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:103,211 / 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 – 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 don’t 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

  #61 (permalink)
Elite Member
Belgium
 
Futures Experience: Advanced
Platform: SaxoTrader
Broker/Data: SaxoBank
Favorite Futures: ESTX
 
Posts: 290 since Dec 2009
Thanks: 242 given, 109 received


Fat Tails View Post
Its creators Andrew Coles and David Hawkins call it the MIDAS method. The method uses anchored VWMAs. Follow the links below to get more details:

Book published on MIDAS:
http://www.amazon.com/gp/product/1576603725/ref=s9_simh_gw_p14_d0_i1?pf_rd_m=ATV...470938631&pf_rd_i=507846

Home Page:
Home

Short description attached. Again this has absolutely nothing to do with MTF indicators.

Thank you Fat Tails. This looks great. I don't think someone ever coded this kind of indicator for NT.
I posted our discussion on this thread:
https://futures.io/elite-group-trading-methods/1261-want-your-ninjatrader-indicator-created-free-274.html#post131580

Reply With Quote
 
  #62 (permalink)
Elite Member
Berlin, Europe
 
Futures Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker/Data: Interactive Brokers
Favorite Futures: Keyboard
 
Fat Tails's Avatar
 
Posts: 9,651 since Mar 2010
Thanks: 4,226 given, 25,601 received
Forum Reputation: Legendary


SARdynamite View Post
Thank you Fat Tails. This looks great. I don't think someone ever coded this kind of indicator for NT.
I posted our discussion on this thread:
https://futures.io/elite-group-trading-methods/1261-want-your-ninjatrader-indicator-created-free-274.html#post131580

Those Midas indicators are simply VWAPs. The only difference between the SessionVWAP and the MIDAS VWAP are the anchor points.

Session VWAP: Anchored to the start of the selected session.

MIDAS: Anchored to the selected swing high or low.

It would be easy to code a MIDAS indicator. Alll you need to do is to use a zig zag, and then use the swing points of the zig zags as anchor points for the VWAP. Not difficult, but not a multi-timeframe indicator.

Reply With Quote
The following user says Thank You to Fat Tails for this post:
 
  #63 (permalink)
Elite Member
Belgium
 
Futures Experience: Advanced
Platform: SaxoTrader
Broker/Data: SaxoBank
Favorite Futures: ESTX
 
Posts: 290 since Dec 2009
Thanks: 242 given, 109 received


Midas looks great but i don't think it is that easy to code. It is exacly the kind of indicator i want. It's perfect for swing trading and scalping.
What kind of indicators do you use ?

Reply With Quote
 
  #64 (permalink)
Elite Member
Belgium
 
Futures Experience: Advanced
Platform: SaxoTrader
Broker/Data: SaxoBank
Favorite Futures: ESTX
 
Posts: 290 since Dec 2009
Thanks: 242 given, 109 received


Fat Tails View Post
Those Midas indicators are simply VWAPs. The only difference between the SessionVWAP and the MIDAS VWAP are the anchor points.

Session VWAP: Anchored to the start of the selected session.

MIDAS: Anchored to the selected swing high or low.

It would be easy to code a MIDAS indicator. Alll you need to do is to use a zig zag, and then use the swing points of the zig zags as anchor points for the VWAP. Not difficult, but not a multi-timeframe indicator.

instead of a classic zigzag would it work with the price action indicator of dorschden ?

Reply With Quote
 
  #65 (permalink)
Elite Member
Portland Oregon, United States
 
Futures Experience: Beginner
Platform: Ninjatrader®
Broker/Data: CQG, Kinetick
Favorite Futures: Gameplay Klownbine® Trading of Globex
 
Zondor's Avatar
 
Posts: 1,327 since Jul 2009
Thanks: 1,246 given, 2,635 received

The Midas indicator was coded by Ninjatrader and made available online after an article about it appeared in Technical Analysis of Stocks and Commodities magazine.

Anyone interested in MTF anymore? Anyone planning to write anything for the Gomi MTF framework?

Reply With Quote
 
  #66 (permalink)
Elite Member
Berlin, Europe
 
Futures Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker/Data: Interactive Brokers
Favorite Futures: Keyboard
 
Fat Tails's Avatar
 
Posts: 9,651 since Mar 2010
Thanks: 4,226 given, 25,601 received
Forum Reputation: Legendary


Zondor View Post
The Midas indicator was coded by Ninjatrader and made available online after an article about it appeared in Technical Analysis of Stocks and Commodities magazine.

Anyone interested in MTF anymore? Anyone planning to write anything for the Gomi MTF framework?

Yes, I want to try it out, but I do not have the time to code 24/24, and I still have lots of unfinished projects.

Reply With Quote
The following user says Thank You to Fat Tails for this post:
 
  #67 (permalink)
Elite Member
Belgium
 
Futures Experience: Advanced
Platform: SaxoTrader
Broker/Data: SaxoBank
Favorite Futures: ESTX
 
Posts: 290 since Dec 2009
Thanks: 242 given, 109 received


Zondor View Post
The Midas indicator was coded by Ninjatrader and made available online after an article about it appeared in Technical Analysis of Stocks and Commodities magazine.

Anyone interested in MTF anymore? Anyone planning to write anything for the Gomi MTF framework?

Thank you Zondor, i found it on NT forum but it's not working on NT 7.

Reply With Quote
 
  #68 (permalink)
Elite Member
Berlin, Europe
 
Futures Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker/Data: Interactive Brokers
Favorite Futures: Keyboard
 
Fat Tails's Avatar
 
Posts: 9,651 since Mar 2010
Thanks: 4,226 given, 25,601 received
Forum Reputation: Legendary


SARdynamite View Post
Thank you Zondor, i found it on NT forum but it's not working on NT 7.

Have rapidly converted it to NT7.

NOT
TESTED.

Attached Files
Register to download File Type: zip MIDAS_NT7.zip (6.1 KB, 132 views)
Reply With Quote
The following 4 users say Thank You to Fat Tails for this post:
 
  #69 (permalink)
Elite Member
Belgium
 
Futures Experience: Advanced
Platform: SaxoTrader
Broker/Data: SaxoBank
Favorite Futures: ESTX
 
Posts: 290 since Dec 2009
Thanks: 242 given, 109 received


Fat Tails View Post
Have rapidly converted it to NT7.

NOT
TESTED.

Thanks you Fat Tails, it would take me years to learn how to code indicators.
It works fine
I still need to define witch anchor points i need. Do you think it is possible to add this kind of option ?

Reply With Quote
 
  #70 (permalink)
Elite Member
Berlin, Europe
 
Futures Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker/Data: Interactive Brokers
Favorite Futures: Keyboard
 
Fat Tails's Avatar
 
Posts: 9,651 since Mar 2010
Thanks: 4,226 given, 25,601 received
Forum Reputation: Legendary



SARdynamite View Post
Thanks you Fat Tails, it would take me years to learn how to code indicators.
It works fine
I still need to define witch anchor points i need. Do you think it is possible to add this kind of option ?

The indicator currently allows you to set a starting time for an anchor point, but then will use the same starting time for every day. Of course, it is possible to add many other options, maybe I will do that in my second life....

Reply With Quote

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 06:06 PM.

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 2017-12-12 in 0.14 seconds with 20 queries on phoenix via your IP 54.167.44.32