Coding Multi Time Frame (MTF) Indicators with NinjaTrader - NinjaTrader | futures io social day trading
futures io futures trading


Coding Multi Time Frame (MTF) Indicators with NinjaTrader
Updated: Views / Replies:103,245 / 411
Created: by Fat Tails Attachments:161

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 Ė 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 donít 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
 161  
 
Thread Tools Search this Thread
 

Coding Multi Time Frame (MTF) Indicators with NinjaTrader

  #11 (permalink)
Elite Member
Berlin, Europe
 
Futures Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker/Data: Interactive Brokers
Favorite Futures: Keyboard
 
Fat Tails's Avatar
 
Posts: 9,652 since Mar 2010
Thanks: 4,226 given, 25,601 received
Forum Reputation: Legendary

Following request, here is a multi time frame version of the SMA. Works on any chart.

The SMA can be calculated from minute, second, tick, range, volume or Renko bars. The primary bars will remain evenly spaced.

To understand the StrategyMode, FirstTickMode and VisualMode see posts above.

The file is a protected assembly and will only run with NT 7.0.1000.3 or later.

Attached Thumbnails
Coding Multi Time Frame (MTF) Indicators with NinjaTrader-es-06-11-15-min-11_05_2011.jpg  
Attached Files
Register to download File Type: zip VisualSMAX2.zip (39.6 KB, 124 views)
Reply With Quote
The following 7 users say Thank You to Fat Tails for this post:
 
  #12 (permalink)
Elite Member
Berlin, Europe
 
Futures Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker/Data: Interactive Brokers
Favorite Futures: Keyboard
 
Fat Tails's Avatar
 
Posts: 9,652 since Mar 2010
Thanks: 4,226 given, 25,601 received
Forum Reputation: Legendary

Improved version of OpeningRangeMTF

Below is an improved version of the anaOpeningRangeV32MTF indicator. With the version NT 7.0.1000.5 a few NinjaTrader bugs were removed that affected this indicator for small period tick charts. It should now work correctly. Due to the modified signature of GetNextBeginEnd() it can only be used with NinjaTrader 7.0.1000.5 or later.

I would love to have some feedback, whether it works correctly.

Attached Thumbnails
Coding Multi Time Frame (MTF) Indicators with NinjaTrader-cl-06-11-5-min-16_05_2011.jpg  
Attached Files
Register to download File Type: zip OpeningRangeV32MTFX2.zip (8.8 KB, 108 views)
Reply With Quote
The following 5 users say Thank You to Fat Tails for this post:
 
  #13 (permalink)
Elite Member
Rechovot
 
Futures Experience: Advanced
Platform: NinjaTrader
Broker/Data: CQG
Favorite Futures: Index,Currency and Energy futures
 
perryg's Avatar
 
Posts: 1,703 since Jan 2010
Thanks: 504 given, 6,262 received



Fat Tails View Post
Following request, here is a multi time frame version of the SMA. Works on any chart.

The SMA can be calculated from minute, second, tick, range, volume or Renko bars. The primary bars will remain evenly spaced.

To understand the StrategyMode, FirstTickMode and VisualMode see posts above.

The file is a protected assembly and will only run with NT 7.0.1000.3 or later.

Hello Fats Tail,

Thanks for this indicator. I am trying to use it on a 1 min chart with an SMA from a 5 min chart but using TYPICAL instead of CLOSE. If I put 2 of the indicators on the chart, one with the normal CLOSE and one with TYPICAL I get the same line. Is this a bug in the program or am I doing something wrong.

Reply With Quote
 
  #14 (permalink)
Elite Member
Berlin, Europe
 
Futures Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker/Data: Interactive Brokers
Favorite Futures: Keyboard
 
Fat Tails's Avatar
 
Posts: 9,652 since Mar 2010
Thanks: 4,226 given, 25,601 received
Forum Reputation: Legendary


perryg View Post
Hello Fats Tail,

Thanks for this indicator. I am trying to use it on a 1 min chart with an SMA from a 5 min chart but using TYPICAL instead of CLOSE. If I put 2 of the indicators on the chart, one with the normal CLOSE and one with TYPICAL I get the same line. Is this a bug in the program or am I doing something wrong.

The indicator loads a secondary bar series. When selecting TYPICAL instead of CLOSE, this refers to the primary bar series, which is not used by the indicator for calculating the values of the SMA. Therefore it does not help to change those settings.

I would need to add an option to allow to use this indicator with something different than the Close, which is the default setting for the secondary bar series. I guess that it makes sense, and I think it can be done.

Thank you for your suggestion.

Reply With Quote
The following user says Thank You to Fat Tails for this post:
 
  #15 (permalink)
Elite Member
Rechovot
 
Futures Experience: Advanced
Platform: NinjaTrader
Broker/Data: CQG
Favorite Futures: Index,Currency and Energy futures
 
perryg's Avatar
 
Posts: 1,703 since Jan 2010
Thanks: 504 given, 6,262 received


Fat Tails View Post
The indicator loads a secondary bar series. When selecting TYPICAL instead of CLOSE, this refers to the primary bar series, which is not used by the indicator for calculating the values of the SMA. Therefore it does not help to change those settings.

I would need to add an option to allow to use this indicator with something different than the Close, which is the default setting for the secondary bar series. I guess that it makes sense, and I think it can be done.

Thank you for your suggestion.

Thanks. Awaiting your change.

Reply With Quote
 
  #16 (permalink)
Elite Member
Berlin, Europe
 
Futures Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker/Data: Interactive Brokers
Favorite Futures: Keyboard
 
Fat Tails's Avatar
 
Posts: 9,652 since Mar 2010
Thanks: 4,226 given, 25,601 received
Forum Reputation: Legendary

VisualSMAX3 With Added Option


perryg View Post
Thanks. Awaiting your change.


I have added an option to select the price type for the secondary bars.


Did not yet test the assembly. Will only work with NT 7.0.1000.3 or later.

Attached Thumbnails
Coding Multi Time Frame (MTF) Indicators with NinjaTrader-es-06-11-1-min-16_05_2011.jpg  
Attached Files
Register to download File Type: zip VisualSMAX3.zip (40.4 KB, 164 views)
Reply With Quote
The following 6 users say Thank You to Fat Tails for this post:
 
  #17 (permalink)
Elite Member
Rechovot
 
Futures Experience: Advanced
Platform: NinjaTrader
Broker/Data: CQG
Favorite Futures: Index,Currency and Energy futures
 
perryg's Avatar
 
Posts: 1,703 since Jan 2010
Thanks: 504 given, 6,262 received


Fat Tails View Post
I have added an option to select the price type for the secondary bars.


Did not yet test the assembly. Will only work with NT 7.0.1000.3 or later.

Thanks. So far it works well and as far as I can see is correct. Will test it with todays trading. Do you ever sleep, as I know it was very very late when I sent the first message after which you answered immediately, so I realized that you are some what similar to myself - very little sleep. Then you came back with a working version, so now I know you never sleep. Much appreciated as always.
Regards
Perry

Reply With Quote
 
  #18 (permalink)
Elite Member
Rechovot
 
Futures Experience: Advanced
Platform: NinjaTrader
Broker/Data: CQG
Favorite Futures: Index,Currency and Energy futures
 
perryg's Avatar
 
Posts: 1,703 since Jan 2010
Thanks: 504 given, 6,262 received


Fat Tails View Post
I have added an option to select the price type for the secondary bars.


Did not yet test the assembly. Will only work with NT 7.0.1000.3 or later.

Just to let you know that this indicator is working perfectly. Have had no glitches while trading so can confirm that it is a very good implementation. It saves a great deal of hassle as opposed to the normal way NT7 deals with multi-frames. Thank you.

Reply With Quote
The following user says Thank You to perryg for this post:
 
  #19 (permalink)
Elite Member
Berlin, Europe
 
Futures Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker/Data: Interactive Brokers
Favorite Futures: Keyboard
 
Fat Tails's Avatar
 
Posts: 9,652 since Mar 2010
Thanks: 4,226 given, 25,601 received
Forum Reputation: Legendary


perryg View Post
Just to let you know that this indicator is working perfectly. Have had no glitches while trading so can confirm that it is a very good implementation. It saves a great deal of hassle as opposed to the normal way NT7 deals with multi-frames. Thank you.

@perryg: Glad to have your feedback, you have already contributed to improve the indicator.

If anything comes to your mind, please let me know.

Reply With Quote
 
  #20 (permalink)
Elite Member
Rechovot
 
Futures Experience: Advanced
Platform: NinjaTrader
Broker/Data: CQG
Favorite Futures: Index,Currency and Energy futures
 
perryg's Avatar
 
Posts: 1,703 since Jan 2010
Thanks: 504 given, 6,262 received

Update


Fat Tails,
I have used in real time the VisualSMAX3 on 1min and 5 min charts taking the moving average from a Range chart as well using typical. It is working perfectly with very good results. I have also tested the other way round of using range charts and putting a 5 min moving average onto the range chart. I can recommend the use of this indicator.
If you have time could you also add to the VisualEMA indicator the Typical as you did with the VisualSMA.

Reply With Quote
The following user says Thank You to perryg for this post:

Reply



futures io > > > > Coding Multi Time Frame (MTF) Indicators with NinjaTrader

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
Multi Time Frame Strategy Cancellation jthom NinjaTrader Programming 2 October 9th, 2014 12:00 PM
Close bar recognization in multi time frame strategy pinto552 NinjaTrader Programming 6 September 6th, 2011 10:07 AM
Multi-time frame strategy with periods of different size pequemec NinjaTrader Programming 2 February 24th, 2010 01:41 PM
visual multi-time frame scoring system. benbrooke Traders Hideout 1 October 4th, 2009 06:49 PM
Multi Volume/Time Frame Trading wh The Elite Circle 7 September 15th, 2009 05:55 PM


All times are GMT -4. The time now is 09:17 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 0.19 seconds with 20 queries on phoenix via your IP 54.82.56.95