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Coding Multi Time Frame (MTF) Indicators with NinjaTrader


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Coding Multi Time Frame (MTF) Indicators with NinjaTrader

  #291 (permalink)
 
Fat Tails's Avatar
 Fat Tails 
Berlin, Europe
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BankRobberNT View Post
I finally succeeded to code regular SMA and EMA indicators as functions inside my strategy. (the problem for me was how to do it with multi dimensional dataseries) So if you still don't use this approach in your indicator, you should do it, it will speed up the whole thing A LOT
Proudly can say that my strategy doesn't use any external indicators at all!!!

I hope that you do not mind that I cannot follow your exercise and do not understand what you are out for!

Good luck anyhow.

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  #292 (permalink)
 
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 davidfa 
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Hello Fat Tails, nice work.

I'd like if you could have the time to change something in the code if possible. It's about the autoscale property of the plotted dots.
Imagine a CL 4 range chart with a VisualEma of 1m 8ema at news time; although I have set up autoscale to false on that indicator, NT is autoscaling the chart out of the dots or nodes that the indicator plots.
NT allows me to change manually the dot autoscale property but only on a one by one basis

Would there be a way to change this behaviour? Or else allow not to plot the dots? (tho I find them useful)

Thank you.

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  #293 (permalink)
 
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 Fat Tails 
Berlin, Europe
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davidfa View Post
Hello Fat Tails, nice work.

I'd like if you could have the time to change something in the code if possible. It's about the autoscale property of the plotted dots.
Imagine a CL 4 range chart with a VisualEma of 1m 8ema at news time; although I have set up autoscale to false on that indicator, NT is autoscaling the chart out of the dots or nodes that the indicator plots.
NT allows me to change manually the dot autoscale property but only on a one by one basis

Would there be a way to change this behaviour? Or else allow not to plot the dots? (tho I find them useful)

Thank you.

@davidfa: I have made the changes. If you download the latest version of the indicators from the download section of the forum, you should find that the dot autoscale property is set to false.

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  #294 (permalink)
 BankRobberNT 
NYC
 
Experience: Intermediate
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Broker: Interactive Brokers
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Fat Tails View Post
I hope that you do not mind that I cannot follow your exercise and do not understand what you are out for!

Good luck anyhow.

Not at all, I was just trying to be helpful, with that 3-5% speed up thing.
Cheers

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  #295 (permalink)
 
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 Fat Tails 
Berlin, Europe
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BankRobberNT View Post
Not at all, I was just trying to be helpful, with that 3-5% speed up thing.
Cheers

Thanks again. When I said that I could not follow, it was just a statement (not any criticism ).

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  #296 (permalink)
 BankRobberNT 
NYC
 
Experience: Intermediate
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Fat Tails View Post
Thanks again. When I said that I could not follow, it was just a statement (not any criticism ).

The function is 3-5% faster over calls to external SMA indicator. Proven! All you need to do is to try to
implement it.

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  #297 (permalink)
 
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 Turtrend 
Abington, PA
 
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Today I began to SIM practice trading PERRY METHOD with the new Visual SMA.
So far the results are outstanding.


The indicator alone is impressive, but I especially love how your paint bars allow one to see within the candle. (In general, I hate most colored candles for that reason). I love been able to see whether it was an up or down bar.

Thanks for sharing your work.

QUESTION: Would it be possible to paint the candle one color and have the actual line paint a different color?

Since gauging the degree of slope is so important with what I'm doing, I suspect others would find this visual distinction helpful too.

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  #298 (permalink)
 
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 Fat Tails 
Berlin, Europe
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Turtrend View Post
Today I began to SIM practice trading PERRY METHOD with the new Visual SMA.
So far the results are outstanding.


The indicator alone is impressive, but I especially love how your paint bars allow one to see within the candle. (In general, I hate most colored candles for that reason). I love been able to see whether it was an up or down bar.

Thanks for sharing your work.

QUESTION: Would it be possible to paint the candle one color and have the actual line paint a different color?

Since gauging the degree of slope is so important with what I'm doing, I suspect others would find this visual distinction helpful too.

In the meantime you can apply the indicator twice, once for painting the candles and once for displaying the indicator line.

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  #299 (permalink)
 maxreturn 
Grand Rapids, Michigan, United States
 
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Hello Fat Tails. I just installed the most recent version of the Visual SMA. I noticed that the size of the nodes when selecting "visual" seems to be related to the width of the price bars. I like large price bars but would like the ability to adjust the size of the nodes. I certainly understand if this may not be a high priority but hoping you can throw it on your already long to do list. Thanks again for all you do.

Best Regards
Chuck

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  #300 (permalink)
 
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 Fat Tails 
Berlin, Europe
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maxreturn View Post
Hello Fat Tails. I just installed the most recent version of the Visual SMA. I noticed that the size of the nodes when selecting "visual" seems to be related to the width of the price bars. I like large price bars but would like the ability to adjust the size of the nodes. I certainly understand if this may not be a high priority but hoping you can throw it on your already long to do list. Thanks again for all you do.

Best Regards
Chuck

The code uses the NinjaScript method DrawDot() which does not allow to adjust for size. But as this method is slow to plot, it is a good idea to replace it with a PlotSeries. This will also make the indicator faster, so I will shortly implement it.

Originally I had only used the colored dots for debugging the indicator, and then had left them as an option. This explains why I used the inefficient DrawDot() method.

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