How does RSqueeze work? - futures io
futures io futures trading



How does RSqueeze work?


Discussion in NinjaTrader

Updated by patfaninba
      Top Posters
    1. looks_one Fat Tails with 16 posts (126 thanks)
    2. looks_two wldman with 14 posts (7 thanks)
    3. looks_3 gcaldridge with 5 posts (16 thanks)
    4. looks_4 Raj1 with 4 posts (0 thanks)
      Best Posters
    1. looks_one Zondor with 10.3 thanks per post
    2. looks_two Fat Tails with 7.9 thanks per post
    3. looks_3 gcaldridge with 3.2 thanks per post
    4. looks_4 ThatManFromTexas with 3.0 thanks per post
    1. trending_up 36,881 views
    2. thumb_up 218 thanks given
    3. group 42 followers
    1. forum 81 replies
    2. attach_file 18 attachments




Welcome to futures io: the largest futures trading community on the planet, with well over 100,000 members
  • Genuine reviews from real traders, not fake reviews from stealth vendors
  • Quality education from leading professional traders
  • We are a friendly, helpful, and positive community
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts
  • We are here to help, just let us know what you need
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

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

 
Thread Tools Search this Thread
 

How does RSqueeze work?

  #31 (permalink)
Legendary Market Wizard
Chicago Illinois USA
 
Experience: Advanced
Broker: IB, ToS
Trading: /ES, US Equities/Options
 
wldman's Avatar
 
Posts: 3,194 since Aug 2011
Thanks: 1,854 given, 7,785 received

Thanks Fat Tails

@Fat Tails

Thank you for the response.

I'm not blaming anyone, rather trying to figure out the issue while lacking the knowledge or resources to do so. That version came out of the indicator library, correct.

To me it does look as if the price bars are different on those charts. Certainly dots on the zero line that where one color are viewed as a different color upon later review. That is not "repaint"? I'm just trying to understand. Definitely willing to go your way and appreciative of your review to say the least.





I think that must be due to the HACO calculation then?

Visit my futures io Trade Journal Reply With Quote

Can you help answer these questions
from other members on futures io?
Convert NinjaTrader NT7 indicator to Tradestation EasyLanguage and RADARSCREEN
Platforms and Indicators
Issue meeting order entry conditions
Elite Automated NinjaTrader Trading
Last 5 minutes Label
ThinkOrSwim
Moving average with Lag reduction
NinjaTrader
Linux?
ThinkOrSwim
 
Best Threads (Most Thanked)
in the last 7 days on futures io
FIO Journal Challenge - June 2020 edition w/SharkIndicators
59 thanks
Spoo-nalysis ES e-mini futures S&P 500
55 thanks
June Charity Fundraiser - Feeding hungry families
51 thanks
Fixed vs trailing stops
28 thanks
AMP Futures / AMP Global Review
27 thanks
 
  #32 (permalink)
Market Wizard
Berlin, Europe
 
Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker: Interactive Brokers
Trading: Keyboard
 
Fat Tails's Avatar
 
Posts: 9,824 since Mar 2010
Thanks: 4,237 given, 26,524 received


wldman View Post
@Fat Tails

Thank you for the response.

I'm not blaming anyone, rather trying to figure out the issue while lacking the knowledge or resources to do so. That version came out of the indicator library, correct.

To me it does look as if the price bars are different on those charts. Certainly dots on the zero line that where one color are viewed as a different color upon later review. That is not "repaint"? I'm just trying to understand. Definitely willing to go your way and appreciative of your review to say the least.





I think that must be due to the HACO calculation then?


@wldman: The RSqueeze produces the problem on the lower panel. If you set it to "CalculateOnBarClose = false", it will produce false dots and a false histogram. This is a bug within the code. If you refresh via F5, it will be displayed correctly, but then you should better use it with "CalculateOnBarClose = true".

The RSqueeze has no impact on the price bars.

I can see the differences on the price bars. There are 2 possible explanations:

(1) The Heikin Ashi type indicator, which is applied to the price bars has a bug.

(2) You use a cheap broker data feed, which has real-time data that is not time-stamped. In that case NinjaTrader uses your system clock to add time stamps. Due to the latency between the exchange and your PC and due to an inaccurate system clock, this data can be different from the time-stamped data as supplied by the exchange. After reloading historical data, you replace the real-time data with accurate historical data, which makes up for the difference.

If you tell me which Heikin Ashi indicator you used, I can check it and tell you whether it may have caused the problem or not.

Reply With Quote
The following user says Thank You to Fat Tails for this post:
 
  #33 (permalink)
Legendary Market Wizard
Chicago Illinois USA
 
Experience: Advanced
Broker: IB, ToS
Trading: /ES, US Equities/Options
 
wldman's Avatar
 
Posts: 3,194 since Aug 2011
Thanks: 1,854 given, 7,785 received

Exactly correct...


@Fat Tails

...according to both the broker and NT. Did I say I'm willing to go your way on this?

From NT:

"MB Trading live data is time stamped on your local PC clock. While the MB Trading historical data servers are time stamped by their servers time which is synced.

This live data is being time stamped by your local PC clock that is most likely not in sync, thus causing charts to be displayed differently when reloaded.

In this case the link will answer your question and go over in more detail how a chart can look different after reloading."

NinjaTrader Version 7

I am truly grateful for the thought that you would look at the heiken ashi indicator on my behalf. Do you need the script or just the name of the version? What I really want was coded by a friend in QScript for the Wave59 platform. The version allowed the user to elect period length or choose an adaptive cycle period. I could send that or post it if you care to see it. However the biggest item missing from any Heiken Ashi that I can find is simply the ability to use the HACO study to color a typical ohlc price bar.

The heiken ashi study was a replacement for "smart money colored price bars" a prop indi on wave59. I actually prefer the H/A. I'm thinking of detailing that in my journal thread, but nobody has asked.

Visit my futures io Trade Journal Reply With Quote
 
  #34 (permalink)
Market Wizard
Berlin, Europe
 
Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker: Interactive Brokers
Trading: Keyboard
 
Fat Tails's Avatar
 
Posts: 9,824 since Mar 2010
Thanks: 4,237 given, 26,524 received


wldman View Post
@Fat Tails

...according to both the broker and NT. Did I say I'm willing to go your way on this?

From NT:

"MB Trading live data is time stamped on your local PC clock. While the MB Trading historical data servers are time stamped by their servers time which is synced.

This live data is being time stamped by your local PC clock that is most likely not in sync, thus causing charts to be displayed differently when reloaded.

In this case the link will answer your question and go over in more detail how a chart can look different after reloading."

NinjaTrader Version 7

I am truly grateful for the thought that you would look at the heiken ashi indicator on my behalf. Do you need the script or just the name of the version? What I really want was coded by a friend in QScript for the Wave59 platform. The version allowed the user to elect period length or choose an adaptive cycle period. I could send that or post it if you care to see it. However the biggest item missing from any Heiken Ashi that I can find is simply the ability to use the HACO study to color a typical ohlc price bar.

The heiken ashi study was a replacement for "smart money colored price bars" a prop indi on wave59. I actually prefer the H/A. I'm thinking of detailing that in my journal thread, but nobody has asked.

@wldmann:

The HeikinAshi bars are modified candle sticks that can be used as a trend filter. It is a relatively easy exercise to take that information and use it to color OHLC bars. Thus the OHLC bars will basically just collect the trend information, but not show the OHLC of the Heikin Ashi candles.

However, there is a number of different versions of HA studies, so you would need to tell me which version you use.

Reply With Quote
The following user says Thank You to Fat Tails for this post:
 
  #35 (permalink)
Legendary Market Wizard
Chicago Illinois USA
 
Experience: Advanced
Broker: IB, ToS
Trading: /ES, US Equities/Options
 
wldman's Avatar
 
Posts: 3,194 since Aug 2011
Thanks: 1,854 given, 7,785 received

Thank you...

@Fat Tails

I am trying to get the children ready for a few weeks in the mountains BUT this opportunity to get help from you is worth losing sleep over so I will do that asap.

I have two displayed on charts right now. I will decide and provide you with all the information that I can.

I know that you provide an incredible contribution here in futures.io (formerly BMT). Do you have a pay pal account or a favorite charity? Thank you so much for just taking a look. Dan

Visit my futures io Trade Journal Reply With Quote
The following user says Thank You to wldman for this post:
 
  #36 (permalink)
los angeles
 
Experience: Intermediate
Platform: nt
Trading: cl
 
Sunil P's Avatar
 
Posts: 292 since Jan 2012

Fats is loaded,he is the one who is behind the scenes holding up the German efforts to bail out the whole of Europe.
He is just vendor status now as a cover....got to say you payed for that MB Gullwing some how.

Visit my futures io Trade Journal Reply With Quote
 
  #37 (permalink)
Legendary Market Wizard
Chicago Illinois USA
 
Experience: Advanced
Broker: IB, ToS
Trading: /ES, US Equities/Options
 
wldman's Avatar
 
Posts: 3,194 since Aug 2011
Thanks: 1,854 given, 7,785 received

That is good...


Sunil P View Post
Fats is loaded,he is the one who is behind the scenes holding up the German efforts to bail out the whole of Europe.
He is just vendor status now as a cover....got to say you payed for that MB Gullwing some how.

Fat Tails will keep his part of the world in shape and I'll continue to keep things together here in the US.

However, wealth of either party non-withstanding, it is right to return value where value is received...all "right" relationships must be mutually beneficial to maintain integrity and prosper.

Visit my futures io Trade Journal Reply With Quote
The following 2 users say Thank You to wldman for this post:
 
  #38 (permalink)
Legendary Market Wizard
Chicago Illinois USA
 
Experience: Advanced
Broker: IB, ToS
Trading: /ES, US Equities/Options
 
wldman's Avatar
 
Posts: 3,194 since Aug 2011
Thanks: 1,854 given, 7,785 received

I can not...

figure out how to attach the indicator files here for review. I will keep trying though.

@Fat Tails
@Big Mike

Visit my futures io Trade Journal Reply With Quote
 
  #39 (permalink)
Legendary Market Wizard
Chicago Illinois USA
 
Experience: Advanced
Broker: IB, ToS
Trading: /ES, US Equities/Options
 
wldman's Avatar
 
Posts: 3,194 since Aug 2011
Thanks: 1,854 given, 7,785 received

Okay...

This may have worked.

In the attached folder there are two Heiken Ashi scripts. "Heiken Ashi" is the stock indicator that comes in NT and the one in my primary view. Since the picture had a little lock on it I sent the HeikenAshiSmoothed. The smoothed version has some options that I believe make it better as a focal point for building out those "wish list" items. I do not need the cycle period tuned option but the ability to color regular OHLC price bars with the heiken ashi calculation would be wonderful.

I do have the original code from Sylvain Ver Voort from the most recent magazine article as well as the Wave 59 version from my friend Joe if you care about that.

Thank you so much for taking a look @ Fat Tails.

I'm leaving Saturday morning for a vacation so I will not be around until July 1. Dan

Attached Files
Register to download File Type: zip heikenashi.zip (30.8 KB, 55 views)
Visit my futures io Trade Journal Reply With Quote
 
  #40 (permalink)
Legendary Market Wizard
Chicago Illinois USA
 
Experience: Advanced
Broker: IB, ToS
Trading: /ES, US Equities/Options
 
wldman's Avatar
 
Posts: 3,194 since Aug 2011
Thanks: 1,854 given, 7,785 received

wldman is...


gone on vacation till sometime in July.

@Fat Tails

I would be thrilled if you could take a look and possibly create that option to apply the HA calc to a regular price bar.

I fixed the time stamp issue and will do so on the new machine when it arrives. Thanks again to everyone for their valuable shared input. Trade well!


Visit my futures io Trade Journal Reply With Quote
The following user says Thank You to wldman for this post:



futures io Trading Community Platforms and Indicators NinjaTrader > How does RSqueeze work?




Upcoming Webinars and Events
 

Free BloodHound Licenses for everyone!

June
 

Every journal equals ten meals for the hungry

June
     



Copyright © 2020 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