NexusFi: Find Your Edge


Home Menu

 





Stochastics min/max Prediction within range bar


Discussion in NinjaTrader

Updated
      Top Posters
    1. looks_one monpere with 6 posts (12 thanks)
    2. looks_two vegasfoster with 6 posts (7 thanks)
    3. looks_3 gain247 with 6 posts (0 thanks)
    4. looks_4 max-td with 2 posts (0 thanks)
      Best Posters
    1. looks_one monpere with 2 thanks per post
    2. looks_two Big Mike with 2 thanks per post
    3. looks_3 cbritton with 2 thanks per post
    4. looks_4 vegasfoster with 1.2 thanks per post
    1. trending_up 12,688 views
    2. thumb_up 23 thanks given
    3. group 3 followers
    1. forum 24 posts
    2. attach_file 8 attachments




 
Search this Thread

Stochastics min/max Prediction within range bar

  #11 (permalink)
 vegasfoster 
las vegas
 
Experience: Intermediate
Platform: Sierra Chart
Broker: Velocity/IB
Trading: 6E
Posts: 1,145 since Feb 2010
Thanks Given: 304
Thanks Received: 844


gain247 View Post
Thanks monpere, this was quick! However, when I try to compile this file on NT 6.5, it generates error "The type or namespace name 'GridCategory' could not be found". Is this some kind of dll-file I would need as well to make this code work?

Thanks!


Edit the indicator and changes lines 130, 140, and 150

from:
[GridCategory("Parameters")]
to:
[Category("Parameters")]

Reply With Quote
Thanked by:

Can you help answer these questions
from other members on NexusFi?
REcommedations for programming help
Sierra Chart
ZombieSqueeze
Platforms and Indicators
NT7 Indicator Script Troubleshooting - Camarilla Pivots
NinjaTrader
Cheap historycal L1 data for stocks
Stocks and ETFs
MC PL editor upgrade
MultiCharts
 
  #12 (permalink)
 
gain247's Avatar
 gain247 
Helsinki, Finland
 
Experience: Advanced
Platform: NT8
Broker: NTB
Trading: ES, CL
Posts: 131 since Apr 2010
Thanks Given: 125
Thanks Received: 123


vegasfoster View Post
Edit the indicator and changes lines 130, 140, and 150

from:
[GridCategory("Parameters")]
to:
[Category("Parameters")]


Absolutely fantastic, monpere! I just installed Ninja7 and the 'new' Stoch indicator seems to work like a charm However, as my trading environment is still Nt 6.5 so I will try & change this code per vegafoster's instructions. Thanks guys, you've been real helpful!!

Started this thread Reply With Quote
  #13 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,463 since Jun 2009
Thanks Given: 33,239
Thanks Received: 101,661




Mike

We're here to help: just ask the community or contact our Help Desk

Quick Links: Change your Username or Register as a Vendor
Searching for trading reviews? Review this list
Lifetime Elite Membership: Sign-up for only $149 USD
Exclusive money saving offers from our Site Sponsors: Browse Offers
Report problems with the site: Using the NexusFi changelog thread
Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote
Thanked by:
  #14 (permalink)
 vegasfoster 
las vegas
 
Experience: Intermediate
Platform: Sierra Chart
Broker: Velocity/IB
Trading: 6E
Posts: 1,145 since Feb 2010
Thanks Given: 304
Thanks Received: 844

Ok, so I would like to be able to see both possible outcomes in addition to the current plot. I have tried this before using my own code with the problem being that as the bars increment the "whatif" data series do not reset back to the prior stoch values when COBC = False and the future values start calculating based upon the "whatif" values that are being generated. The first pic shows what I would like to see and the second pic shows what happens as time progresses. I tried it again modifying monpere's code but get the same result. Hopefully I have explained it well enough, I can't post the code because it's too long, sorry. I posted the cs file to include you 6.5 guys . I would appreciate any help, thanks.

Attached Thumbnails
Click image for larger version

Name:	DesiredResult.jpg
Views:	336
Size:	143.9 KB
ID:	27053   Click image for larger version

Name:	ActualResult.jpg
Views:	340
Size:	160.0 KB
ID:	27054  
Attached Files
Elite Membership required to download: StochRangeCloseV2.cs
Reply With Quote
  #15 (permalink)
 
max-td's Avatar
 max-td 
Frankfurt
 
Experience: Intermediate
Platform: NinjaTrader
Trading: FGBL 6E B4
Posts: 1,752 since Jun 2009
Thanks Given: 2,309
Thanks Received: 927

hm, it seems no one has used the NT6,5 version so far - i did and i get errors

have a look here, ther is something with the doubles

sayin : doubles does not contain a definition for "Compare"

you see wich lines they point to.

any ideas ?

i havent not converted any NT7 / 6,5 yet, so i am newbie in this section

BTW - of course i changed the lines / code vegas gave us for V1
V2 is tested unchanged as given

max-td
Attached Thumbnails
Click image for larger version

Name:	2010-12-17_083934.jpg
Views:	191
Size:	20.9 KB
ID:	27058   Click image for larger version

Name:	2010-12-17_084316.jpg
Views:	207
Size:	59.4 KB
ID:	27059  
Reply With Quote
  #16 (permalink)
 
monpere's Avatar
 monpere 
Bala, PA, USA
 
Experience: Intermediate
Platform: NinjaTrader
Broker: Mirus, IB
Trading: SPY, Oil, Euro
Posts: 1,854 since Jul 2010
Thanks Given: 300
Thanks Received: 3,372


vegasfoster View Post
Ok, so I would like to be able to see both possible outcomes in addition to the current plot. I have tried this before using my own code with the problem being that as the bars increment the "whatif" data series do not reset back to the prior stoch values when COBC = False and the future values start calculating based upon the "whatif" values that are being generated. The first pic shows what I would like to see and the second pic shows what happens as time progresses. I tried it again modifying monpere's code but get the same result. Hopefully I have explained it well enough, I can't post the code because it's too long, sorry. I posted the cs file to include you 6.5 guys . I would appreciate any help, thanks.


I added a couple of lines to reset the previous bar values of the projected High/Low plots to the values of the normal plot. That's quick and dirty to take care of that problem. If you are only looking at the projected high and low close plots to make decisions, then I would suggest only plotting those, and eliminating the middle plot to save memory and processing time for each running instance of the indicator.

Attached Files
Elite Membership required to download: StochRangeCloseV2.cs
Reply With Quote
  #17 (permalink)
 vegasfoster 
las vegas
 
Experience: Intermediate
Platform: Sierra Chart
Broker: Velocity/IB
Trading: 6E
Posts: 1,145 since Feb 2010
Thanks Given: 304
Thanks Received: 844


max-td View Post
hm, it seems no one has used the NT6,5 version so far - i did and i get errors

have a look here, ther is something with the doubles

sayin : doubles does not contain a definition for "Compare"

you see wich lines they point to.

any ideas ?

i havent not converted any NT7 / 6,5 yet, so i am newbie in this section

BTW - of course i changed the lines / code vegas gave us for V1
V2 is tested unchanged as given

I put 6.5 back on and will check it later today with monpere's fixes. Thanks monpere!. There are several things I want to use the logic for but haven't been able to figure out and of course NT support has been no help on the matter.

Reply With Quote
  #18 (permalink)
 
gain247's Avatar
 gain247 
Helsinki, Finland
 
Experience: Advanced
Platform: NT8
Broker: NTB
Trading: ES, CL
Posts: 131 since Apr 2010
Thanks Given: 125
Thanks Received: 123


monpere View Post
I added a couple of lines to reset the previous bar values of the projected High/Low plots to the values of the normal plot. That's quick and dirty to take care of that problem. If you are only looking at the projected high and low close plots to make decisions, then I would suggest only plotting those, and eliminating the middle plot to save memory and processing time for each running instance of the indicator.

Thanks monpere! Plotting both min & max values is great. However, one bug... it looks the indicator has now somehow lost the oversold/overbought line parameters, so can't set 20/80 lines at all.

Started this thread Reply With Quote
  #19 (permalink)
 
monpere's Avatar
 monpere 
Bala, PA, USA
 
Experience: Intermediate
Platform: NinjaTrader
Broker: Mirus, IB
Trading: SPY, Oil, Euro
Posts: 1,854 since Jul 2010
Thanks Given: 300
Thanks Received: 3,372


gain247 View Post
Thanks monpere! Plotting both min & max values is great. However, one bug... it looks the indicator has now somehow lost the oversold/overbought line parameters, so can't set 20/80 lines at all.

Hmmm, looks like we may have lost the lines somewhere along the way. Just add them like this

Add(new Line(Color.DarkViolet, 20, "Lower"));
Add(new Line(Color.YellowGreen, 80, "Upper"));

Reply With Quote
Thanked by:
  #20 (permalink)
 vegasfoster 
las vegas
 
Experience: Intermediate
Platform: Sierra Chart
Broker: Velocity/IB
Trading: 6E
Posts: 1,145 since Feb 2010
Thanks Given: 304
Thanks Received: 844


I haven't watched it in real time, but I think all the problems are fixed. I also renamed it because it technically is different than mopere's original and so people don't get confused it they like the original better. Thanks again @ monpere for your help.

Attached Files
Elite Membership required to download: StochasticPredictor.zip
Reply With Quote




Last Updated on August 6, 2011


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
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.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts