

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fluxsmith,

Thanks for the follow up and feedback !

I am getting multiple errors in the log:
Date,Category,Message,
9/30/2010 10:11:59 AM,Default,Error on setting indicator plot for indicator 'jhlPearsonCorr'. Value outside of valid range.,
9/30/2010 10:11:11 AM,Default,Error on setting indicator plot for indicator 'jhlPearsonCorr'. Value outside of valid range.,
9/30/2010 10:09:46 AM,Default,Error on setting indicator plot for indicator 'jhlPearsonCorr'. Value outside of valid range.,

Definitely happening on $EURUSD 1min bars jhlPearsonCorr @ 7, and 10 ..no other indicators on that chart.. pix attached .. I understand if there wasnt enough data, but there is 3 days loaded, and it is the shorter periods that undraw as I scroll the screen, not the longer period

Jon

Attached Thumbnails
Fluxsmith's indicators-now-you-see-7-period.jpg   Fluxsmith's indicators-now-you-dont.jpg  
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Trader.Jon View Post
...I have been using the Pearson Correlation (PC) you posted, and have noticed an odd behaviour...

Good evening, please let me know if the attached solves the problem. Thank you.

Attached Files
Register to download File Type: zip jhlPearsonCorr.zip (2.5 KB, 42 views)
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  #57 (permalink)
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YYEESSS!!


fluxsmith View Post
Good evening, please let me know if the attached solves the problem. Thank you.

fluxsmith,

Looks like its fixed ... ThankYou!! I will let you know if it starts misbehaving again

Jon

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  #58 (permalink)
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Holt EMA Indicator

Zoethecus clued me into to something he called a 'Holt EMA'. I'd not heard of it before, after some research the clearest description I found of it was about halfway down the page here:

PowerPoint Presentation

This and other papers refer to it as a double smoothed exponential average, however it is quite different from the NT supplied DEMA.

Download here:
https://futures.io/free_downloads/ninjatrader-7/indicators/653-download.html?view


Last edited by fluxsmith; October 2nd, 2010 at 01:50 AM.
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fluxsmith View Post
Zoethecus clued me into to something he called a 'Holt EMA'. I'd not heard of it before, after some research the clearest description I found of it was about halfway down the page here:

PowerPoint Presentation

This and other papers refer to it as a double smoothed exponential average, however it is quite different from the NT supplied DEMA.

Download here:
https://futures.io/free_downloads/ninjatrader-7/indicators/653-download.html?view

Also read this old post on futures.io (formerly BMT) about Holt:

https://futures.io/elite-circle/978-holt-trend-corrected-ema.html

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  #60 (permalink)
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once more .. again with those modifications .. does it ever end ... lol@TJ



fluxsmith View Post
Good evening. Your problem is on the first line of Initialize. You still have:
pfe = new JHL.Utility.PFE(EffPeriod, VMAPeriod);
You would want:
pfe = new JHL.Utility.vPFE55(EffPeriod, VMAPeriod);

Thanks fluxsmith,

Now trying to make sure the CMO is available as a variable ... tried adding it in .. _finally_ compiles fine .. doesnt do anything to the ouput no matter how high I set the values. I think {actually, I know} I am missing something .. can you please have a l@@k again ...

Thanks!
Jon

Attached Files
Register to download File Type: cs vPFEc.cs (8.9 KB, 21 views)

Last edited by Trader.Jon; October 3rd, 2010 at 08:57 PM. Reason: attachment
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