Coding Multi Time Frame (MTF) Indicators with NinjaTrader

September 6th, 2011, 03:09 PM

Fat Tails

@Braulio: I have had a look at the VisualSMA and VisualEMA again. In VisualMode and real-time the indicator plotted in an inconsistent way, as there was a bug in the interpolation algorithm. I have now recoded that section of the indicator, and the tests which I have made suggest that the problem is solved.

The updated indicators are here:

Download: Visual SMA Multi-Timeframe

Exported using NT Version 7.0.1000.11 Indicator will only run on NT 7.0.1000.4 or later. The VisualSMA is a MTF (multi-timeframe) version of the Simple Moving Average. It will plot on any chart and allows to calculate the moving average - from …

Fat Tails

Download: Visual EMA Multi-Timeframe

Exported using NT Version 7.0.1000.11 Indicator will only run on NT 7.0.1000.4 or later. The VisualEMA is a MTF (multi-timeframe) version of the Exponential Moving Average. It will plot on any chart and allows to calculate the moving average - …

Fat Tails

The chart below shows the new version (blue) compared to the old version (red, dashed). Below is the SMA, which is directly calculated from 8 range bars (orange) for comparison.

Could you please check and confirm that it now works as expected.

i am testing it now as well fatty.. thanks again for your hard work!

September 6th, 2011, 04:05 PM

Glad to see that the time we spent had a positive and productive outcome

I will test it tomorrow in real-time and let you know.

Thank you.

Fat Tails

@ Braulio: I have had a look at the VisualSMA and VisualEMA again. In VisualMode and real-time the indicator plotted in an inconsistent way, as there was a bug in the interpolation algorithm. I have now recoded that section of the indicator, and the tests which I have made suggest that the problem is solved.

The updated indicators are here:

Download: Visual SMA Multi-Timeframe

Exported using NT Version 7.0.1000.11 Indicator will only run on NT 7.0.1000.4 or later. The VisualSMA is a MTF (multi-timeframe) version of the Simple Moving Average. It will plot on any chart and allows to calculate the moving average - from …

Fat Tails

Download: Visual EMA Multi-Timeframe

Exported using NT Version 7.0.1000.11 Indicator will only run on NT 7.0.1000.4 or later. The VisualEMA is a MTF (multi-timeframe) version of the Exponential Moving Average. It will plot on any chart and allows to calculate the moving average - …

Fat Tails

The chart below shows the new version (blue) compared to the old version (red, dashed). Below is the SMA, which is directly calculated from 8 range bars (orange) for comparison.

Could you please check and confirm that it now works as expected.

September 6th, 2011, 09:43 PM

PandaWarrior

[screenshot]http://screencast.com/t/XQeuGtBT[/screenshot]....can someone tell me how to make my jing screenshots show up in the post. I thought this was the way but obviously I am wrong.

The bbcode is screencast, not screenshot.

Mike

September 6th, 2011, 11:57 PM

Big Mike

The bbcode is screencast, not screenshot.

Mike

well duh...my mental black hole kicking in again.

Thanks....

September 7th, 2011, 01:21 AM

@Fat Tails,

How hard would the anaKeltnerUniversal be to turn into MTF?

Not that important, but useful I would think.

You are awesome dude.

September 7th, 2011, 04:44 AM

bluemele

@ Fat Tails,

How hard would the anaKeltnerUniversal be to turn into MTF?

Not that important, but useful I would think.

You are awesome dude.

Somewhat complex, but can be done. I did not release too many MTF indicators on purpose, as there is a learning curve. Just had to remove a bug from the VisualSMA and VisualEMA yesterday - and I was quite happy that only 2 indicators were affected.

When the first indicators are 100% tested and safe, the know-how can be applied to other projects.

September 7th, 2011, 02:19 PM

Fat Tails

Somewhat complex, but can be done. I did not release too many MTF indicators on purpose, as there is a learning curve. Just had to remove a bug from the VisualSMA and VisualEMA yesterday - and I was quite happy that only 2 indicators were affected.

When the first indicators are 100% tested and safe, the know-how can be applied to other projects.

Yes, I see. It is unfortunate that NT doesn't make it easier.

I don't understand c# at all, so thanks for all your hard work.

September 7th, 2011, 03:09 PM

bluemele

Yes, I see. It is unfortunate that NT doesn't make it easier.

I don't understand c# at all, so thanks for all your hard work.

I think that it is just a complex subject. I am not sure that it would be a lot easier with another software package.

September 7th, 2011, 03:51 PM

@Fat Tails, I confess to not understanding why there are two separate packages for SMA and EMA, why not just one package with a selectable MA?

Mike

September 7th, 2011, 04:04 PM

Here's how I approached the testing scenario:

1. The first thing I wanted to do was compare the charts I've posted here to see how the historical/real-time data issue was. So I opened a new chart(historical) with the new version of the anaVisualSMA and took a picture right at the same place. The picture is attached and it's called "Testing 05-09-2011". From this first approach I can assume that it still behaves differently on historical and real-time data.

2. Also wanted to have real-time data on a chart from today and open up a new chart (historical) to compare it with the real-time data of just today. You can see the pictures "Today - Real-time" and "Today - Historical", they do not match.

3. Now I can't compare the old with the new version as Ninja won't let me have both installed, but to test the improved precision of the VisualSMA's I did just what you did Fat Tails, placed a chart with 2 dataseries in 4Range and 8Range. On top we have the VisualSMA and on the bottom panel the SMA that should be mimicked. I agree that the problem appears to be solved. This is just a first test and I would like to continue and monitor its behavior so that we can get a better confirmation.

Thank you for improving even further these great indicators.

B

Coding Multi Time Frame (MTF) Indicators with NinjaTrader

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Coding Multi Time Frame (MTF) Indicators with NinjaTrader