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ADXVMA Questions


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ADXVMA Questions

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  #1 (permalink)
 max-td 
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There are still some questions arround the ADXVMA included in .zip-files of new indicator-versions.
Here are to postings about this from the ninja-forum :

ADXVMA strategy problem? - NinjaTrader Support Forum

Indicator output is different when invoked by strategy - NinjaTrader Support Forum

discuss here wich version makes more sense / makes troubles for some reasons.

max-td

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 max-td 
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ok folks,
here is a fixed ADXVMA in the way it is written in the postings from ninja-forum - see above.
make tests and if its the "good" one -- please also change it in your further DMA.zips etc.
max-td

**file deleted for a while **

>> up again -- at your own risk -- should work ok! <<
Please report if not !!

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Register to download File Type: zip ADXVMA_fixed.zip (7.2 KB, 212 views)
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 sam028 
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Still have a dirty bottom line with DoubleMA(14,ZeroLagEMA,1,ADXVMA), so I don't know if the problem is from ADXVMA or something else, somewhere...

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 RJay 
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I was looking at ADXVMA this morning and I noticed it is a slow starter becouse it is initially defined as Zero.

Could the following change be made to correct this...

protectedoverridevoid OnBarUpdate()
{
if( CurrentBar < 2 )
{

WeightDX = ADXPeriod;
WeightDM = ADXPeriod;
WeightDI = ADXPeriod;
ChandeEMA = ADXPeriod;


// ADXVMAPlot.Set( 0 );
ADXVMAPlot.Set( Close[0] );



PDM.Set( 0 );
MDM.Set(
0 );
PDI.Set(
0 );
MDI.Set(
0 );
Out.Set(
0 );
return;


Initially defining ADXVMAPlot.Set as Close[0] will minimize this problem.

Unless someone else has a better idea.

See attached.

RJay

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 Big Mike 
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Good idea RJay.

I adjusted my code on my side.

Also, I think the ADXVMA=1 issue can still be solved (when inside DMA) by setting COBC to false, instead of leaving it unstated. I do not know the reasons as to why, but that is the difference between the "old" ADXVMA and the "new" one.

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 ntsst3 
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where can i find the most up to date one guys?

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 Big Mike 
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ntsst3 View Post
where can i find the most up to date one guys?

Here you are.

Mike

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 Peter 
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Hey Mike, I just tried again as this one has the rev. info in it.

I don't know why but it still gives problems when in my DMAPaint at ADXVMA1. No flatline at top but one long ADXVMA line through middle.
I hope it is just for me.

But in case anyone else has that problem, the one I use at the moment is the one from inside JMAPaint. Just import the zip and only accept ADXVMA.

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 Big Mike 
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Peter View Post
Hey Mike, I just tried again as this one has the rev. info in it.

I don't know why but it still gives problems when in my DMAPaint at ADXVMA1. No flatline at top but one long ADXVMA line through middle.
I hope it is just for me.

But in case anyone else has that problem, the one I use at the moment is the one from inside JMAPaint. Just import the zip and only accept ADXVMA.

Sorry, I can't reproduce that. Please check the two ADXVMA files and let me know if you find any differences. I would study the COBC area first.

Mike

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 Peter 
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The COBC is different but that is not the problem. As mentioned before my good ADXVMA gets problematic by just opening the indicator editor and then compiling (without any changes).


I just compared your ADXVMA with my good ADXVMA. Next to the COBC and version stuff I found a difference in the NT generated code.
It is the same difference that I also find (as only difference) after opening and closing my good ADXVMA that turns bad after opening&recompiling.

To be sure I replicated it again as follows:
I loaded again the good ADXVMA via ZIP from JPaint (and copied it to my desktop... it is the version in right top in the pic) and I checked that it worked with ADXVMA at 1 in the DMA.
I then opened this working ADXVMA indicator with the editor and closed without editing .... again I got a flatlline. I then opened this recompiled ADCVMA file in DiffDoc (left top of panel)

DiffDoc found a difference in the NT generated code. It is the only difference it found.

To me it looks again that NT itself is the culprit.

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 zeller4 
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Peter,

Great detective work!

so what's the next step? If you change that line and recompile, does NT just put it back in as before?

up til now when I've had the problem, I just use the setting of 2 instead of 1.

It's appearance is slightly different but it appears to be working

Kirk

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 Peter 
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My way is just importing the ADXVMA via the JMAPaint.zip (to retain it for the future I saved that locally on a separate place). Apparently if I import it via that ZIP the ADXVMA does not recompile like when copying in only the .cs file and compile.
Don't ask me why ... but it works (for me). ADXVMA @2 is also a way.

My guess is that everybody who runs a new NT version and edit/compiles the ADXVMA will ruin his ADXVMA for use in DMAPaint @setting 1.
I think the working ADXVMA might just be a version from somebody who did not yet update to a newer NT version.

Anyway, I am glad I finally found a difference. As you can read in the DMAPaint thread it was bugging me seriously and driving me mad I couldn't find the cause. It didn't make sense.


I think that if this code change can be confirmed by more users is to ask NT if they changed anything in their compiler over the last NT version. But don't hold your breath. As ADXVMA is not a standard NT indicator they will probably not investigate.


Apparently I was not clear ... I added step by step to make it easier:
DO use .......Utilities..... Import NinjaScript.... find the JMAPaintBar.zip ... Open ... say 'Yes" to ADXVMA to replace existing file...(the others is your choice) ...then NT will start importing and you see the hour glass .... then NT says it successfully imported all indicators ..bla bla ... click OK

Addition: I now made a correct ADXVMAv3.ZIP which contains only a good ADXVMA (with RJay mod)
... see couple posts below


That is all ... you are ready ... Do NOT copy the ADXVMA.cs file in and compile. I don't know why it works via importing the ZIP but with me it does.

What I meant with saving the JMAPaint.zip somewhere locally, was to keep the JMAPaint.zip that is currently in the download section at a save place. In an update it might inadvertently be updated with an ADXVMA that you like less.

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 Big Mike 
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Peter View Post
The COBC is different but that is not the problem. As mentioned before my good ADXVMA gets problematic by just opening the indicator editor and then compiling (without any changes).


I just compared your ADXVMA with my good ADXVMA. Next to the COBC and version stuff I found a difference in the NT generated code.
It is the same difference that I also find (as only difference) after opening and closing my good ADXVMA that turns bad after opening&recompiling.

To be sure I replicated it again as follows:
I loaded again the good ADXVMA via ZIP from JPaint (and copied it to my desktop... it is the version in left top in the pic) and I checked that it worked with ADXVMA at 1 in the DMA.
I then opened this working ADXVMA indicator with the editor and closed without editing .... again I got a flatlline. I then opened this recompiled ADCVMA file in DiffDoc (left top of panel)

DiffDoc found a difference in the NT generated code. It is the only difference it found.

To me it looks again that NT itself is the culprit.

Peter, great job here. I am wondering if this phenomenon is self-contained to just your workstation, or others. Have you tried deleting your Ninja cache?

I suppose that there is really no point in further talking about ADXVMA. The answer seems clear. Since you know better than anyone, why don't you just go remove any instances of the "bad" ADXVMA from the forum, delete the attachments from the posts, etc, because clearly this has been a headache for you (and all of us). I would do this but I am afraid I would make things worse.

As for the files in the download section with the wrong version, if it is my stuff then you have permission to change out the file or if you'll tell me which ones are the offending ones I will do it.

Mike

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 vast 
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Thanks Peter for your guide.
Maybe once it is fixed, we should post a new thread with all the correct indicators in it. Maybe also name the indicators with a unique name and this will not cause it to over write the previous ones. Just a thought

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 Peter 
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Right, I finally succeeded tricking NT to export a good ADXVMA (edited outside NT in Notepad).
The trick:
If you need to edit this ADXVMA.... make a copy to your desktop ... edit that one in Notepad ... save in Notepad ....overwrite the original in the NT indicator directory .... immediately export to a ZIP .... and then import the ZIP and accept overwriting.
BTW Any editing of this ADXVMA and compile will on my system generate the code switch as shown before and cause flatlining.

The following ZIP contains only the ADXVMA
- I named it ADXVMA3.0 (shows up as such when adding indicators)
- I included the suggestion of RJay (see in this thread earlier)

In my system this ADXVMA will cure a flatline

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 Peter 
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Vast, it is a good idea to go for a special name, but then we also need to add that name to the DMAInternal.cs file of the DMA and DMAPaint ... otherwise you cannot use it via the pulldown list with MAs.
I might do that if this v3 proves to work with other people too.


I would like first to have some conformation that:
- they too see the code switch depicted earlier after opening/compiling
- and that this ADXVMAv3 will work for others to solve the flatline
So pls. .... some feedback

If it indeed works I'll remove/adapt the older files and file compilations.

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Peter View Post
Vast, it is a good idea to go for a special name, but then we also need to add that name to the DMAInternal.cs file of the DMA and DMAPaint ... otherwise you cannot use it via the pulldown list with MAs.
I might do that if this v3 proves to work with other people too.


I would like first to have some conformation that:
- they too see the code switch depicted earlier after opening/compiling
- and that this ADXVMAv3 will work for others to solve the flatline
So pls. .... some feedback

If it indeed works I'll remove/adapt the older files and file compilations.

Peter,

Your post really helped - thank you! While renaming the branch of indicators for Sharky I experienced the exact same thing as you. For some reason NT was compiling a renamed ADXVMA differently than the original (per your diff post). I edited the .cs file in notepad per your instructions and it worked. Not much to add other than your "fix" works and that I don't think this is machine dependent; eg. it's an internal issue w/ NT.

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 Peter 
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Thanks Systrader for confirming that the issue was not related to my machine.

Will ask NT if they are aware.

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 RJay 
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I have to ask, I noticed the following code,

----------------------------------------------------------------------

[Description("ADXVMA")]
[Gui.Design.DisplayName(
"ADXVMA")]
publicclass ADXVMA : Indicator
{
#region Variables
// Wizard generated variables
privateint aDXPeriod = 6;
// User defined variables (add any user defined variables below)
private DataSeries PDI;
private DataSeries PDM;
private DataSeries MDM;
private DataSeries MDI;
private DataSeries Out;
privatedouble WeightDM;
privatedouble WeightDI;
privatedouble WeightDX;
privatedouble ChandeEMA;
privatedouble HHV = double.MinValue;
privatedouble LLV = double.MaxValue;
#endregion

-----------------------------------------------------------

Why is HHV assigned MinValue and LLV Assigned Maxvalue???

Logically, shouldn't it be the other way around??

RJay

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 Fat Tails 
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I am trying not create a new thread, as there are already lot of ADXVMA threads in that forum. Recycling this thread now.

I have had a look at the various ADXVMA indicators for NinjaTrader. All of them are coded in a very dirty and inconsistent way. Other than the false initialization already detected by @RJay, there are a number of other problems, which need to be fixed.

Also the try{} catch{} brackets show that the authors are not sure of what they are doing. The period for the indicator is stored 4 times in different redundant variables. Also the code contains a completely useless variable "i", which is set to 0 all the time. This variable points to the MetaTrader origin of the indicator, as it is required for MetaTrade code, if you want to shift the indicator. Ninjatrader does not require that approach and does not make sense to carry that "i" through OnBarUpdate().

Let us say that the code works, but it is clear that probably nobody ever had understood what it is actually doing.

Old ADXVMA code:
 
Code
try
{
	int i = 0;
	PDM.Set( 0 );
	MDM.Set( 0 );
	if(Close[i]>Close[i+1])
		PDM.Set( Close[i]-Close[i+1] );//This array is not displayed.
	else
		MDM.Set( Close[i+1]-Close[i] );//This array is not displayed.
	
	PDM.Set(((WeightDM-1)*PDM[i+1] + PDM[i])/WeightDM);//ema.
	MDM.Set(((WeightDM-1)*MDM[i+1] + MDM[i])/WeightDM);//ema.
	
	double TR=PDM[i]+MDM[i];
	
	if (TR>0)
	{
		PDI.Set(PDM[i]/TR);
		MDI.Set(MDM[i]/TR);
	}//Avoid division by zero. Minimum step size is one unnormalized price pip.
	else
	{
		PDI.Set(0);
		MDI.Set(0);
	}
	
	PDI.Set(((WeightDI-1)*PDI[i+1] + PDI[i])/WeightDI);//ema.
	MDI.Set(((WeightDI-1)*MDI[i+1] + MDI[i])/WeightDI);//ema.
		double DI_Diff=PDI[i]-MDI[i];  
	if (DI_Diff<0)
		DI_Diff= -DI_Diff;//Only positive momentum signals are used.
	double DI_Sum=PDI[i]+MDI[i];
	double DI_Factor=0;//Zero case, DI_Diff will also be zero when DI_Sum is zero.
	if (DI_Sum>0)
		Out.Set(DI_Diff/DI_Sum);//Factional, near zero when PDM==MDM (horizonal), near 1 for laddering.
	else
		Out.Set(0);
			  Out.Set(((WeightDX-1)*Out[i+1] + Out[i])/WeightDX);
	
	if (Out[i]>Out[i+1])
	{
		HHV=Out[i];
		LLV=Out[i+1];
	}
	else
	{
		HHV=Out[i+1];
		LLV=Out[i];
	}
	for(int j=1;j<Math.Min(ADXPeriod,CurrentBar);j++)
	{
		if(Out[i+j+1]>HHV)HHV=Out[i+j+1];
		if(Out[i+j+1]<LLV)LLV=Out[i+j+1];
	}
	
	
	double diff = HHV - LLV;//Veriable reference scale, adapts to recent activity level, unnormalized.
	double VI=0;//Zero case. This fixes the output at its historical level. 
	if (diff>0)
		VI=(Out[i]-LLV)/diff;//Normalized, 0-1 scale.
	
	  
							
	ADXVMAPlot.Set(((ChandeEMA-VI)*ADXVMAPlot[i+1]+VI*Close[i])/ChandeEMA);//Chande VMA formula with ema built in.
}
catch( Exception ex )
{
	Print( ex.ToString() );
}

Recoded (basic version):
 
Code
double currentUp = Math.Max(Input[0] - Input[1], 0);
double currentDown = Math.Max(Input[1] - Input[0], 0);
up.Set ((1-k)*up[1] + k*currentUp);
down.Set((1-k)*down[1] + k*currentDown);
double sum = up[0] + down[0];
double fractionUp = 0.0;
double fractionDown = 0.0;
if(sum > double.Epsilon)
{
	fractionUp = up[0]/sum;
	fractionDown = down[0]/sum;
}
ups.Set((1-k)*ups[1] + k*fractionUp);
downs.Set((1-k)*downs[1] + k*fractionDown);

double normDiff = Math.Abs(ups[0] - downs[0]);
double normSum = ups[0] + downs[0];
double normFraction = 0.0;
if(normSum > double.Epsilon)
	normFraction = normDiff/normSum;
index.Set((1-k)*index[1] + k*normFraction);

hhv = MAX(index,period+1)[0];
llv = MIN(index,period+1)[0];
double vDiff = hhv-llv;
double vIndex = 0;
if(vDiff > double.Epsilon)
	vIndex = (index[0] - llv)/vDiff;
ADXVMA.Set((1 - k*vIndex)*ADXVMA[1] + k*vIndex*Input[0]);

I have then added a feature to color the moving average and added paint bars. The direction of the ADXVMA (up, down, neutral) is exposed and can be accessed by other indicators as a trendfilter. The indicator can also applied to any other input series.


The indicator can be downloaded here:





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 RJay 
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Hi Fat Tails,

Nice clean-up job. The old versions coding was "difficult" to look at.

I am attaching a chart that shows blue going to red before yellow and red going to blue before yellow.

I don't think its suppose to do that.

Its your project so I'm taking a gallery seat. To many cooks and all that.

RJay


Here is a followup, Every time I go to editor in NT with this indicator imported in NT, NT crashes. I moved the cs file out of the NT structure And the editor works again.

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 Fat Tails 
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RJay View Post
Hi Fat Tails,

Nice clean-up job. The old versions coding was "difficult" to look at.

I am attaching a chart that shows blue going to red before yellow and red going to blue before yellow.

I don't think its suppose to do that.

Its your project so I'm taking a gallery seat. To many cooks and all that.

RJay.


@RJay: I have not invented the ADXVMA, it just behaves that way, so I do not want to change the formula. The new version is in line with the old versions.

But what can be done is a change in the logic for painting the bars and determining the trend. I have added a few lines of code, so it should produce different colors now.

Even, if you take a gallery seat, I would need your help. I don't have those Renko Hybrid Bars, so I cannot check whether there is any improvement.

Modified indicator attached.



RJay View Post
Here is a followup, Every time I go to editor in NT with this indicator imported in NT, NT crashes. I moved the cs file out of the NT structure And the editor works again.

The indicator has no impact on the editor. There is nothing unusual within the code. The editor tends to crash, when you use the scroll wheel of the mouse. The crash usually leaves a trace in the trace file.


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 RJay 
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Fat Tails View Post
@RJay: I have not invented the ADXVMA, it just behaves that way, so I do not want to change the formula. The new version is in line with the old versions.

But what can be done is a change in the logic for painting the bars and determining the trend. I have added a few lines of code, so it should produce different colors now.

Even, if you take a gallery seat, I would need your help. I don't have those Renko Hybrid Bars, so I cannot check whether there is any improvement.

Modified indicator attached.




The indicator has no impact on the editor. There is nothing unusual within the code. The editor tends to crash, when you use the scroll wheel of the mouse. The crash usually leaves a trace in the trace file.



Sweet!!!

.

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 Fat Tails 
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RJay View Post
Sweet!!!

.

Have now updated the indicator in the download section to show the new colors.


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 Big Mike 
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Fat Tails View Post
Have now updated the indicator in the download section to show the new colors.


Notifications sent.

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 BarOne 
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Please can someone help me with how to build a "Strategy" in ninjatrader to automate long and short positions based on the arrows plotted by the ADXVMA indicator?

Really appreciate it.

Thanks!

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 Fat Tails 
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Have made a small update for the anaADXVMA.

When calling this indicator it was necessary to to add Boolean parameters. I have now changed the serialization of those visual properties to make things easier. That also means that those indicators, which are calling the anaADXVMA also need to be modified.

Have further added the revised ADXVMA to the options for the Supertrend U11, the Bollinger Universal and the Keltner Universal indicators.



Sorry for the changes. This may create a few irritations in the short term, but it is the better solution for the longer term.

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 Big Mike 
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Fat Tails View Post
Have made a small update for the anaADXVMA.

When calling this indicator it was necessary to to add Boolean parameters. I have now changed the serialization of those visual properties to make things easier. That also means that those indicators, which are calling the anaADXVMA also need to be modified.

Have further added the revised ADXVMA to the options for the Supertrend U11, the Bollinger Universal and the Keltner Universal indicators.


Notifications sent.

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 Fat Tails 
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With the last update of the anaADXVMA, I have unfortunately created a few problems. Although the updated version is better than the prior version it is not compatible.

Therefore all indicators that use the anaADXVMA should be updated to the new version.


These are the indicators that are affected.

- SuperTrendU11
- Bollinger Universal
- Keltner Universal

The indicators

- GannHiLoActivatorU1
- HeikinAshi V4

use the new version of the anaADXVMA. The problem may hit you, when you try to install those indicators, without having updated the 3 indicators above.

Simplest solution to the problem: Remove all 5 indicators and then install the latest versions from the download section. Sorry for the inconvenience.

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 Big Mike 
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Fat Tails View Post
With the last update of the anaADXVMA, I have unfortunately created a few problems. Although the updated version is better than the prior version it is not compatible.

Therefore all indicators that use the anaADXVMA should be updated to the new version.


These are the indicators that are affected.

- SuperTrendU11
- Bollinger Universal
- Keltner Universal

The indicators

- GannHiLoActivatorU1
- HeikinAshi V4

use the new version of the anaADXVMA. The problem may hit you, when you try to install those indicators, without having updated the 3 indicators above.

Simplest solution to the problem: Remove all 5 indicators and then install the latest versions from the download section. Sorry for the inconvenience.

Dammit Harry! We expect flawless performance from you. As punishment, I will not thank your post. I hope this will serve as a reminder and motivation for you to do better next time...





Mike

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 syxforex 
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I am experiencing a memory leak using Keltner Channels on ADXVMA setting. I imported the latest Universal Keltner, and adxvma seemed to be bundled with it. Do I need to import the anaADXVMA individually as well or was it included with the UKC indicator? At the moment I have to restart NT every hour or two to reset the memory usage. The leak only happens when running Univerval Keltner Channel with ADXvma setting, it does not occur when using the other moving average types available in the UKC.

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 syxforex 
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ADXVMA in the Keltner Channel is leaking memory big time, I'm up to 2 gigs now and it's just spinning higher. Fattails, I know you don't like me as a person, but I hope you like your indicator enough to fix it up. I do rely on this one.

thanks

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 Fat Tails 
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syxforex View Post
ADXVMA in the Keltner Channel is leaking memory big time, I'm up to 2 gigs now and it's just spinning higher. Fattails, I know you don't like me as a person, but I hope you like your indicator enough to fix it up. I do rely on this one.

thanks

@syxforex: I have never said that I do not like you as a person. You have tried to insult me and failed. I am not vengeful.

I will check, whether there is a memory leak. But do to so, I would need a few questions answered first

- did you close all other workspaces and other charts?
- what chart do you use the KeltnerChannel on?
- what are the exact settings?
- are you sure that the high memory was not due to editing any indicators?

In NinjaTrader, if you edit an indicator this will easily bring up your memory to 1GByte or 2 GByte, depending on how many indicators you have copied to your indicator directory. When you close the editor, the memory will stay high.

Before I identify the ADXVMA as the culprit, I need to exclude other workspaces and the editor.

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 Fat Tails 
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@syxforex: I have tested the KeltnerChannel with the ADXVMA used for both moving averages with replay data and setting COBC = false over a few days.

There was no impact on RAM. The code of the ADXVMA is pretty simple, I do not see how it can produce a leak.

The most likely reason for your RAM utilization is either

-> editing anyone of the indicators, which drives up RAM immediately
-> another indicator or hidden workspace

Otherwise, I would need more details to check into the issue.

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 syxforex 
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Thanks Fat Tails. It seems the adx/keltner works fine. I believe I have an issue somewhere else. Apologies

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 syxforex 
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OK Fat Tails, I have tested a few different workspaces and what I am finding is that the adxvma/keltner does not cause problems with native ninjatrader bar types, however, in a new workspace (only one worspace open), I have setup four charts all of the eman's momentum bar type.. applying the adxvma/kelt to these charts triggers the memory leak. I have all the bars settings as dynamic and gap set to one, on four charts of range setting, 1,3,6, 16 respectively.

Thanks for having a look,

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 Fat Tails 
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syxforex View Post
Thanks Fat Tails. It seems the adx/keltner works fine. I believe I have an issue somewhere else. Apologies

No problem. The quality of the indicators which I post depends on the feedback that I get. I have coded hundreds of indicators, but also removed hundreds of bugs, which were identified by users. I really wish that users come back and report what does not work or what they do not like. Of course there are many false alerts....

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 syxforex 
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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

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 ThatManFromTexas 
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syxforex View Post
OK Fat Tails, I have tested a few different workspaces and what I am finding is that the adxvma/keltner does not cause problems with native ninjatrader bar types, however, in a new workspace (only one worspace open), I have setup four charts all of the eman's momentum bar type.. applying the adxvma/kelt to these charts triggers the memory leak. I have all the bars settings as dynamic and gap set to one, on four charts of range setting, 1,3,6, 16 respectively.

Thanks for having a look,


Fat Tails View Post
No problem. The quality of the indicators which I post depends on the feedback that I get. I have coded hundreds of indicators, but also removed hundreds of bugs, which were identified by users. I really wish that users come back and report what does not work or what they do not like. Of course there are many false alerts....

@syxforex @Fat Tails

I opened one workspace with two charts.

Both charts use eman's momentum bars set to dynamic and gap set to 1 and anaKeltner Universal using the adxvma and had virtually no impact on ram .

I'm just a simple man trading a simple plan.

My daddy always said, "Every day above ground is a good day!"
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 syxforex 
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Keep an eye on the ram, it slowly creeps up, after an hour i get up to about a gig...


ThatManFromTexas View Post
@syxforex @Fat Tails

I opened one workspace with two charts.

Both charts use eman's momentum bars set to dynamic and gap set to 1 and anaKeltner Universal using the adxvma and had virtually no impact on ram .


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 ThatManFromTexas 
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syxforex View Post
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.

I'm just a simple man trading a simple plan.

My daddy always said, "Every day above ground is a good day!"
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 Fat Tails 
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syxforex View Post
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.

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 Big Mike 
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syxforex View Post
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:



Instead of it being spread across multiple other threads.

Mike

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 Fat Tails 
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Big Mike View Post
How about confining it to the original thread you created:



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....

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 ThatManFromTexas 
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Fat Tails View Post
@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....

I'm just a simple man trading a simple plan.

My daddy always said, "Every day above ground is a good day!"
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 syxforex 
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48 hours in the the matrix of my memory.. sorry all

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 Zondor 
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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;
			}
...

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 Fat Tails 
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Zondor View Post
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.

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  #49 (permalink)
 grimmer01 
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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.

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 djkiwi 
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grimmer01 View Post
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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  #51 (permalink)
 grimmer01 
Philadelphia, PA
 
Experience: Advanced
Platform: NinjaTrader
Trading: CL
 
Posts: 15 since Aug 2012
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Thanks for the feedback DJKiwi!
Great Insight.

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 cdk1212 
Calgary, Canada
 
Experience: Intermediate
Platform: Ninja Trader
Broker: AMP - CQG
Trading: 6E, 6J, ES & TF
 
Posts: 5 since May 2011
Thanks: 3 given, 1 received

Hi,
Has there been any further updates of ADXVMA? One of the last, message was about a memory leak.

thanks,
cdk1212

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 Fat Tails 
Berlin, Europe
 
Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker: Interactive Brokers
Trading: Keyboard
 
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I have coded a faster NT7 version of that indicator in 2012. It does not have any memory leaks.





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Last Updated on October 2, 2013


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