Polynomial Regression Channel trading - NinjaTrader | futures io social day trading
futures io futures trading


Polynomial Regression Channel trading
Updated: Views / Replies:19,366 / 28
Created: by Big Mike Attachments:9

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Reply
 9  
 
Thread Tools Search this Thread
 

Polynomial Regression Channel trading

  #11 (permalink)
Elite Member
Neubrandenburg, Germany
 
Futures Experience: Advanced
Platform: R
Favorite Futures: Stocks
 
wh's Avatar
 
Posts: 538 since Jun 2009
Thanks: 297 given, 480 received

the repainting factor is small when you use 1 only last 3 bars

i use sometimes 4 days on 30 minute chart and 8 days on 60 minute chart ...

look you will see it.

but you are right, control the repaint

Reply With Quote
The following user says Thank You to wh for this post:
 
  #12 (permalink)
Elite Member
summerville sc
 
Futures Experience: None
Platform: sierra
Favorite Futures: es
 
Posts: 6 since Jul 2010
Thanks: 3 given, 0 received

I have downloaded the polynominal regression channel and am unsure where to put it in my C: nt program file, and where it will show up. TIA for any help. RB

Reply With Quote
 
  #13 (permalink)
Elite Member
Berlin, Europe
 
Futures Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker/Data: Interactive Brokers
Favorite Futures: Keyboard
 
Fat Tails's Avatar
 
Posts: 9,651 since Mar 2010
Thanks: 4,226 given, 25,601 received
Forum Reputation: Legendary

Looks promising


Interesting indicator, did not know that this exists for NinjaTrader, as I have never come across this thread. Thanks again for posting, I am quite sure that this can be exploited.

Reply With Quote
 
  #14 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 46,238 since Jun 2009
Thanks: 29,350 given, 83,220 received


Fat Tails View Post
Interesting indicator, did not know that this exists for NinjaTrader, as I have never come across this thread. Thanks again for posting, I am quite sure that this can be exploited.

Harry,

Don't get your hopes up, it repaints heavily.

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
to support our community, become an Elite Member.

Reply With Quote
 
  #15 (permalink)
Market Wizard
virginia
 
Futures Experience: Intermediate
Platform: ninja
Favorite Futures: ES
 
cory's Avatar
 
Posts: 5,216 since Jun 2009
Thanks: 628 given, 6,314 received
Forum Reputation: Legendary


red burns View Post
I have downloaded the polynominal regression channel and am unsure where to put it in my C: nt program file, and where it will show up. TIA for any help. RB

we have wiki for that How-to import indicators in NinjaTrader - Big Mike's Day Trading Forum

Reply With Quote
The following user says Thank You to cory for this post:
 
  #16 (permalink)
Elite Member
Berlin, Europe
 
Futures Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker/Data: Interactive Brokers
Favorite Futures: Keyboard
 
Fat Tails's Avatar
 
Posts: 9,651 since Mar 2010
Thanks: 4,226 given, 25,601 received
Forum Reputation: Legendary

Thanks, checked it and understood. The channel is a retrofit, so it is constructed with hindsight. This slightly reduces its usefulness to predict future price action. Two charts of EURUSD below. Channel moved after two hours. Could be a good marketing tool for a selfmade guru.

But it should be possible to draw a polynomial regression channel that does not repaint. Do some smoothing. Problem will be the period, but maybe you could take several periods and take an average.


Big Mike View Post
Harry,

Don't get your hopes up, it repaints heavily.

Mike


Attached Thumbnails
Polynomial Regression Channel trading-eurusd-15-min-28_07_2010.jpg   Polynomial Regression Channel trading-eurusd-15-min-28_07_2010-bis.jpg  
Reply With Quote
 
  #17 (permalink)
Elite Member
Detroit
 
Futures Experience: Intermediate
Platform: market delta, multicharts, no matter how hard i try not too, i still use ninjatrader
Broker/Data: amp/zen
Favorite Futures: cl,6e,nq,tf
 
spx_tdr's Avatar
 
Posts: 128 since Oct 2009
Thanks: 268 given, 26 received


Big Mike View Post
Since this was so popular on the blog, I thought I would create a topic here so it can be discussed in further detail.

I've uploaded the indicator in the file sharing section here:
View Download Details - Big Mike Trading Forum

Attachment 98

Mike

Hey BM - Great chart - Was wondering if you have a ZIP file for what I think is the Mike_Super trend (16,1.4) indie... (the short red and blue line that follow the trend) - Thanks

Reply With Quote
 
  #18 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 46,238 since Jun 2009
Thanks: 29,350 given, 83,220 received


spx_tdr View Post
Hey BM - Great chart - Was wondering if you have a ZIP file for what I think is the Mike_Super trend (16,1.4) indie... (the short red and blue line that follow the trend) - Thanks

It's called TrendBars, you can find it here:
https://futures.io/elite-circle/636-trendbars-trendbars2-paint-bars.html

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
to support our community, become an Elite Member.

Reply With Quote
 
  #19 (permalink)
Elite Member
Berlin, Europe
 
Futures Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker/Data: Interactive Brokers
Favorite Futures: Keyboard
 
Fat Tails's Avatar
 
Posts: 9,651 since Mar 2010
Thanks: 4,226 given, 25,601 received
Forum Reputation: Legendary

Simple regression channel indicator

NT Default Regression Channel

Played around a little with the regression channel indicator of NinjaTrader.

It only plots at the very end of the chart.


Modified to plot everywhere on the chart

I have modified it a bit. If you now scroll your chart horizontally, you can see how it ploughs through the waves, heavily repainting to adjust its shape to current price action.

Basically I am trying to understand how ChartControl works and how I can use custom plots to draw lines.

The first version of this indicator is attached. Looking for other types of channels as well.

Attached Thumbnails
Polynomial Regression Channel trading-tf-12-10-5-min-14_09_2010-bis.jpg  
Attached Files
Register to download File Type: zip RegressionChannel.zip (3.1 KB, 100 views)
Reply With Quote
The following 4 users say Thank You to Fat Tails for this post:
 
  #20 (permalink)
Elite Member
Quebec
 
Futures Experience: Intermediate
Platform: NinjaTrader wt Rancho Dinero's profiling tools
Broker/Data: Stage 5 trading/AMP/CQG
Favorite Futures: ES, NQ, YM
 
trendisyourfriend's Avatar
 
Posts: 3,697 since Oct 2009
Thanks: 3,041 given, 4,496 received


Fat, if we could do this with a modified version of Market Profile indicator then it could be a great way to see how the auction value moves during a day. Being able to stretch the channel (value area) and move it around, wow !

Reply With Quote

Reply



futures io > > > > Polynomial Regression Channel trading

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

Linda Bradford Raschke: Reading The Tape

Elite only

Adam Grimes: TBA

Elite only

NinjaTrader: TBA

January

Ran Aroussi: TBA

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
Channel-Trading Tradetronics Trading Reviews and Vendors 53 December 27th, 2012 02:04 PM
Polynomial Pattern Recognition and Forecasting Indicator (www.mooretechllc.com) RodS Trading Reviews and Vendors 14 October 14th, 2012 10:09 AM
Regression Channel not plotting correctly ShruggedAtlas NinjaTrader 16 July 27th, 2011 03:58 PM
Regression Channels meyer99 Traders Hideout 4 December 8th, 2010 06:08 PM
Trading an emerging channel trendisyourfriend The Elite Circle 2 September 30th, 2010 08:49 PM


All times are GMT -4. The time now is 01:51 AM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
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.
no new posts
Page generated 2017-12-13 in 0.12 seconds with 20 queries on phoenix via your IP 54.92.201.232