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Search: Posts Made By: Fat Tails
Forum: NinjaTrader September 14th, 2013, 04:38 PM
Replies: 42
Views: 23,427
Posted By Fat Tails
This should be possible: (1) Set your merge...

This should be possible:

(1) Set your merge policy to "MergeBackAdjusted".
(2) Open a new chart, it should be backadjusted.
(3) Now change the merge policy to "MergeNonBackAdjusted".
(4) Open...
Forum: NinjaTrader September 11th, 2013, 09:16 AM
Replies: 42
Views: 23,427
Posted By Fat Tails
I have reviewed and updated the gapless...

I have reviewed and updated the gapless indicators that I had coded.

The new versions can also be used with periods that cover two or more gaps.

Please report any bugs.
Forum: NinjaTrader September 11th, 2013, 08:43 AM
Replies: 42
Views: 23,427
Posted By Fat Tails
Using gap-adjusted input series and gap-adjusted value series

The problem that I have had with the SMA occurred when the period of the SMA covered more than two sessions. In this case the gap logic needs to be applied twice for the value that drops out of the...
Forum: NinjaTrader September 11th, 2013, 05:44 AM
Replies: 42
Views: 23,427
Posted By Fat Tails
cory: I am afraid that this does not work. Below...

cory: I am afraid that this does not work. Below attached is a chart with your indicator (red) compared to a gapless SMA. However, checking your code has led me to discover a potential bug in my own...
Forum: NinjaTrader September 8th, 2013, 02:07 PM
Replies: 42
Views: 23,427
Posted By Fat Tails
Gapless Roofing Filter

Further at request from Big Mike is attached a gapless version of the Roofing Filter by John Ehlers. The indicator eliminates the gap at the start of each session.

...
Forum: NinjaTrader September 8th, 2013, 01:08 PM
Replies: 42
Views: 23,427
Posted By Fat Tails
SuperSmoother Gapless

Following request made by Big Mike, I have modified the SuperSmoother and coded a gapless version for use with RTH session templates.

https://nexusfi.com/attachment.php?attachmentid=122806
Forum: NinjaTrader April 1st, 2013, 04:50 AM
Replies: 42
Views: 23,427
Posted By Fat Tails
It is relatively simple to code gapless...

It is relatively simple to code gapless indicators. You would just need to eliminate the gap which occurs at a session break. The gap is the difference between the open of the first bar of the...
Forum: NinjaTrader October 5th, 2010, 02:21 AM
Replies: 42
Views: 23,427
Posted By Fat Tails
This can only be achieved, if the indicator can...

This can only be achieved, if the indicator can access the data of the ETH session prior to the start of the RTH session. As far as I have seen, Multicharts also allows to use session times for each...
Forum: NinjaTrader October 4th, 2010, 04:51 AM
Replies: 42
Views: 23,427
Posted By Fat Tails
You lose the following information with a gapless...

You lose the following information with a gapless chart

- fib retracements
- support area
- resistance area
- when the gap is closed
- information on yesterday's high, low and close
...
Forum: NinjaTrader October 4th, 2010, 02:12 AM
Replies: 42
Views: 23,427
Posted By Fat Tails
You are kdding. You do not want to...

You are kdding.

You do not want to backadjust ES every day. That way you will lose all relevant information on support and resistance, just to get a (useless) moving average.

I do not think...
Forum: NinjaTrader October 1st, 2010, 07:33 PM
Replies: 42
Views: 23,427
Posted By Fat Tails
Restart EMA at Session Begin

I do not think that the approach of subtracting or adding a gap is valid.

Let us take the following example: Yesterday was a down day for ES that closed near the low. The EMA is some points...
Forum: NinjaTrader August 4th, 2010, 06:58 PM
Replies: 42
Views: 23,427
Posted By Fat Tails
I understand that you want to create a moving...

I understand that you want to create a moving average that reflects the current session only. So you would want to restart it again and again, when the session starts.

There is a catch: The EMA...
Showing results 1 to 12 of 12

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