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I need help with an indicator


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I need help with an indicator

  #11 (permalink)
 
mk77ch's Avatar
 mk77ch 
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Big Mike View Post
@Zondor likes a challenge.

Mike

whoever will like this challenge is more than welcome ;-)

cheers,
mike

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  #12 (permalink)
 
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 Zondor 
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That sounds like something that might be correctable. Would have to see the code.

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  #13 (permalink)
 
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 mk77ch 
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Zondor View Post
That sounds like something that might be correctable. Would have to see the code.

hey @Zondor,

the indi is attached on the first page
thank you
mike

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  #14 (permalink)
 
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 cory 
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mk77ch View Post
... a relative small better renko chart and due to intense calculations during fast moving market ninjatrader hangs/freezes for a few seconds. so its not possible to set orders during these times.

i use it with cobc=false and each tick the indicator is calculated over all x thousand bars.
i really need this to be fixed...

perfect storm for slowness, have you try it without coloring code?

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  #15 (permalink)
 
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 mk77ch 
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cory View Post
perfect storm for slowness, have you try it without coloring code?

yes, i actually stripped it down to just one plot and the problem is clearly located in the while statement that recalculates all bars.

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  #16 (permalink)
 
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 mk77ch 
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g'day!

i actually renamed the variables so the code is a little easier to read.
i still hope somebody can help me...

Attached Files
Elite Membership required to download: mkGoldBands.zip
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  #17 (permalink)
 
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 mk77ch 
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i finally managed it to fix the loop problem and the indicator is now working as expected.
this thread could be closed

cheers,
mike

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  #18 (permalink)
 
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 cory 
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mk77ch View Post
i finally managed it to fix the loop problem and the indicator is now working as expected.
this thread could be closed

cheers,
mike

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  #19 (permalink)
 jmont1 
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mk77ch View Post
i finally managed it to fix the loop problem and the indicator is now working as expected.
this thread could be closed

cheers,
mike

@mk77ch, usually if you've come to the forum for assistance it is nice to post your finished code for review. May I request you post the final version?

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  #20 (permalink)
 
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 Fat Tails 
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I had a quick look at the indicator. It is a linear weighted moving average further smoothed with a simple moving average. The StdDev bands use a peculiar formula. I have therefore slightly modified them.

The modified indicator is attached.

I have compared the loading times of the indicator from post #16 and the indicator attached on a 15 min chart with a lookback period of 1 year.

mkGoldBands: loading in 60 seconds
anaGoldBands: loading in 2 seconds

The problem here is the number of draw objects that was used. mkGoldBands uses 1 draw object per bar, while anaGoldBands uses fewer larger draw objects. The difference in speed is not linked to the modified formula for the standard deviation.


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