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Coding Multi Time Frame (MTF) Indicators with NinjaTrader
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Coding Multi Time Frame (MTF) Indicators with NinjaTrader

  #151 (permalink)
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Fat Tails View Post
@Braulio: I have had a look at the VisualSMA and VisualEMA again. In VisualMode and real-time the indicator plotted in an inconsistent way, as there was a bug in the interpolation algorithm. I have now recoded that section of the indicator, and the tests which I have made suggest that the problem is solved.

The updated indicators are here:

https://futures.io/free_downloads/ninjatrader-7/indicators/942-download.html?view
https://futures.io/free_downloads/ninjatrader-7/indicators/939-download.html?view

The chart below shows the new version (blue) compared to the old version (red, dashed). Below is the SMA, which is directly calculated from 8 range bars (orange) for comparison.

Could you please check and confirm that it now works as expected.

i am testing it now as well fatty.. thanks again for your hard work!

dont believe anything you hear and only half of what you see

¯\_(ツ)_/¯

(╯°□°)╯︵ ┻━┻
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  #152 (permalink)
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Glad to see that the time we spent had a positive and productive outcome

I will test it tomorrow in real-time and let you know.

Thank you.


Fat Tails View Post
@Braulio: I have had a look at the VisualSMA and VisualEMA again. In VisualMode and real-time the indicator plotted in an inconsistent way, as there was a bug in the interpolation algorithm. I have now recoded that section of the indicator, and the tests which I have made suggest that the problem is solved.

The updated indicators are here:

https://futures.io/free_downloads/ninjatrader-7/indicators/942-download.html?view
https://futures.io/free_downloads/ninjatrader-7/indicators/939-download.html?view

The chart below shows the new version (blue) compared to the old version (red, dashed). Below is the SMA, which is directly calculated from 8 range bars (orange) for comparison.

Could you please check and confirm that it now works as expected.


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  #153 (permalink)
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PandaWarrior View Post
[screenshot]http://screencast.com/t/XQeuGtBT[/screenshot]....can someone tell me how to make my jing screenshots show up in the post. I thought this was the way but obviously I am wrong.

The bbcode is screencast, not screenshot.

Mike

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  #154 (permalink)
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The bbcode is screencast, not screenshot.

Mike

well duh...my mental black hole kicking in again.

Thanks....

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  #155 (permalink)
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@Fat Tails,

How hard would the anaKeltnerUniversal be to turn into MTF?

Not that important, but useful I would think.

You are awesome dude.

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  #156 (permalink)
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bluemele View Post
@Fat Tails,

How hard would the anaKeltnerUniversal be to turn into MTF?

Not that important, but useful I would think.

You are awesome dude.

Somewhat complex, but can be done. I did not release too many MTF indicators on purpose, as there is a learning curve. Just had to remove a bug from the VisualSMA and VisualEMA yesterday - and I was quite happy that only 2 indicators were affected.

When the first indicators are 100% tested and safe, the know-how can be applied to other projects.


Last edited by Fat Tails; September 7th, 2011 at 06:34 AM.
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  #157 (permalink)
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Fat Tails View Post
Somewhat complex, but can be done. I did not release too many MTF indicators on purpose, as there is a learning curve. Just had to remove a bug from the VisualSMA and VisualEMA yesterday - and I was quite happy that only 2 indicators were affected.

When the first indicators are 100% tested and safe, the know-how can be applied to other projects.

Yes, I see. It is unfortunate that NT doesn't make it easier. I don't understand c# at all, so thanks for all your hard work.

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  #158 (permalink)
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bluemele View Post
Yes, I see. It is unfortunate that NT doesn't make it easier. I don't understand c# at all, so thanks for all your hard work.

I think that it is just a complex subject. I am not sure that it would be a lot easier with another software package.

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  #159 (permalink)
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@Fat Tails, I confess to not understanding why there are two separate packages for SMA and EMA, why not just one package with a selectable MA?

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.

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  #160 (permalink)
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Testing VisualSMA's


Here's how I approached the testing scenario:

1. The first thing I wanted to do was compare the charts I've posted here to see how the historical/real-time data issue was. So I opened a new chart(historical) with the new version of the anaVisualSMA and took a picture right at the same place. The picture is attached and it's called "Testing 05-09-2011". From this first approach I can assume that it still behaves differently on historical and real-time data.

2. Also wanted to have real-time data on a chart from today and open up a new chart (historical) to compare it with the real-time data of just today. You can see the pictures "Today - Real-time" and "Today - Historical", they do not match.

3. Now I can't compare the old with the new version as Ninja won't let me have both installed, but to test the improved precision of the VisualSMA's I did just what you did Fat Tails, placed a chart with 2 dataseries in 4Range and 8Range. On top we have the VisualSMA and on the bottom panel the SMA that should be mimicked. I agree that the problem appears to be solved. This is just a first test and I would like to continue and monitor its behavior so that we can get a better confirmation.

Thank you for improving even further these great indicators.

B

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Coding Multi Time Frame (MTF) Indicators with NinjaTrader-testing-05-09-2011.jpg   Coding Multi Time Frame (MTF) Indicators with NinjaTrader-today-historical.jpg   Coding Multi Time Frame (MTF) Indicators with NinjaTrader-today-real-time.jpg   Coding Multi Time Frame (MTF) Indicators with NinjaTrader-tops-bottoms.jpg  
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