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Search: Posts Made By: cprtrader
Forum: NinjaTrader October 28th, 2014, 10:55 PM
Replies: 2
Views: 1,954
Posted By cprtrader
NinjaTrader OCO failure

On three occasions this month NT has failed to cancel an OCO order after one side was filled.

I am trading with FXCM using a simple ATM strategy that has a stop loss and a profit target. Yesterday...
Forum: NinjaTrader May 27th, 2014, 01:09 PM
Replies: 23
Views: 11,451
Posted By cprtrader
I noticed the 2006 discrepancy by accident, but...

I noticed the 2006 discrepancy by accident, but I'll bet my left one that there many more. Discrepancies of only 2 pips are very difficult to spot visually. Hence my suggestion that we use Excel to...
Forum: NinjaTrader May 26th, 2014, 12:45 PM
Replies: 23
Views: 11,451
Posted By cprtrader
You're are hard man to please :) I have...

You're are hard man to please :)

I have attached two charts, one showing your PSAR the other showing mine (black background). Starting from the bar 1# (marked on LH chart) the PSAR values are as...
Forum: NinjaTrader May 25th, 2014, 09:20 PM
Replies: 23
Views: 11,451
Posted By cprtrader
The relevant formulae are as follows, ...

The relevant formulae are as follows,

NextSAR = Round(NextSAR + AccFactor * (CurrSIP - NextSAR), DecimalDigits)
SARDiff = Round(Abs(CurrSIP - NextSAR), DecimalDigits)
AFxDiff = Round(SARDiff *...
Forum: NinjaTrader May 25th, 2014, 01:08 AM
Replies: 23
Views: 11,451
Posted By cprtrader
My logic was to initially locate the first high...

My logic was to initially locate the first high and the first low, and then use whichever came first to begin calculating subsequent plots as early as possible.

I am not saying this is better....
Forum: NinjaTrader May 24th, 2014, 11:49 AM
Replies: 23
Views: 11,451
Posted By cprtrader
Fat Tails, Your PSAR looks good. I like the...

Fat Tails,

Your PSAR looks good. I like the way you identify on the chart the exact level at which the SAR was triggered.

The two attached charts compare your PSAR with NinjaTrader's (large...
Forum: NinjaTrader May 23rd, 2014, 04:56 AM
Replies: 23
Views: 11,451
Posted By cprtrader
Fat Tails, Thanks for checking. So we are...

Fat Tails,

Thanks for checking. So we are back to 2 bugs in NT's Parabolic code.

Regarding bug #1 (raising or lowering the SAR), further investigation indicates it is an intermittent bug, which...
Forum: NinjaTrader May 23rd, 2014, 03:42 AM
Replies: 23
Views: 11,451
Posted By cprtrader
Fat Tails, Referring to bug #2 (that we...

Fat Tails,

Referring to bug #2 (that we agreed was not a bug), Wilders's rule states ... "If short, never move the SAR for tomorrow below the previous days high or today's high ...".

Looking at...
Forum: NinjaTrader May 20th, 2014, 11:19 AM
Replies: 23
Views: 11,451
Posted By cprtrader
Fat Tails, I agree with your suggestion that...

Fat Tails,

I agree with your suggestion that the Parabolic should trigger on a penetration (instead of a touch) because, as you say, there are times that the Parabolic will equal previous high (or...
Forum: NinjaTrader May 19th, 2014, 02:02 PM
Replies: 23
Views: 11,451
Posted By cprtrader
Fat Tail, You are correct. Ninja's...

Fat Tail,

You are correct. Ninja's calculations are incorrect on the first example, but correct on the 2nd example.

Thanks for your input.

Cheers

CPR
Forum: NinjaTrader May 19th, 2014, 12:41 PM
Replies: 23
Views: 11,451
Posted By cprtrader
Fat Tails, If you look at the 2nd chart...

Fat Tails,

If you look at the 2nd chart carefully you will see that the plot marked with a black line has been lowered slightly. This is not correct. The previous plot should have been used. This...
Forum: NinjaTrader May 19th, 2014, 04:10 AM
Replies: 23
Views: 11,451
Posted By cprtrader
Bugs in NT Parabolic code

Fat Tails,

Thanks for your post.

I agree there are many implementations of the Parabolic (and other indicators), however, as a software purchaser I expect software developers to respect the...
Forum: NinjaTrader May 16th, 2014, 02:36 AM
Replies: 23
Views: 11,451
Posted By cprtrader
Bugs in NT Parabolic code

Does anyone here use the Parabolic for actual trading?

I have reason to believe that there are at least two bugs in the Ninja implementation of this indicator. I know this because I spent time...
Forum: NinjaTrader February 7th, 2014, 01:39 AM
Replies: 10
Views: 3,511
Posted By cprtrader
NinjaTrader, Thank you for your reply. We...

NinjaTrader,

Thank you for your reply. We both know that a server will never provide more data than an API requests.

Can you please let me know who owns the responsibility for supporting the...
Forum: NinjaTrader February 6th, 2014, 06:02 PM
Replies: 10
Views: 3,511
Posted By cprtrader
NinijaTrader, Thanks for your reply and for...

NinijaTrader,

Thanks for your reply and for confirming that the problem is with the Gain API, and not a restriction at Gain's server end. In other words, the problem is 100% due to a software...
Forum: NinjaTrader February 6th, 2014, 12:25 PM
Replies: 10
Views: 3,511
Posted By cprtrader
NinjaTrader, Thanks for your response. It's...

NinjaTrader,

Thanks for your response. It's pretty much what your support staff have been telling me.

However, I have it in writing from Gain that they do NOT place a limit on the amount data...
Forum: NinjaTrader February 4th, 2014, 08:19 PM
Replies: 10
Views: 3,511
Posted By cprtrader
HTC, Thanks for your post. I have finally...

HTC,

Thanks for your post. I have finally been able to get Gain to look further into this problem, instead of just patting me on the head. But I won't hold my breath. This problem seems to have...
Forum: NinjaTrader February 2nd, 2014, 09:12 PM
Replies: 10
Views: 3,511
Posted By cprtrader
Serious problem with NT and Gain

I have been trading a live account for 18 months using NT and Forex.com (Gain) with only minor issues.

I now have serious data problems, with only 2 days data is available. But at the start of...
Showing results 1 to 18 of 18

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