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Gapless indicators
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Created: by Big Mike Attachments:28

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Gapless indicators

  #21 (permalink)
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I know this thread is nearly 3 years old but hopefully someone may respond!

I had made gapless indicators for Tradestation over at TL.

Gapless Squeeze - Traders Laboratory - 6161

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Also for MarketDelta

Images | ChartHub.com

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Although one could say "gapless" indicators do not reflect reality in that they do not take into account a gap in price, I do however see the benefit in using this concept on "momentum" based indicators.

I would be grateful for someone to code up an EMA or something basic as I do not know C# well enough to code it myself.

I use complexed momentum based paintbars and would like to use this method as an alternative.

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  #22 (permalink)
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It is relatively simple to code gapless indicators. You would just need to eliminate the gap which occurs at a session break. The gap is the difference between the open of the first bar of the session and the close of the last bar of the prior session.

Here is a quick & dirty version which has a few lines added to the original EMA.

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Register to download File Type: zip GaplessEMA.zip (2.0 KB, 121 views)
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  #23 (permalink)
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Awesome, I'll have a look!

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  #24 (permalink)
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Gapless Macd

Thanks Fat Tails. I tried my hand at making a simple Gapless Macd. Enjoy.

Attached Thumbnails
Gapless indicators-gapless-1.jpg   Gapless indicators-gapless-2.jpg   Gapless indicators-gapless-3.jpg   Gapless indicators-gapless-4.jpg  
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Register to download File Type: zip Gapless Macd.zip (2.4 KB, 95 views)
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  #25 (permalink)
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Gapless MacdBBV4

Gapless MacdBBV4

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Register to download File Type: zip NinjaMACDBBLinesV4Gapless.zip (19.3 KB, 119 views)
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  #26 (permalink)
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SuperSmoother Gapless

Following request made by @Big Mike, I have modified the SuperSmoother and coded a gapless version for use with RTH session templates.

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  #27 (permalink)
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Thanks Harry. Your method is much more elegant than mine

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gap vs gapless

Mike

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  #28 (permalink)
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Gapless Roofing Filter

Further at request from @Big Mike is attached a gapless version of the Roofing Filter by John Ehlers. The indicator eliminates the gap at the start of each session.


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  #29 (permalink)
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Thanks Harry.

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This demonstrates a MACD Gapless (panel 2) vs traditional w/gap (panel 3), using the Roofing Filter as a proxy.

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
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  #30 (permalink)
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Hi, Mike, how to embed roofing indicator in MACD ?

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