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Market Analyzer - How to screen for SMA moving up
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Market Analyzer - How to screen for SMA moving up

  #1 (permalink)
Atlas
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Market Analyzer - How to screen for SMA moving up

Does anyone know if it is possible to set the market analyzer to screen for sma moving up. The only way to filter/alert is to set a specific static value. I want an alert to fire if SMA is greater than the SMA of the previous bar. Do I have to create some sort of Boolean indicator to use in the Analyzer or is there another alternative?

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ShruggedAtlas View Post
Does anyone know if it is possible to set the market analyzer to screen for sma moving up. The only way to filter/alert is to set a specific static value. I want an alert to fire if SMA is greater than the SMA of the previous bar. Do I have to create some sort of Boolean indicator to use in the Analyzer or is there another alternative?

Let us have a look at an 8-period SMA. Your condition for the SMA moving up would be
 
Code
SMA(8)[0] - SMA(8)[1] > 0
Both expressions are calculated as an average price over 8 consecutive closes, so the first condition is equivalent to
 
Code
Close[0] - Close[8] = Momentum(8)[0] > 0
You will certainly be able to enter the second condition.

I have now tried to enter the Momentum as a condition, but it did not accept the period of 8, but stays with the default period of 14. Also it caused data throttling on my data provider, so I am not able to use it.

Personally, I have never used the market analyzer, because it just caused crashes and destabilized Ninjatrader 6.5,
and even with NT 7.0 I do not trust in the capabilities of NinjaTrader handling larger data streams.

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Thanks Fat,

I'm discovering that the Market Analyzer is indeed a dawg! I typically scan at least 500 stocks at a time and since my formulas slow the software down to a crawl it has become virtually useless to me. I have actually stopped using it and given up on NT altogether. It's sad really, it has everything I need except that the one thing that is most essential to me...the market analyzer...comes to it's knees when I ask it to filter according to my conditions. Looking at multicharts now but not entirely impressed with its screener either. Thanks again for your help!

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ShruggedAtlas View Post
Thanks Fat,

I'm discovering that the Market Analyzer is indeed a dawg! I typically scan at least 500 stocks at a time and since my formulas slow the software down to a crawl it has become virtually useless to me. I have actually stopped using it and given up on NT altogether. It's sad really, it has everything I need except that the one thing that is most essential to me...the market analyzer...comes to it's knees when I ask it to filter according to my conditions. Looking at multicharts now but not entirely impressed with its screener either. Thanks again for your help!

Processing 500 stocks in real-time needs a lot of CPU. You may want to subscribe to a service, where the actual scanning is being done on a larger machine, and you only collect the results of the scan. Maybe something like the tool from Trade-Ideas can solve your problem. I have never used it though.

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It almost feels like market analyser is a bit off an afterthought for NT especially when the majority of their customers are futures traders and seldom require tracking large number of symbols.

I 2nd offloading scanning to a dedicated service, I've used Trade ideas extensively as a scanner, just don't be overwhelmed by all the options available to you

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Is anyone still needing help with this?

For Market Analyzer to work, you have to pass it a study that has an exposed variable or data series to reference. Once you have that you can have it alert you however you want.

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hi forest

I've only just started looking at the MA in NT based on this enquiry. one thing i used to use when I had IQfeed was their DDE connection into excel, mainly to look at a stocks distance to vwap.

How would I create something in the MA that shows distance to vwap, vwap is available as standard in the MA but not sure how to "pass it a study that has an exposed variable"

thanks

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gktk View Post

How would I create something in the MA that shows distance to vwap, vwap is available as standard in the MA but not sure how to "pass it a study that has an exposed variable"

thanks

Well, you would need to pick a study with the VWAP in it. So first, pick whatever indicator you want that has a VWAP in it. Then you would need to check if there is an exposed variable with the value of VWAP in it. If so, you can output that value directly to MA.

If you want something a bit more sophisticated, that will actually show you the 'distance,' current price is from VWAP, a simple study could be written that displays the subtracts and finds the distance from VWAP to last price, then store that value in an exposed dataseries and output that to MA.

But at any rate, start first by posting the VWAP you want to use, and we'll go from there.

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gktk View Post
hi forest

I've only just started looking at the MA in NT based on this enquiry. one thing i used to use when I had IQfeed was their DDE connection into excel, mainly to look at a stocks distance to vwap.

How would I create something in the MA that shows distance to vwap, vwap is available as standard in the MA but not sure how to "pass it a study that has an exposed variable"

thanks

Do you want to know the stocks distance from VWAP in absolute terms or in numbers of standard deviations?

The VWAP calculation is somewhat complex, so if you want to use this for several stocks in the market analyzer, you need a VWAP which creates a CPU load as small as possible. You could for example code a small indicator that calls the anaCurrentDayVWAP indicator in Variance_Distance mode and use it with a 1 minute resolution and CalculateOnBarClose set to "true". This will recalculate the VWAP once per minute and you are on the safe side, if you want to monitor a selection of stocks. You can also use a higher resolution, for example 50 tick bars or whatsoever, but stay in mode CalculateOnBarClose = true to avoid recalculation with each incoming tick.

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