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HBLV-R for NinjaTrader


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HBLV-R for NinjaTrader

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  #1 (permalink)
Austin, TX
 
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Before I go about trying to create @Big Mike's HBLV-R indicator on NinjaTrader, I figure I'd ask here to see if anybody already has one coded up.

Other than that, does anybody happen to have the symbols for CQG for the High Beta and Low Volume that comprise the indicator?

I'm thinking that's a good place for me to start developing my chart tools.

Thanks all,-g

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  #3 (permalink)
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I believe the HBLV-R stands for high beta / low volatility ratio. There are two indices you could use. One is called the S&P 500 High Beta Index, and the other is the S&P 500 Low Volatility Index. I suppose you could just divide the first by the second to get a ratio, but I haven't seen Mike's chart of the HBLV-R, so I don't know if an additional step is needed to transform the value into a different range of values such as 0 to 100 or -1 to +1.

IQFeed provides those two indices. You could also use the corresponding ETFs (SPHB and SPLV) as a proxy, however SPHB has very sparse volume. You might be able to get away with using the bid/ask midpoint, but I have never seen what that looks like during market hours. Probably best to stick with the indices rather than the ETFs.

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  #4 (permalink)
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I found a post on the Spoos thread with more information. The formula was given for TOS:

 
Code
def LV = close("$SP500LVOL");
def HB = close("$SP500HBETA");
plot Data =-( LV/HB*100 );

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  #5 (permalink)
Austin, TX
 
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ganamide View Post
I found a post on the Spoos thread with more information.

Thank you. I had read that and was thinking I need to get this into my chart. I did note the TOS indexes but have not yet found something equivalent on NT / CQG.

I hunted for variations in NT chart wizard looking Beta, High, & etc. to no luck. If nobody has it, I'll be following up with NT support to see if the necessary indexes are available. If so, I'll just code one up.

Blessings,-g

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  #6 (permalink)
Austin, TX
 
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It often seems some of the data I want isn't available to me in my free demo account (not really a surprise, it is free after all).

I can use the NT as long as no active trades, but getting data for some things (such as VIX, High Beta, Low Volume & more) do not seem to be available.

I have not yet done an exhaustive search on data feeds and recommendatations on futures.io (formerly BMT) but figured I'd ask for ideas while I'm working on getting my HBLV-R figured out.

I would need something that works with NT 7. Any suggestions anyone?

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  #7 (permalink)
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@redratsal

What data feed are you using? trying to get this setup on Kinetic on my end.

do you mind sharing the Ratio script?

Thank you,
Sudhir

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  #9 (permalink)
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sudhirc View Post
@redratsal

What data feed are you using? trying to get this setup on Kinetic on my end.

do you mind sharing the Ratio script?



Thank you,
Sudhir

IB
You'll find Ratio on futures.io (formerly BMT)

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  #10 (permalink)
detroit,mi
 
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redratsal View Post
IB
You'll find Ratio on futures.io (formerly BMT)


I saw the code as
def LV = close("$SP500LVOL");
def HB = close("$SP500HBETA");
plot Data =-( LV/HB*100 );

but i'm no good at programming.

thanks

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  #11 (permalink)
Milan (I)
 
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sudhirc View Post
I saw the code as
def LV = close("$SP500LVOL");
def HB = close("$SP500HBETA");
plot Data =-( LV/HB*100 );

but i'm no good at programming.

thanks

You just need to use the search file engine and you'll find the indicator for NT

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  #12 (permalink)
the coin hunter
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yet another HB-LV-R entry

a) connect to free kinetick data
b) add series SPHB, SPLV and ES
c) add indicator
d) load template
enjoy!

Attached Files
Register to download File Type: cs PairsRatio.cs (8.3 KB, 25 views)
Register to download File Type: xml SPHB-SPLVx100.xml (20.5 KB, 17 views)
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  #13 (permalink)
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@Silvester17
@cory

Thank you so much Gentlemen.

Can you tell me why i'm getting a gaps during weekends when i add SPHB on to my chart and don't see the same when i have other instruments added.

Thanks again.



EDIT:
With the above template from post #13 i didn't need secondary data series (SPHB) and the chart come out without any gaps.

Thanks again
@Silvester17 , @cory

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the coin hunter
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sudhirc View Post
...
Thank you so much Gentlemen.

Can you tell me why i'm getting a gaps during weekends when i add SPHB on to my chart and don't see the same when i have other instruments added...

stocks dont trade on weekend, those calculations based on stocks vs es trades 24 hrs almost.

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the coin hunter
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yet another HB-LV-R template
a) connect to free kinetic data
b) add SPHB chart
c) load indicators and template
enjoy!

Attached Files
Register to download File Type: xml HB-LV-SP-R.xml (20.0 KB, 29 views)
Register to download File Type: cs ShowMeTheMoneyFlow3.cs (27.3 KB, 28 views)
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  #16 (permalink)
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@cory

How do you setup SPHB instrument in Kinetic? i've mine setup for IB.

Thank you,
Sudhir

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  #17 (permalink)
the coin hunter
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sudhirc View Post
@cory

How do you setup SPHB instrument in Kinetic? i've mine setup for IB.

Thank you,
Sudhir

I don't understand the question, ninja comes with free daily kinetic data, click file, connect, select kinetic if you don't see kinetic then you don't have it. I you connected to kinetic then follow these steps

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  #18 (permalink)
detroit,mi
 
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@cory,

Never mind I'm stupid. I made some changes to my master instrument, which i should not have done.

Thank you very much for your time.

Sudhir

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GregLGTP View Post
It often seems some of the data I want isn't available to me in my free demo account (not really a surprise, it is free after all).

I can use the NT as long as no active trades, but getting data for some things (such as VIX, High Beta, Low Volume & more) do not seem to be available.

I have not yet done an exhaustive search on data feeds and recommendatations on futures.io (formerly BMT) but figured I'd ask for ideas while I'm working on getting my HBLV-R figured out.

I would need something that works with NT 7. Any suggestions anyone?

IQFEED has all the indices as well as market stats. All you need is the basic package. You may need to add an exchange to your feed for some proprietary indices, or if you require tick data on them. If I remember correctly, they provide 1 second interval data on indices they calculate themselves for most as part of base subscription.

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