NexusFi: Find Your Edge


Home Menu

 



Showing results 1 to 17 of 17
Search: Posts Made By: Fat Tails
Forum: NinjaTrader October 28th, 2011, 04:44 PM
Replies: 35
Views: 20,866
Posted By Fat Tails
That makes sense and is legitimate in my opinion....

That makes sense and is legitimate in my opinion. We should not attach her name to our indicators.
Forum: NinjaTrader October 28th, 2011, 09:19 AM
Replies: 35
Views: 20,866
Posted By Fat Tails
The question is what type of trendfilter is to be...

The question is what type of trendfilter is to be used, momentum based or short term volatility. The SuperTrend uses short term volatility (a close below the stop line), the BrainTrend uses the...
Forum: NinjaTrader October 28th, 2011, 06:25 AM
Replies: 35
Views: 20,866
Posted By Fat Tails
I understand, if Cynthia Kase does not want if we...

I understand, if Cynthia Kase does not want if we use her name, that is "Kase". But would she disagree, if we use the name DeviationStop? After all she just modified the Chandelier Stop by adding...
Forum: NinjaTrader October 27th, 2011, 02:34 PM
Replies: 35
Views: 20,866
Posted By Fat Tails
Richard, thanks for your friendly words, I am...

Richard, thanks for your friendly words, I am clever enough to know that the indicator is not optimized.

It was just a result of playing around a little with the concept. Also it is certainly NOT...
Forum: NinjaTrader October 27th, 2011, 11:54 AM
Replies: 35
Views: 20,866
Posted By Fat Tails
DevStop or DevStop?

@Zondor (https://nexusfi.com/member.php?u=544): I have seen your version of the Kase DevStop indicator in the Downloads. As I had been playing around with the DevStop some months ago, I could not...
Forum: NinjaTrader June 10th, 2011, 06:17 AM
Replies: 35
Views: 20,866
Posted By Fat Tails
What is absolute ATR? The average true range is...

What is absolute ATR? The average true range is always positive, so an absolute ATR would be the same as the ATR.

Or do you mean something entirely different?
Forum: NinjaTrader May 15th, 2011, 11:36 AM
Replies: 35
Views: 20,866
Posted By Fat Tails
I have had a look at the ADXVMA, but do not yet...

I have had a look at the ADXVMA, but do not yet understand how it works. It starts with an approach similar to the Chande Momentum, but then takes a different road by using an EMA(EMA) instead of an...
Forum: NinjaTrader May 14th, 2011, 07:01 AM
Replies: 35
Views: 20,866
Posted By Fat Tails
The first version from the NinjaTrader forum...

The first version from the NinjaTrader forum crashed my PC, and it is really bad coding, so I do not want to use that anymore. The second version does not calculate the standard version correctly,...
Forum: NinjaTrader May 13th, 2011, 05:55 PM
Replies: 35
Views: 20,866
Posted By Fat Tails
DevStopX1 Indicator

Have coded a first version of the indicator. Please do expect bugs and further changes.

If you compare it to the DevStop2 indicator, which I downloaded from the NinjaTrader forum, the two...
Forum: NinjaTrader May 13th, 2011, 02:29 PM
Replies: 35
Views: 20,866
Posted By Fat Tails
Approximating the 2-Bar True Range

Made a quick test, whether the 2-bar Average True Range can be approximated by using the 1- bar average true range.

The first indicator panel shows the two bar average true range divided by...
Forum: NinjaTrader May 13th, 2011, 01:08 PM
Replies: 35
Views: 20,866
Posted By Fat Tails
Further Source

Please read article page 42 by Cynthia Kase. It is well explained.

http://ifta.org/public/files/journal/7fa436f975650d3230b9621b50c76711.pdf

This also means that she has published the formula...
Forum: NinjaTrader May 13th, 2011, 12:50 PM
Replies: 35
Views: 20,866
Posted By Fat Tails
Thanks for the source, I saw lots of interesting...

Thanks for the source, I saw lots of interesting things.

The original article from Cynthia Kase shows that she departed from the concept of the average true range as introduced by Welles Wilder....
Forum: NinjaTrader May 13th, 2011, 12:12 PM
Replies: 35
Views: 20,866
Posted By Fat Tails
Let me first read, what Cynthia Kase has written...

Let me first read, what Cynthia Kase has written on the subject. I will come back later.
Forum: NinjaTrader May 13th, 2011, 11:54 AM
Replies: 35
Views: 20,866
Posted By Fat Tails
Just installed DevStop and tried to apply it to a...

Just installed DevStop and tried to apply it to a chart. It crashed my whole machine by causing an out-of-memory exception. :sarcastic:

This indicator is unusable and has serious bugs. It builds...
Forum: NinjaTrader May 13th, 2011, 11:13 AM
Replies: 35
Views: 20,866
Posted By Fat Tails
It depends what you look for. It is true that I...

It depends what you look for. It is true that I prefer Keltner Channels to Bollinger Bands, but that is a personal choice.

By the way the DevStop uses both of them. It uses a complication of the...
Forum: NinjaTrader May 13th, 2011, 10:23 AM
Replies: 35
Views: 20,866
Posted By Fat Tails
Calculating standard deviations for different...

Calculating standard deviations for different lookback periods is what might cause the CPU load. I think you will get a similar result, if you replace the standard deviation by a fixed multiplier to...
Forum: NinjaTrader May 13th, 2011, 08:21 AM
Replies: 35
Views: 20,866
Posted By Fat Tails
Let us first have a look, what the indicator...

Let us first have a look, what the indicator (DevStop) actually does.

(1) It calculates the n-period simple moving average over a 2-period range. This is a measure for volatility.

(2) It then...
Showing results 1 to 17 of 17

What unexpected challenges have you encountered while trading on a "Funded Trader" platform?

 


 
 


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top