I'm working on a strategy which has ability to trade simultaneously 28 currency pairs.
It has built in Currency Strength Module (which is the reason for having added 28 pairs) , central bank intervention module, swing rays module,
round numbers, pivot points , fibonacci levels etc added.
All these indicators were stripped down to the core, optimized and rewritten to gather tha data on all 28 pairs and embedded into the strategy as functions.
There are no calls to any external indicator except the most simpliest like SMA, EMA, ZLEMA
I'm planing to use that simple code which I've sent to you for MTF SMA and MTF EMA.
Now my latest challenge is to embed my MTF EMA-SMA code into the strategy without calling it as an external indicator.
I use MTF EMA 5, 15, 30, 60 and 240 minutes and my main chart is BetterRenko.
Everything works fine so far on all 28 pairs, I'm just trying to shorten and optimize the code
Reason for trying to embed the code relies on the fact that anyway the strategy will add additional time frame if i call the external MTF EMA-SMA indicator, so I could add those time frames by myself and save some time here by calling the regular SMA or EMA once in every 5, 15, 30, 60, 240 minutes. There is no need for anything else.
What I'm gonna get is also the ability to access those additional 5, 15, 30, 60, 240 minutes time frames
Yeah i know its silly, I have BarsInProgress up to 163 LOL
Last edited by BankRobberNT; November 24th, 2011 at 04:48 PM.
The following user says Thank You to BankRobberNT for this post:
While i had BIP 55 (28xBetterRenko and 28x60 min ) i didn't have any freezes not even during interventions, but NT constantly freeze when i loose internet connection.
Now for the additional 100'something BIP I'm still coding but the code is simple just to invoke EMA-SMA once in 5 15 30 etc minutes, will see....
My only concern is that every 240 minutes it has 28x5 FirstTickOfBar that could be a problem
I dont even use FirstTickOfBar anymore, I'm affraid it can miss the first tick here or there, i use simple comparission between stored and actual CurrentBar, this way it will catch up if has missed the first tick.
Last edited by BankRobberNT; November 24th, 2011 at 05:33 PM.
Favorite Futures: emini Currency and Index Futures
Posts: 103 since Jan 2011
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Hello Fat Tails,
I know you are a busy guy and have "bigger fish to fry" than this but I'm hoping that you have on your list of things to do adding a colored slope option (green/red/yellow :: up/down/flat) for the Vis SMA and Vis EMA MTF indicators.
In the meantime though, thanks for your work on these incredible indicators. They continue to be a big part in my trading (with or without the slope color). As others has said, "They work like a charm."
The following user says Thank You to HighDesertTrader for this post:
Could not get much help from Ninja support, will you please help? I just want to have a simple Ninjascript to play with. The idea is to buy when 1) MACD crossabove AVG on 1-min chart and 2) MACD >= AVG on 5-min chart. The opposite would generate a sell signal. It would be better If you can add a 8-tick Target and a 6-tick stop loss. I am not good at coding, would really appreciate your help.
If nobody responds to your request, you can either try to learn some basic C# and code it yourself or pay somebody to code it. But as we both know that anything as simple as your request does not make money, your best options would be
-> to code it yourself
-> or to find somebody who is bored and can code it
You could load one of the sample strategies, for example the MA crossover, and then modify it to use the crossover MACD/Signalline instead. That is relatively simple.
Last edited by Fat Tails; December 18th, 2011 at 03:22 AM.
Thanks so much for the quick coding. One issue here, if I load it in 1-min chart, it buys whenever MACD crossabove AVG regardless the MACD status on 5-min chart. If I load it in both 1-min and 5-min charts, something quite interesting happens. It buys first when MACD crossabove AVG on 1-min chart and will buy again later when MACD crossabove AVG on the 5-min chart. Also, if it buys when MACD crossabove AVG on 5-min chart (depend on what time I choose to start the replay) and later MACD crossbelow AVG on 1-min chart, it sells a contract and becomes flat. But those Target and Stoploss orders are still there. I will do more testing. Hope this does not confuse you. Really appreciate your help. I don't need a quick fix if you still want to help. Take your time as I am taking my time and learn little by little.