Inverted head and shoulders on the SPX?

Whisky · Mar 27, 2009

Quote from gomifromparis:

Well to a certain extent you can do simply certain things : see the multiple timeframes indicator

http://www.ninjatrader-support2.com/vb/showpost.php?p=15368&postcount=1

As you can do anything you want in a custom Plot function, you can create a CV chart under a constant time chart. You just intercept the onmarketdata and build the charts you want with the incoming ticks. This will only work in real time though... And with some code...

For historical data it won't work because NinjaTrader returns a set of bars from tick database, but you can't intercept the tick flow to build your own indicators. Or you have to build your own historical data files. Oh that remembers me something

OK thanks gomi. Not so simple it seems. Have a nice weekend.

JW

MONEY4NOTHING · Mar 28, 2009

You may want to set the Cumulative inside OnMarketData() also...I guess OnBarUpdate() is called only when there's a price change. If you have multiple trades at the same price, the cumulative will not be updated until the price changes. This may not be an issue for liquid stocks/futures, but is an issue for illiquid options/futures/stocks.

Please check with others before proceeding with this change. Thanks for the good work so far!

Quote from gomifromparis:

Hi all,

I posted the final version of the recording CD indicator for NT.

Enjoy !

http://www.ninjatrader-support2.com/vb/showpost.php?p=85440&postcount=173

MONEY4NOTHING · Mar 28, 2009

Don't know if you care, but...if you expose dsHigh, dsOpen, dsClose etc. as public dataseries (similar to Cumulative), these will show up in the databox, I believe. Its always nice to see the open, close, high & low for candlesticks and ohlc bars.

Quote from MONEY4NOTHING:

You may want to set the Cumulative inside OnMarketData() also...I guess OnBarUpdate() is called only when there's a price change. If you have multiple trades at the same price, the cumulative will not be updated until the price changes. This may not be an issue for liquid stocks/futures, but is an issue for illiquid options/futures/stocks.

Please check with others before proceeding with this change. Thanks for the good work so far!

chuckt101 · Mar 28, 2009

Quote from MONEY4NOTHING:

You may want to set the Cumulative inside OnMarketData() also...I guess OnBarUpdate() is called only when there's a price change. If you have multiple trades at the same price, the cumulative will not be updated until the price changes. This may not be an issue for liquid stocks/futures, but is an issue for illiquid options/futures/stocks.

Please check with others before proceeding with this change. Thanks for the good work so far!

Not sure where you got that info.. OnBarUpdate is called on each incoming tick

stoneface · Mar 28, 2009

Quote from gomifromparis:

No ! Keeping real-time files can be useful though, but it is not needed for the recording to work.
But you can use them if you want to generate CD from past data : this is how I built my 5 days chart.

[/B]

You built a really great tool Gomi. Awesome work, thank you for sharing.

Stone

jfw215 · Mar 29, 2009

Wow. Thanks Gomi! Didn't check ET over the weekend and what a nice surprise. Thanks for all the hard work!

JW

PS. the MTF codes were also awesome..

jfw215 · Mar 29, 2009

Gomi,

It looks like the cumulative/ non-cumulative option was removed in the latest version. Is it possible to bring that option back?

Thanks!

JW

MONEY4NOTHING · Mar 30, 2009

I see that in their documentation...will check again with some illiquid instruments.

Quote from chuckt101:

Not sure where you got that info.. OnBarUpdate is called on each incoming tick

chuckt101 · Mar 30, 2009

Quote from MONEY4NOTHING:

I see that in their documentation...will check again with some illiquid instruments.

Straight from their documentation:

The OnBarUpdate() method is called whenever a bar is updated. If the "CalculateOnBarClose" property is set to true, it is only called on the close of each bar, otherwise it is called on each incoming tick. This is the method where all of your strategy or indicator core calculation logic should be contained.

gomifromparis · Mar 30, 2009

Quote from jfw215:

Gomi,

It looks like the cumulative/ non-cumulative option was removed in the latest version. Is it possible to bring that option back?

Thanks!

JW

Mmmm. I believe there has never been a cumulative/noncumulative option!. But I might add it when I've got the time.

Happy if you find the indicator useful, guys, and thanks for your kind comments.