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Showing results 1 to 13 of 13
Search: Posts Made By: SpeculatorSeth
Forum: Traders Hideout November 9th, 2021, 11:23 PM
Replies: 248
Views: 47,492
Posted By SpeculatorSeth
From within a ninjatrader strategy I would...

From within a ninjatrader strategy I would probably just use the CrossAbove/CrossBelow functions. It will return true if the value crosses your trigger within a specified number of lookback bars. ...
Forum: Traders Hideout October 29th, 2021, 01:59 PM
Replies: 248
Views: 47,492
Posted By SpeculatorSeth
Well you are correct that it will not be quite as...

Well you are correct that it will not be quite as accurate as the real time case. The differences are pretty insignificant though. You can test for yourself by running it on two charts, and then...
Forum: Traders Hideout October 29th, 2021, 01:39 PM
Replies: 248
Views: 47,492
Posted By SpeculatorSeth
I had a little bit of time to convert the last...

I had a little bit of time to convert the last code HyperScalper posted to using NinjaScript properties. It should work historically with TickReplay as well. I avoided any changes to the logic and...
Forum: Traders Hideout October 22nd, 2021, 04:23 PM
Replies: 248
Views: 47,492
Posted By SpeculatorSeth
Adding a text box to a chart or a popup window is...

Adding a text box to a chart or a popup window is a few dozen lines. Yes, it would be quite a bit easier than the code we currently have to parse text. It would also be compatible with existing...
Forum: Traders Hideout October 22nd, 2021, 01:39 PM
Replies: 248
Views: 47,492
Posted By SpeculatorSeth
Properties can also be changed by code. If you...

Properties can also be changed by code. If you really want to get fancy you can take advantage of some of C#'s unique features to add GUI elements to the chart, or create an pop out window for it.
...
Forum: Traders Hideout October 22nd, 2021, 12:10 PM
Replies: 248
Views: 47,492
Posted By SpeculatorSeth
As I said before it would be extremely beneficial...

As I said before it would be extremely beneficial to just remove the properties file altogether and store information in standard [NinjaScriptProperty] getters and setters. Then NinjaTrader handles...
Forum: Traders Hideout October 4th, 2021, 11:44 AM
Replies: 248
Views: 47,492
Posted By SpeculatorSeth
So I should note that I also looked at...

So I should note that I also looked at calculating market maker risk and positioning. I spent several months testing different strategies. I was unable to find a solid edge from just the cross of...
Forum: Traders Hideout October 1st, 2021, 02:44 PM
Replies: 248
Views: 47,492
Posted By SpeculatorSeth
It's probably best to stick to 5 second charts. ...

It's probably best to stick to 5 second charts. When you use non timebased charts they have a tendency to optimize towards trades that you aren't likely to catch. Like by the time your system has...
Forum: Traders Hideout September 30th, 2021, 11:37 AM
Replies: 248
Views: 47,492
Posted By SpeculatorSeth
Oi you're right. OrderFlowDelta is my own...

Oi you're right. OrderFlowDelta is my own indicator that I just named too similar to NinjaTrader's. What it should probably be using is OrderFlowCumulativeDelta. It does look like you could use...
Forum: Traders Hideout September 29th, 2021, 02:21 PM
Replies: 248
Views: 47,492
Posted By SpeculatorSeth
The code I just posted will work if you build a...

The code I just posted will work if you build a strategy against it. I can show you the level 2 bits too, but we'd probably need to get together on discord to debug it a bit.
Forum: Traders Hideout September 29th, 2021, 12:17 PM
Replies: 248
Views: 47,492
Posted By SpeculatorSeth
First to the accuracy of tick replay data there...

First to the accuracy of tick replay data there are definitely inaccuracies, but it depends on what you are doing as to whether it matters. For instance just looking at the imbalance between market...
Forum: Traders Hideout September 28th, 2021, 04:50 PM
Replies: 248
Views: 47,492
Posted By SpeculatorSeth
It's delta with a rolling window. If you look at...

It's delta with a rolling window. If you look at the deltas of just one bar it's hard to really develop a usable signal from that. So instead of running on 5 minute bars you could run on 5 second...
Forum: Traders Hideout September 28th, 2021, 01:26 PM
Replies: 248
Views: 47,492
Posted By SpeculatorSeth
I've been looking at some similar metrics, and...

I've been looking at some similar metrics, and found them to have incredible power in predicting turns. However, the signals are terrible for trend days, and I haven't found a good way to filter for...
Showing results 1 to 13 of 13

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