Fat Tails, Attached is another side by side, this time using candles and that seems to track. Not sure why bars are needed anyway except that might have been the designer's preference. Now if I can get the Adaptive Moving Average to track across the two platforms this just might work with your help.
Figured out that you re-did the indicator and reposted on the same page. I downloaded and re-installed. It works perfect on the bars. Now I have to figure out the Adaptive Moving Average anomaly and I'll be home free.
I'm wondering what your feeling is on sharing your indicator? Will you be posting in the general download area? If other people who are using the TripleTrend 2.0 system would like to use this indicator, what would be the best way to share? This is your intellectual property and I don't want to share unless you're okay with that.
@jwhtrades: I usually wait a few days, before I put indicators in the download section. Sometimes I will still modify it, because people want to use it in a diffferent fashion than I had imagined or because there is a bug. So I do not want to have those unfinished versions downloaded a few hundred times.
Can you tell me, which adaptive moving average you are trying to convert to NinjaTrader?
Last edited by Fat Tails; June 2nd, 2011 at 03:51 AM.
Can't thank you enough for all your help. I am trying to emulate the Adaptive Moving Average from Trade Navigator. The following is about all I can get you from their function description, hope this helps.
TradeNav uses the Perry Kaufman AMA.
MovingAvgMethod (Expression , Num Bars + Fast SC * 1000000 + Slow SC * 1000000000 , 5)
Further, the other notation regarding TradeNav AMA is:
"Usage" AMA (Expression, Num Bars, Fast SC, Slow SC)
The Kaufmann Adaptive Moving Average is basically an EMA with a variable period. The variable period is calculated by blending a slow and a fast EMA via the Kaufmann Efficiency Ratio of the Period n. So you need to find three parameters
-> the period of the efficiency ratio
-> the period of the slow moving average
-> the period of the fast moving average
Once you have the 3 parameters, you can use the NinjaTrader KAMA.
From your Trade Navigator chart, I can see that the KAMA uses the default settings of 2 and 30 for the periods of the slow and fast moving averages, but a period of 7 for the efficiency ratio. If you use the NinjaTrader KAMA with the appropriate settings, you will get the chart below, which comes quite close to your Trade Navigator chart of #8 (although I used the futures contract TF 06-11).
The following user says Thank You to Fat Tails for this post:
Fat Tails, you're a genius and a generous one at that! Thank you so much for the education. I'm glad that I decided to join Big Mikes and become an elite member. The KAMA with the Period setting at 7 worked perfectly.
I'll be glad to do that Fat Tails. The Triple Trend 2.0 system is primarily for futures, currencies, and commodities which I know nothing about, so I have a steep learning curve. I'm relatively new to trading (8 months) and still learning to swing trade. I bought TripleTrend to see if I could relate to Ken Ruth's system for trading the above markets. I have a long way to go and will approach this slowly and virtual trade as I learn.
Thanks again for all your help. The KAMA is slightly off from the TradeNav Adaptive Moving average but damn close. Have no idea what the diff is but according to Ken Ruth he's had the same problems with other platforms as he opens his system to charting systems. Trade Navigator, although I find it expensive is very solid. I've never had it crash or even give me an error msg. It's an older system but to move up to the Platinum version costs another $1,500 which I don't want to spend at this point.
All the best,
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