Software Used to Trade Jack Hershey Methods

For Multicharts attached is the all in one code for Pro-Rata Volume, Volume bar color and Pace lines. Everything is adjustable except the volume bar color, that has to be changed in the code if you need to.

To reduce the number of pace lines for the YM, just set a couple of them to the same level.

Thanks to Tums for the PRV tweaks to adjust for bar length (set "chartminutes" to 2 for YM and 5 for ES) and adding a start delay to reduce PRV spikes at the start of the bar. I used 5 for YM and 10 for the ES delay.

If the PRV spikes and disrupts the volume scaling just go to format study and manually set the volume scale.

Setting the volume histogram thickness to 4 and PRV to 6, gives it a nice easy to read look. A bit clearer than a bouncing ball ;-)

Enjoy - EZ
 

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Quote from palinuro:

Munck,

I sent you a pm. I'll have a look at the new DU function in the latest chartscript.

palinuro
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Here is the C# code for Rank and getting DU values for equities.

EDIT: added usage instructions to the zip file.
 

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Quote from bi9foot:

Here is the C# code for Rank and getting DU values for equities.

EDIT: added usage instructions to the zip file.
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bi9foot,

Thanks from me too - also for the improved barpaint code (though I haven't had a chance to try it yet - I'm giving the futures a rest for a while...).

I have a C# function for daily PRV which I'll post as soon as I get a chance.

-palinuro
 
For those interested, here is OpenQuant code (C#) to get 65days average volume:

Code: 
using System;
using System.Drawing;
using System.Collections.Generic;
using OpenQuant.API;
using OpenQuant.API.Indicators;

public class MyStrategy : Strategy
{
	DateTime D1;
	DateTime D2;
	
	int divideBy;
	double totalVol;
	double avgVol65;
	
	public override void OnStrategyStart()
	{
		D2 = DateTime.Now;
		D1 = D2.AddDays(-65);
		
		BarSeries series = GetHistoricalBars(D1, D2, BarType.Volume, 86400);
		divideBy = series.Count;
				
		foreach (Bar i in series)
		{
			totalVol += i.Volume;
		}
			
		avgVol65 = totalVol/divideBy;
		Console.WriteLine(Instrument.Symbol + "\t" + "65 days average volume:" + "\t" + avgVol65);	
	}
}
 
Jander,



If you're having trouble with the ym (and the es works), you perhaps haven't set up the current contract in the instrument manager - otherwise it may be your data provider.

I think NT workspaces are a bit difficult to share, since they involve all the custom indicators, session times (with zone differences), etc etc.
 
Hi

For those who are using NinjaTrader platform, you may find this usefull.

I am currently developing some scripts that can make the chart annotation proccess much easier. Things like semi-automatic channel drawing, automatic gaussians, chart DOM "stalactits" are done but in beta testing right now.

So, just try this out and let me know if you find this usefull. Some of the features are only available with market open.

Installation Procedure:

1. Extract the zip to a temp folder, and use the "Import Script utility" of NT to import the "JHIndicators.zip" file

2. Extract the "TemplatesChart.zip" to "My Documents\NinjaTrader 6.5\Templates\Chart"

3. Create new Charts for ES and YM using this templates

Keys :

-> "CTRL" + Mouse drag = Drag the price vertically and horizontally
-> "Insert" Key = Create New Channel. Click on P1, RELEASE the mouse button and move the mouse to P3 and click again.
-> click on LTL or RTL = Edit the channel : click on one channel Point and move that point to new location
Key Numpad "*" = Change Color
Key Numpad "+" / "-" = Change width
Key "Delete" = delete channel

->"CTRL" + "1" = Shows/Hides the DOM (only available with market session open)

I hope you find this usefull,

Pepe
 

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Quote from Pepe:

Hi

For those who are using NinjaTrader platform, you may find this usefull.


Pepe
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Pepe,

Many thanks to you. I am currently using VolumeSCT and BarCheck scripts. Is it ok to create the new charts as you describe and then also add these two scripts?
 
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