Indicator Problem - Question

mk77ch · (login for full post details)

Hello,

Im new to Ninjatrader Programming and today i tried to convert a MetaTrader 4 Indicator to Ninjatrader 7.
When i attach the indicator to a chart, it looks good but with each new bar the values getting wrong.

The MT4 Source Code can be found here: TSI MACD - MQL4 Code Base (TSI_MACD_true, scroll down)

I attached the NT Indicator i made.

I guess the problem is located in the definition of the current bar [0] and [-1] but i really dont know what exactly is wrong.

Code

rawMtmBuffer[0] = MACD(fast,slow,signal)[0] - MACD(fast,slow,signal)[-1];
absMtmBuffer[0] = Math.Abs(rawMtmBuffer[0]);
				
emaRawMtmBuffer[0] = EMA(rawMtmBuffer,first_R)[0];
emaAbsMtmBuffer[0] = EMA(absMtmBuffer,first_R)[0];
				
ema2RawMtmBuffer[0] = EMA(emaRawMtmBuffer,second_S)[0];
ema2AbsMtmBuffer[0] = EMA(emaAbsMtmBuffer,second_S)[0];
				
if(ema2AbsMtmBuffer[0] != 0.0)
{
    tsiBuffer[0] = -100.0 * (ema2RawMtmBuffer[0] / ema2AbsMtmBuffer[0]);
}
				
signalBuffer[0] = WMA(tsiBuffer,signalPeriod)[0];
				
TsiMacd.Set(tsiBuffer[0]);
TsiSignal.Set(signalBuffer[0]);

it would be great if somebody of you could give me a hint how i could fix this.

thank you!
mike

Tasker_182 · (login for full post details)

Zero refers to the current bar, 1 refers to the previous bar, -1 refers to a future bar. Are you trying to predict the future? <grin>.

mk77ch · (login for full post details)

Tasker_182

Zero refers to the current bar, 1 refers to the previous bar, -1 refers to a future bar. Are you trying to predict the future? <grin>.

thank you very much that fixed the problem ;-)
i attach the working indicator here so maybe someone find it useful.

cheers,
mike

Zondor · (login for full post details)

I made some changes that will tremendously improve its performance.

There is information about efficient coding in this thread.

Anyone have any hints for optimizing C# code?

If you want a dataseries to capture the SMA of the MACD: (Note... MACD12 should have been MyNewMACD)

in Variables:
private DataSeries myMacdAvg;
private bool init = false;
private MACD MyNewMACD
private SMA SMAofMACD

in Initialize():
myMacdAvg …

mk77ch · (login for full post details)

Zondor

I made some changes that will tremendously improve its performance.

There is information about efficient coding in this thread.

Anyone have any hints for optimizing C# code?

If you want a dataseries to capture the SMA of the MACD: (Note... MACD12 should have been MyNewMACD)

in Variables:
private DataSeries myMacdAvg;
private bool init = false;
private MACD MyNewMACD
private SMA SMAofMACD

in Initialize():
myMacdAvg …

thank you very much!
as im new to ninjatrader coding this helps a lot!

cheers,
mike

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