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Coding Multi Time Frame (MTF) Indicators with NinjaTrader


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Coding Multi Time Frame (MTF) Indicators with NinjaTrader

  #61 (permalink)
 SARdynamite 
Belgium
 
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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:
https://www.amazon.com/gp/product/1576603725/ref=s9_simh_gw_p14_d0_i1?pf_rd_m=ATVPDKIKX0DER&pf_rd_s=center-2&pf_rd_r=0GHNBN5RKBVJPE7V4Z9F&pf_rd_t=101&pf_rd_p=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:

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  #62 (permalink)
 
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 Fat Tails 
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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:

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.

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  #63 (permalink)
 SARdynamite 
Belgium
 
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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 ?

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  #64 (permalink)
 SARdynamite 
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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 ?

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  #65 (permalink)
 
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 Zondor 
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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?

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  #66 (permalink)
 
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 Fat Tails 
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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.

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  #67 (permalink)
 SARdynamite 
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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.

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  #68 (permalink)
 
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 Fat Tails 
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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
Elite Membership required to download: MIDAS_NT7.zip
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  #69 (permalink)
 SARdynamite 
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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 ?

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  #70 (permalink)
 
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 Fat Tails 
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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....

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