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Search: Posts Made By: Fat Tails
Forum: NinjaTrader September 17th, 2012, 11:15 AM
Replies: 58
Views: 18,858
Posted By Fat Tails
Any geometrical approach will not help you but...

Any geometrical approach will not help you but lead you directly to a bunch of problems. Let me repeat the basics.

Slope is a visual proxy for momentum, which works if scales are invariant and if...
Forum: NinjaTrader September 15th, 2012, 12:24 PM
Replies: 58
Views: 18,858
Posted By Fat Tails
Could you please provide a link to the indicator...

Could you please provide a link to the indicator that retrieves the signals. I have no clue what it is doing.

The Bollinger Universal indicator has an additional smoothing feature. Also it allows...
Forum: NinjaTrader September 15th, 2012, 10:42 AM
Replies: 58
Views: 18,858
Posted By Fat Tails
The relative/ log-based approach is necessary for...

The relative/ log-based approach is necessary for longer timeframes. As long as you apply indicators to intraday charts the linear approximation is good enough. I do not use logarithmic scales on an...
Forum: NinjaTrader September 15th, 2012, 08:16 AM
Replies: 58
Views: 18,858
Posted By Fat Tails
dimitri: My indicator is open source, you can...

dimitri: My indicator is open source, you can simply copy the code and analyze it.

If you look at my definition of slope I take the vertical distance of two consecutive points of the moving...
Forum: NinjaTrader September 14th, 2012, 02:25 AM
Replies: 58
Views: 18,858
Posted By Fat Tails
Slope is a geometrical concept which was used as...

Slope is a geometrical concept which was used as a proxy for momentum. The geometrical slope depends on the vertical and horizontal scales used. The original idea was to look at momentum and to...
Forum: NinjaTrader September 14th, 2012, 12:29 AM
Replies: 58
Views: 18,858
Posted By Fat Tails
The squeeze compares N-bar volatility to intrabar...

The squeeze compares N-bar volatility to intrabar volatility. It detects a situation where N-bar volatility is unusually low compared to intrabar volatility.

If you color code a Bollinger Band...
Forum: NinjaTrader September 14th, 2012, 12:20 AM
Replies: 58
Views: 18,858
Posted By Fat Tails
I always recommend to update to the latest...

I always recommend to update to the latest version. Attention here, in case that there is a version conflict, you would need to first remove and then update all

- HeikinAshi
- Keltner Universal...
Forum: NinjaTrader September 13th, 2012, 05:11 PM
Replies: 58
Views: 18,858
Posted By Fat Tails
The neutral color just refers to the slope of the...

The neutral color just refers to the slope of the lines. I had been annoyed by all these false slope and angle indicators, which do not correctly show momentum relative to the chart scales. I have...
Forum: NinjaTrader July 3rd, 2012, 03:25 PM
Replies: 58
Views: 18,858
Posted By Fat Tails
Update Bollinger Universal Indicator

Have now updated the Bollinger Universal Indicator. Here are the features:

- The midband can be selected from a moving median, a moving mode or 27 different moving averages.

- Midband and...
Forum: NinjaTrader October 7th, 2011, 12:05 PM
Replies: 58
Views: 18,858
Posted By Fat Tails
You are always proud of your current work. The...

You are always proud of your current work. The problem only occurs, if you review it a few days or months later and think "who is the stupid guy who had coded that piece of junk" - and then you...
Forum: NinjaTrader October 7th, 2011, 06:00 AM
Replies: 58
Views: 18,858
Posted By Fat Tails
I update all indicators in the download section,...

I update all indicators in the download section, when I have recoded them. But I have a huge backlog now, it won't be tomorrow for the Bollinger Bands.
Forum: NinjaTrader October 6th, 2011, 07:45 PM
Replies: 58
Views: 18,858
Posted By Fat Tails
You can easily find more than that. Digital...

You can easily find more than that. Digital filters, super polished averages, zerolagging creatures, it is a fully fledged habitat.
Forum: NinjaTrader October 6th, 2011, 02:31 PM
Replies: 58
Views: 18,858
Posted By Fat Tails
I disagree, yours has more bands, so it is not...

I disagree, yours has more bands, so it is not comparable. Also my indicator is quite old, I guess I will recode it, as I have made some progress in coding since. I always feel ashamed if I read what...
Forum: NinjaTrader October 6th, 2011, 12:12 PM
Replies: 58
Views: 18,858
Posted By Fat Tails
Why don't you simply download this indicator? ...

Why don't you simply download this indicator?

https://futures.io/download/ninjatrader-7/indicators/626-download.html?view

It currently allows you to select between 12 moving averages. If you...
Forum: NinjaTrader September 22nd, 2011, 05:32 AM
Replies: 58
Views: 18,858
Posted By Fat Tails
I do not use that type of normalization for...

I do not use that type of normalization for Bollinger Bands, but I have applied it to a number of other indicators.
Forum: NinjaTrader September 21st, 2011, 10:07 AM
Replies: 58
Views: 18,858
Posted By Fat Tails
The ROC normalizes momentum by dividing through...

The ROC normalizes momentum by dividing through price. As instruments have different volatility, and as percentage changes depend on the bar period selected, you will not observe any uniform...
Forum: NinjaTrader September 21st, 2011, 04:26 AM
Replies: 58
Views: 18,858
Posted By Fat Tails
Need to add some plots to the original Bollinger...

Need to add some plots to the original Bollinger Bands.



I am afraid that you will need to select the input series for the indicator manually when you apply it to a chart. Custumizable price...
Showing results 1 to 17 of 17

Would you sell your system, and for how much?

 

 
 


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