NexusFi: Find Your Edge


Home Menu

 





Custom symbol


Discussion in NinjaTrader

Updated
      Top Posters
    1. looks_one Alex91320 with 10 posts (1 thanks)
    2. looks_two Fat Tails with 9 posts (5 thanks)
    3. looks_3 Quick Summary with 1 posts (0 thanks)
    4. looks_4 Nimble with 1 posts (0 thanks)
    1. trending_up 8,697 views
    2. thumb_up 6 thanks given
    3. group 4 followers
    1. forum 20 posts
    2. attach_file 3 attachments




 
Search this Thread

Custom symbol

  #11 (permalink)
 
Fat Tails's Avatar
 Fat Tails 
Berlin, Europe
Market Wizard
 
Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker: Interactive Brokers
Trading: Keyboard
Posts: 9,888 since Mar 2010
Thanks Given: 4,242
Thanks Received: 27,102


Alex91320 View Post
Fattails,

I tried the pairs indicator, had same issue.
however, If you can make it work, I'll be forever grateful!

What issues did you have exactly?

Reply With Quote

Can you help answer these questions
from other members on NexusFi?
Are there any eval firms that allow you to sink to your …
Traders Hideout
Exit Strategy
NinjaTrader
Futures True Range Report
The Elite Circle
Better Renko Gaps
The Elite Circle
My NT8 Volume Profile Split by Asian/Euro/Open
NinjaTrader
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Get funded firms 2023/2024 - Any recommendations or word …
61 thanks
Funded Trader platforms
39 thanks
NexusFi site changelog and issues/problem reporting
26 thanks
The Program
18 thanks
GFIs1 1 DAX trade per day journal
18 thanks
  #12 (permalink)
 Alex91320 
Los Angeles, CA
 
Experience: Advanced
Platform: TOS, NT
Broker: AMp Futures/CQG
Trading: Options, Futures
Posts: 16 since Sep 2010
Thanks Given: 15
Thanks Received: 10

a variety from the list below:
1. Haiki Ashi doesn't plot
2. main (1st panel) plot of ES disappears
3. The "pairs" plot disappears
4. Fisher transform doesn't plot
5. Chart becomes a big red X

I'm relatively new to NT, so its quite possible/likely that some of these are caused by "operator" error.

In the end, what I'm trying to achieve is:

ES on panel1
spread of 2 instruments (neither is ES) on panel 2
The spread (panel2) is plotted in HA
Fisher transform is applied to the spread

Reply With Quote
  #13 (permalink)
 
Fat Tails's Avatar
 Fat Tails 
Berlin, Europe
Market Wizard
 
Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker: Interactive Brokers
Trading: Keyboard
Posts: 9,888 since Mar 2010
Thanks Given: 4,242
Thanks Received: 27,102



Alex91320 View Post
a variety from the list below:
1. Haiki Ashi doesn't plot
2. main (1st panel) plot of ES disappears
3. The "pairs" plot disappears
4. Fisher transform doesn't plot
5. Chart becomes a big red X

I'm relatively new to NT, so its quite possible/likely that some of these are caused by "operator" error.

In the end, what I'm trying to achieve is:

ES on panel1
spread of 2 instruments (neither is ES) on panel 2
The spread (panel2) is plotted in HA
Fisher transform is applied to the spread

Sounds like an interesting puzzle. I will try to solve it.

Reply With Quote
  #14 (permalink)
 Alex91320 
Los Angeles, CA
 
Experience: Advanced
Platform: TOS, NT
Broker: AMp Futures/CQG
Trading: Options, Futures
Posts: 16 since Sep 2010
Thanks Given: 15
Thanks Received: 10


Fat Tails View Post
Sounds like an interesting puzzle. I will try to solve it.

@Fattails
I Found an alternative and got Fisher to perform as needed.
Thank you for all your help, glad I joined the board!

Reply With Quote
Thanked by:
  #15 (permalink)
 
Fat Tails's Avatar
 Fat Tails 
Berlin, Europe
Market Wizard
 
Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker: Interactive Brokers
Trading: Keyboard
Posts: 9,888 since Mar 2010
Thanks Given: 4,242
Thanks Received: 27,102


Alex91320 View Post
@Fattails
I Found an alternative and got Fisher to perform as needed.
Thank you for all your help, glad I joined the board!


Good to know... as I am curious, what alternative did you find?

Reply With Quote
  #16 (permalink)
 Alex91320 
Los Angeles, CA
 
Experience: Advanced
Platform: TOS, NT
Broker: AMp Futures/CQG
Trading: Options, Futures
Posts: 16 since Sep 2010
Thanks Given: 15
Thanks Received: 10

Instead of using HA color as trend filter for the spread I ended up using a moving average.

So far looks good, I'll know for sure after I do some back testing over the weekend.

Reply With Quote
  #17 (permalink)
 
Fat Tails's Avatar
 Fat Tails 
Berlin, Europe
Market Wizard
 
Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker: Interactive Brokers
Trading: Keyboard
Posts: 9,888 since Mar 2010
Thanks Given: 4,242
Thanks Received: 27,102


Alex91320 View Post
Instead of using HA color as trend filter for the spread I ended up using a moving average.

So far looks good, I'll know for sure after I do some back testing over the weekend.

Using Heikin Ashi candles for a spread is a weird idea, because of technical limitations.

If you open a 15 min chart and you load the synchronized data for two instruments on this chart to calculate the spread, you can only calculate spread values for the open and the close. The intrabar high and low of the spread cannot be determined, as the high and low of the two bar series are - unlike open and close - not synchronized.

So you cannot create a candle to represent the spread, unlike you rely on intrabar data. For example I could use a 1 min bar series of both instruments to calculate the highest and lowest difference of the closes over a 15 min period and then chart it as the high and low of a 15 min candle. But this is a more compex task than to calculate a simple spread.

As we do not get any highs and lows, we can neither chart the spread as conventional candles nor as Heikin Ashin candles. If you want to extract the trend from the spread, here is a suggestion:

Chart the ratio or the spread on a separate panel. Then apply bollinger bands to the spread and play a little bit with the settings. The chart below shows the Universal Bollinger Indicator applied to the YM 03-12 / ES 03-12 ratio.

You will notice that the Bollinger Bands can produce conforming or conflicting trend signals. Have not yet finished the spread and ratio indicators, but you can take any of those to play around.


Reply With Quote
  #18 (permalink)
 Alex91320 
Los Angeles, CA
 
Experience: Advanced
Platform: TOS, NT
Broker: AMp Futures/CQG
Trading: Options, Futures
Posts: 16 since Sep 2010
Thanks Given: 15
Thanks Received: 10

@Fatails
There is a new addition to the NT7 indicator section, its called "spread candlesticks".
It plots SPread with candlesticks Author mentioned something about removing synch code to accommodate the OHLC values that are required for candles/haiken.
I'm interested in using this new indicator as soon as I can figure out how to leave out the main data series and plot the spread of two alternative instruments.

Question is, how will exclusion of the synch code in this version of Spread to accommodate the OHLC values affect the output value/ output integrity (could it produce dud reading when it couldnt sync)?

Using original Spread3 as input for another indicator (fisher transform) gives me problems when I try to access diff TFs in MarketAnalyzer couple other indicators that access non-defult TF dataseries.

Any other more stable alternatives to get spread calculations for use as input?

Reply With Quote
  #19 (permalink)
 
Fat Tails's Avatar
 Fat Tails 
Berlin, Europe
Market Wizard
 
Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker: Interactive Brokers
Trading: Keyboard
Posts: 9,888 since Mar 2010
Thanks Given: 4,242
Thanks Received: 27,102


Alex91320 View Post
@Fatails
There is a new addition to the NT7 indicator section, its called "spread candlesticks".
It plots SPread with candlesticks Author mentioned something about removing synch code to accommodate the OHLC values that are required for candles/haiken.
I'm interested in using this new indicator as soon as I can figure out how to leave out the main data series and plot the spread of two alternative instruments.

Question is, how will exclusion of the synch code in this version of Spread to accommodate the OHLC values affect the output value/ output integrity (could it produce dud reading when it couldnt sync)?

Using original Spread3 as input for another indicator (fisher transform) gives me problems when I try to access diff TFs in MarketAnalyzer couple other indicators that access non-defult TF dataseries.

Any other more stable alternatives to get spread calculations for use as input?

Not sure, whether that indicator works correctly, could you post it here? If you try to use candles for a spread, this basically requires intra-bar information, as you cannot calculate high and low of the spread from high and low of the data series that are used to calculate the spread.

I have not studied other spread indicators. NinjaTrader is not the best tool, if you want to trade spreads. If you just need a spread as an indicator, NinjaTrader should do.

Reply With Quote
  #20 (permalink)
 Alex91320 
Los Angeles, CA
 
Experience: Advanced
Platform: TOS, NT
Broker: AMp Futures/CQG
Trading: Options, Futures
Posts: 16 since Sep 2010
Thanks Given: 15
Thanks Received: 10


I've attached the CandleSpreads

Spread3 gives me errors when I use it as input for another indi due to its OHLC, hopefully "Pairs" will perform better

Attached Files
Elite Membership required to download: SpreadCandlesticks.zip
Reply With Quote




Last Updated on February 27, 2012


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts