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Help for chart based ATR price...


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Help for chart based ATR price...

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  #1 (permalink)
Market Wizard
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targets displayed as bands above and below price action.

I have numerous indicators and methods that I would like to port over to NT but my programing attributes are disgracfully bad.

The idea would be to start simple and small with both my learning and in trying to find "help". I definetly do not want something for nothing and I believe that some of these ideas would help new and experienced people.

The ATR target is very simple in form and formula. It would be easy to code and easy for anyone to apply or evaluate.

Does anyone want to give this project a whirl? DB

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Do you want to plot an ATR target based on an actual entry, or do you look for a band that plots at a distance of n ATRs from price, a moving average or a moving median?I

f the latter is the case you could have a look at the following indicators

-> Keltner Channels
-> Universal Keltner Channels
-> TS SuperTrend, SuperTrend M1
-> Chandelier Stop

If you want to use the ATR as a profit target based on an actual entry, you would need to code a strategy.

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Market Wizard
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2011-06-07_1027 - wilddan's library

This is a screen shot that includes a version of what I am talking about. The dashed purple and dashed green lines are 3 times the 34 period atr. The outer grey line is 4.23 times the 34 period atr. I also ploted a 2.618 times the 34 peratr. Perfect would be a set of bands where the atr multiple expands or contracts based on price volatility. I never figured that out but felt that I was close.

I have the script (two versions) in another platforms language They are both very similar to tradestation easy language.

The chart represents a hierarchy of non-colinears that was designed to trade price pressure. Some of the work is my own. Some is adapted from the work of others and some is the result of a colaboration here in Chicago. I would need to ask before sharing the colaborative effort here, but since that work is posted publically elsewhere I do not think it will be an issue.

Fat Tails let me know if you care to assist with the programing. I would be happy to share the details of trade set ups here. Some will find it valuable others will offer helpful ideas for improvment.

Other screen shots available.

Thanks again for the response. DB

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Market Wizard
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2011-06-01_0603 - wilddan's library

without trigger mechanism, just primary exit at the dashed lines

2011-05-24_1052 - wilddan's library

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Market Wizard
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wldman View Post
2011-06-07_1027 - wilddan's library

This is a screen shot that includes a version of what I am talking about. The dashed purple and dashed green lines are 3 times the 34 period atr. The outer grey line is 4.23 times the 34 period atr. I also ploted a 2.618 times the 34 peratr. Perfect would be a set of bands where the atr multiple expands or contracts based on price volatility. I never figured that out but felt that I was close.

I have the script (two versions) in another platforms language They are both very similar to tradestation easy language.

The chart represents a hierarchy of non-colinears that was designed to trade price pressure. Some of the work is my own. Some is adapted from the work of others and some is the result of a colaboration here in Chicago. I would need to ask before sharing the colaborative effort here, but since that work is posted publically elsewhere I do not think it will be an issue.

Fat Tails let me know if you care to assist with the programing. I would be happy to share the details of trade set ups here. Some will find it valuable others will offer helpful ideas for improvment.

Other screen shots available.

Thanks again for the response. DB

Just looks like multiple Keltner Channels around a moving average. You can build the bands applying the Universal Keltner Channels several times.

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Market Wizard
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is it Fat Tails. That does look similar but I can't see direct comparison. I would be suprised or maybe not that much to have tried to create something that was easily available. There are a few things with how Keltners calc is a little different I think.

After I make my number, I will type out the code in a post. Maybe we can compare it to Keltner. What I was really looking for was a variable that would increase or decrease the band distance based on some, maybe the same, volatility condition.

I use this as first of a tertiary exit method.

Thanks for the response and the input.

DB

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Market Wizard
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to make my number today. Here is the other code for what I am describing. If it that simple as to be multiple iterations of Keltner, I'd have a good laugh at that.


input: length(34), trlength(34), upband(purple),dwband(green), proximity(.03), alert(false);

Initialize variables on first bar

if (barnumber==barsback)
{
xma=0;
travg=0;
upband1=0;
upband2=0;
upband3=0;
upband4=0;
lband1=0;
lband2=0;
lband3=0;
lband4=0;
}

xma=xaverage(close, length);
plot1=xma;color1=background_color;

range=TrueRange();
travg=xaverage(range, trlength);

uband2=xma + 2.618*travg;
uband3=xma+3*travg;

lband2=xma-2.618*travg;
lband3=xma-3*travg;

plot2=uband2;style2=ps_dot;
plot3=uband3;
color2,color3=upband;

plot4=lband2;style4=ps_dot;
plot5=lband3;
color4,color5=dwband;

then there are alerts but the meat is above.

DB

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@widman : Just having a quick look at the code.

Input has two periods, one for the moving average, one for the average true range. The standard Keltner Channels use the same period for both, the Universal Keltner Channel (Downloads) allows for two different periods. As both periods are set to 34, the default Keltner Channel would do.

The XAverage function of TradeStation is an EMA. The default Keltner Channel uses a SMA, so you cannot use the default Keltner Channel. Therefore you need to take the Universal Keltner Channel and set it to EMA/EMA, as both moving average and the average true range use exponential moving averages.

Attached is a 3-min chart for ES with the bands applied and multipliers set to 2.618 and 3.0. I noticed that you use different multipliers in your set up.

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I am going to work on that a bit and study what you are telling me Fat Tails. The display does not have the same look so I'll review the math. The lines in your example ate 3 times and 2.618 times the 34 period average true range. That script I posted defines Keltner Channel?

Thanks for your help and suggestions. DB

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wldman View Post
I am going to work on that a bit and study what you are telling me Fat Tails. The display does not have the same look so I'll review the math. The lines in your example ate 3 times and 2.618 times the 34 period average true range. That script I posted defines Keltner Channel?

Thanks for your help and suggestions. DB

Keltner Channels are built from a SMA and the average true range. Your channels are built from an EMA and the average true range. They are modified Keltner Channels, as Linda Raschke intorduced them. The multipliers of 2.62 and 3 are close together so on the chart the two upper bands will be as close as shown.

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I hate to be "that guy" about this but the Keltner calculation just doesnt look right to me. The display seems off a bit as well.

The Keltner calculation from the NT indie, If I am correct, is missing part of the ATR calculation.

This is from the ATR indicator in NT:

if (CurrentBar == 0)
Value.Set(High[
0] - Low[0]);
else
{
double trueRange = High[0] - Low[0];
trueRange = Math.Max(Math.Abs(Low[
0] - Close[1]), Math.Max(trueRange, Math.Abs(High[0] - Close[1])));
Value.Set(((Math.Min(CurrentBar +
1, Period) - 1 ) * Value[1] + trueRange) / Math.Min(CurrentBar + 1, Period));

So, that is what I'm looking for in the Keltner indie calc, right?

But this is what I find there in Keltner:

Described as...
the difference between the high and low of the previous bars

and in the code as...
diff.Set(High[0] - Low[0]);

So I must be missing something or the canned Keltner is not actually using the correct ATR calculation.

The other differences that you noted sma or ema seem to be minor relative to that calc difference. Unless I just don't see it.

The Keltner Channel in terms of display on NT contracts too much during low vola and perhaps expands too much during high vola...at least based on a first view. I conclude that I am missing something or the two Keltner Channel and what I was seeking help to code are not the same. I think Im back to square one or slightly advanced from it.

I am going to keep trying to get that code that I posted above converted into C# and displayed on NT7. I have another version of the code that produces the same result. Would it be helpful to post that as well? What am I missing?

Thanks for your help.

DB

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this has nothing to do with anyone named Linda Raschke. I have no idea who she is or how what I am doing is related to her. I realize that there is nothing new under the sun when it comes to math...an exact science. In that, we do not necessarily rely on the work of others, but we may from time to time , knowingly or unknowingly employ the same princilpes. When that occurs I get excited because when smart people are led to the same place independently of one another the destination tends to validte the thought process and the work.

Linda, does she bank cash? Should I know her or care to find out who she is.

My insecurity leads me to feel like you are trying to expose me or decloak me by saying that is Keltner or the work of someone named Linda that I'm trying to build on and claim as my own. I know that is not true that you have a nefarious purpose so I'm not posting to defend or attack, rather to express my frustration at my inability to code independently of help from guys like you that have that skill.

That little piece of code was the result of looking for a primary price target that would consider volatility and adjust in step with it to maximize first target. Data from different about price movement within different timeframes was exported to excell and then evaluated for specific outcome. It is somewhat interesting that the data set that produced the best result was all Fib related or "9" related...coincidence or some mystical metaphysical BS, honeybadger and wildman don't care none if it banks cash.

Thanks again for your help and direction on this. I hope that you will continue to push me along. DB

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I read the thread twice so far and I'm a bit confused.

I am guessing you are trying to replicate what you have on another platform and get it into NT7? If so is that the chart you are wanting to reproduce?

So those Bands, you want to replicate the green/purple MAs right?

And am I correct in saying that @Fat Tails is suggesting you can possibly use the Keltners as a possible way to get the desired output?

Just curious.

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wldman View Post
I hate to be "that guy" about this but the Keltner calculation just doesnt look right to me. The display seems off a bit as well.

The Keltner calculation from the NT indie, If I am correct, is missing part of the ATR calculation.

This is from the ATR indicator in NT:

if (CurrentBar == 0)
Value.Set(High[
0] - Low[0]);
else
{
double trueRange = High[0] - Low[0];
trueRange = Math.Max(Math.Abs(Low[
0] - Close[1]), Math.Max(trueRange, Math.Abs(High[0] - Close[1])));
Value.Set(((Math.Min(CurrentBar +
1, Period) - 1 ) * Value[1] + trueRange) / Math.Min(CurrentBar + 1, Period));

So, that is what I'm looking for in the Keltner indie calc, right?

But this is what I find there in Keltner:

Described as...
the difference between the high and low of the previous bars

and in the code as...
diff.Set(High[0] - Low[0]);

So I must be missing something or the canned Keltner is not actually using the correct ATR calculation.

The other differences that you noted sma or ema seem to be minor relative to that calc difference. Unless I just don't see it.

The Keltner Channel in terms of display on NT contracts too much during low vola and perhaps expands too much during high vola...at least based on a first view. I conclude that I am missing something or the two Keltner Channel and what I was seeking help to code are not the same. I think Im back to square one or slightly advanced from it.

I am going to keep trying to get that code that I posted above converted into C# and displayed on NT7. I have another version of the code that produces the same result. Would it be helpful to post that as well? What am I missing?

Thanks for your help.

DB

You are right. The original Keltner Channels just use the range of the bars, not the true range. That is another reason that I used the Universal Keltner Channel

-> it allows you to select a different period for moving average and true range
-> it allows you to select the type of the average, that is EMA, SMA, etc.
-> it allows you to choose from the simple range and the true range

For the chart that I have posted the true range was used, as in the trade station formula.The chart shows bands at a distance of 2.618 and 3.0 ATRs.

The first screenshot which you have posted has nothing to do with the tradestation code, as it uses different settings. Your bands on the chart do not use offsets of 2.618 and 3.0, this can be easily seen without measuring anything.

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something does not look right.

Fat Tails, you are the one that suggested Keltner either universal or simple, not me. I went to look at that suggestion because I asked for help with programing the piece of code that I posted for use in NT7.

My display on the chart I posted is what I want to display on mt NT charts. I assure you it is generated by the code I posted and the settings are 3* and 4.23* the 34 period atr. So you are telling me that what I am asking for help with is not what Im asking for help with and that my display is wrong? How can that be?

What I would like to do is post two variable atr lines above the period ema and two variable atr's below the period ema as referenced in the code I posted.

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forrestang View Post
I read the thread twice so far and I'm a bit confused.

I am guessing you are trying to replicate what you have on another platform and get it into NT7? If so is that the chart you are wanting to reproduce?

So those Bands, you want to replicate the green/purple MAs right?

And am I correct in saying that @ Fat Tails is suggesting you can possibly use the Keltners as a possible way to get the desired output?

Just curious.

that is correct. I'm trying to recover/import indicators for use in NT7. That is the first chart, yes. Chosen because it should be the easiest to replicate IMO.

Yes the green and purple are primary, the two outer gray are secondary. The colored lines are plotted as the 34 period xma + 3*travg where travg = xaverage(range,trlength)....just like it shows in the posted code. I'll post different code that generates the same view and another chart or two. This is the simple one I have no idea how to handle adaptive or cycle period adjusted cci or Heiken Ashi.

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This version was done by a prolific guy both coding and trading. He created this one so that he could change the number of decimals and he prefered to round his number.

input:
price (c), length(36), deci(4),
4xu_color(gray), 4xd_color(gray),
3xu_color(fuchsia),3xd_color(lime),
4x_style(ps_solid),3x_style(ps_dot);

av=xaverage(price,length);
atr=xaverage(truerange(),length);

atr_ 423u=round((av+(atr*4.23)),deci);
atr_3u+round((av+(atr*3)),deci);

atr_ 423d=round((av-(atr*4.23)),deci);
atr_3d+round((av-(atr*3)),deci);

plot1=atr_423u; color1=4xu_color; style1=4x_style;
plot2=atr_3u; color2=3xu_color; style2=3x_style;
plot3=atr_3d; color3=3xd_color; style3=3x_style;
plot4=atr_423d; color4=4xd_color; style4=4x_style;

2011-07-01_1850 - wilddan's library

2011-06-17_1355 - wilddan's library

Thanks to anyone who might decide to help. DB

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wldman View Post
something does not look right.

Fat Tails, you are the one that suggested Keltner either universal or simple, not me. I went to look at that suggestion because I asked for help with programing the piece of code that I posted for use in NT7.

My display on the chart I posted is what I want to display on mt NT charts. I assure you it is generated by the code I posted and the settings are 3* and 4.23* the 34 period atr. So you are telling me that what I am asking for help with is not what Im asking for help with and that my display is wrong? How can that be?

What I would like to do is post two variable atr lines above the period ema and two variable atr's below the period ema as referenced in the code I posted.

That is what I meant: On your charts the settings were 3.0 and 4.23. The TradeStation code showed 2.618 and 3.0.

You can just download the Universal Keltner Channel, as I suggested and it will exactly display those lines. Settings are
(EMA, EMA, 3.0, 34, 34, TrueRange, false) for the first one and (EMA, EMA, 4.23, 34, 34, TrueRange, false) for the seceond one. Set the opacity to 0 for better display.

If you like smoothing you can set "Smoothed Channels" to "true", this will get you smoother channels, see chart attached.

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that is not easy language, it is qscript. The Wave59 "language".

I don't want to come across the wrong way or sound disrespectful but I have to say that if I wanted Keltner Channel I would have used Keltner channel. The search for that which I am trynig to display in NT would have included Keltner, Hurst, Kirschenbaum, Bollinger and anything applied by Wilder or Ehlers. I will do what you have suggested and I appreciate the suggestions. In the mean time maybe someone that knows C# will view the thread and create the appropriate code.

The discussion here though does give me an idea to overlay this universal keltner or kirshenbaum and a modified bollinger on the same chart because they handle volatility differently. Say an upper band cross of an upperband consistent with some element of price action, like a close above or below some mid line might be the basis for something interesting.

I do not typically download indicators but I will search BMP for universal keltner. DB

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that is a brilliant piece of work. I'm still not sure if it displays what I'm looking for, but man I wish I had just a small fraction of that skill for talking with a machine. Thanks for sticking with me on this thread. I am going to match displayed data series to saved charts and see how things look. Visually , I could be too acustomed to the square scaling of the other platforms charts.

VERY GRATEFUL.

THANK YOU

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thank you for sticking with me especially when I was frustrated and could not "see". Your indicator universal keltner is brilliant and almost perfect relative to what I was trying to do. I'm going to try to make a few changes to display...like hide the center line avg and adapt color scheme. Huge gratitude and credit to you Fat. May I use your indicator Universal Keltner and include it in my trading and posts concerning method development? DB

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other member mentions this indi
https://futures.io/free_downloads/vip_elite_circle/page-1.html&page=5

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wldman's Avatar
 
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I will take a look at that one too. What Fat suggested can, I believe be modified to perfect with some very easy changes.

One thing that I've been reminded of this week is that I need to be more open in seeking and more grateful in receiving. My tendancy is to hold on to what I know and that almost screwed it up for me had Fat not been so gracious. Looking forward to colaborating here in futures.io (formerly BMT) for sure.

DB

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