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How does RSqueeze work?
Started: by gcaldridge Views / Replies:23,312 / 73
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How does RSqueeze work?

  #21 (permalink)
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wldman View Post
John Carter's BBSqueeze and with the othe PBFSqueeze, which as Fat Tails mentions is not a "squeeze" at all. The concept of a "zero line" combined indicator is something that I've used for a while. So those other "squeeze" that arent squeeze indicators are designed on the same zero line concept...but don't actually "squeeze" I would suggest, especially on the gaussian filter element that you open the code using the "edit" feature. Take a look at the gaussian filters, they are all fib based and there are four of them being used. I think they are (8,21) (13,34) (21,55) (34,89).

So what do you mean when you say,"How does it work?" It works great for me....but I think you are asking what "math" is displaying and why? I don't think you mean, How do I trade this?

Anyway, there might be some docs laying around that I could reference if I knew what specifically you are asking.

Wldman:

Thanks for the answer and asking the clarifying question by "what do I mean". Well, at first I meant (and still do) what is the math behind the indicator? I'm very analytical by nature, a math graduate at one time long ago, a programmer after that, etc. Any indicator I use I make sure I understand what it is doing, why and if possible I then tune it.

However as soon as you say it works great for you, you pique my curiosity. Would you share with me (I won't tell anyone else :-) how it works great for you?

Thanks for any answers.

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  #22 (permalink)
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gcaldridge View Post
Wldman:

Thanks for the answer and asking the clarifying question by "what do I mean". Well, at first I meant (and still do) what is the math behind the indicator? I'm very analytical by nature, a math graduate at one time long ago, a programmer after that, etc. Any indicator I use I make sure I understand what it is doing, why and if possible I then tune it.

However as soon as you say it works great for you, you pique my curiosity. Would you share with me (I won't tell anyone else :-) how it works great for you?

Thanks for any answers.

@gcaldridge

One example .... If you trade breakouts a big problem is "head fakes" (false breakouts). The "squeeze" can help filter them out.

I'm just a simple man trading a simple plan.

My daddy always said, "Every day above ground is a good day!"
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  #23 (permalink)
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Try this version of RSqueeze


Let me know if you can import this. I got rid of the RSqueezeUtility Namespace that may have been causing the problems. I don't know why that was in there at all.

I also got rid of a lot of ridiculous plot switcheroo code that was being used to change the colors of plots à la Ninjatrader 6.5 because somebody did not know how to use the PlotColors method.

I further optimized it by eliminating any usage of external instances of several indicators that are now calculated inside the OnBarUpdate() method.

If you can manage to import this, you may be shocked at how quickly it loads.

Attached Files
Register to download File Type: zip OscillatorRSqeeze.zip (51.0 KB, 368 views)
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  #24 (permalink)
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Thanks Zondor - Import works fine now and it's indeed FAST..



cory View Post
open the zip file cs file is always in the zip file.


Zondor View Post
Let me know if you can import this. I got rid of the RSqueezeUtility Namespace that may have been causing the problems. I don't know why that was in there at all.

I also got rid of a lot of ridiculous plot switcheroo code that was being used to change the colors of plots à la Ninjatrader 6.5 because somebody did not know how to use the PlotColors method.

I further optimized it by eliminating any usage of external instances of several indicators that are now calculated inside the OnBarUpdate() method.

If you can manage to import this, you may be shocked at how quickly it loads.


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  #25 (permalink)
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ThatManFromTexas View Post
@Fat Tails

There... I fixed that for you....

I never intended to say anything like this. I did not want to offend the female members of the forum.

Anyhow I knew that it would trigger your dirty thoughts .

There is really no need to be explicit.

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  #26 (permalink)
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Zondor View Post
Let me know if you can import this. I got rid of the RSqueezeUtility Namespace that may have been causing the problems. I don't know why that was in there at all.

I also got rid of a lot of ridiculous plot switcheroo code that was being used to change the colors of plots à la Ninjatrader 6.5 because somebody did not know how to use the PlotColors method.

I further optimized it by eliminating any usage of external instances of several indicators that are now calculated inside the OnBarUpdate() method.

If you can manage to import this, you may be shocked at how quickly it loads.

@Zondor;

Hi. Thank you. It loads fine. I just noticed if you draw the BB and KB bands with default settings ((as in your squeeze indicator), the squeeze areas on chart do not match the squeeze dots on indicator's zero line. I know you mentioned no support, but Just an observation.

Cheers!

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  #27 (permalink)
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RSqeeze discrepanices

Alligator " noticed if you draw the BB and KB bands with default settings ((as in your squeeze indicator), the squeeze areas on chart do not match the squeeze dots on indicator's zero line."

Yeah, I noticed that the dots are not correct in the BBSqueeze mode.

However overall it does seem to give decent signals.

I don't know where the version that I optimized came from. I do know that it was a resource hog because of the way it was coded. My version uses a small fraction of the CPU resources of the original, and will work fine on COBC false.

The code for this indicator is in a dll, so you won't find it in your Indicators folder.


Last edited by Zondor; June 11th, 2012 at 06:14 PM.
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  #28 (permalink)
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I tried to find...

the code from the edit ninjascript drop down to see If I could figure that out. I could not find the code for the optimized version. The display with the same settings is quite different from the "original".

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  #29 (permalink)
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I noticed today...

that the pbfsqueeze displayed on my charts is repainting. Is anyone else aware of how/why this could occur. It looks like the price bars are a little different as well. I called the broker and of course it is a NT issue. I emailed NT and of course I am waiting.

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price bars look different just before 10:00 and the green/pink dots seem to have repainted.


Last edited by wldman; June 12th, 2012 at 05:04 PM. Reason: try to fix screenshot
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  #30 (permalink)
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wldman View Post
that the pbfsqueeze displayed on my charts is repainting. Is anyone else aware of how/why this could occur. It looks like the price bars are a little different as well. I called the broker and of course it is a NT issue. I emailed NT and of course I am waiting.

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price bars look different just before 10:00 and the green/pink dots seem to have repainted.

@wldman: If you add a free copy of a commercial indicator to your chart and this indicator has coding errors, then you can neither blame your broker nor NinjaTrader.

The RSqueeze has been coded for NT 6.5, and the author has left it with a minor bug, which only occurs, if you set the indicator to CalculateOnBarClose = false. In CalculateOnBarClose = true the indicator works without problems.

That said,

-> The indicator does not repaint - repainting means changing values of prior bars after the fact.
-> It calculates all values in real-time correctly. The author has used two DataSeries to differentiate between the colors, and for those bars that change color intra-bar, he simply forgot to remove the inactive color (bug).

The issue can be easily fixed. But I am currently fixing something different, so I won't fix it today.

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