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Gapless indicators
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Created: by Big Mike Attachments:28

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Gapless indicators

  #21 (permalink)
Australia
 
Trading Experience: Intermediate
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Sim22's Avatar
 
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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)
Market Wizard
Berlin, Europe
 
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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, 138 views)
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  #23 (permalink)
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Awesome, I'll have a look!

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  #24 (permalink)
Australia
 
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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  
Attached Files
Register to download File Type: zip Gapless Macd.zip (2.4 KB, 105 views)
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  #25 (permalink)
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Gapless MacdBBV4

Gapless MacdBBV4

Attached Files
Register to download File Type: zip NinjaMACDBBLinesV4Gapless.zip (19.3 KB, 136 views)
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  #26 (permalink)
Market Wizard
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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)
Market Wizard
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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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Register to download File Type: zip RoofingFilterGapless.zip (2.4 KB, 169 views)
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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?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
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  #30 (permalink)
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Hi, Mike, how to embed roofing indicator in MACD ?

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