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Webinar: John Ehlers on Indicators for Effective Trading Strategies
Webinar: John Ehlers on Indicators for Effective Trading Strategies
Fat Tails
Berlin, Europe
Market Wizard
Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker: Interactive Brokers
Trading: Keyboard
Posts: 9,888 since Mar 2010
Thanks Given: 4,242
Thanks Received: 27,102
Looks right. I use mergebackadjusted charts and have already switched to ES 09-13, the values are therefore different, but the shape is identical. The indicator needs a zeroline, I will add it.
I have sent the winners autograph requests to John. He will autograph the books and then send them back to me, and I will then ship them to their final destination. The entire process will take ~3 weeks.
I have tried to reduplicate your chart. The main difference seems to be that the Stochastics indicator, which uses the Roofing Filter as input series in your panel 4, displays values over 100 and below 0. I do not know whether this is intended. The NinjaTrader Stochastics which I use is limited to the range between 0 and 100.
I think the only way that could be happening is if the filtered close is greater/lesser than the filtered high/low. I'll look at it tomorrow, I may have them flipped or something.
Big Mike
Manta, Ecuador
Site Administrator Developer Swing Trader
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,396 since Jun 2009
Thanks Given: 33,172
Thanks Received: 101,535
Also @slickiam posted a Sierra version here as well:
That's ok, mine had issues, so we'll go with yours.
NJAMC
Atkinson, NH USA
Market Wizard
Experience: Intermediate
Platform: NinjaTrader 8/TensorFlow
Broker: NinjaTrader Brokerage
Trading: Futures, CL, ES, ZB
Posts: 1,970 since Dec 2010
Thanks Given: 3,037
Thanks Received: 2,394
John,
Thanks for the great discussion on noise and how to handle it with market data. I knew noise was there but didn't know how best to remove it from my input streams. I hope to learn the proper implementation and apply it to my genetic programming. I am hoping to see better convergence of solutions.