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Posts Made By:
Fat Tails
Forum:
Stocks and ETFs
June 22nd, 2011, 12:38 PM
Replies:
128
not trading off the seat of my pants
Views:
39,716
Posted By
Fat Tails
It has a second reverse OnBarUpdate coded within...
It has a second reverse OnBarUpdate coded within OnBarUpdate. This will increase CPU time by a factor 100 or 1000, depending on the chart lookback period, don't know. Try it out and put it on your...
Forum:
Stocks and ETFs
June 22nd, 2011, 12:31 PM
Replies:
128
not trading off the seat of my pants
Views:
39,716
Posted By
Fat Tails
@Tiberius...
@Tiberius (https://nexusfi.com/member.php?u=3159): Don't waste your time with this BrainTrend indicator. It will not run correctly, but rather let explode your CPU.
Forum:
Stocks and ETFs
June 22nd, 2011, 12:28 PM
Replies:
128
not trading off the seat of my pants
Views:
39,716
Posted By
Fat Tails
Medians
On a chart you have at least five different options to calculate a median. Let us for example take a lookback period of 7 bars.
(1) Take the seven bar high and the seven bar low and calculate...
Forum:
Stocks and ETFs
June 22nd, 2011, 12:33 AM
Replies:
128
not trading off the seat of my pants
Views:
39,716
Posted By
Fat Tails
Actually, when you use the Supertrend on a range...
Actually, when you use the Supertrend on a range chart, there is a volatiliy component. But it is not the ATR, it is the period of the median. Consider the multiplier of the ATR as a fixed amount for...
Forum:
Stocks and ETFs
June 21st, 2011, 06:40 PM
Replies:
128
not trading off the seat of my pants
Views:
39,716
Posted By
Fat Tails
Volatiliy can only be measured on time-based charts
The SuperTrend is a modification of the Chandelier Stop, which was tested by Charles LeBeau. For the chandelier stop the highest high is used and typically 2 average true ranges over the last n bars...
Forum:
Stocks and ETFs
June 8th, 2011, 11:05 AM
Replies:
128
not trading off the seat of my pants
Views:
39,716
Posted By
Fat Tails
Yes, this is what I meant. The Russell 2000 Index...
Yes, this is what I meant. The Russell 2000 Index Fund has a small tick size, so a 4 range chart is a pretty fast chart, and it would approximately convert to a 30 sec or 1 min chart.
If you take...
Forum:
Stocks and ETFs
June 8th, 2011, 10:36 AM
Replies:
128
not trading off the seat of my pants
Views:
39,716
Posted By
Fat Tails
The range bars look good, but you should probably...
The range bars look good, but you should probably compare to a 1 minute chart. Just look for a time frame such that the average true range on that time frame equals the range selected for the range...
Forum:
Stocks and ETFs
June 8th, 2011, 06:18 AM
Replies:
128
not trading off the seat of my pants
Views:
39,716
Posted By
Fat Tails
Have modified the NinjaTrader default TSI and...
Have modified the NinjaTrader default TSI and added
- triple smoothing (you will get double smoothing with a smoothing period of 1)
- a signal line
- a zero line
...
Forum:
Stocks and ETFs
June 7th, 2011, 02:39 PM
Replies:
128
not trading off the seat of my pants
Views:
39,716
Posted By
Fat Tails
@Tiberius...
@Tiberius (https://nexusfi.com/member.php?u=3159):
Unfortunately, I have not coded this indicator. I have never named any indicator after myself, my head is not that big.
I think that @sharky...
Showing results 1 to 9 of 9
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