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Coding Multi Time Frame (MTF) Indicators with NinjaTrader
The VisualSMA has a second bar series added, and that bar series will be generated from historical tick data, when the chart is opened. What possibly happened in your case is that you opened several charts - a workspace - at once, and that several of your charts tried to access the same historical data files in parallel.
This problem is linked to the internal design of NinjaTrader, in particular the synchronization of data loading for different bar series and charts. The indicator design has no impact on this. However, synchronization issues depend on the amount of data loaded. The more charts you have open, the larger the lookback periods that you have selected, the more likely it is that you will run into problems. Minute data is less likely to produce this behaviour.
NinjaTrader can do a lot of things, but it invites you to process huge amounts of data, and some of the processes can easily get stuck. The VisualSMA still has a weakness, which I need to address. If you have large holes in your historical tick or minute data (one of them, not both), then the interpolation algorithm may try to calculate over a period of weeks or months, which may kill your machine in terms of memory and CPU requirements. But this is a rare event, as it only occurs, when you try to load the indicator, without having checked your historical data.
But, I have seen similar problems with NinjaTrader with some anti-virus programs. I had problems with Trend Micro if I recall, and Kaspersky. In the end, I would recommend getting rid of all anti-virus programs and just use Microsoft Security Essentials, if you know better than to download viruses from the internet and emails
Below was a PM between me and Fat Tails about installation error with VisualSMA. With Fat Tails' permission, I am posting here, for anyone might get the similar problem.
Key points:
1. NT7 utilities is the way to remove the assembly.
2. I was so dumb that I did not know that and only struggled with Windows to do the work.
Big thanks to Fat Tails. It works great for me.
Peter
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
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My problem in installation is similar to the post from pedrobraz in Perry’s thread (
I have just tried this reviewed visual sma but receive an error : missing file or duplicated method
Just would like to share with you that the 3 better renko worked very well today (high rate of success with volume) today with "old" …
(post #346). I followed your instruction to remove the SMA Assembly.
My understanding of the Assembly is the following four files in the Documents\NinjaTrader7\bin\Custom folder:
VisualSMAMTF.X64(DLL File)
VisualSMAMTF.X86( DLL File)
VisualSMAMTF (DLL File)
VisualSMAMTF (CS File)
With the Assembly in the folder, I did the import. Then NT7 shows: “Import failed. The NinjaScript Archive File may contain duplicate method names that already exist on your PC or there is a required file missing on either your PC or in the import archive”
Once I remove the Assembly in the folder, I did the import. Then NT7 shows. “ You have custom NinjaScript files on your PC that have programming errors. These errors must be resolved before you can import a NinjaScript Archive File.”
I also tried to do a compilation once I removed the Assembly, an error message shows: “Documents\NinjaTrader7\bin\Custom\VisualSMAMTF.DLL could not be found.” After I put the Assembly (the four files) back and did the compilation, the error message is gone.
It thus seems I have no way to correctly remove the assembly and import the new VisualSMA file.
May I get your kind help with this issue? Thank you very much! By the way, if this is useful for other forum users, I can post it as a public message. Please let me know and I can do as you suggested.
Best wishes
Peter (ilikeread)
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Quoting Fat Tails
I do not mind, if you post publicly. Some recommendations:
(1) First remove old assembly via File -> Utilities -> Remove NinjaScript Assembly
(2) Then install new assembly via File -> Utilities -> Import NinjaScript Assembly
(3) If you get the the message "You have custom NinjaScript files on your PC that have programming errors. These errors must be resolved before you can import a NinjaScript Archive File.” , this is not necessarily linked to the VisualSMA file. Could you please have a look at your logs (Control Center) or your log file (My Documents -> NinjaTrader 7 -> log -> file with today's date)
Hello @Fat Tails,
Is there a chance that you can throw together a MTF for the ADX as per the attached chart. I used JeffsADX using color change when up and down.
I have been further digging into the NinjaTrader architecture, and the result is a simpler version of the VisualSMA and the VisualEMA. The new versions were entirely recoded from scratch and the code is about 80 lines shorter than the code of the previous versions.
Simplicity always means performance gain and robustness, so here are some of the main improvements:
-> loading time of the indicator on historical data reduced by a factor 10
-> lag of the indicators reduced
-> indicators can be safely called from other indicator or strategy
The chart below shows the 20-period EMA and 20-period SMA, both calculated from a 5 minute chart, but displayed on a 50 tick chart of the FDAX 12-11.
The new indicators are attached below. After installation you will find them as NewVisualSMA or NewVisualEMA in the dropdown menu of the indicator dialogue box. These are not the final versions, but pre-versions for testing.
In strategy mode the new version has the lag reduced by one bar - this applies to cases where the bar close of the secondary bar series matches the bar close of the primary bar series.
Chart 1 shows the new Visual SMA compared to the prior version. Chart 2 shows the new Visual SMA compared to the xcMovAvg2. The reduction of the lag was obatined without repainting, which means that the VisualSMA and the VisualEMA can be used for backtesting in strategy mode.
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dont believe anything you hear and only half of what you see