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How does RSqueeze work?


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How does RSqueeze work?

  #31 (permalink)
 
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 wldman 
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@Fat Tails

Thank you for the response.

I'm not blaming anyone, rather trying to figure out the issue while lacking the knowledge or resources to do so. That version came out of the indicator library, correct.

To me it does look as if the price bars are different on those charts. Certainly dots on the zero line that where one color are viewed as a different color upon later review. That is not "repaint"? I'm just trying to understand. Definitely willing to go your way and appreciative of your review to say the least.





I think that must be due to the HACO calculation then?

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  #32 (permalink)
 
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 Fat Tails 
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wldman View Post
@Fat Tails

Thank you for the response.

I'm not blaming anyone, rather trying to figure out the issue while lacking the knowledge or resources to do so. That version came out of the indicator library, correct.

To me it does look as if the price bars are different on those charts. Certainly dots on the zero line that where one color are viewed as a different color upon later review. That is not "repaint"? I'm just trying to understand. Definitely willing to go your way and appreciative of your review to say the least.





I think that must be due to the HACO calculation then?


@wldman: The RSqueeze produces the problem on the lower panel. If you set it to "CalculateOnBarClose = false", it will produce false dots and a false histogram. This is a bug within the code. If you refresh via F5, it will be displayed correctly, but then you should better use it with "CalculateOnBarClose = true".

The RSqueeze has no impact on the price bars.

I can see the differences on the price bars. There are 2 possible explanations:

(1) The Heikin Ashi type indicator, which is applied to the price bars has a bug.

(2) You use a cheap broker data feed, which has real-time data that is not time-stamped. In that case NinjaTrader uses your system clock to add time stamps. Due to the latency between the exchange and your PC and due to an inaccurate system clock, this data can be different from the time-stamped data as supplied by the exchange. After reloading historical data, you replace the real-time data with accurate historical data, which makes up for the difference.

If you tell me which Heikin Ashi indicator you used, I can check it and tell you whether it may have caused the problem or not.

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  #33 (permalink)
 
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 wldman 
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@Fat Tails

...according to both the broker and NT. Did I say I'm willing to go your way on this?

From NT:

"MB Trading live data is time stamped on your local PC clock. While the MB Trading historical data servers are time stamped by their servers time which is synced.

This live data is being time stamped by your local PC clock that is most likely not in sync, thus causing charts to be displayed differently when reloaded.

In this case the link will answer your question and go over in more detail how a chart can look different after reloading."

NinjaTrader Version 7

I am truly grateful for the thought that you would look at the heiken ashi indicator on my behalf. Do you need the script or just the name of the version? What I really want was coded by a friend in QScript for the Wave59 platform. The version allowed the user to elect period length or choose an adaptive cycle period. I could send that or post it if you care to see it. However the biggest item missing from any Heiken Ashi that I can find is simply the ability to use the HACO study to color a typical ohlc price bar.

The heiken ashi study was a replacement for "smart money colored price bars" a prop indi on wave59. I actually prefer the H/A. I'm thinking of detailing that in my journal thread, but nobody has asked.

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  #34 (permalink)
 
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 Fat Tails 
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wldman View Post
@Fat Tails

...according to both the broker and NT. Did I say I'm willing to go your way on this?

From NT:

"MB Trading live data is time stamped on your local PC clock. While the MB Trading historical data servers are time stamped by their servers time which is synced.

This live data is being time stamped by your local PC clock that is most likely not in sync, thus causing charts to be displayed differently when reloaded.

In this case the link will answer your question and go over in more detail how a chart can look different after reloading."

NinjaTrader Version 7

I am truly grateful for the thought that you would look at the heiken ashi indicator on my behalf. Do you need the script or just the name of the version? What I really want was coded by a friend in QScript for the Wave59 platform. The version allowed the user to elect period length or choose an adaptive cycle period. I could send that or post it if you care to see it. However the biggest item missing from any Heiken Ashi that I can find is simply the ability to use the HACO study to color a typical ohlc price bar.

The heiken ashi study was a replacement for "smart money colored price bars" a prop indi on wave59. I actually prefer the H/A. I'm thinking of detailing that in my journal thread, but nobody has asked.

@wldmann:

The HeikinAshi bars are modified candle sticks that can be used as a trend filter. It is a relatively easy exercise to take that information and use it to color OHLC bars. Thus the OHLC bars will basically just collect the trend information, but not show the OHLC of the Heikin Ashi candles.

However, there is a number of different versions of HA studies, so you would need to tell me which version you use.

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  #35 (permalink)
 
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 wldman 
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@Fat Tails

I am trying to get the children ready for a few weeks in the mountains BUT this opportunity to get help from you is worth losing sleep over so I will do that asap.

I have two displayed on charts right now. I will decide and provide you with all the information that I can.

I know that you provide an incredible contribution here in futures.io (formerly BMT). Do you have a pay pal account or a favorite charity? Thank you so much for just taking a look. Dan

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  #36 (permalink)
 
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 Sunil P 
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Fats is loaded,he is the one who is behind the scenes holding up the German efforts to bail out the whole of Europe.
He is just vendor status now as a cover....got to say you payed for that MB Gullwing some how.

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  #37 (permalink)
 
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 wldman 
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Sunil P View Post
Fats is loaded,he is the one who is behind the scenes holding up the German efforts to bail out the whole of Europe.
He is just vendor status now as a cover....got to say you payed for that MB Gullwing some how.

Fat Tails will keep his part of the world in shape and I'll continue to keep things together here in the US.

However, wealth of either party non-withstanding, it is right to return value where value is received...all "right" relationships must be mutually beneficial to maintain integrity and prosper.

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  #38 (permalink)
 
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 wldman 
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figure out how to attach the indicator files here for review. I will keep trying though.

@Fat Tails
@Big Mike

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  #39 (permalink)
 
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 wldman 
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This may have worked.

In the attached folder there are two Heiken Ashi scripts. "Heiken Ashi" is the stock indicator that comes in NT and the one in my primary view. Since the picture had a little lock on it I sent the HeikenAshiSmoothed. The smoothed version has some options that I believe make it better as a focal point for building out those "wish list" items. I do not need the cycle period tuned option but the ability to color regular OHLC price bars with the heiken ashi calculation would be wonderful.

I do have the original code from Sylvain Ver Voort from the most recent magazine article as well as the Wave 59 version from my friend Joe if you care about that.

Thank you so much for taking a look @ Fat Tails.

I'm leaving Saturday morning for a vacation so I will not be around until July 1. Dan

Attached Files
Elite Membership required to download: heikenashi.zip
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  #40 (permalink)
 
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 wldman 
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gone on vacation till sometime in July.

@Fat Tails

I would be thrilled if you could take a look and possibly create that option to apply the HA calc to a regular price bar.

I fixed the time stamp issue and will do so on the new machine when it arrives. Thanks again to everyone for their valuable shared input. Trade well!


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