First Multi-series indicator - futures io
futures io futures trading



First Multi-series indicator


Discussion in NinjaTrader

Updated
    1. trending_up 3,905 views
    2. thumb_up 0 thanks given
    3. group 0 followers
    1. forum 10 posts
    2. attach_file 7 attachments




Welcome to futures io: the largest futures trading community on the planet, with well over 125,000 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)

 
Search this Thread
 

First Multi-series indicator

(login for full post details)
  #1 (permalink)
las vegas
 
Experience: Intermediate
Platform: Sierra Chart
Broker: Velocity/IB
Trading: 6E
 
Posts: 1,147 since Feb 2010
Thanks: 304 given, 839 received

Hi, I am trying to create a currency composite indicator but get two errors I can't resolve in relation to the multi-series code. I am reading the instructions, but it is a little confusing to me. Thank you for any help.

Attached Thumbnails
Click image for larger version

Name:	Error1.jpg
Views:	89
Size:	413.4 KB
ID:	9097   Click image for larger version

Name:	Error2.jpg
Views:	81
Size:	292.1 KB
ID:	9098  
Attached Files
Register to download File Type: txt multiseries.txt (8.2 KB, 21 views)
Started this thread Reply With Quote

Can you help answer these questions
from other members on futures io?
Indicators for pair trading MES and M2K
Platforms and Indicators
Help Needed: TOS Options Chain IV & IMPL MOVE Calcul …
ThinkOrSwim
Reading A set of Trading Signals
EasyLanguage Programming
ZigZag with Depth and Backstep
EasyLanguage Programming
Neurological explanations for trading Success
Psychology and Money Management
 
 
(login for full post details)
  #3 (permalink)
Site Administrator
Swing Trader
Data Scientist & DevOps
Manta, Ecuador
 
Experience: Advanced
Platform: My own custom solution
Trading: Emini Futures
 
Big Mike's Avatar
 
Posts: 49,785 since Jun 2009
Thanks: 32,314 given, 97,581 received


If you are using NT 6.5 you can't dynamically specify the time frame in Init for MTF strategies. Replace the variable with a hard number, like 5 for 5 minutes, and it should work.

For the second issue, the MTF code is Closes (notice the s), for instance Closes[1][0] would refer to BarsArray[1] index bar[0]. And Highs[3][1] would be BarsArray[3] index[1], etc etc.

Mike

We're here to help -- just ask

For the best trading education, watch our webinars
Searching for trading reviews? Review this list

Follow us on Twitter, YouTube, and Facebook

Support our community as an Elite Member:
https://futures.io/elite/
Follow me on Twitter Visit my futures io Trade Journal Reply With Quote
 
(login for full post details)
  #4 (permalink)
las vegas
 
Experience: Intermediate
Platform: Sierra Chart
Broker: Velocity/IB
Trading: 6E
 
Posts: 1,147 since Feb 2010
Thanks: 304 given, 839 received

Thanks for responding so quickly, but I made the changes and I am still getting the same error on the first part and now a different error on the second part.

On the first one, I thought maybe the symbol needed to be "$GBPUSD" instead of "GBPUSD", but that didn't work either.

The second one I have no clue. I am not sure if I am supposed to be adding something to the variables or properties sections.

Will keep working on it, but thanks again for any help.

Attached Thumbnails
Click image for larger version

Name:	Error1.jpg
Views:	65
Size:	390.1 KB
ID:	9163   Click image for larger version

Name:	Error2.jpg
Views:	68
Size:	307.8 KB
ID:	9164  
Attached Files
Register to download File Type: txt multiseries.txt (4.1 KB, 9 views)
Started this thread Reply With Quote
 
(login for full post details)
  #5 (permalink)
Site Administrator
Swing Trader
Data Scientist & DevOps
Manta, Ecuador
 
Experience: Advanced
Platform: My own custom solution
Trading: Emini Futures
 
Big Mike's Avatar
 
Posts: 49,785 since Jun 2009
Thanks: 32,314 given, 97,581 received

Well the extra BarsArray won't work (second error) until the first error is solved.

As for the first error, I can't say. You need to look at instrument manager (Control Center - Tools - Instrument Manager) and use the exact name listed there, which would be the same as loading a chart and using the exact name listed on the top left of the chart. For instance, for ES it would be "ES 03-10".

Mike

We're here to help -- just ask

For the best trading education, watch our webinars
Searching for trading reviews? Review this list

Follow us on Twitter, YouTube, and Facebook

Support our community as an Elite Member:
https://futures.io/elite/
Follow me on Twitter Visit my futures io Trade Journal Reply With Quote
 
(login for full post details)
  #6 (permalink)
las vegas
 
Experience: Intermediate
Platform: Sierra Chart
Broker: Velocity/IB
Trading: 6E
 
Posts: 1,147 since Feb 2010
Thanks: 304 given, 839 received

Austin says NT 6.5 only supports multi-series strategies and not indicators.

Started this thread Reply With Quote
 
(login for full post details)
  #7 (permalink)
Site Administrator
Swing Trader
Data Scientist & DevOps
Manta, Ecuador
 
Experience: Advanced
Platform: My own custom solution
Trading: Emini Futures
 
Big Mike's Avatar
 
Posts: 49,785 since Jun 2009
Thanks: 32,314 given, 97,581 received


vegasfoster View Post
Austin says NT 6.5 only supports multi-series strategies and not indicators.

Yes, naturally, I missed the word "indicator" in the thread title!

Just write it as a strategy if you want to stick with 6.5, you can still plot from a strategy it's just more difficult. Or just "upgrade" (lol) to NT7.

Mike

We're here to help -- just ask

For the best trading education, watch our webinars
Searching for trading reviews? Review this list

Follow us on Twitter, YouTube, and Facebook

Support our community as an Elite Member:
https://futures.io/elite/
Follow me on Twitter Visit my futures io Trade Journal Reply With Quote
 
(login for full post details)
  #8 (permalink)
las vegas
 
Experience: Intermediate
Platform: Sierra Chart
Broker: Velocity/IB
Trading: 6E
 
Posts: 1,147 since Feb 2010
Thanks: 304 given, 839 received

Apparently the nt customer service representatives on the nt forum are not aware of that. He told me I could set "Overlay = false;", but then later retracted the post with no further instruction. I can't figure out what or how I am supposed to be telling it to plot, for example in the sma strategy, it uses:
SMA(10).Plots[0].Pen.Color = Color.Blue;
Add(SMA(10));
But in another strategy I created using the wizard, it just uses "Add..." and the values are plotting, there is no "Plots" statement.

In the multi-series strategy I am using:
Add("AUDUSD", PeriodType.Minute, timeFrame);
But the values aren't plotting and I am not sure how I would write a Plot statement using the above add statement or even if I need one. Any help would be appreciated. Thanks.

The point of the exercise is that I would ultimately like to create a single bar chart that is a composite of any selected pairs and be able to place single entry and exit orders that would be automatically split between them, i.e. trade my own custom indices. During strong trends and volatile periods I would just have to focus one chart and I believe I would average out better over time.

I like to trade the gby.jpy, gbp.usd, and aud.jpy because they move the best of any of the pairs. While they move together for the most part, sometimes one will get hung up and won't budge while the other two are moving just fine. For example, the aud.jpy may give the best look initially but get hung up by the usd.jpy, whereas the gbp.jpy will move anyway because of the gbp.usd took off like a champ.

It wouldn't be appropriate at all times and it may be a crap idea at any time, but I think it's worthwhile to take a look at it.

Started this thread Reply With Quote
 
(login for full post details)
  #9 (permalink)
Site Administrator
Swing Trader
Data Scientist & DevOps
Manta, Ecuador
 
Experience: Advanced
Platform: My own custom solution
Trading: Emini Futures
 
Big Mike's Avatar
 
Posts: 49,785 since Jun 2009
Thanks: 32,314 given, 97,581 received

Easiest thing to do is go to NT7.

Otherwise, research the StrategyPlot() method, there are some examples in the help section.

Mike

We're here to help -- just ask

For the best trading education, watch our webinars
Searching for trading reviews? Review this list

Follow us on Twitter, YouTube, and Facebook

Support our community as an Elite Member:
https://futures.io/elite/
Follow me on Twitter Visit my futures io Trade Journal Reply With Quote
 
(login for full post details)
  #10 (permalink)
las vegas
 
Experience: Intermediate
Platform: Sierra Chart
Broker: Velocity/IB
Trading: 6E
 
Posts: 1,147 since Feb 2010
Thanks: 304 given, 839 received


Yeah, ok, will ask for NT7, thanks.

Started this thread Reply With Quote
 
(login for full post details)
  #11 (permalink)
las vegas
 
Experience: Intermediate
Platform: Sierra Chart
Broker: Velocity/IB
Trading: 6E
 
Posts: 1,147 since Feb 2010
Thanks: 304 given, 839 received

Case in point, went short on the gbp.usd at 5:58 (why? because it broke first), it immediately pulled back over 5 pips and the gbp.jpy dropped over 22 pips and the aud.jpy dropped over 26 pips. I eventually pulled out 11 pips, but it took almost 15 minutes. I can't be the only one without adequate brain power to manage 2 or 3 scalps at the same time.

Attached Thumbnails
Click image for larger version

Name:	fme.jpg
Views:	105
Size:	681.7 KB
ID:	9609  
Started this thread Reply With Quote


futures io Trading Community Platforms and Indicators NinjaTrader > First Multi-series indicator


Last Updated on March 11, 2010


Upcoming Webinars and Events
 

NinjaTrader Indicator Challenge!

Ongoing
 

Battlestations! Show us your trading desk - $1,500 in prizes!

March
 

Importance of Finding Your Own Way w/Adam Grimes

Elite only
 

Journal Challenge w/Jigsaw

April
     



Copyright © 2021 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