Interactive Brokers Psar Vs. Ninjatrader 7 psar - NinjaTrader | futures io social day trading
futures io futures trading


Interactive Brokers Psar Vs. Ninjatrader 7 psar
Updated: Views / Replies:943 / 8
Created: by Kamalaya Attachments:0

Welcome to futures io.

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

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors – all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you don’t need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

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

Reply
 
Thread Tools Search this Thread
 

Interactive Brokers Psar Vs. Ninjatrader 7 psar

  #1 (permalink)
Trading Apprentice
Oklahoma , Usa
 
Futures Experience: Beginner
Platform: Ninjatrader
Favorite Futures: Oil
 
Posts: 5 since Oct 2015
Thanks: 0 given, 0 received

Interactive Brokers Psar Vs. Ninjatrader 7 psar

Hello everyone, i need a little help with the following problem.I really want to make my NInjatrader7 Parabolic Sar Indicator, to look exactly like Interactive Brokers Psar Indicator. I don't have any ideea how to code,or make a custom psar indicator, or what i really need to do because i have no experience in programming at all.
But i have here the Interactive Brokers Sar Settings :
And Ninja Trader Sar settings or script :
Now , i have literally no ideea how to configure a new sar, but what i do know is i need somehow someway to configure that IB settings in Ninjascript.
I;m sorry if i don't put the question very clearly.
If someone in here know how to fix this it will be very very much appreciated
I also think that it need just to be taken the code from existing ninjascript psar indicator and just fixed it. I don't think it needs to be a complete rewrite.
PS: i can't post the links in here, if someone interested in helping me out , i will figure it out how to send the 2 links.

Reply With Quote
 
  #2 (permalink)
Market Wizard
Germany
 
Futures Experience: Intermediate
Platform: Other
Favorite Futures: ES, YM, 6E
 
Posts: 2,640 since Feb 2013
Thanks: 4,893 given, 6,423 received
Forum Reputation: Legendary


Kamalaya View Post
Hello everyone, i need a little help with the following problem.I really want to make my NInjatrader7 Parabolic Sar Indicator, to look exactly like Interactive Brokers Psar Indicator. I don't have any ideea how to code,or make a custom psar indicator, or what i really need to do because i have no experience in programming at all.
But i have here the Interactive Brokers Sar Settings :
And Ninja Trader Sar settings or script :
Now , i have literally no ideea how to configure a new sar, but what i do know is i need somehow someway to configure that IB settings in Ninjascript.
I;m sorry if i don't put the question very clearly.
If someone in here know how to fix this it will be very very much appreciated
I also think that it need just to be taken the code from existing ninjascript psar indicator and just fixed it. I don't think it needs to be a complete rewrite.
PS: i can't post the links in here, if someone interested in helping me out , i will figure it out how to send the 2 links.

No need to reinvent the wheel. ParabolicSAR is a genuine NT indicator and has exactly the same default settings
of 0.02, 0.2, 0.02 as TWS. So no need for changes there. Changing of colors etc. is via the Indicators Menu like
with any other NT Indicator.

If you want to use it for coding, see NinjaTrader Version 7 for the exact syntax.
You can also modify the code to your needs if needed on a copy of that indicator.

Reply With Quote
 
  #3 (permalink)
Trading Apprentice
Oklahoma , Usa
 
Futures Experience: Beginner
Platform: Ninjatrader
Favorite Futures: Oil
 
Posts: 5 since Oct 2015
Thanks: 0 given, 0 received


No sir you get it wrong... Look carefully how Interactive Brokers sar is made, even though the custom settings are the same 0.2 00.2 bla bla bla, at IB you can see clearly the candle going through the DOTS OF THE SAR. which on NT IS impossible. So more clearly, when on 1 min TF, the sar is about to end on IB, when the candle goes to break the sar, the actually Last dot of the sar(sometimes more when is a false break) REMAIN THERE with the candle going through the DOT, it doesn't move down or dissapear, the dot remain there all the time.
This is the IB SAR script (coded in R probably or i dont know )
SARt+1 = SARt+ AF x (EPtradex SARt)

Where:

SARt+1 — next period's SAR

SARt - current SAR

AF - acceleration factor, begins at .02 and increases by .02 to a maximum of 0.20.

You can reset the initial, increments and maximum acceleration factor when you create the study.

EPtrade — the extreme price (HIGH for long positions and LOW for short positions).


SO i need someone who can understand what is there, and convert all of the above settings in NINjascript for SAR.

PS: i don't know how to CODE AT ALL, i don't know this language at all that's why i;m here for searching a programmer, a coder.

Reply With Quote
 
  #4 (permalink)
Market Wizard
Germany
 
Futures Experience: Intermediate
Platform: Other
Favorite Futures: ES, YM, 6E
 
Posts: 2,640 since Feb 2013
Thanks: 4,893 given, 6,423 received
Forum Reputation: Legendary


Kamalaya View Post
No sir you get it wrong... Look carefully how Interactive Brokers sar is made, even though the custom settings are the same 0.2 00.2 bla bla bla, at IB you can see clearly the candle going through the DOTS OF THE SAR. which on NT IS impossible. So more clearly, when on 1 min TF, the sar is about to end on IB, when the candle goes to break the sar, the actually Last dot of the sar(sometimes more when is a false break) REMAIN THERE with the candle going through the DOT, it doesn't move down or dissapear, the dot remain there all the time.
This is the IB SAR script (coded in R probably or i dont know )
SARt+1 = SARt+ AF x (EPtradex SARt)

Where:

SARt+1 — next period's SAR

SARt - current SAR

AF - acceleration factor, begins at .02 and increases by .02 to a maximum of 0.20.

You can reset the initial, increments and maximum acceleration factor when you create the study.

EPtrade — the extreme price (HIGH for long positions and LOW for short positions).


SO i need someone who can understand what is there, and convert all of the above settings in NINjascript for SAR.

PS: i don't know how to CODE AT ALL, i don't know this language at all that's why i;m here for searching a programmer, a coder.

Which realtime datafeed do you use for NT?

Reply With Quote
 
  #5 (permalink)
Trading Apprentice
Oklahoma , Usa
 
Futures Experience: Beginner
Platform: Ninjatrader
Favorite Futures: Oil
 
Posts: 5 since Oct 2015
Thanks: 0 given, 0 received

I trade on demo on Ninjatrader Continuum(demo)

Reply With Quote
 
  #6 (permalink)
Market Wizard
Germany
 
Futures Experience: Intermediate
Platform: Other
Favorite Futures: ES, YM, 6E
 
Posts: 2,640 since Feb 2013
Thanks: 4,893 given, 6,423 received
Forum Reputation: Legendary

Data differences aside, I could reproduce the effects. It's a known issue.

Take a look at https://futures.io/ninjatrader/31700-bugs-ninjatrader-parabolic-code.html
@Fat Tails has coded a "strictly Wilder" version of the PSAR.

Reply With Quote
 
  #7 (permalink)
Trading Apprentice
Oklahoma , Usa
 
Futures Experience: Beginner
Platform: Ninjatrader
Favorite Futures: Oil
 
Posts: 5 since Oct 2015
Thanks: 0 given, 0 received

OK how can i download it?

Reply With Quote
 
  #8 (permalink)
 Vendor: www.probabletrades.com 
OC, California, USA
 
Futures Experience: Advanced
Platform: IB/TWS, NinjaTrader, thinkorswim
Favorite Futures: stocks, options, futures, VIX
 
shodson's Avatar
 
Posts: 1,859 since Jun 2009
Thanks: 480 given, 3,254 received

I actually worked on this problem for a while. To complicate matters, different versions of IB have different PSAR calculations. The newer IB versions are more in-line with the built-in NT version, but an older version is quite different. I had a customer that wanted to auto-trade in NT but using the PSAR in the older IB but I couldn't accurately mimic the old IB version. We even tried to contact developers at IB to get the formula of the older version but the project was eventually scrapped.

Reply With Quote
 
  #9 (permalink)
Trading Apprentice
Oklahoma , Usa
 
Futures Experience: Beginner
Platform: Ninjatrader
Favorite Futures: Oil
 
Posts: 5 since Oct 2015
Thanks: 0 given, 0 received

I understand, thank you for your response, i actually don't know how the IB verssions psar are, or i don't know which one is better in terms of sar, but this is the formula of their Psar that i want to convert into NT script:
For use in trending markets, parabolic SAR uses a trailing stop and reverse method to help determine good exit and entry points. The Parabolic SAR calculation is:

SARt+1 = SARt+ AF x (EPtradex SARt)

Where:

SARt+1 — next period's SAR

SARt - current SAR

AF - acceleration factor, begins at .02 and increases by .02 to a maximum of 0.20.

You can reset the initial, increments and maximum acceleration factor when you create the study.

EPtrade — the extreme price (HIGH for long positions and LOW for short positions).

Now, this sshould be somehow someway the pointo from a programmer can turn it into a ninjatrader sar as weel, i tried last days to talk with mre ppl, even e-mailing the NT support team but nothing seems to work...

Reply With Quote

Reply



futures io > > > > Interactive Brokers Psar Vs. Ninjatrader 7 psar

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

Linda Bradford Raschke: Reading The Tape

Elite only

Adam Grimes: TBA

Elite only

NinjaTrader: TBA

January

Ran Aroussi: TBA

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
NinjaTrader + Interactive Brokers (multiple accounts) dtrade88 NinjaTrader 12 January 18th, 2016 06:03 PM
Brokerage execution comparison for ES/ZB: Interactive Brokers vs. Ninjatrader Silent warrior Reviews of Brokers and Data Feeds 4 March 15th, 2015 01:57 PM
Can anyone hack ninjatrader internals to get CFD with Interactive Brokers working leinster Hire a Consultant or Programmer 0 October 25th, 2013 08:36 AM
NinjaTrader + Interactive Brokers (IB) + Kinetick. Multiple Data Feeds BCNTrader NinjaTrader 8 November 9th, 2012 09:46 PM
Interactive Brokers fees + NinjaTrader thomas79 Reviews of Brokers and Data Feeds 2 November 19th, 2011 06:56 PM


All times are GMT -4. The time now is 07:43 AM.

Copyright © 2017 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
Page generated 2017-12-11 in 0.16 seconds with 19 queries on phoenix via your IP 54.226.132.197