PriceActionSwing discussion

May 10th, 2013, 04:34 AM

thanks i did find the download will read see how should i use this

panjm

Please read post #1: PriceActionSwing discussion - [AUTOLINK]NinjaTrader[/AUTOLINK] | Big Mike Trading
After the first paragraph there is a link "Download PriceActionSwing".

May 11th, 2013, 03:57 AM

panjm

"
October 10 2012:
- Fixed volume bug - volume bigger than Int32
"

This bug if not fixed will prevent forex pair (such as EURUSD) from plotting the indicator.

Hope that you can implement the histogram feature on the latest PAS version.

Thank You!

Here you go. I did it this morning so I haven't tried it on a live market, but it should work just like the earlier version.

May 27th, 2013, 07:00 AM

Hi All,

I just recently started using the PAS indicator, I must say it's amazing. I am using the DivergenceSignals in the PriceAcionSwingPro. I've set the Div indicator to Custom in the properties of now would like to use the DivergenceSignals in a strategy, by reading the past threads I understand this code should work, but I am not an expert and would be very thankful if anybody could tell me if this is correct:

Code

using PriceActionSwingPro.Utility;
#endregion

// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
    [Description("")]
    public class aaaPriceSwingDiv : Strategy
    {
        #region Variables
        
		private int dtbStrength = 15;
		private int swingSize = 7;
		private SwingTypes swingType = SwingTypes.Standard;
		private IDataSeries divSignals;
		
		#endregion


		protected override void Initialize()
		{
			BarsRequired = 0;
			CalculateOnBarClose = true;
			Enabled = false;
			divSignals = new DataSeries(this);
			SetStopLoss(CalculationMode.Ticks,25);
			SetProfitTarget(CalculationMode.Ticks,50 );
		}

		protected override void OnStartUp()
		{
			divSignals = PriceActionSwingPro(Input, dtbStrength, swingSize, swingType).DivergenceSignals;
		}

		protected override void OnBarUpdate()
		{
			if (CurrentBar < 20)
				return;

			if (Position.MarketPosition == MarketPosition.Flat)
			{
				if (divSignals[0] == 3)
					EnterLong();
				
				if (divSignals[0] == -3)
					EnterShort();
			}
		}

        #region Properties
        #endregion
    }
}

I have a few questions:

- How do I know the strategy is refering to the Custom Divergence, rather than the MACD, or others?

- Whats the difference between a Regular Divergence Signal and a Regular Divergence Entry?

- Am I right in saying that the Divergence Signal re-prints, hence making it use in a systematic strategy?

Thanks for your time

May 27th, 2013, 02:16 PM

dorschden

@Nalu, one solution is to change in the source code of the PasPro indicator in the "Properties" region the "Category" names of the certain parameters you want to access or change. E.g. change [Category("Divergence")] to [GridCategory("Parameters")].

@charllie1, in the public version the swing values aren't accessible from within a strategy. You have to make the swing values public in the PAS indicator first.

@Patric and @robinlbird, there isn't a short answer to how to use the PAS indicator. It can be used in 1001 different ways. In the end it is just a tool to mark swings and it is up to the user to make sense of it. There are many trading styles which don't require a swing indicator. If it doesn't make sense for you guys, then you probably don't need it.

There are hundreds of books written about swing and pattern trading and a lot of valuable information can be found on futures.io (formerly BMT). You might want to check out "Suri Duddella"s webinar as well.

@Sunil P and @tst1, the moment when the volume histogram changes is when a new swing is found. To catch this moment you can add in the PasOsc "DrawArrow" or "PlaySound" in the "CalcDnSwing" and the "CalcUpSwing" function within the if-statement that checks for "(!updateLow)".

@renvik, I believe lines don't have an "Opacity" property in NT, only colour, dash style and width can be set. To show naked swings only at the right margin the "plot" function has to be overridden which I don't want to override.

Strategy development

Lately there are coming more and more questions and requests how to use the PAS indicator in a strategy. If there are interesting methods I might be interested to discuss them, but due to several reasons I'll not support any basic coding questions how to use PAS in a strategy like "how to access this value", "what does SwingTrend[0] == 1" mean, "how can I make this value public" and so on.

Keep in mind that asking a question takes only a couple of seconds or minutes, but answering them normally takes longer and the sum of many small questions and free requests stealing a lot of time from people, so please do your homework first and think about whether you can answer your question yourself, then search for the answer and first if you get stuck ask the question. This will help you to trust yourself more and others to save time. I don't mean this personally to anyone, but rather general.

Nevertheless I created a sample code snippet to get people started.

Code

#region Using declarations
...
using PriceActionSwingOscillator.Utility;
#endregion

#region Variables
private int swingSize = 7;
private SwingTypes swingType = SwingTypes.Standard;
private int dtbStrength = 15;
private DataSeries swingTrend;
//private Indicator.PriceActionSwingOscillator pasOsc;
#endregion

protected override void Initialize()
{
  BarsRequired = 0;
  CalculateOnBarClose = true;
  Enabled = false;

  swingTrend = new DataSeries(this);
}

protected override void OnStartUp()
{
  //pasOsc = PriceActionSwingOscillator(Input, dtbStrength, swingSize, swingType);
  //swingTrend = pasOsc.SwingTrend;

  swingTrend = PriceActionSwingOscillator(Input, dtbStrength, swingSize, swingType).SwingTrend;
}

protected override void OnBarUpdate()
{
  if (CurrentBar < 20)
    return;

  // For testing only
  //DrawText(CurrentBar + "Tag", swingTrend[0].ToString(), 0, Low[0] - 10 * TickSize, Color.Red);

if (Position.MarketPosition == MarketPosition.Flat)
{
if (swingTrend[0] == 1)
EnterLong();
if (swingTrend[0] == -1)
EnterShort();
}
else if (Position.MarketPosition == MarketPosition.Long)
{
if (swingTrend[0] != 1)
ExitLong();
}
else if (Position.MarketPosition == MarketPosition.Short)
{
if (swingTrend[0] != -1)
ExitShort();
}
}

For the values from the PasPro indicator use an analogous approach. Just make sure if you want to use ABC or divergence signals you have set the variables "abcPattern" and "divergenceMode" in the source code to something else than "False".

Hi dorschden,

first thanks for your impressive job. Do you think it would be possible to get a sample code snippet also for the ABC pattern and/or Divergences? This would really help.

Thanks, John

May 27th, 2013, 02:52 PM

dorschden

Pepperdog,

you have to add this lines in your strategy

Code

#region Using declarations
...
using PriceActionSwing.Utility;
#endregion 

#region Variables
...
private SwingMode pAS_SwingMode = SwingMode.Standard; 
private int pAS_DtbStrength = 15; 
private int pAS_Span = 8; 
#endregion

protected override void Initialize()
{
   �
   // Add the indicator to the chart - not necessary
   Add(PriceActionSwing(pAS_SwingMode, pAS_DtbStrength, pAS_Span));
}

protected override void OnBarUpdate()
{
   �
   // If the last high and  low was higher high and higher low and a short sma cross above the long sma enter long
   if (PriceActionSwing(pAS_SwingMode, pAS_DtbStrength, pAS_Span).PriceSwingRelation[0] == 1 && CrossAbove(SMA(3), SMA(7), 1))
   (
      EnterLong(DefaultQuantity, "");
   )
   ...
}

#region Properties
[Category("Parameters")]
public SwingMode PAS_SwingMode
{
   get { return pAS_SwingMode; }
   set { pAS_SwingMode = value; }
}

[Category("Parameters")]
public int PAS_DtbStrength
{
   get { return pAS_DtbStrength; }
   set { pAS_DtbStrength = Math.Max(1, value); }
}

[Category("Parameters")]
public int PAS_Span
{
   get { return pAS_Span; }
   set { pAS_Span = Math.Max(1, value); }
}
#endregion

For the 1 in "PriceSwingRelation[0] == 1" you can set the following values
-2 for double top
-1 for lower high and lower low
0 nothing
1 for higher high and higher low
2 for double bottom

Hope this helps.

Hi there,

would anybody know why when using this code I get the following error:

SwingMode could not be found in the Initialize() field

Thanks, John

June 2nd, 2013, 09:40 PM

I'm a Elite member would you mind share with me where is this indicator.
please reply back to me as soon as you have a chance.

Looking forward to your reply
Thanks
Mendes

dorschden

I uploaded a new version in the download section with Fibonacci retracements, Fibonacci extensions and an visual entry area for the AB=CD pattern.

With NinjaTrader 7 it's easy to set draw objects in the future and with this feature it's possible to visualize the AB=CD pattern in a better way. But for now the Fibonacci tools must reach.

Attachment 5073

Attachment 5074

I'm not an elite member. When I should add some stuff to PriceActionSwing write this in this thread and I'll see what I can do. Otherwise you can use my code (many comments, I think easy to read) and add some snippets in the other swing indicator.

For my trading style a good swing indicator is essential. Because I often trade price pattern. Next step is to automate the pattern recognition.

I also create a strategy that trades double bottoms/tops with this indicator. As entry trigger you can use almost everthiny: a stochastic cross, MA cross, 3 bar reversal,... the stop is 2 ticks below the double bottom and profit target is the last swing high or let it run with an atr stop, PSAR, TSSuperTrend. Short vice versa. The results are good, but not extraordinary.

June 2nd, 2013, 09:44 PM

RDMENDES

I'm a Elite member would you mind share with me where is this indicator.
please reply back to me as soon as you have a chance.

Looking forward to your reply
Thanks
Mendes

Post #1 has the link.

Mike

June 3rd, 2013, 06:36 PM

The Market Analyzer's template is in XML format. I am wondering how to open it or how to setup in the market analyzer. Also, I am looking for more applications setup in Market Analyzer. Please help! Thanks a lot!

June 3rd, 2013, 07:13 PM

Hi,
can someone,please, explain to me how he/she use this indicator to get an edge in his/her trading?

June 3rd, 2013, 07:33 PM

Big Mike

Post #1 has the link.

Mike

hi Mike

you say that i be able to find in the post, where is that post in, can you just please send me the link.
Thanks
Mendes

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