Coding Multi Time Frame (MTF) Indicators with NinjaTrader

October 21st, 2011, 05:49 PM

I was'nt aware of the lag on the ppma.
I assume the chart posted by @madLyfe is a 8 range chart.
It's quite an improvement. It's wunderbar !

A Big Thanks to you @Fat Tails & a Big Thanks to @madLyfe for testing.

October 24th, 2011, 07:12 AM

I have been testing this new indicator on live data this morning, and can report that I am very satisfied with the results. As said before this indicator seems faster and more accurate in real time, which in my case is of utmost importance. What I would like to see here is a small addition of color showing up or down direction of the indicator line.
Thanks to @Fat Tails.

October 24th, 2011, 07:38 AM

perryg

I have been testing this new indicator on live data this morning, and can report that I am very satisfied with the results. As said before this indicator seems faster and more accurate in real time, which in my case is of utmost importance. What I would like to see here is a small addition of color showing up or down direction of the indicator line.
Thanks to @ Fat Tails.

My focus is now on getting the indicator right. This is a trade-off between accuracy, speed and robustness. Colors, alerts and the capability of sending an alert to your coffee machine will come later.

I am grinding this slowly at my own speed.

October 24th, 2011, 08:05 PM

testing the newvisualSMA/EMA and i see that after i reload the ninja script on the chart the lines move, whereas the old one doesnt move positions...

here is the first chart not reloaded:

here it is after the reload:

ps, sorry about the terrible hand drawn arrows...

October 24th, 2011, 08:42 PM

madLyfe

testing the newvisualSMA/EMA and i see that after i reload the ninja script on the chart the lines move, whereas the old one doesnt move positions...

here is the first chart not reloaded:

here it is after the reload:

ps, sorry about the terrible hand drawn arrows...

@ madLyfe: Thanks for the findings.

What I can see on the chart, is that the indicator values remained the same but were shifted to the prior bar on some occasions after the "reload".

I assume that you reloaded via F5, is that corrrect? This would mean that you replaced real-time data with historical data.

October 24th, 2011, 08:44 PM

Fat Tails

@ madLyfe: Thanks for the findings.

What I can see on the chart, is that the indicator values remained the same but were shifted to the prior bar on some occasions after the "reload".

I assume that you reloaded via F5, is that corrrect? This would mean that you replaced real-time data with historical data.

ya thats exactly correct.

October 25th, 2011, 10:48 AM

Maybe the change upon refresh has something to do with this post on the Ninjatrader forum.

NinjaTrader Support Forum - View Single Post - Multi Time Frame referencing.....

October 25th, 2011, 11:55 AM

ya im not sure if i pointed something new out, or just the obvious?

October 25th, 2011, 12:12 PM

madLyfe

ya im not sure if i pointed something new out, or just the obvious?

I could easily reproduce the problem here. The new indicator still has a few small bugs.

This did not come entirely unexpected. There are too many different cases to be taken into account. Your screenshots showed that the indicator worked in a different way on historical and real-time data. So it was contradicting itself. This problem should be fixed now.

There are still some minor problems relating to the most critical points in the life of an MTF indicator

-> session breaks
-> transition from historical to real-time data

I think I will have fixed it tomorrow. Then you can try to find some more bugs.

October 25th, 2011, 03:14 PM

FT,,

This question might be out of place but is there any way you can include daily bars so I can place 20 day EMA on 15 min chart?

Thanks for all the efforts.

Coding Multi Time Frame (MTF) Indicators with NinjaTrader

Discussion in NinjaTrader

Coding Multi Time Frame (MTF) Indicators with NinjaTrader