ADXVMA Questions

September 11th, 2012, 01:57 PM

syxforex

Keep an eye on the ram, it slowly creeps up, after an hour i get up to about a gig...

@syxforex @Fat Tails

I have been running four charts for the last hour ... no effect.

September 11th, 2012, 02:22 PM

syxforex

Keep an eye on the ram, it slowly creeps up, after an hour i get up to about a gig...

I have opened a chart with Momentum bars, added the Universal Keltner with ADXVMA settings. I have then let it run for a few days via the Market Analyzer. There was no memory leak, but NinjaTrader used about 150 k for the entire period.

Your leak must be caused by something else.

September 11th, 2012, 02:24 PM

syxforex

Thanks,

I have directed my issue/bug reports to the adxvma questions thread. Not sure if I should move it to eman's Momentum Bars thread because I now think there is a conflict between the adxvma and the momentum bar type... thanks again

How about confining it to the original thread you created:

NT7 custom user code causing memory leak

Hi,

Wondering if anybody knows exactly how to check NT7 for memory leaks. I am running a chart with two free futures.io (formerly BMT) indicators. One of them, when applied, seems to instigate a run on memory usage. From task manager the memory …

Instead of it being spread across multiple other threads.

Mike

September 11th, 2012, 02:43 PM

Big Mike

How about confining it to the original thread you created:

NT7 custom user code causing memory leak

Hi,

Wondering if anybody knows exactly how to check NT7 for memory leaks. I am running a chart with two free futures.io (formerly BMT) indicators. One of them, when applied, seems to instigate a run on memory usage. From task manager the memory …

Instead of it being spread across multiple other threads.

Mike

@Big Mike: Thank you, did not see that thread. I have posted on that thread, the issue seems to be causing a memory leak on Big Mike's forum....

September 11th, 2012, 04:21 PM

Fat Tails

@Big Mike: Thank you, did not see that thread. I have posted on that thread, the issue seems to be causing a memory leak on Big Mike's forum....

@Fat Tails

I was going to say that ... but it leaked from my memory....

September 11th, 2012, 04:33 PM

48 hours in the the matrix of my memory.. sorry all

October 4th, 2012, 04:01 PM

I changed a couple of lines of code because I thought there might have been some kind of recursion. I was also having a memory leak when displaying paintbars. It's gone now but there were some other things that I also changed, so cannot be sure that this had actually been a problem. Thanks Harry, nice indicator.

Code

private Color               aBarColor;

OnStartUp()
...

aBarColor=Color.FromArgb(alpha, BarColor);
...

OnBarUpdate()
...
if(showPaintBars)
			{   if(priorTrendColor!=trendColor)
			   {   BarColor = trendColor;
				   CandleOutlineColor = trendColor;
			   }
				if(candles && Close[0] > Open[0])
					BarColor = aBarColor;
			}

...

October 4th, 2012, 05:02 PM

Zondor

I changed a couple of lines of code because I thought there might have been some kind of recursion. I was also having a memory leak when displaying paintbars. It's gone now but there were some other things that I also changed, so cannot be sure that this had actually been a problem. Thanks Harry, nice indicator.

Code

private Color               aBarColor;

OnStartUp()
...

aBarColor=Color.FromArgb(alpha, BarColor);
...

OnBarUpdate()
...
if(showPaintBars)
			{   if(priorTrendColor!=trendColor)
			   {   BarColor = trendColor;
				   CandleOutlineColor = trendColor;
			   }
				if(candles && Close[0] > Open[0])
					BarColor = aBarColor;
			}

...

@Zondor: Thank you for your diligence!

I had introduced the variable trendColor, which should be used in that line, aBarColor is therefore not required. It was just a slip of the pen, the correct code would be

Code

if(candles && Close[0] > Open[0])
    BarColor = Color.FromArgb(alpha, trendColor);

However, the bug would not have caused a memory leak. The only consequence of the bug was that every incoming tick would reduce the opacity of upclose paint bars, when the indicator was set to COBC = false. Nevertheless it was a bug, which should be removed.

BollingerUniversal and DonchianChannel suffered from the same problem (due to my habit to copy-and-paste), the SuperTrendU11, SuperTrendM11, Heikin-Ashi Paintbars, GannHiLoActivatorU1 and MACDUniversal had it already correct.

November 15th, 2012, 03:46 PM

Hello All,
Thanks to everyone (especially Fat Tails) for their input on this Great Ninja Indicator. I've been using this indicator for a couple of weeks with some decent success, however, I would love to improve upon my results.

In conjunction with this indicator, i've been using RJay's RenkoHybrid Bars on a 12 tick setting (Thanks RJay, great Bars!!).

since RJay's Bars show the real time "highs and lows" and tails on the renko bars, i've adjusted my Reward to Risk ratio from 1:1 to 1:1.5 ( was using a +12 / -12 target/stop, but was getting stopped out quite a bit, then i started using a +12 / -18 Target/stop and have been having a much higher rate of Winning Trades. I know it's not ideal to have less than 1:1, but with "scalping", i've been having more success starting out at 1:1.5, and trailing my stop up as the price moves in my direction).

So, with RJay's RenkoHybrid 12 and the ADXVMA set to 9, and just going long when there are blue bars and exiting at a target of +12, and or exiting at -18 if i get stopped out, and going short on red bars and exiting at a target of +12, or exiting at a -18 stop:

here are my results from Mon 10/29 to Fri 11/9:

YM
23 Winners, 11 Losers, Win% = 68%, Total Ticks = 78/contract

NQ
23 Winners, 8 Losers, Win% = 74%, Total Ticks = 132/contract

CL
29 Winners, 17 Losers, Win% = 63%, Total Ticks = 42/conctract

Total Results:
75 Winners, 36 Losers (111 Total Trades in two weeks), Win% = 68%, Total Ticks = 252/contract.

I would love some feedback as to what other people are getting by using the ADXVMA in their trade strategy.

I'm also looking into using an RJay RenkoHybrid 8 and an ADXVMA 3 setting, will post results of manual backtesting in the next few days.

November 15th, 2012, 03:58 PM

grimmer01

Hello All,
Thanks to everyone (especially Fat Tails) for their input on this Great Ninja Indicator. I've been using this indicator for a couple of weeks with some decent success, however, I would love to improve upon my results.

In conjunction with this indicator, i've been using RJay's RenkoHybrid Bars on a 12 tick setting (Thanks RJay, great Bars!!).

since RJay's Bars show the real time "highs and lows" and tails on the renko bars, i've adjusted my Reward to Risk ratio from 1:1 to 1:1.5 ( was using a +12 / -12 target/stop, but was getting stopped out quite a bit, then i started using a +12 / -18 Target/stop and have been having a much higher rate of Winning Trades. I know it's not ideal to have less than 1:1, but with "scalping", i've been having more success starting out at 1:1.5, and trailing my stop up as the price moves in my direction).

So, with RJay's RenkoHybrid 12 and the ADXVMA set to 9, and just going long when there are blue bars and exiting at a target of +12, and or exiting at -18 if i get stopped out, and going short on red bars and exiting at a target of +12, or exiting at a -18 stop:

here are my results from Mon 10/29 to Fri 11/9:

YM
23 Winners, 11 Losers, Win% = 68%, Total Ticks = 78/contract

NQ
23 Winners, 8 Losers, Win% = 74%, Total Ticks = 132/contract

CL
29 Winners, 17 Losers, Win% = 63%, Total Ticks = 42/conctract

Total Results:
75 Winners, 36 Losers (111 Total Trades in two weeks), Win% = 68%, Total Ticks = 252/contract.

I would love some feedback as to what other people are getting by using the ADXVMA in their trade strategy.

I'm also looking into using an RJay RenkoHybrid 8 and an ADXVMA 3 setting, will post results of manual backtesting in the next few days.

In my experience the problem with this indicator like most others is chop. You can do ok in a trending market but because markets don't trend 70-80% of the time it is difficult to be consistently profitable over the long term.

The trick with backtesting this is have a look at a chart and identify when the instrument is in a trend and when it is balanced.

Test it in both environments. You will see clearly the issues. The secret sauce is have a clear determination when the instrument you are trading is trending and when it isn't and becoming increasingly accurate in this determination. As you become better at this you will know the right time to deploy this indicator and your long term odds should improve.

Good luck
DJ

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ADXVMA Questions