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Search: Posts Made By: Fat Tails
Forum: NinjaTrader May 27th, 2014, 02:59 PM
Replies: 23
Views: 11,526
Posted By Fat Tails
If I look at Wilder's book, he has computed...

If I look at Wilder's book, he has computed everything manually. Obviously, he did it in a way that was easy for him. Rounding the results was quite natural to avoid some work. Rounding did not...
Forum: NinjaTrader May 26th, 2014, 03:16 PM
Replies: 23
Views: 11,526
Posted By Fat Tails
Did you need to go back to 2006 to find a...

Did you need to go back to 2006 to find a difference?


Actually my PSAR shows the following values:

HSAR: 89.750, 89.775, 89.799, 89.823, 89.846, 89.869, 89.870, 89.918, 90.000

...
Forum: NinjaTrader May 26th, 2014, 05:37 AM
Replies: 23
Views: 11,526
Posted By Fat Tails
I had hoped for a visual comparaison. Extracting...

I had hoped for a visual comparaison. Extracting that data and building an excel table is too much work for me.
Forum: NinjaTrader May 25th, 2014, 05:32 AM
Replies: 23
Views: 11,526
Posted By Fat Tails
Could you show me your chart with the 3 pip...

Could you show me your chart with the 3 pip difference and expose the formulae that you used for calculating the stops?
Forum: NinjaTrader May 24th, 2014, 04:58 PM
Replies: 23
Views: 11,526
Posted By Fat Tails
Of course I do not know your exact coding logic....

Of course I do not know your exact coding logic. The rules I have used are as follows

-> The first value for the stop is the extreme point (in this case low point) of the prior downtrend (Wilder...
Forum: NinjaTrader May 23rd, 2014, 05:16 AM
Replies: 23
Views: 11,526
Posted By Fat Tails
This is what I can offer: ...

This is what I can offer:


https://nexusfi.com/attachment.php?attachmentid=147540


I will send you the indicator via private message so that you can test it.
Forum: NinjaTrader May 23rd, 2014, 04:00 AM
Replies: 23
Views: 11,526
Posted By Fat Tails
Yes, looks strange. My chart is different. As I...

Yes, looks strange. My chart is different. As I do not have the same data provider for FOREX. If you wish exact comparisons, please do not use FOREX data, as there are too many ECNs around. An...
Forum: NinjaTrader May 20th, 2014, 01:20 PM
Replies: 23
Views: 11,526
Posted By Fat Tails
Wilder applied the indicator to daily charts only...

Wilder applied the indicator to daily charts only - his book was published 35 years ago. Penetration or touch does not make much of a difference on daily charts, but it does if you apply the PSAR to...
Forum: NinjaTrader May 19th, 2014, 05:38 PM
Replies: 23
Views: 11,526
Posted By Fat Tails
I have now coded my own Parabolic SAR by strictly...

I have now coded my own Parabolic SAR by strictly applying the rules written down by Welles Wilder.

Most of the time the two indicators match, see chart below. However, there are a few features...
Forum: NinjaTrader May 19th, 2014, 01:13 PM
Replies: 23
Views: 11,526
Posted By Fat Tails
cprtrader: Sorry, I am paying attention to little...

cprtrader: Sorry, I am paying attention to little details. The rule does not specify to use the previous plot, but it specifies to use the high of the previous bar. The NinjaTrader indicator exactly...
Forum: NinjaTrader May 19th, 2014, 06:25 AM
Replies: 23
Views: 11,526
Posted By Fat Tails
I think you missed the second half of the...

I think you missed the second half of the citation, where it reads: "If the SAR is calculated to be below the previous day's high or today's high, then use the higher high between today and the...
Forum: NinjaTrader May 18th, 2014, 07:13 AM
Replies: 23
Views: 11,526
Posted By Fat Tails
cprtrader: There are many different...

cprtrader: There are many different implementations of the PSAR. For example I have seen a version that does not move the stop for the first bar after the entry.

Now let me comment your two...
Showing results 1 to 12 of 12

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

 


 
 


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