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Search: Posts Made By: Fat Tails
Forum: NinjaTrader October 14th, 2015, 12:51 PM
Replies: 14
Views: 5,122
Posted By Fat Tails
I have settled for a simple implementation that...

I have settled for a simple implementation that lets you calculate ATR & 10 bar high/low either from the current or the prior bar. Calculating it from the current bar leads to the problems that I...
Forum: NinjaTrader October 14th, 2015, 10:38 AM
Replies: 14
Views: 5,122
Posted By Fat Tails
Two options to deal with volatility based stops

I am still hesitating as there are several options to build volatility based stops that work intra-bar.


Comparing Chande Kroll Stop to the SuperTrendM11:

The SuperTrend belongs to the same...
Forum: NinjaTrader October 13th, 2015, 05:42 PM
Replies: 14
Views: 5,122
Posted By Fat Tails
Chande Kroll Stop for NinjaTrader

I have reviewed the Chande Kroll Stop in detail, and there are basically two points to consider:


Formula used for average true range

The book "The New Technical Trader" by Tushar Chande and...
Forum: NinjaTrader October 13th, 2015, 08:05 AM
Replies: 14
Views: 5,122
Posted By Fat Tails
The NinjaTrader chart looks similar. I will...

The NinjaTrader chart looks similar. I will finish the indicator and post it.

https://nexusfi.com/attachment.php?attachmentid=195105
Forum: NinjaTrader October 13th, 2015, 05:17 AM
Replies: 14
Views: 5,122
Posted By Fat Tails
If you found it, was the ATR calculation based on...

If you found it, was the ATR calculation based on a SMA of the true range (as Chande & Kroll) or was it based on an exponential moving average (classic or Wilder)?
Forum: NinjaTrader October 12th, 2015, 05:02 PM
Replies: 14
Views: 5,122
Posted By Fat Tails
Chande-Kroll versus Chandelier Stop

The Chandelier Stop is based on a similar concept.

However, it does not require a lookback period for determining the highest high and lowest low, as it uses the highest high since the last trend...
Forum: NinjaTrader October 12th, 2015, 04:43 PM
Replies: 14
Views: 5,122
Posted By Fat Tails
I had a quick look at the formula and then...

I had a quick look at the formula and then produced a first version for NinjaTrader.

The chart is shown below.

Could you please compare it to a MetaTrader chart in order to confirm that it...
Showing results 1 to 7 of 7

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

 


 
 


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