Australia
Experience: Intermediate
Platform: Ninjetrader
Trading: ES
Posts: 3 since Sep 2012
Thanks Given: 0
Thanks Received: 2
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Need to re-code an esignal swing indicator into Ninjatrader 8, plus add some additional functions, this is the start of a longer term project of creating an automated strategy.
The RealTime Swing Indicator (RTSI) is one of the inputs of an integrated trading system. The RTSI should be visible on the NT8 chart AND be readable in a Strategy and/or MarketAnalyser.
This indicator is used to determine the price swing based on the set parameters. The input to this indicator is the price array of NT8. (OHLC The source selection should be configurable)
Historical information of swings should be able to be calculated and displayed on the chart with option to turn on/off/read previously saved file (select file)
Create and save file of historical data (same format as that would have been saved in real time (at specified time interval ie 1 min and when a new high of low is confirmed)
The output is the swing drawn in a pane (The pane should be configurable)
The Swing line drawn on the chart should be configurable (color/dash style/plot style/width/opacity/offset) for both confirmed swing and developping swing) and show value of each swing (select on/off) and (font/size/colour/opacity/offset)
The output (SwingH Price and SwingLow Price ) should also be readable in a NT8 Strategy (ie Latest SwingH, LatestSwingL and SwingSize in ticks of the underlying Instrument).
The main parameters of the Swing are listed above. (Wave type: 1. Retracement%, 2 %Change in price : configurable) Minimum numbers of bars before a Swing can be determined : configurable (color/dash style/plot style/width)),
The output should in addition be written in real time to a text file in CSV for furthe data analysis. This text file should include all information of the attached chart including the interval the data. The interval should be configurable (for every min and when a new high
of low is confirmed. new data should be written at the end (new line) if file has previous data saved.
Any font specified must be configurable (font/size/colour/opacity/offset)
Any line/object drawn on chart must be configurable (color/dash style/plot style/width/opacity/offset)
Extra Calculation - Calculate Basket size = (swingH-swingL)/Number (user number between 0-100) - display value on chart at each swing high/low and save to file along with other parameters, this value also needs to be saved in the file
Note: See screenshots. The first screenshot shows the RTSI twice. The larger Swing is based on the parameters as shown in screenshot 2. (#Bars 21, %retracement, Wave% 68, Source price for high of Swing: High, Source for low of Swing: Low,
and the parameters for the color and thickness of the line )
esignal file can be provided before making a quotation
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