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Coding Multi Time Frame (MTF) Indicators with NinjaTrader


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Coding Multi Time Frame (MTF) Indicators with NinjaTrader

  #351 (permalink)
 
lolu's Avatar
 lolu 
Lagos, Nigeria
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ThatManFromTexas View Post
@lolu

@plethora posted her chart template earlier... ask her to post it again... only this time ask her to post the indicators in a zip with it....

@TMFT,

Could you kindly direct me to her chart template link ?

Lolu

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  #352 (permalink)
 
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 ThatManFromTexas 
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lolu View Post
@TMFT,

Could you kindly direct me to her chart template link ?

Lolu

@lolu


I'm just a simple man trading a simple plan.

My daddy always said, "Every day above ground is a good day!"
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  #353 (permalink)
 
lolu's Avatar
 lolu 
Lagos, Nigeria
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ThatManFromTexas View Post
@lolu


@TMFT,

This template is different from that on the screenshot in post # 343.

Lolu

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  #354 (permalink)
 
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 ThatManFromTexas 
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lolu View Post
@TMFT,

This template is different from that on the screenshot in post # 343.

Lolu

@lolu

Sorry about that.... try pm'ing @plethora

I'm just a simple man trading a simple plan.

My daddy always said, "Every day above ground is a good day!"
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  #355 (permalink)
 
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 plethora 
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Fat Tails View Post
@plethora: I very much hope that it was @ThatManFromTexas who has coded them and not me. .

I was in a rush and did not express myself clearly. I didn’t mean the indicator didn’t work properly – I meant I don’t use the indicator properly or feel that I was using it correctly.

I thought I read in this thread that the VisualSMA/EMA does not work on a tick chart. I don't understand if just applying the 30- or 60-minute VisualEma to my tick-chart is sufficient, or there is something more involved. What I also meant is that it seemed to work unbelievably well by just applying it simply to my chart. But I still think I did something wrong but don't know what. And, is it possible to show two tick data series on one chart and how? Non-equidistant spacing is fine.


Fat Tails View Post
The VisualSMA and VisualEMA should work correctly. Why do you think that they don't work? With a 30 min setting, the VisualSMA produces one signal every 30 minutes. If you put that on a tick chart,
there will be lots of new values during the night session, although there are only a few ticks. This means that the VisualSMA will approach price in a quick movement, which can be seen on the chart.

Fat Tails, did I put the VisualSMA on my chart correctly?

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  #356 (permalink)
 
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 plethora 
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ThatManFromTexas View Post
@Fat Tails

I think @plethora was being facetious since the 2 trades were profitable.... in which case... yes it was because of an indie I wrote ....

Ding, ding, ding. We have a winner here. This is exactly what I thought.

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  #357 (permalink)
 
plethora's Avatar
 plethora 
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Lolu, I'll send you my template if you continue nudging TMFT to complete the cockpit project. I thought TMFT's disclosure that he had a weakness for bling meant Prometheus was going to get a second life.

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  #358 (permalink)
 
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 sudhirc 
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@Fat Tails

Hi Guys,

I will explain what i'm trying to do and let me know whether it can be done with VisuaSMA?

What i did was called VisualSMA on to a script like the following
VisualSMA(30,false,false,Visual,Second,89,Close):-Basically calling in the value of 89SMA from a 30 second chart to a HTF chart. But when compiling it is giving me couple of errors.
1). The name Visual does not exist in the current context
2). The name Second does nto exist in the current context.

When i typed on to the script VisualSMA(............. it gave options on what to plug in (please see attached)



Can this be done? if it can be what should i plug for the following
VisualSMaCalcModethisCalcMode (i typed Visual in here)
VisualSMAPriceTypethisPriceType (i typed Close in here)

Thank you for your help,
CS.

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  #359 (permalink)
 
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 Fat Tails 
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sudhirc View Post
@Fat Tails

Hi Guys,

I will explain what i'm trying to do and let me know whether it can be done with VisuaSMA?

What i did was called VisualSMA on to a script like the following
VisualSMA(30,false,false,Visual,Second,89,Close):-Basically calling in the value of 89SMA from a 30 second chart to a HTF chart. But when compiling it is giving me couple of errors.
1). The name Visual does not exist in the current context
2). The name Second does nto exist in the current context.

When i typed on to the script VisualSMA(............. it gave options on what to plug in (please see attached)

Can this be done? if it can be what should i plug for the following
VisualSMaCalcModethisCalcMode (i typed Visual in here)
VisualSMAPriceTypethisPriceType (i typed Close in here)

Thank you for your help,
CS.



@sudhirc: There are ways to access the indicator, but you need to follow a few rules.


IN visual mode the indicator repaints back to the last node

In visual mode the VisualSMA uses a linear interpolation between the last node and the last price. This distance is therefore repainted with every tick. This is necessary to emulate the behavior of the default SMA with COBC = false. In 1-Tick correction mode, the VisualSMA sometimes repaints 1 tick on real-time data. In strategy mode the VisualSMA does not repaint at all.


The indicator exposes a public property that holds the value of the number of bars that were painted back to the last node.

If you want to access the indicator in 1-Tick-correction mode, you will need to access the current value and the prior value of the indicator with each incoming tick. If you want to access the indicator in visual mode, you will need to access the last N values of the indicator (all values that have been repainted). The parameter N can be accessed via
 
Code
int N = VisualSMA(period, false, true, VisualSMACalcMode.Visual, thisPeriodType, thisPeriodValue, thisPriceType).Repaint[0];

where thisPeriodType may take the values VisualSMAPeriodType.Minute, VisualSMAPeriodType.Second, VisualSMAPeriodType.Tick, VisualSMAPeriodType.Volume. Once you have retrieved the value of N, you will then need to access the current and the prior N values of the indicator and call them.


Limitations

The VisualSMA cannot perform calculations on Renko bars, I will take away that option. When the VisualSMA is called by another indicator, the option to calculate values from range bars is disabled, as those values will not be reproduced correctly.


Example

Attached is an access indicator, which shows how the VisualSMA can be accessed by another indicator.

Attached Files
Elite Membership required to download: AccessVisualSMA.cs
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  #360 (permalink)
 
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 sudhirc 
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@Fat Tails

Hi FatTails,

I'm having trouble importing this file. It says i have duplicate method names - dont know what file it is refering to ?
any ideas on what to do from my side or can you change the method name and reattach it.

Thank you,
Sudhir

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