Forum: NinjaTrader
October 1st, 2010, 07:36 PM
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Replies: 42
Views: 23,434
"GapLess" BollingerBand
examples of indicator using "GapLess" code : Bollinger Bands
inputs:
BollingerPrice( Close ),
TestPriceUBand( Close ),
TestPriceLBand( Close ),
Length( 20 ),
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Forum: NinjaTrader
October 1st, 2010, 07:25 PM
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Replies: 42
Views: 23,434
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Forum: NinjaTrader
October 1st, 2010, 07:19 PM
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Replies: 42
Views: 23,434
Taming Opening Gaps Examples
The images below show the dramatic difference this approach can make.
In this example of ATR you’ll notice the 14 bars at the session open are artificially high without the “GapLess” code.
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Forum: NinjaTrader
October 1st, 2010, 07:02 PM
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Replies: 42
Views: 23,434
Taming Opening Gaps
This is how it works: The opening “gap” is recorded for the first bar of each trading day.
A relative stream of OHLC's are calculated by subtracting this “gap” from the actual prices. This...
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Forum: NinjaTrader
October 1st, 2010, 07:00 PM
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Replies: 42
Views: 23,434
I have used this method that i found at...
I have used this method that i found at Tradestation forums, the author is John Mc.
The code is free and it is for Tradestation but it should work without problems for MULTICHART
My English is...
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