Fluxsmith's indicators

October 4th, 2010, 12:18 PM

Trader.Jon

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

Good morning,

Sorry, I looked at your code and I don't understand what you want to do with the cmo. You've constructed one, but you haven't used it in any way.

October 4th, 2010, 12:58 PM

fluxsmith

Good morning,

Sorry, I looked at your code and I don't understand what you want to do with the cmo. You've constructed one, but you haven't used it in any way.

Hi,

I am trying to use it, but dont understand where to 'hook it'. With your help I modified your jhlPFE to use the MyVMA (works as fine as vPFE), but there is no direct control of the CMO portion (that is in MyVMA) from indicator vPFE. vPFEc is my attempt to integrate the CMO variable iputs within the indicator. I have followed the code as best I could, and the vPFEc compiles without errors, but changing the input for CMO within vPFEc (in ranges of 5 to 55) makes no changes in the ouput graph.

" but you haven't used it in any way " == correct == please, how do I complete the code so it will work as intended? I hope my explanation is clear enough.

Thanks,
Jon

October 4th, 2010, 01:27 PM

Trader.Jon

...but there is no direct control of the CMO portion (that is in MyVMA) from indicator vPFE. vPFEc is my attempt to integrate the CMO variable iputs within the indicator...

I think I understand what you're trying to do, you just need:

Code

                            
 
public vPFEc(int effPeriod, int vMAPeriod, int cMOPeriod)
{
   vma = new JHL.Utility.VMA(vMAPeriod, cMOPeriod);
   n = Math.Max(effPeriod, 2);
   sum = new JHL.Utility.Sum(n - 1);
   value = new double[n];
}

October 4th, 2010, 01:44 PM

fluxsmith

I think I understand what you're trying to do, you just need:

Code

                            
 

public vPFEc(int effPeriod, int vMAPeriod, int cMOPeriod)

{

   vma = new JHL.Utility.VMA(vMAPeriod, cMOPeriod);

   n = Math.Max(effPeriod, 2);

   sum = new JHL.Utility.Sum(n - 1);

   value = new double[n];

}

fluxsmith,

I will give that a try ... thanks again!

Jon

ps: works like a charm

October 7th, 2010, 12:19 AM

I just posted a LaguerreFilter indicator:

Download: jhlLaguerreFilter

Laguerre filter, based on description by John Ehlers (http://www.mesasoftware.com/Papers/TIME%20WARP.pdf) Version 1

fluxsmith

Out of curiosity I'd like to try creating one with a fifth element, but I don't know what the weightings should be (e.g. four element is (1, 2, 2, 1) / 6). If anyone here understands the math enough to answer that for a five element implementation I'd appreciate the suggestions.

October 14th, 2010, 05:52 PM

fluxsmith

I just posted a LaguerreFilter indicator:

Download: jhlLaguerreFilter

Laguerre filter, based on description by John Ehlers (http://www.mesasoftware.com/Papers/TIME%20WARP.pdf) Version 1

fluxsmith

Out of curiosity I'd like to try creating one with a fifth element, but I don't know what the weightings should be (e.g. four element is (1, 2, 2, 1) / 6). If anyone here understands the math enough to answer that for a five element implementation I'd appreciate the suggestions.

I googled for an answer ... no luck ... maybe just set it up as a variable and let PH optimize the code?!

Jon

October 14th, 2010, 06:38 PM

fluxsmith

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:

Download: jhlHoltEMA

This is a type of double smoothed exponential average, different from DEMA. More information here: https://nexusfi.com/ninjatrader-programming/4416-fluxsmiths-indicators-6.html#post65443 New upload 2010-10-31, Version 2 Fixes inability …

fluxsmith

fluxsmith,

It seems that Win7 doesnt like the two utility files to be in same folder (its not a very intelligent OS after all) as it sees the JHL same as jhl ... I tried mergeing the two files together but still have issues with compiling correctly. Can you please merge them and then I can use jhlHMA and MyVMA on the same instance of NT !!

TIA!
Jon

October 14th, 2010, 07:59 PM

Trader.Jon

fluxsmith,

It seems that Win7 doesnt like the two utility files to be in same folder (its not a very intelligent OS after all) as it sees the JHL same as jhl ... I tried mergeing the two files together but still have issues with compiling correctly. Can you please merge them and then I can use jhlHMA and MyVMA on the same instance of NT !!

TIA!
Jon

Good evening Jon. I wouldn't know what to merge, I only have one jhl.Utility file on my machine. IIRC early on I posted some indicators which had contents in jhl.itility which I have since pulled out of it. I also don't recall what 'MyVMA' is or if it was mine. I reccomend you try substituting jhlVMA, and if you still have a problem I may need to (and will) update it to use the current stripped-down jhl.utility. I too use windows, which has always been a case insensitive file system, so case variations do not mean a different file is intended.

https://nexusfi.com/free_downloads/ninjatrader-7/indicators/537-download.html?view

October 15th, 2010, 10:52 AM

fluxsmith

Good evening Jon. I wouldn't know what to merge, I only have one jhl.Utility file on my machine. IIRC early on I posted some indicators which had contents in jhl.itility which I have since pulled out of it. I also don't recall what 'MyVMA' is or if it was mine. I reccomend you try substituting jhlVMA, and if you still have a problem I may need to (and will) update it to use the current stripped-down jhl.utility. I too use windows, which has always been a case insensitive file system, so case variations do not mean a different file is intended.

https://nexusfi.com/free_downloads/ninjatrader-7/indicators/537-download.html?view

fluxsmith,

That link that you posted includes MyVMA.cs and JHL.Utility ...

please advise == my NT7b20 wont allow JHL.Utility and jhl.Utility to be is same folder, and neither will Win7. I just tested trying to save a strategy called 'TEST' as 'test' and NT7b20 wants to know if I wanted to overwrite a file 'test' ... if I say yes, then it is saved again as 'TEST' and there is only 'TEST' in the strategy folder, and 'test.cs' doesnt exist.

I anticipate that any changes you make will not affect jhlPFE, jhlPearsonCorr, etc ? Hopefully not the variants I made of jhlPFE that included the MyVMA (substituted for EMA)

TIA,
Jon

October 15th, 2010, 06:38 PM

Trader.Jon

...That link that you posted includes MyVMA.cs and JHL.Utility ...

Please see if this resolves the problem for you:

Download: jhlVMA

Variable Moving Average. An exponential moving average with the coefficient modified by the Chande Momentum Oscillator. Yields the same values as the distribution VMA with much less memory consumption. Version 2: Indicator is now named 'jhlVMA', not …

fluxsmith

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