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Help w/ Keltner from TradeStation to NT7
Updated November 8, 2010
Help w/ Keltner from TradeStation to NT7
November 6th, 2010, 12:48 AM
Honolulu, Hawaii
Experience: Intermediate
Platform: NinjaTrader
Broker: ATC/TT, AMP/Zen-Fire, AMP/CQG
Trading: TF
Posts: 2,543 since Jun 2010
Thanks Given: 3,803
Thanks Received: 2,842
Hi all,
Code
inputs:
Mid_Channel_PriceType ( 1) ,
Mid_Channel_SimpleOrExpAvg ( 2) ,
Mid_Channel_Length_Day ( 52) ,
Mid_Channel_Length_ID ( 52) ,
True_or_Price_Range ( 1) ,
ATR_APR_SimpleOrExpRange ( 2) ,
TR_or_PR_Length_Day ( 52) ,
TR_or_PR_Length_ID ( 52) ,
Upper_Factor ( 3.5) ,
Lower_Factor ( 3.5) ,
PiercePercent ( .33) ,
MA_Fast_Type ( 2 ) ,
MA_Fast_Length_Day ( 13 ) ,
MA_Fast_Length_ID ( 13 ) ,
MA_Slow_Type ( 2 ) ,
MA_Slow_Length_Day ( 34) ,
MA_Slow_Length_ID ( 34) ,
Chart_Color_MA_Fast ( rgb (130,130,130)) ,
Chart_Color_MA_Slow ( rgb (130,130,130)) ,
Chart_Color_LKC ( rgb (0,255,0)) ,
Chart_Color_MKC ( rgb(255,0,255)) ,
Chart_Color_UKC ( rgb (0,255,0)) ,
BearishColor ( rgb (130,130,130)) ,
BullishColor ( rgb (130,130,130)) ,
CautionColor ( rgb (130,130,130)) ,
Round_Control ( 2) ,
AlertsOn ( false ) ,
Display_KeltnerChannels ( true ) ,
Display_MA_Fast ( false) ,
Display_MA_Slow ( false) ,
Display_Signals ( false) ,
InputEdits ( false) ,
Graph_Delay ( 0 ) ,
Displace_MAF ( 0 ) ,
Displace_MAS ( 0 ) ,
Displace_LKC ( 0 ) ,
Displace_MKC ( 0) ,
Displace_UKC ( 0 ) ,
DisplayAdjustment ( 1) ,
CommentaryTable ( false) ,
dFormat ( "YYYYMMDD") ,
SepChar ( "/" ) ;
variables :
RadarScreen ( false ) ,
Chart ( false ) ,
ChartorRadarScreen ( 0 ) ,
LBOC ( false ) ,
double Average_Price_Range ( 0.00 ) ,
double Price ( 0.00 ) ,
double Price_Range ( 0.00 ) ,
Price_Range_Smooth ( 0.00 ) ,
double Average_True_Range ( 0.00 ) ,
TR_or_PR_Length ( 21 ) ,
double True_High ( 0.00 ) ,
double True_Low ( 0.00 ) ,
double True_Range ( 0.00 ) ,
True_Range_Smooth ( 0.00 ) ,
double Upper_Channel ( 1.00 ) ,
double Mid_Channel ( 0.50 ) ,
double Lower_Channel ( 1.00 ) ,
Mid_Channel_Length ( 21 ) ,
Mid_Channel_Smooth ( 0.00 ) ,
double Upper_Width ( 1.00 ) ,
double Lower_Width ( 1.00 ) ,
Lower_Lower ( 0 ) ,
Upper_Upper ( 0 ) ,
double MA_Fast ( 0.00 ) ,
MA_Fast_Length ( 13 ) ,
MA_Fast_Smooth ( 0.00 ) ,
double MA_Slow ( 0.00 ) ,
MA_Slow_Length ( 34 ) ,
MA_Slow_Smooth ( 0.00 ) ,
DirectionPredict ( "Neutral" ) ,
KCA_Day ( "" ) ,
KCA_Date ( "" ) ,
KCA_Time ( "" ) ,
tYear ( "" ) ,
tMonth ( "" ) ,
tDay ( "" ) ,
Symbol_Name ( "" ) ,
s ( "" ) ,
Plot_Close_OverUKC ( 0.00 ) ,
Plot_Close_OverLKC ( 0.00 ) ,
Plot_Close_UnderUKC ( 0.00 ) ,
Plot_Close_UnderLKC ( 0.00 ) ,
Plot_$Predict ( "" ) ,
Color_Close_OverUKC ( rgb ( 0 , 0 , 0 ) ) ,
Color_Close_OverLKC ( rgb ( 0 , 0 , 0 ) ) ,
Color_Close_UnderUKC ( rgb ( 0 , 0 , 0 ) ) ,
Color_Close_UnderLKC ( rgb ( 0 , 0 , 0 ) ) ,
Color_LowerChannel ( rgb ( 0 , 0 , 0 ) ) ,
Color_MiddleChannel ( rgb ( 0 , 0 , 0 ) ) ,
Color_UpperChannel ( rgb ( 0 , 0 , 0 ) ) ,
Color_$Predict ( rgb ( 0 , 0 , 0 ) ) ,
BuildKCAll ( "tachyonv Keltner Channels All " +
"Ver. 4.3 Build 23 February 5, 2006" ) ;
#BeginCmtry ;
Array :
string HTML_str [] ( "" ) ;
#End ;
{
******************************************************************
* H 0. Start up "housekeeping" routines
******************************************************************
}
{ ______________________________________________________________
| H 1. Input edits
|_____________________________________________________________
}
if currentbar = 1 and InputEdits then
begin
if Mid_Channel_PriceType <> 1 and
Mid_Channel_PriceType <> 2 and
Mid_Channel_PriceType <> 3 and
Mid_Channel_PriceType <> 4 and
Mid_Channel_PriceType <> 5 then
raiseruntimeerror
( "Mid_Channel_PriceType input value wrong" ) ;
if Mid_Channel_SimpleOrExpAvg <> 1 and
Mid_Channel_SimpleOrExpAvg <> 2 then
raiseruntimeerror
( "Mid_Channel_SimpleOrExpAvg input value wrong" ) ;
if Mid_Channel_Length_Day < 2 or
Mid_Channel_Length_Day > 200 then
raiseruntimeerror
( "Mid_Channel_Length_Day input value wrong" ) ;
if Mid_Channel_Length_ID < 2 or
Mid_Channel_Length_ID > 200 then
raiseruntimeerror
( "Mid_Channel_Length_ID input value wrong" ) ;
if True_or_Price_Range <> 1 and
True_or_Price_Range <> 2 then
raiseruntimeerror
( "True_or_Price_Range input value wrong" ) ;
if ATR_APR_SimpleOrExpRange <> 1 and
ATR_APR_SimpleOrExpRange <> 2 then
raiseruntimeerror
( "ATR_APR_SimpleOrExpRange input value wrong" ) ;
if TR_or_PR_Length_Day < 2 or
TR_or_PR_Length_Day > 200 then
raiseruntimeerror
( "TR_or_PR_Length_Day input value wrong" ) ;
if TR_or_PR_Length_Day < 2 or
TR_or_PR_Length_Day > 200 then
raiseruntimeerror
( "TR_or_PR_Length_Day input value wrong" ) ;
if Upper_Factor <= 0 or
Upper_Factor >= 10.0 then
raiseruntimeerror
( "Upper_Factor input value wrong" ) ;
if Lower_Factor <= 0 or
Lower_Factor >= 10.0 then
raiseruntimeerror
( "Lower_Factor input value wrong" ) ;
if MA_Fast_Type <> 1 and MA_Fast_Type <> 2 then
raiseruntimeerror
( "MA_Fast_Type input value wrong" ) ;
if MA_Fast_Length_Day <= 0 or
MA_Fast_Length_Day > 200 or
MA_Fast_Length_Day >= MA_Slow_Length_Day then
raiseruntimeerror
( "MA_Fast_Length_Day input value wrong" ) ;
if MA_Fast_Length_ID <= 0 or
MA_Fast_Length_ID > 200 or
MA_Fast_Length_ID >= MA_Slow_Length_Day then
raiseruntimeerror
( "MA_Fast_Length_ID input value wrong" ) ;
if MA_Slow_Type <> 1 and MA_Slow_Type <> 2 then
raiseruntimeerror
( "MA_Slow_Type input value wrong" ) ;
if MA_Slow_Length_Day <= 0 or
MA_Slow_Length_Day > 200 or
MA_Slow_Length_Day <= MA_Fast_Length_Day then
raiseruntimeerror
( "MA_Slow_Length_Day input value wrong" ) ;
if MA_Slow_Length_Day <= 0 or
MA_Slow_Length_Day > 200 or
MA_Slow_Length_Day <= MA_Fast_Length_Day then
raiseruntimeerror
( "MA_Slow_Length_Day input value wrong" ) ;
if PiercePercent < 0.00 or
PiercePercent >= 1.00 then
RaiseRunTimeError
( "PiercePercent input value wrong" ) ;
if Round_Control > 6 or
Round_Control < 0 then
RaiseRunTimeError
( "Round_Control input wrong (0-6)" ) ;
if Graph_Delay < 0 or Graph_Delay > 5 then
raiseruntimeerror
( "Graph_Delay input value wrong" ) ;
if Displace_MAF < ( - 5 ) or Displace_MAF > 5 then
raiseruntimeerror
( "Displace_MAF input value wrong" ) ;
if Displace_MAS < ( - 5 ) or Displace_MAS > 5 then
raiseruntimeerror
( "Displace_MAS input value wrong" ) ;
if Displace_LKC < ( - 5 ) or Displace_LKC > 5 then
raiseruntimeerror
( "Displace_LKC input value wrong" ) ;
if Displace_MKC < ( - 5 ) or Displace_MKC > 5 then
raiseruntimeerror
( "Displace_MKC input value wrong" ) ;
if Displace_UKC < ( - 5 ) or Displace_UKC > 5 then
raiseruntimeerror
( "Displace_UKC input value wrong" ) ;
if DisplayAdjustment <= 0 or
DisplayAdjustment >= 10.00 then
raiseruntimeerror
( "DisplayAdjustment input value wrong" ) ;
if dFormat <> "DDMMYYYY" and
dFormat <> "MMDDYYYY" and
dFormat <> "YYYYMMDD" then
RaiseRunTimeError
( "dFormat input value wrong" ) ;
end ;
{
______________________________________________________________
| H 2. Resets variable each pass.
|_____________________________________________________________
}
DirectionPredict = "Neutral" ;
{
______________________________________________________________
| H 3. Determines if this indicator is running in a
| RadarScreen table or in a chart.
|_____________________________________________________________
}
if currentbar = 1 then
begin
ChartorRadarScreen = getappinfo ( aiapplicationtype ) ;
if ChartorRadarScreen = 1 then
Chart = true
else
Chart = false ;
if ChartorRadarScreen = 2 then
RadarScreen = true
else
RadarScreen = false ;
if Chart = false and RadarScreen = false then
raiseruntimeerror
( "This indicator runs only in charts or RadarScreen" ) ;
end ;
if RadarScreen then
LBOC = date = juliantodate ( lastcalcjdate ) and
time = 100 * Mod
( IntPortion ( LastCalcMMTime / 60 ) , 24 ) +
( LastCalcMMTime -
60 * IntPortion ( LastCalcMMTime / 60 ) ) ;
{ ______________________________________________________________
| H 4. One time set up - intraday or day interval variables.
|_____________________________________________________________
}
if currentbar = 1 and ( bartype = 0 or bartype = 1 ) then
begin
TR_or_PR_Length = TR_or_PR_Length_ID ;
Mid_Channel_Length = Mid_Channel_Length_ID ;
MA_Fast_Length = MA_Fast_Length_ID ;
MA_Slow_Length = MA_Slow_Length_ID ;
end
else
if currentbar = 1 and bartype > 1 then
begin
TR_or_PR_Length = TR_or_PR_Length_Day ;
Mid_Channel_Length = Mid_Channel_Length_Day ;
MA_Fast_Length = MA_Fast_Length_Day ;
MA_Slow_Length = MA_Slow_Length_Day ;
end ;
{
******************************************************************
* KC 0. Keltner Channel Indicator
******************************************************************
}
{
______________________________________________________________
| KC 1. Average True Range , True Range and
| Price Range
|_____________________________________________________________
}
if True_Or_Price_Range = 1 and currentbar > 1 then
begin
if close [ 1 ] > high then
True_High = close [ 1 ]
else
True_High = high ;
if close [ 1 ] < low then
True_Low = close [ 1 ]
else
True_Low = low ;
True_Range = True_High - True_Low ;
if ATR_APR_SimpleOrExpRange = 2 then
Average_True_Range = round
( Average_True_Range [ 1 ] +
True_Range_Smooth *
( True_Range - Average_True_Range [ 1 ] ) ,
Round_Control ) ;
end ;
if True_Or_Price_Range = 1 and
currentbar >= TR_or_PR_Length and
ATR_APR_SimpleOrExpRange = 1 then
Average_True_Range = round
( averagefc2 ( True_Range ,
TR_or_PR_Length ) , Round_Control )
else
if True_Or_Price_Range = 1 and
currentbar < TR_or_PR_Length and
ATR_APR_SimpleOrExpRange = 1 then
Average_True_Range = True_Range ;
if True_Or_Price_Range = 1 and currentbar = 1 then
begin
True_Range = high - low ;
if ATR_APR_SimpleOrExpRange = 2 then
begin
Average_True_Range = True_Range ;
True_Range_Smooth = round
( 2 / ( TR_or_PR_Length + 1 ) ,
Round_Control ) ;
end
else
if ATR_APR_SimpleOrExpRange = 1 then
Average_True_Range = True_Range ;
end ;
if True_Or_Price_Range = 2 and currentbar > 1 and
ATR_APR_SimpleOrExpRange = 2 then
Average_Price_Range = round
( Average_Price_Range [ 1 ] + Price_Range_Smooth *
( Price_Range - Average_Price_Range [ 1 ] ) ,
Round_Control ) ;
if True_Or_Price_Range = 2 and
currentbar >= TR_or_PR_Length and
ATR_APR_SimpleOrExpRange = 1 then
Average_Price_Range = round
( averagefc2 ( Price_Range , TR_or_PR_Length ) ,
Round_Control )
else
if True_Or_Price_Range = 2 and
currentbar < TR_or_PR_Length and
ATR_APR_SimpleOrExpRange = 1 then
Average_Price_Range = high - low ;
if True_Or_Price_Range = 2 and currentbar = 1 then
begin
Price_Range = high - low ;
Average_Price_Range = Price_Range ;
end ;
{
______________________________________________________________
| KC 2. Determines which calculation of Price to use for
| calculating the Middle Keltner Channel.
|_____________________________________________________________
}
if Mid_Channel_PriceType = 1 then
Price = close
else
if Mid_Channel_PriceType = 2 then
Price = round ( ( open + close ) * 0.5 ,
Round_Control )
else
if Mid_Channel_PriceType = 3 then
Price = round ( ( high + low ) * 0.5 ,
Round_Control )
else
if Mid_Channel_PriceType = 4 then
Price = round ( ( high + low + close ) * 0.333 ,
Round_Control )
else
if Mid_Channel_PriceType = 5 then
Price = round ( ( open + low + high + close ) * 0.25 ,
Round_Control ) ;
{
______________________________________________________________
| KC 3. Calculates the Middle Keltner Channel.
|_____________________________________________________________
}
if Mid_Channel_SimpleOrExpAvg = 2 and currentbar > 1 then
Mid_Channel = round ( Mid_Channel [ 1 ] +
Mid_Channel_Smooth * ( Price - Mid_Channel [ 1 ] ) ,
Round_Control ) ;
if Mid_Channel_SimpleOrExpAvg = 1 and
currentbar >= Mid_Channel_Length then
Mid_Channel = round ( averagefc2
( Price, Mid_Channel_Length ) ,
Round_Control )
else
if Mid_Channel_SimpleOrExpAvg = 1 and
currentbar < Mid_Channel_Length then
Mid_Channel = Price ;
if Mid_Channel_SimpleOrExpAvg = 2 and currentbar = 1 then
begin
Mid_Channel = Price ;
Mid_Channel_Smooth = round
( 2 / ( Mid_Channel_Length + 1 ) ,
Round_Control ) ;
end ;
{
______________________________________________________________
| KC 4. Calculates the distance above and below the Middle
| Keltner Channel, for the Upper and Lower Keltner Channels.
|_____________________________________________________________
}
if True_or_Price_Range = 1 then
begin
Upper_Width = round ( Average_True_Range *
Upper_Factor , Round_Control ) ;
Lower_Width = round ( Average_True_Range *
Lower_Factor , Round_Control ) ;
end
else
if True_or_Price_Range = 2 then
begin
Upper_Width = round ( Average_Price_Range *
Upper_Factor , Round_Control ) ;
Lower_Width = round ( Average_Price_Range *
Lower_Factor , Round_Control ) ;
end ;
{
______________________________________________________________
| KC 5. Calculates the Upper and Lower Keltner Channels.
|_____________________________________________________________
}
Upper_Channel = Mid_Channel + Upper_Width ;
Lower_Channel = Mid_Channel - Lower_Width ;
{
______________________________________________________________
| KC 7. Alerts if candlestick price penetrates Keltner
| Channel by the PricePercent or more at close. This is
| helpful if seeking reversals and breakouts/breakdowns.
|_____________________________________________________________
}
if currentbar > Graph_Delay * maxlist
( TR_or_PR_Length , Mid_Channel_Length ) then
begin
if ( absvalue ( close - open) > 0 ) and
(( absvalue ( close - Upper_Channel ) ) /
absvalue ( close - open ) > PiercePercent ) and
( close - open ) >= 0 and ( close > Upper_Channel ) and
close crosses over Upper_Channel then
begin
if AlertsOn then
alert ( "Price closed over Upper KC" ) ;
DirectionPredict = "Caution" ;
if Chart and Display_Signals then
begin
Plot_Close_OverUKC =
high + DisplayAdjustment ;
Color_Close_OverUKC = CautionColor ;
end ;
if Radarscreen and LBOC then
begin
Color_UpperChannel = CautionColor ;
Color_Close_OverUKC = CautionColor ;
Color_$Predict = CautionColor ;
Plot_Close_OverUKC = Close ;
Plot_$Predict = DirectionPredict ;
end ;
end ;
if ( absvalue ( close - open) > 0 ) and
(( absvalue ( close - Upper_Channel ) ) /
absvalue ( close - open ) > PiercePercent ) and
( close - open ) <= 0 and ( close < Upper_Channel ) and
close crosses under Upper_Channel then
begin
if AlertsOn then
alert ( "Price closed under Upper KC" ) ;
DirectionPredict = "Bearish" ;
if Chart and Display_Signals then
begin
Plot_Close_UnderUKC =
high + DisplayAdjustment ;
Color_Close_UnderUKC = BearishColor ;
end ;
if RadarScreen and barstatus ( 1 ) = 2 and LBOC then
begin
Color_UpperChannel = BearishColor ;
Color_Close_UnderUKC = BearishColor ;
Color_$Predict = BearishColor ;
Plot_Close_UnderUKC = Close ;
Plot_$Predict = DirectionPredict ;
end ;
end ;
if ( absvalue ( close - open) > 0 ) and
( absvalue ( close - Lower_Channel ) ) /
absvalue ( close - open ) > PiercePercent and
( close - open ) <= 0 and ( close < Lower_Channel ) and
close crosses under Lower_Channel then
begin
if AlertsOn then
alert ( "Price closed under Lower KC" ) ;
DirectionPredict = "Caution" ;
if Chart and Display_Signals and
low - DisplayAdjustment > 0 then
begin
Plot_Close_UnderLKC = low - DisplayAdjustment ;
Color_Close_UnderLKC = CautionColor ;
end ;
if RadarScreen and barstatus ( 1 ) = 2 and LBOC then
begin
Color_LowerChannel = CautionColor ;
Color_Close_UnderLKC = CautionColor ;
Color_$Predict = CautionColor ;
Plot_Close_UnderLKC = Close ;
Plot_$Predict = DirectionPredict ;
end ;
end ;
if ( absvalue ( close - open) > 0 ) and
( absvalue ( close - Lower_Channel ) ) /
absvalue ( close - open ) > PiercePercent and
( close - open ) >= 0 and ( close > Lower_Channel ) and
close crosses above Lower_Channel then
begin
if AlertsOn then
alert ( "Price closed over Lower KC" ) ;
DirectionPredict = "Bullish" ;
if Chart and Display_Signals and
low - DisplayAdjustment > 0 then
begin
Plot_Close_OverLKC =
low - DisplayAdjustment ;
Color_Close_OverLKC = BullishColor ;
end ;
if RadarScreen and barstatus ( 1 ) = 2 and LBOC then
begin
Color_LowerChannel = BullishColor ;
Color_Close_OverLKC = BullishColor ;
Color_$Predict = BullishColor ;
Plot_Close_OverLKC = Close ;
Plot_$Predict = DirectionPredict ;
end ;
end ;
end ;
{ ______________________________________________________________
| I02. Indicator: Moving averages, fast and slow
|_____________________________________________________________
}
if MA_Fast_Type = 2 and currentbar > 1 then
MA_Fast = round
( MA_Fast [ 1 ] + MA_Fast_Smooth *
( close - MA_Fast [ 1 ] ) , Round_Control ) ;
if MA_Fast_Type = 1 and currentbar >= MA_Fast_Length then
MA_Fast = round ( kc_averagefc
( close , MA_Fast_Length ) ,
Round_Control )
else
if MA_Fast_Type = 1 and currentbar < MA_Fast_Length then
MA_Fast = round ( ( high + low ) * 0.5 ,
Round_Control ) ;
if MA_Fast_Type = 2 and currentbar = 1 then
begin
MA_Fast = round ( ( high + low ) * 0.5 ,
Round_Control ) ;
MA_Fast_Smooth = 2 / ( MA_Fast_Length + 1 ) ;
end ;
if MA_Slow_Type = 2 and currentbar > 1 then
MA_Slow = round
( MA_Slow [ 1 ] + MA_Slow_Smooth *
( close - MA_Slow [ 1 ] ) , Round_Control ) ;
if MA_Slow_Type = 1 and currentbar >= MA_Slow_Length then
MA_Slow = round ( kc_averagefc ( close ,
MA_Slow_Length ) , Round_Control )
else
if MA_Slow_Type = 1 and currentbar < MA_Slow_Length then
MA_Slow = round ( ( high + low ) * 0.5 ,
Round_Control ) ;
if MA_Slow_Type = 2 and currentbar = 1 then
begin
MA_Slow = round ( ( high + low ) * 0.5 ,
Round_Control ) ;
MA_Slow_Smooth = 2 / ( MA_Slow_Length + 1 ) ;
end ;
{ ______________________________________________________________
| RS 0 RadarScreen plots
|_____________________________________________________________
}
if RadarScreen and LBOC then
begin
{ ______________________________________________________________
| RS I RadarScreen indicator plots
|_____________________________________________________________
}
if Lower_Channel > 0 then
begin
plot21 ( Lower_Channel , "Lower KC" ,
Color_LowerChannel ) ;
end ;
if Upper_Channel > 0 then
begin
plot25 ( Upper_Channel , "Upper KC" ,
Color_UpperChannel ) ;
end ;
{ ______________________________________________________________
| RS A RadarScreen alert plots
|_____________________________________________________________
}
if Plot_$Predict <> "" then
begin
plot1 ( Plot_$Predict, "$ Predict" ,
Color_$Predict ) ;
Color_$Predict = rgb ( 0 , 0 , 0 ) ;
Plot_$Predict = "" ;
end ;
if Plot_Close_OverUKC > 0 then
begin
plot4 ( Plot_Close_OverUKC , "Close>UKC" ,
Color_Close_OverUKC ) ;
Color_Close_OverUKC = rgb ( 0 , 0 , 0 ) ;
Plot_Close_OverUKC = 0 ;
end ;
if Plot_Close_OverLKC > 0 then
begin
plot7 ( Close , "Close>LKC" ,
Color_Close_OverLKC ) ;
Color_Close_OverLKC = rgb ( 0 , 0 , 0 ) ;
Plot_Close_OverLKC = 0 ;
end ;
if Plot_Close_UnderUKC > 0 then
begin
plot12 ( Close , "Close<UKC" , Color_Close_UnderUKC ) ;
Color_Close_UnderUKC = rgb ( 0 , 0 , 0 ) ;
Plot_Close_UnderUKC = 0 ;
end ;
if Plot_Close_UnderLKC > 0 then
begin
plot15 ( Close , "Close<LKC" , Color_Close_UnderLKC ) ;
Color_Close_UnderLKC = rgb ( 0 , 0 , 0 ) ;
Plot_Close_UnderLKC = 0 ;
end ;
end ;
{ ______________________________________________________________
| CP 0 Chart plots
|_____________________________________________________________
}
if Chart and currentbar > 5 and currentbar >
Graph_Delay * maxlist ( MA_Fast_Length , MA_Slow_Length ,
TR_or_PR_Length , Mid_Channel_Length ) then
begin
{ ______________________________________________________________
| CP 1 Plots the indicators on charts
|_____________________________________________________________
}
if Display_KeltnerChannels and Lower_Channel > 0 then
plot60 [ Displace_LKC ] ( Lower_Channel ,
"LowerChannel" , Chart_Color_LKC ) ;
if Display_KeltnerChannels and Mid_Channel > 0 then
plot61 [ Displace_MKC ] ( Mid_Channel ,
"Mid_Channel" , Chart_Color_MKC ) ;
if Display_KeltnerChannels and Upper_Channel > 0 then
plot62 [ Displace_UKC ] ( Upper_Channel ,
"UpperChannel" , Chart_Color_UKC ) ;
if Display_MA_Fast and MA_Fast > 0 then
plot70 [ Displace_MAF ] ( MA_Fast ,
"MA Fast" , Chart_Color_MA_Fast ) ;
if Display_MA_Slow and MA_Slow > 0 then
plot71 [ Displace_MAS ] ( MA_Slow ,
"MA Slow" , Chart_Color_MA_Slow ) ;
{ ______________________________________________________________
| CP 1 Plots the alerts on charts
|_____________________________________________________________
}
if Display_Signals and Plot_Close_OverUKC > 0 then
begin
plot80 ( Plot_Close_OverUKC , "KC_Alert" ,
Color_Close_OverUKC ) ;
Plot_Close_OverUKC = 0 ;
Color_Close_OverUKC = rgb ( 0 , 0 , 0 ) ;
end
else
if Display_Signals and Plot_Close_UnderUKC > 0 then
begin
plot80 ( Plot_Close_UnderUKC , "KC_Alert" ,
Color_Close_UnderUKC ) ;
Plot_Close_UnderUKC = 0 ;
Color_Close_UnderUKC = rgb ( 0 , 0 , 0 ) ;
end
else
if Display_Signals and Plot_Close_UnderLKC > 0 then
begin
plot80 ( Plot_Close_UnderLKC , "KC_Alert" ,
Color_Close_UnderLKC ) ;
Plot_Close_UnderLKC = 0 ;
Color_Close_UnderLKC = rgb ( 0 , 0 , 0 ) ;
end
else
if Display_Signals and Plot_Close_OverLKC > 0 then
begin
plot80 ( Plot_Close_OverLKC , "KC_Alert" ,
Color_Close_OverLKC ) ;
Plot_Close_OverLKC = 0 ;
Color_Close_OverLKC = rgb ( 0 , 0 , 0 ) ;
end ;
end ;
{
******************************************************************
* C 0. Commentary window display
******************************************************************
}
if currentbar = 1 and CommentaryTable then
begin
Array_SetMaxIndex ( HTML_str , 1 ) ;
Symbol_Name = getsymbolname ;
end ;
#BeginCmtry ;
if AtCommentaryBar and CommentaryTable then
begin
if date <> date [ 1 ] then
begin
tYear = numtostr ( year ( date ) + 1900 , 0 ) ;
tMonth = numtostr ( month ( date ) , 0 ) ;
tDay = numtostr ( dayofmonth ( date ) , 0 ) ;
if strlen ( tMonth ) = 1 then
tMonth = "0" + tMonth ;
if strlen ( tDay ) = 1 then
tDay = "0" + tDay ;
if dFormat = "YYYYMMDD" then
KCA_Date = tYear + SepChar + tMonth +
SepChar + tDay
else
if dFormat = "MMDDYYYY" then
KCA_Date = tMonth + SepChar + tDay +
SepChar + tYear
else
if dFormat = "DDMMYYYY" then
KCA_Date = tDay + SepChar + tMonth +
SepChar + tYear
else
if dFormat = "YYMMDD" then
KCA_Date = rightstr ( tYear, 2 ) +
SepChar + tMonth + SepChar + tDay
else
if dFormat = "MMDDYY" then
KCA_Date = tMonth + SepChar + tDay +
SepChar + rightstr ( tYear , 2 )
else
if dFormat = "DDMMYY" then
KCA_Date = tDay + SepChar + tMonth +
SepChar + rightstr ( tYear , 2 )
else
raiseruntimeerror
( "Input to dFormat is incorrect" ) ;
KCA_Day = formatdate ( "ddd" ,
eldatetodatetime ( date )) ;
end ;
if time <> time [ 1 ] or date <> date [ 1 ] then
KCA_Time = formattime ( "hh:mm" ,
eltimetodatetime ( time ) ) ;
if bartype = 0 then
s = "Tick Interval"
else
if bartype = 1 then
s = "Intraday Interval"
else
if bartype = 2 then
s = "Day Interval"
else
if bartype = 3 then
s = "Week Interval"
else
if bartype = 4 then
s = "Month Interval"
else
if bartype = 5 then
s = "Point and Figure"
else
if bartype > 5 or bartype < 0 then
s = "Unknown Interval" ;
if Chart then
s = s + " - Chart"
else
if RadarScreen then
s = s + " - RadarScreen" ;
s = "<font color='black'> <b> " +
Symbol_Name + " - " + KCA_Time + ", " +
KCA_Day + ", " + KCA_Date + " - " +
s + "</b></font>" ;
commentary ( "<font size='+2'>" + s + "</font>" ) ;
if HTML_str [ 1 ] = "" then begin
Array_SetMaxIndex ( HTML_str , 6 ) ;
HTML_str [ 1 ] = { TblBorderColor } "#6699CC" ;
HTML_str [ 2 ] = { THBGColor } "#BEC8D1" ;
HTML_str [ 3 ] = { TblStyle }
"style='{ text-align: left;" +
"font-family: Verdana; " +
"font-weight: bold; " +
"font-size: 11px;" +
"color: #404040; " +
"background-color: #fafafa;" +
"border: 1px " +
HTML_str[ 1 ] + " ; " +
"border-collapse: collapse; " +
"border-spacing: 0px; }'" ;
HTML_str [ 4 ] = { THStyle }
"style= '{ text-align: center; " +
"border-bottom: 2px " + HTML_str[ 1 ]+"; " +
"border-left: 2px "+HTML_str[ 1 ]+"; " +
"background-color: "+HTML_str[ 2 ]+"; " + " }'" ;
HTML_str [ 5 ] = { Cell1Style }
"style= '{ color= #0000ff; }'" ;
HTML_str [ 6 ] = { Cell2Style }
"style= '{ text-align: right; }'" ;
end ;
commentary ( "<TABLE cellpadding=2 border=1 " +
HTML_str [ 3 ] + ">" ) ;
commentary ( "<TR>" +
"<TH " + HTML_str [ 4 ] + ">Data</>" +
"<TH " + HTML_str [ 4 ] + ">Value</>" + "</TR>" ) ;
commentary ( "<TR>" +
"<TD " + HTML_str [ 5 ] + ">Upper Channel" + "</>" +
"<TD " + HTML_str [ 6 ] + ">$" +
NumToStr ( Upper_Channel , 2 ) + "</></TR>" ) ;
commentary ( "<TR>" +
"<TD " + HTML_str [ 5 ] + ">Mid Channel" + "</>" +
"<TD " + HTML_str [ 6 ] + ">$" +
NumToStr ( Mid_Channel , 2 ) + "</></TR>" ) ;
commentary ( "<TR>" +
"<TD " + HTML_str [ 5 ] + ">Lower Channel" + "</>" +
"<TD " + HTML_str [ 6 ] + ">$" +
NumToStr ( Lower_Channel , 2 ) + "</></TR>" ) ;
commentary ( "<TR>" +
"<TD " + HTML_str [ 5 ] + ">Upper Width" + "</>" +
"<TD " + HTML_str [ 6 ] + ">$" +
NumToStr ( Upper_Width , 2 ) + "</></TR>" ) ;
commentary ( "<TR>" +
"<TD " + HTML_str [ 5 ] + ">Lower Width" + "</>" +
"<TD " + HTML_str [ 6 ] + ">$" +
NumToStr ( Lower_Width , 2 ) + "</></TR>" ) ;
commentary ( "<TR>" +
"<TD " + HTML_str [ 5 ] + ">Price" + "</>" +
"<TD " + HTML_str [ 6 ] + ">$" +
NumToStr ( Price , 2 ) + "</></TR>" ) ;
Can you help answer these questions
Best Threads (Most Thanked)
November 6th, 2010, 12:49 AM
Honolulu, Hawaii
Experience: Intermediate
Platform: NinjaTrader
Broker: ATC/TT, AMP/Zen-Fire, AMP/CQG
Trading: TF
Posts: 2,543 since Jun 2010
Thanks Given: 3,803
Thanks Received: 2,842
Code
if True_or_Price_Range = 1 then
commentary ( "<TR>" +
"<TD " + HTML_str [ 5 ] +
">Average True Range" + "</>" +
"<TD " + HTML_str [ 6 ] + ">$" +
NumToStr ( Average_True_Range , 2 ) +
"</></TR>" )
else
if True_or_Price_Range = 2 then
commentary ( "<TR>" +
"<TD " + HTML_str [ 5 ] +
">Average Price Range" + "</>" +
"<TD " + HTML_str [ 6 ] + ">$" +
NumToStr ( Average_Price_Range , 2 ) +
"</></TR>" ) ;
if DirectionPredict = "Bullish" then
commentary ( "<TR>" +
"<TD><font color='green'> <b>" + "Direction Predict" +
"</>" +
"<TD><font color='green'> <b>" + DirectionPredict +
"</b></font></></TR>" )
else
if DirectionPredict = "Bearish" then
commentary ( "<TR>" +
"<TD><font color='red'> <b>" + "Direction Predict" +
"</>" +
"<TD><font color='red'> <b>" + DirectionPredict +
"</b></font></></TR>" )
else
if DirectionPredict = "Caution" then
commentary ( "<TR>" +
"<TD><font color='orange'> <b>" + "Direction Predict" +
"</>" +
"<TD><font color='orange'> <b>" + DirectionPredict +
"</b></font></></TR>" )
else
if DirectionPredict = "Neutral" then
commentary ( "<TR>" +
"<TD><font color='gray'> <b>" + "Direction Predict" +
"</>" +
"<TD><font color='gray'> <b>" + DirectionPredict +
"</b></font></></TR>" ) ;
commentary ( "</TABLE>" ) ;
commentary ( BuildKCAll ) ;
end ;
#end ;
if RadarScreen then
value99 = ticks ;
November 6th, 2010, 02:28 AM
las vegas
Experience: Intermediate
Platform: Sierra Chart
Broker: Velocity/IB
Trading: 6E
Posts: 1,145 since Feb 2010
Thanks Given: 304
Thanks Received: 844
what does it do?
November 6th, 2010, 06:11 AM
Berlin, Europe
Market Wizard
Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker: Interactive Brokers
Trading: Keyboard
Posts: 9,888 since Mar 2010
Thanks Given: 4,242
Thanks Received: 27,102
vegasfoster
moving average (which Type, SMA , EMA, exotic, which period?)range or average true range , bandperiod?)
November 6th, 2010, 06:35 PM
Quebec Canada
Market Wizard
Experience: Intermediate
Platform: NinjaTrader
Broker: AMP/CQG
Trading: ES, NQ, YM
Frequency: Daily
Duration: Minutes
Posts: 4,527 since Oct 2009
Thanks Given: 4,175
Thanks Received: 6,020
Fat Tails
We cannot try to decipher hundred lines of code. If you show us a chart, we might be able to put this up in a few minutes. The code actually looks like two keltner channels.
A keltner channel is very simple:
- a
moving average (which Type,
SMA , EMA, exotic, which period?)
- some bands (based on simple
range or
average true range , bandperiod?)
- smoothing (do you want some smoothing added to the bands)
- alerts (any alerts required?)
So we would need a chart and a small description, how you use it.
YouTube - Keltner Channel
November 6th, 2010, 07:07 PM
Honolulu, Hawaii
Experience: Intermediate
Platform: NinjaTrader
Broker: ATC/TT, AMP/Zen-Fire, AMP/CQG
Trading: TF
Posts: 2,543 since Jun 2010
Thanks Given: 3,803
Thanks Received: 2,842
Fat Tails
We cannot try to decipher hundred lines of code. If you show us a chart, we might be able to put this up in a few minutes. The code actually looks like two keltner channels.
A keltner channel is very simple:
- a
moving average (which Type,
SMA , EMA, exotic, which period?)
- some bands (based on simple
range or
average true range , bandperiod?)
- smoothing (do you want some smoothing added to the bands)
- alerts (any alerts required?)
So we would need a chart and a small description, how you use it.
https://nexusfi.com/attachments/23528d1287515418 https://nexusfi.com/attachments/23617d1287594507 ATR indicator.NinjaTrader is VERY much different than the one I used in TradeStation which was custom built.
November 6th, 2010, 10:08 PM
Honolulu, Hawaii
Experience: Intermediate
Platform: NinjaTrader
Broker: ATC/TT, AMP/Zen-Fire, AMP/CQG
Trading: TF
Posts: 2,543 since Jun 2010
Thanks Given: 3,803
Thanks Received: 2,842
Ok, so here is a perfect example of how they are different. I don't know if my settings are correct, but for TS they are the default and for NT they are 2,52
November 6th, 2010, 10:45 PM
Honolulu, Hawaii
Experience: Intermediate
Platform: NinjaTrader
Broker: ATC/TT, AMP/Zen-Fire, AMP/CQG
Trading: TF
Posts: 2,543 since Jun 2010
Thanks Given: 3,803
Thanks Received: 2,842
I am also trying to get tickcounter2 to work like the view from my TradeStation account.
Code
case DisplayLocation.Float_with_price:
x = bounds.X + bounds.Width - ChartControl.BarMarginRight + 5;
y = (int)(((bounds.Y + bounds.Height) - ((Close[0] - min) / ChartControl.MaxMinusMin(max, min)) * bounds.Height) - textHeight*0.4);
if(ChartControl.BarMarginRight < textWidth-12)
graphics.DrawString("Increase chart Properties - Right side margin", TextFont, textBrush, bounds.X + bounds.Width - noTickTextWidth, bounds.Y + bounds.Height - noTickTextHeight, stringFormat);
break;
November 7th, 2010, 12:42 AM
Honolulu, Hawaii
Experience: Intermediate
Platform: NinjaTrader
Broker: ATC/TT, AMP/Zen-Fire, AMP/CQG
Trading: TF
Posts: 2,543 since Jun 2010
Thanks Given: 3,803
Thanks Received: 2,842
Here is the code for the Tradestation ticker which is quite nice and it glows red when the bar is about to close.
Code
// ==================================================
// PZT TICK COUNTDOWN Indicator (Version 2.0)
// ==================================================
inputs:
tickThreshold(20),
normalColor(yellow),
thresholdColor(red),
horizOffset(0);
variables:
setPosition( 0 ),
tickReg( 0 ),
txtStr( "" ),
txtID( -1 ),
horizontalLocation(-2),
txtPos( 0 );
if BarType = 0 then begin
setPosition = Close;
if BarNumber = 1 then begin
txtID = text_new(date,time,close,"Start");
if horizontalLocation = 0 then text_SetStyle(txtID,1,2)
else text_SetStyle(txtID,1,2);
text_SetColor(txtID,normalColor);
end;
if time <> time[1] or tickReg <= 0 then begin
tickReg = BarInterval;
if horizontalLocation <= 0 then begin
text_SetStyle(txtID,0,1);
Text_SetLocation( TxtID,Date,Calctime( Time, -horizontalLocation),setPosition ) ;
end
else begin
text_SetStyle(txtID,1,2);
txtPos = setPosition;
text_SetLocation(txtID,date[horizontalLocation],time[horizontalLocation],setPosition);
end;
end;
tickReg = tickReg - ticks;
TxtStr = "< "+NumToStr(tickReg,0);
if tickReg >= 10 then begin
horizontalLocation = -3-horizOffset;
end;
if tickReg >= 100 then begin
horizontalLocation = -4-horizOffset;
end;
text_SetString(txtID,TxtStr);
if horizontalLocation <= 0 then begin
if close < open then begin
text_SetStyle(txtID,1,2);
Text_SetLocation( TxtID,Date,Calctime( Time, -horizontalLocation),setPosition);
end
else begin
text_SetStyle(txtID,1,2);
Text_SetLocation( TxtID,Date,Calctime( Time, -horizontalLocation),setPosition);
end;
end;
if tickReg > tickThreshold then text_SetColor(txtID,normalColor)
else text_SetColor(txtID,thresholdColor);
end;
Last Updated on November 8, 2010
It is pretty useful and we could share it with the community.
