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

  #281 (permalink)
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You load it into 1min chart and you can set up all the parameters including the second time frame in strategy window.

Strategy was provided as is, for educational purposes, and as Fat Tails said "Unfortunately my time is limited, and I cannot spend hours for free on coding strategies"
Strategy without serious work and lot of testing and tweaking will never be profitable.
I have a lot of my own projects to play with.


Last edited by BankRobberNT; December 18th, 2011 at 05:30 AM.
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  #282 (permalink)
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Fat Tails View Post
Good idea to embed the secondary bar series directly in a strategy.

I would like to know whether you manage to freeze NT with BIP 163. I bet so.

Here is a screenshot of the Output window where you can see there are no freezes with 160-something BIP

Attached Thumbnails
Coding Multi Time Frame (MTF) Indicators with NinjaTrader-output.jpg   Coding Multi Time Frame (MTF) Indicators with NinjaTrader-output2.jpg  

Last edited by BankRobberNT; December 19th, 2011 at 10:33 AM.
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  #283 (permalink)
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BankRobberNT View Post
Here is a screenshot of the Output window where you can see there are no freezes with 160-something BIP

But you did not set all indicators to CalculateOnBarClose = false, or did you?

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  #284 (permalink)
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Fat Tails View Post
But you did not set all indicators to CalculateOnBarClose = false, or did you?

That's a strategy, not an indicator, and it's working with CalculateOnBarClose = false. Of course heavy time sharing and no external indicators except the simpliest 5 liners like SMA EMA. All other indicators are internal. For example why would I call CurrentOHL indicator when I can do the calculations by myself, save some instructions and time and add some features. That's the catch.


Last edited by BankRobberNT; December 19th, 2011 at 12:16 PM.
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Update VisualSMA and VisualEMA

There has been a number of requess to add some color options to the VisualSMA and Visual EMA. This is what I have done with the update.

-> color can be selected for upsloping and downsloping EMA and SMA
-> paint bars are available to detect the trend according to the indicator slope
-> the paint bars can be shown without plotting the indicator

The update can be found in the download section as usual:

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

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Coding Multi Time Frame (MTF) Indicators with NinjaTrader-visualsma.jpg  
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Fat Tails View Post
There has been a number of requess to add some color options to the VisualSMA and Visual EMA. This is what I have done with the update.

-> color can be selected for upsloping and downsloping EMA and SMA
-> paint bars are available to detect the trend according to the indicator slope
-> the paint bars can be shown without plotting the indicator

The update can be found in the download section as usual:

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

A mere thanks does not seem enough for all you do. HUGH ROCK!

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  #287 (permalink)
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VisualSMA & VisualEMA - Please Download Again

I had made a small mistake when exporting the files. The first version, which I attached a few hours ago, cannot be properly imported, as it will ask for a missing file.

I have now replaced the files in the download section and they should work as expected. Please let me know, if there are any problems.

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  #288 (permalink)
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Fat Tails View Post
There has been a number of requess to add some color options to the VisualSMA and Visual EMA. This is what I have done with the update.

-> color can be selected for upsloping and downsloping EMA and SMA
-> paint bars are available to detect the trend according to the indicator slope
-> the paint bars can be shown without plotting the indicator

The update can be found in the download section as usual:

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

Thank you Fat Tails for this
have you planned also to put background color on it?

michael

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  #289 (permalink)
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michaelf View Post
Thank you Fat Tails for this
have you planned also to put background color on it?

michael

No I have not planned it. All these color things drive me mad. I do not have any use for those colors, just doing it because poeple love colors for their toys.

It would be best to separate color issues from the Visual indicators, but then you need to call the indicator. Due to NinjaTrader architecture there are some problems in calling MTF indicators, when these indicators load secondary bar series built from range or Renko bars. I have observed a vertical shift, and this problem has been confirmed by NT developers for all MTF indicators.

So what I will do with the next version, is to allow to call it in strategy mode, but also make sure that it does not return any values, when it loads rangebars.

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Fat Tails View Post
No I have not planned it. All these color things drive me mad. I do not have any use for those colors, just doing it because poeple love colors for their toys.

It would be best to separate color issues from the Visual indicators, but then you need to call the indicator. Due to NinjaTrader architecture there are some problems in calling MTF indicators, when these indicators load secondary bar series built from range or Renko bars. I have observed a vertical shift, and this problem has been confirmed by NT developers for all MTF indicators.

So what I will do with the next version, is to allow to call it in strategy mode, but also make sure that it does not return any values, when it loads rangebars.

I finally succeeded to code regular SMA and EMA indicators as functions inside my strategy. (the problem for me was how to do it with multi dimensional dataseries) So if you still don't use this approach in your indicator, you should do it, it will speed up the whole thing A LOT
Proudly can say that my strategy doesn't use any external indicators at all!!!

Attached Thumbnails
Coding Multi Time Frame (MTF) Indicators with NinjaTrader-res1.jpg  

Last edited by BankRobberNT; January 6th, 2012 at 02:50 PM.
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