EhlersFilter for Ninja 7 - NinjaTrader | futures io social day trading
futures io futures trading


EhlersFilter for Ninja 7
Updated: Views / Replies:1,725 / 9
Created: by Azzzz Attachments:4

Welcome to futures io.

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

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

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

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

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

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Reply
 
Thread Tools Search this Thread
 

EhlersFilter for Ninja 7

  #1 (permalink)
Elite Member
Ontario
 
Futures Experience: Intermediate
Platform: Ninja
Broker/Data: Amp Futures/Zen-Fire
Favorite Futures: ES, currancy
 
Posts: 10 since Nov 2009
Thanks: 3 given, 2 received

EhlersFilter for Ninja 7

I'm migrate to Ninja 7; I really like the indicator EhlersFilter which works in 6.5 but get errors when I try to import. It asks for RValurCharts which I have successfully installed. Is anyone running this indicator in 7?... Thanks

Reply With Quote
 
  #2 (permalink)
Quick Summary
Quick Summary Post

Quick Summary is created and edited by users like you... Add FAQ's, Links and other Relevant Information by clicking the edit button in the lower right hand corner of this message.

 
  #3 (permalink)
Elite Member
Milan (I)
 
Futures Experience: Advanced
Platform: Ninjatrader
Broker/Data: Kinetick
Favorite Futures: FDAX,6E,CL,YM,NQ,ES
 
redratsal's Avatar
 
Posts: 1,653 since Oct 2010
Thanks: 1,217 given, 2,067 received

Answer
This post has been selected as an answer to the original posters question Answer



Azzzz View Post
I'm migrate to Ninja 7; I really like the indicator EhlersFilter which works in 6.5 but get errors when I try to import. It asks for RValurCharts which I have successfully installed. Is anyone running this indicator in 7?... Thanks

Hi Azzzz,

I don't know if I understood well your question, nevertheless the doublema v7 https://futures.io/free_downloads/vip_elite_circle/ has the EhlersFilter included:
1) you can use this indicator
2) you can take the EhlersFilter easylanguage code and personalize it

Reply With Quote
The following user says Thank You to redratsal for this post:
 
  #4 (permalink)
Elite Member
Ontario
 
Futures Experience: Intermediate
Platform: Ninja
Broker/Data: Amp Futures/Zen-Fire
Favorite Futures: ES, currancy
 
Posts: 10 since Nov 2009
Thanks: 3 given, 2 received

Thanks

That did it..

Reply With Quote
The following user says Thank You to Azzzz for this post:
 
  #5 (permalink)
Elite Member
Berlin, Europe
 
Futures Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker/Data: Interactive Brokers
Favorite Futures: Keyboard
 
Fat Tails's Avatar
 
Posts: 9,651 since Mar 2010
Thanks: 4,226 given, 25,601 received
Forum Reputation: Legendary

Distance Coefficient Ehlers Filter Revisited

I am guilty of having used code, which I had taken from the NinjaTrader forum here: NinjaTrader Support Forum - View Single Post - Ehlers Filter


Today I checked it for the first time and found it inconsistent with the Easy Language code which was published by John Ehlers.

The source for the code by John Ehlers can be found on his website, here is the link: http://www.mesasoftware.com/Papers/Ehlers%20Filters.pdf


Figure 6. EasyLanguage Code for the Distance Coefficient Ehlers Filter
 
Code
	Inputs:		Price((H+L)/2),
				Length(15);
	Vars:		count(0),
				LookBack(0),
				SumCoef(0),
				Num(0),
				Filt(0);
	Array:		Coef[25](0),
				Distance2[25](0);
	
	For count = 0 to Length - 1 begin
		Distance2[count] = 0;
		For LookBack = 1 to Length - 1 begin
			Distance2[count] = Distance2[count] + (Price[count] – Price[count 
	+ LookBack])*(Price[count] - Price[count + LookBack]);
		end;
		Coef[count] = Distance2[count];
	end;
	Num = 0;
	SumCoef =0;
	For count = 0 to Length -1 begin
		Num = Num + Coef[count]*Price[count];
		SumCoef = SumCoef + Coef[count];
	end;
	If SumCoef <> 0 then Filt = Num / SumCoef;
	Plot1(Filt, "Ehlers");


I found that the NinjaTrader implementation does not reflect the original code, so I have modified the indicator to show the Ehlers code. I am posting here, because I would love to have a third opinion on the indicator before I publish it. Sometimes John Ehlers has changed the code himself, so it may well be that there is a version, which I do not know.

Please find attached the modified indicator. I have not preset it to price type Median, as I want that it can be easily called by other indicators. The chart below shows that there is a difference between the forum indicator and the
recoded version. The recoded version is also optimized, as I have suppressed a dataseries object.


Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).

Attached Files
Register to download File Type: zip EhlersFilter.zip (5.7 KB, 60 views)

Last edited by Fat Tails; July 12th, 2012 at 05:25 PM.
Reply With Quote
The following 2 users say Thank You to Fat Tails for this post:
 
  #6 (permalink)
Market Wizard
virginia
 
Futures Experience: Intermediate
Platform: ninja
Favorite Futures: ES
 
cory's Avatar
 
Posts: 5,216 since Jun 2009
Thanks: 628 given, 6,314 received
Forum Reputation: Legendary


Fat Tails View Post
..

...

no matter what I enter, it always reset to 15, is this only value it can run on?

Attached Thumbnails
EhlersFilter for Ninja 7-2012-07-12_1559.png  
Reply With Quote
The following 2 users say Thank You to cory for this post:
 
  #7 (permalink)
Elite Member
Berlin, Europe
 
Futures Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker/Data: Interactive Brokers
Favorite Futures: Keyboard
 
Fat Tails's Avatar
 
Posts: 9,651 since Mar 2010
Thanks: 4,226 given, 25,601 received
Forum Reputation: Legendary


cory View Post
no matter what I enter, it always reset to 15, is this only value it can run on?

@cory: Thank you for the hint. I had changed the name from length to period to comply with NinjaTrader speak. However, I have decided to keep the parameter length to allow for the correct calculation of the average during the training period. The only thing I forgot, was to change the serialization to period.


You have discovered a little bug, which is now removed. I have also replaced indicator file and chart above.


There is still a difference between the two versions of the indicators.

Reply With Quote
The following 2 users say Thank You to Fat Tails for this post:
 
  #8 (permalink)
Elite Member
Berlin, Europe
 
Futures Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker/Data: Interactive Brokers
Favorite Futures: Keyboard
 
Fat Tails's Avatar
 
Posts: 9,651 since Mar 2010
Thanks: 4,226 given, 25,601 received
Forum Reputation: Legendary

Distance Coefficient Ehlers Filter Update

The indicator code, which I had published above, did not properly set plot values for the first two bars of the chart. While this does not cause any harm, when the indicator is simply applied to chart, it may cause problems (exception thrown), when the Ehlers filter is called by another indicator.

I have therefore modified the code of the indicator to return proper values for all bars. I have also promoted it to the download section of the forum.

https://futures.io/download/ninjatrader-7/indicators/1259-download.html?view

This indicator can be optionally called by the Bollinger Universal, Keltner Universal, Heikin Ashi and SuperTrend U11 indicators.

Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).

Reply With Quote
The following 3 users say Thank You to Fat Tails for this post:
 
  #9 (permalink)
Elite Member
Berlin, Europe
 
Futures Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker/Data: Interactive Brokers
Favorite Futures: Keyboard
 
Fat Tails's Avatar
 
Posts: 9,651 since Mar 2010
Thanks: 4,226 given, 25,601 received
Forum Reputation: Legendary

Distance Coefficient Ehlers Filter Update

Today I discovered a small problem as the indicator did not produce a meaningful result, when the period was set to 1. The problem would probably have occurred as well with the original Easy Language code published by John Ehlers.

I have now corrected the bug and updated the indicator. When the period is set to a value smaller than 4, the indicator will now use a triangular moving average of that period as input series for calculating the Ehlers coefficients. For larger periods the coefficients are calculated from the TMA(4) as for the prior version.


The updated version is available here:

https://futures.io/download/ninjatrader-7/indicators/1259-download.html?view


I will probably need to update the SuperTrend, Heikin-Ashi and Bollinger/Keltner indicators as well.


Last edited by Fat Tails; October 1st, 2012 at 07:43 AM.
Reply With Quote
The following 4 users say Thank You to Fat Tails for this post:
 
  #10 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 46,238 since Jun 2009
Thanks: 29,350 given, 83,221 received


Notifications sent.

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
The following 2 users say Thank You to Big Mike for this post:

Reply



futures io > > > > EhlersFilter for Ninja 7

Thread Tools Search this Thread
Search this Thread:

Advanced Search



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

Linda Bradford Raschke: Reading The Tape

Elite only

Adam Grimes: TBA

Elite only

NinjaTrader: TBA

January

Ran Aroussi: TBA

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
Ninja Indicator to Ninja Strategy emini_Holy_Grail NinjaTrader Programming 10 March 10th, 2013 12:23 AM
Switching Fin.Alg TPO Market profile from Ninja 6.5 to ninja 7 MadManmos Trading Reviews and Vendors 19 August 23rd, 2011 09:15 AM


All times are GMT -4. The time now is 03:28 AM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2017-12-13 in 0.14 seconds with 38 queries on phoenix via your IP 54.226.132.197