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Issue with Multiple Frequencies


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Issue with Multiple Frequencies

  #1 (permalink)
OslerJ
New York City, New York, USA
 
Posts: 3 since Mar 2013
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Hi, I can't figure out this problem and have finally given up after searching the forums. I'm trying to build a basic swing system that uses three frequencies to enter a position. The problem is that when I reference the third frequency - Data3 - to generate an SMA, I can't seem to enter a position. I confirmed this is the issue by commenting out the reference to Data3. The buy order is simply for debug purposes.

Here's my code:

 
Code
Inputs: alpha(.07), SMA_Length ( 20 ), ATR_Length ( 14 ); 

Vars: LeadSine ( 0 ), MySMA ( 0 ), MyATR ( 0 ), NormSine ( 0 ), LSine ( 0 ), NSine ( 0 ), x ( 0 );

NSine = TrailSine (High, Low, alpha) of Data2;

LeadSine = NSine + 45;

NormSine = Sine ( NSine );
LSine = Sine ( LeadSine );

MyATR = AvgTrueRange( ATR_Length ) of Data2;

MySMA = Average ( Close , SMA_Length) of Data3;

buy ("Open_L") next bar at open;
Sell this bar on close;
Any thoughts would be appreciated.

Thanks!

Never mind. Seems to be working now

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  #2 (permalink)
 
wldman's Avatar
 wldman 
Chicago Illinois USA
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There is a thread...Want your ninja trader script created....or something like that. It is a very popular thread. If this one doesnt grab the attention you need, try that thread. Best of luck with the script. DB

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  #3 (permalink)
OslerJ
New York City, New York, USA
 
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It's actually not working. I was looking at the wrong window. No, I would not like someone to script it for me, but was hoping someone knew the issue / solution.

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  #4 (permalink)
 
wldman's Avatar
 wldman 
Chicago Illinois USA
Legendary Market Wizard
 
Experience: Advanced
Broker: IB, ToS
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Frequency: Several times daily
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in that direction. Guys that hang in that thread can answer in a heartbeat.

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  #5 (permalink)
OslerJ
New York City, New York, USA
 
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Oh, ok. Which thread are you referring to?

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  #6 (permalink)
 
wldman's Avatar
 wldman 
Chicago Illinois USA
Legendary Market Wizard
 
Experience: Advanced
Broker: IB, ToS
Trading: /ES, US Equities/Options
Frequency: Several times daily
Duration: Hours
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hang in here. This will be a snap.



Please note it is EL not C#...someone can handle it pretty quick either way.

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  #7 (permalink)
 
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 Harlequin 
Jakarta
 
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since this thread is posted on TS section i would suggest to look for solution about your issue here:


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Last Updated on March 1, 2013


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