cumulative AD line - NinjaTrader | futures io social day trading
futures io futures trading


cumulative AD line
Updated: Views / Replies:4,186 / 13
Created: by Snoop Attachments:9

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Reply
 9  
 
Thread Tools Search this Thread
 

cumulative AD line

  #1 (permalink)
Elite Member
Toronto, Ontario
 
Futures Experience: Advanced
Platform: NinjaTrader, Multicharts
Broker/Data: IB, IQfeed
Favorite Futures: ES, CL
 
Snoop's Avatar
 
Posts: 203 since Oct 2009
Thanks: 135 given, 162 received

cumulative AD line

I recently switched to nt7 and I've slowly recreated those screens I wanted to duplicate from my previous platform.
One thing I'm missing is the AD line. I don't see anything in the native nt indicators or on bmt site.
I know this sounds dead simple, but can someone help me on how to plot an advance decline line?
Thx, Jimmy

Reply With Quote
 
  #2 (permalink)
Elite Member
Berlin, Europe
 
Futures Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker/Data: Interactive Brokers
Favorite Futures: Keyboard
 
Fat Tails's Avatar
 
Posts: 9,653 since Mar 2010
Thanks: 4,226 given, 25,602 received
Forum Reputation: Legendary

@Snoop:

I do not know, what you really look for. If you can post a chart, this would help.

I have played around a little. Kinetick EOD offers daily data for the Advance-Decline line. They symbol is ^ADD. If you want to cumulate that data, you just need to code a little indicator, which loads data from ADD and cumulates it.

The charts below show the result of a quick and dirty implementation. Is that what you look for, or do you need intraday data?

Attached Thumbnails
cumulative AD line-advance-decline-1.jpg   cumulative AD line-advance-decline-2.jpg  
Reply With Quote
The following 3 users say Thank You to Fat Tails for this post:
 
  #3 (permalink)
Elite Member
Toronto, Ontario
 
Futures Experience: Advanced
Platform: NinjaTrader, Multicharts
Broker/Data: IB, IQfeed
Favorite Futures: ES, CL
 
Snoop's Avatar
 
Posts: 203 since Oct 2009
Thanks: 135 given, 162 received


Yes Fat tails, that's it. I was mainly looking to use it on a daily basis. I have iqfeed which provides ^ADD as well.
I couldn't find similar code to use as an example (I'm clearly not a programmer), but my bigger issue seems to be nt7 direct edition only allows importing indicators and not access to the editor/compiler.
Would you be so kind to export your implementation? Certainly others in the silent majority will appreciate it as well.

Jimmy


Fat Tails View Post
@Snoop:

I do not know, what you really look for. If you can post a chart, this would help.

I have played around a little. Kinetick EOD offers daily data for the Advance-Decline line. They symbol is ^ADD. If you want to cumulate that data, you just need to code a little indicator, which loads data from ADD and cumulates it.

The charts below show the result of a quick and dirty implementation. Is that what you look for, or do you need intraday data?


Reply With Quote
 
  #4 (permalink)
Elite Member
Philly, Pa
 
Futures Experience: Master
Platform: NinjaTrader
Favorite Futures: ES, ZB
 
tigertrader's Avatar
 
Posts: 5,948 since Jul 2010
Thanks: 6,314 given, 31,870 received

There is also the McClennan Oscillator which is recognized by technical analysts as the standard for measuring acceleration in the stock market. Using advance-decline statistics, it gives overbought and oversold indications, divergences, and measurements of the power of a move. *Must be $ADD enabled for the indicator to work.

5th panel - $ADD
6th panel - Mclennan Oscillator

Attached Thumbnails
cumulative AD line-tick-daily-_-es-12-11-daily-_-vix-daily-10_22_2010-10_20_2011.jpg  
Attached Files
Register to download File Type: zip McClellanOscillator(2).zip (3.7 KB, 78 views)
Reply With Quote
The following 4 users say Thank You to tigertrader for this post:
 
  #5 (permalink)
Elite Member
Toronto, Ontario
 
Futures Experience: Advanced
Platform: NinjaTrader, Multicharts
Broker/Data: IB, IQfeed
Favorite Futures: ES, CL
 
Snoop's Avatar
 
Posts: 203 since Oct 2009
Thanks: 135 given, 162 received

Thx TT. I do use it as well, and did manage to find McOsc over at the nt forums.
I like to keep an eye on alot of the old school breadth indicators. They still work for me



tigertrader View Post
There is also the McClennan Oscillator which is recognized by technical analysts as the standard for measuring acceleration in the stock market. Using advance-decline statistics, it gives overbought and oversold indications, divergences, and measurements of the power of a move. *Must be $ADD enabled for the indicator to work.

5th panel - $ADD
6th panel - Mclennan Oscillator


Reply With Quote
The following user says Thank You to Snoop for this post:
 
  #6 (permalink)
Market Wizard
virginia
 
Futures Experience: Intermediate
Platform: ninja
Favorite Futures: ES
 
cory's Avatar
 
Posts: 5,220 since Jun 2009
Thanks: 628 given, 6,318 received
Forum Reputation: Legendary

cqg has data to create a/d line

Attached Thumbnails
cumulative AD line-adv-1-min-_-decl-1-min-10_19_2011.jpg  
Reply With Quote
The following 3 users say Thank You to cory for this post:
 
  #7 (permalink)
Elite Member
Berlin, Europe
 
Futures Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker/Data: Interactive Brokers
Favorite Futures: Keyboard
 
Fat Tails's Avatar
 
Posts: 9,653 since Mar 2010
Thanks: 4,226 given, 25,602 received
Forum Reputation: Legendary

Quick and Dirty

I have warned you that the indicator attached is a quick and dirty version, so let me explain the risks associated:

(1) The indicator loads daily data for ^ADD, so you need a provider who supplies daily data for this instrument.

(2) The NinjaTrader architecture for loading daily data is seriously flawed, as the daily bars are not inserted properly as expected. To avoid any conflict, you need to use the same session template for ^ADD and the primary instrument of your chart. As ^ADD is loaded by the indicator, it will automatically use the session template as specified under instrument settings.

(3) The calculation of the cumulated values is started with the first bar of your chart. The absolute values that you will see can therefore differ from day to day, if you use charts with a fixed lookback period.

(4) The indicator will not work on intraday data, as it only loads daily bars.

The problems (1), (2) and (3) can be overcome by loading daily data asynchronously. Further the indicator can be enhanced to work on intraday data.

I simply do not have the time to code the advancedstuff, so I just attach the "poor man's version" for daily charts.

Don't tell anybody that it was me, who has coded this indicator.

Attached Thumbnails
cumulative AD line-es-12-11-daily-20_12_2010-19_10_2011.jpg  
Attached Files
Register to download File Type: zip AdvanceDecline.zip (1.9 KB, 89 views)
Reply With Quote
The following 8 users say Thank You to Fat Tails for this post:
 
  #8 (permalink)
Elite Member
Toronto, Ontario
 
Futures Experience: Advanced
Platform: NinjaTrader, Multicharts
Broker/Data: IB, IQfeed
Favorite Futures: ES, CL
 
Snoop's Avatar
 
Posts: 203 since Oct 2009
Thanks: 135 given, 162 received

Thank you Fat tails. Even "quick and dirty", you're always thorough.

Reply With Quote
 
  #9 (permalink)
Elite Member
Malchow (Meckl.)
 
Futures Experience: Intermediate
Platform: NinjaTrader, TWS
Favorite Futures: Stocks
 
Posts: 17 since Mar 2011
Thanks: 15 given, 0 received


cory View Post
cqg has data to create a/d line

How can I set a spread chart in NT7?

Reply With Quote
 
  #10 (permalink)
Market Wizard
virginia
 
Futures Experience: Intermediate
Platform: ninja
Favorite Futures: ES
 
cory's Avatar
 
Posts: 5,220 since Jun 2009
Thanks: 628 given, 6,318 received
Forum Reputation: Legendary



Blackburn View Post
How can I set a spread chart in NT7?

@Blackburn use this indi
https://futures.io/download/vip_elite_circle/1173-download.html?view

Reply With Quote
The following 2 users say Thank You to cory for this post:

Reply



futures io > > > > cumulative AD line

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

Jigsaw Trading: TBA

Elite only

FuturesTrader71: TBA

Elite only

NinjaTrader: TBA

Jan 18

RandBots: TBA

Jan 23

GFF Brokers & CME Group: Futures & Bitcoin

Elite only

Adam Grimes: TBA

Elite only

Ran Aroussi: TBA

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
Cumulative Adjusted Tick aligator NinjaTrader 25 March 10th, 2016 10:06 PM
Gomi cumulative delta gmorgan111 The Elite Circle 6 February 7th, 2012 02:15 AM
Cumulative delta algo ? wwwingman NinjaTrader 0 September 8th, 2011 07:20 AM
Need some help creating a cumulative index kaywai NinjaTrader Programming 0 January 27th, 2010 11:28 AM
Cumulative Index kaywai NinjaTrader Programming 12 January 24th, 2010 10:53 AM


All times are GMT -4. The time now is 11:37 PM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2017-12-17 in 0.14 seconds with 20 queries on phoenix via your IP 54.221.73.186