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Need NT indicator help to print highlight bars


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Need NT indicator help to print highlight bars

  #11 (permalink)
 
jwhtrades's Avatar
 jwhtrades 
woodstock, ga
 
Experience: Intermediate
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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.

Thanks again,
jwhtrades

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  #12 (permalink)
 
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 Fat Tails 
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jwhtrades View Post
Hi Fat Tails,

Really appreciate you helping here. I'm using the EOD data from Kinetick so that might be skewing the results, however, I seem to be missing quite a few bars. In Trade Nav the new higher high paints a blue bar, the new lower low paints a red bar (as determined by user) and neutral bars are painted black. So, in Trade Nav, each bar is painted. Using the indicator you supplied, it appears I'm not getting the same results as in Trade Nav. Don't know why the disparity in the NT Adapative Moving Average vs. Trade Navigator MovAveA or Adaptive Moving Average either. The only indicator that I can can to trade cross platflorm is the MPS indicator, that one works. So this TripleTrend2.0 system uses the AMA 7 period, and the new higher high over the past 17 periods and the new lower low over the past 17 periods and the other bars are neutral as I indicated. The system was developed using Trade Navigator and the transition to NT doesn't appear to be all that smooth, to say the least.

Thanks,
jwhtrades



I had coded the indicator for candlesticks. As you want to use it on OHLC bars, I had to modify it.


I have replaced the original indicator file. Please download the new version, which will work on candle sticks, OHLC and HiLo bars.

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  #13 (permalink)
 
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 jwhtrades 
woodstock, ga
 
Experience: Intermediate
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Thanks again. Don't see new version download in your post. Would it be in the indicators download section?

jwhtrades

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  #14 (permalink)
 
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 jwhtrades 
woodstock, ga
 
Experience: Intermediate
Platform: NinjaTrader
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Trading: Futures, TF, CL
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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.

Thanks again Fat Tails,
jwhtrades

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  #15 (permalink)
 
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 Fat Tails 
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jwhtrades View Post
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.

Thanks again Fat Tails,
jwhtrades

@ 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?

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 jwhtrades 
woodstock, ga
 
Experience: Intermediate
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Hi Fat Tails,

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)


Hope that makes sense to you, it doesn't to me.

Best regards,
John

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  #17 (permalink)
 
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 Fat Tails 
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jwhtrades View Post
Hi Fat Tails,

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)


Hope that makes sense to you, it doesn't to me.

Best regards,
John

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).

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  #18 (permalink)
 
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 jwhtrades 
woodstock, ga
 
Experience: Intermediate
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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.

Thanks again Fat Tails.

Best regards,
John

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  #19 (permalink)
 
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 Fat Tails 
Berlin, Europe
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jwhtrades View 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.

Thanks again Fat Tails.

Best regards,
John

If you want to return the favor, explain how you trade the TripleTrend system and post some of your trades.

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  #20 (permalink)
 
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 jwhtrades 
woodstock, ga
 
Experience: Intermediate
Platform: NinjaTrader
Broker: NinjaTrader Brokerage
Trading: Futures, TF, CL
Posts: 163 since Feb 2011
Thanks Given: 670
Thanks Received: 92


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,
John

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