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Coding Multi Time Frame (MTF) Indicators with NinjaTrader


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Coding Multi Time Frame (MTF) Indicators with NinjaTrader

  #11 (permalink)
 
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 Fat Tails 
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Following request, here is a multi time frame version of the SMA. Works on any chart.

The SMA can be calculated from minute, second, tick, range, volume or Renko bars. The primary bars will remain evenly spaced.

To understand the StrategyMode, FirstTickMode and VisualMode see posts above.

The file is a protected assembly and will only run with NT 7.0.1000.3 or later.

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  #12 (permalink)
 
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 Fat Tails 
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Below is an improved version of the anaOpeningRangeV32MTF indicator. With the version NT 7.0.1000.5 a few NinjaTrader bugs were removed that affected this indicator for small period tick charts. It should now work correctly. Due to the modified signature of GetNextBeginEnd() it can only be used with NinjaTrader 7.0.1000.5 or later.

I would love to have some feedback, whether it works correctly.

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  #13 (permalink)
 
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Fat Tails View Post
Following request, here is a multi time frame version of the SMA. Works on any chart.

The SMA can be calculated from minute, second, tick, range, volume or Renko bars. The primary bars will remain evenly spaced.

To understand the StrategyMode, FirstTickMode and VisualMode see posts above.

The file is a protected assembly and will only run with NT 7.0.1000.3 or later.

Hello Fats Tail,

Thanks for this indicator. I am trying to use it on a 1 min chart with an SMA from a 5 min chart but using TYPICAL instead of CLOSE. If I put 2 of the indicators on the chart, one with the normal CLOSE and one with TYPICAL I get the same line. Is this a bug in the program or am I doing something wrong.

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  #14 (permalink)
 
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 Fat Tails 
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perryg View Post
Hello Fats Tail,

Thanks for this indicator. I am trying to use it on a 1 min chart with an SMA from a 5 min chart but using TYPICAL instead of CLOSE. If I put 2 of the indicators on the chart, one with the normal CLOSE and one with TYPICAL I get the same line. Is this a bug in the program or am I doing something wrong.

The indicator loads a secondary bar series. When selecting TYPICAL instead of CLOSE, this refers to the primary bar series, which is not used by the indicator for calculating the values of the SMA. Therefore it does not help to change those settings.

I would need to add an option to allow to use this indicator with something different than the Close, which is the default setting for the secondary bar series. I guess that it makes sense, and I think it can be done.

Thank you for your suggestion.

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  #15 (permalink)
 
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 perryg 
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Fat Tails View Post
The indicator loads a secondary bar series. When selecting TYPICAL instead of CLOSE, this refers to the primary bar series, which is not used by the indicator for calculating the values of the SMA. Therefore it does not help to change those settings.

I would need to add an option to allow to use this indicator with something different than the Close, which is the default setting for the secondary bar series. I guess that it makes sense, and I think it can be done.

Thank you for your suggestion.

Thanks. Awaiting your change.

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  #16 (permalink)
 
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 Fat Tails 
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perryg View Post
Thanks. Awaiting your change.


I have added an option to select the price type for the secondary bars.


Did not yet test the assembly. Will only work with NT 7.0.1000.3 or later.

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  #17 (permalink)
 
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 perryg 
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Fat Tails View Post
I have added an option to select the price type for the secondary bars.


Did not yet test the assembly. Will only work with NT 7.0.1000.3 or later.

Thanks. So far it works well and as far as I can see is correct. Will test it with todays trading. Do you ever sleep, as I know it was very very late when I sent the first message after which you answered immediately, so I realized that you are some what similar to myself - very little sleep. Then you came back with a working version, so now I know you never sleep. Much appreciated as always.
Regards
Perry

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Fat Tails View Post
I have added an option to select the price type for the secondary bars.


Did not yet test the assembly. Will only work with NT 7.0.1000.3 or later.

Just to let you know that this indicator is working perfectly. Have had no glitches while trading so can confirm that it is a very good implementation. It saves a great deal of hassle as opposed to the normal way NT7 deals with multi-frames. Thank you.

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  #19 (permalink)
 
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 Fat Tails 
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perryg View Post
Just to let you know that this indicator is working perfectly. Have had no glitches while trading so can confirm that it is a very good implementation. It saves a great deal of hassle as opposed to the normal way NT7 deals with multi-frames. Thank you.

@perryg: Glad to have your feedback, you have already contributed to improve the indicator.

If anything comes to your mind, please let me know.

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  #20 (permalink)
 
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 perryg 
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Fat Tails,
I have used in real time the VisualSMAX3 on 1min and 5 min charts taking the moving average from a Range chart as well using typical. It is working perfectly with very good results. I have also tested the other way round of using range charts and putting a 5 min moving average onto the range chart. I can recommend the use of this indicator.
If you have time could you also add to the VisualEMA indicator the Typical as you did with the VisualSMA.

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