Playing with the VMAR`s open research

[Sparrow 10]

Hi Bruce... Ninjatrader would be the way... it has tick charts and its free, also forex data is free there... so far had tested quite a lot and has a very friendly charting functions and no connection issues (very important )...

 

I would love to get a chart on Ninjatrader similar to Unicorn`s on amibroker... hope we get there...

 

The edge of using Tick charts on forex is being able to get a very good precise timing... even better than the 1 min we actually have on mt4...

 

I dont know how their coding language differs to mt4... but if we could migrate there, it would be worth the effort eventually... cheers Walter.

 

It uses C# which is not only for indicator programming, so it has more stuff but is also a little more complex but with less limitations. I haven't coded MT4 stuff but from what I have seen I prefer NT.

 

Things that are missing in NT: using data from other time frames in an indicator

Also the indicator on indicator thing is not possible to configure on the chart, but is easy to do in the code.

[walterw 10]

Walter

 

What data feed are you using to get free forex data into NT?

 

Cheers

 

Blu-Ray

 

 

NT has already included Gain forex data... now, there is one parameter where I choose ninjatrader servers and get historical data (up too 2.5 years)... much better data also... really its a very friendly platform..

 

Take care Blu ¡¡ cheers Walter.

[Sparrow 10]

 

Now let me ask again inputs :

 

Unicorns _Cyan line

_ Red line

 

Cyan: ADX:3, EMA:3, Stoch:5, MA:2

Cyan: ADX:5, EMA:5, Stoch:10, MA:2

 

I haven't looked into the rainbow yet, the MA stays constant all the time.

Don't think it will take much effort.

 

Cheers

[unicorn 10]

I had a minor bug in the Vidya as well.

 

Good day Sparrow;

 

in your code:

 

double adxMin = MIN( ADX( Low, ADXPeriod ), StochPeriod )[ 0 ];

double adxMax = MAX( ADX( High, ADXPeriod ), StochPeriod )[ 0 ];

 

are you certain that these lines of code compute

 

adxmin = LLV(adx, stoch_period) ;

Lowest value of adx in the last stoch_period bars ?

and

adxmax = HHV(adx, stoch_period) ;

Highest value of adx in the last stoch_period bars ?

 

adx in my implementation is computed on the close. (as is usually done).

Does the Ninja Trader have the HHV and LLV functions?

 

cheers.

Unicorn.

[walterw 10]

Unicorn : what are the ma`s increments to form the rainbow from 1rst yellow all the way to the magenta ... ? thanks Walter.

[Sparrow 10]

Good day Sparrow;

 

in your code:

 

double adxMin = MIN( ADX( Low, ADXPeriod ), StochPeriod )[ 0 ];

double adxMax = MAX( ADX( High, ADXPeriod ), StochPeriod )[ 0 ];

 

are you certain that these lines of code compute

 

adxmin = LLV(adx, stoch_period) ;

Lowest value of adx in the last stoch_period bars ?

and

adxmax = HHV(adx, stoch_period) ;

Highest value of adx in the last stoch_period bars ?

 

adx in my implementation is computed on the close. (as is usually done).

Does the Ninja Trader have the HHV and LLV functions?

 

cheers.

Unicorn.

 

Hi Unicorn,

 

Thanks for reviewing my code, you're right I got confused with LLV and HHV.

NT hasn't got LLV or HHV, but ADX produces only 1 value per bar so it is not necessary. Otherwise can be done by MIN( Low, Period ), MAX( High, Period ).

 

Fortunately the glitch does not produce very different results.

 

Cheers and thanks

FantailVMA1_1.4.zip

[unicorn 10]

Now let me ask again inputs :

 

Unicorns _Cyan line _ Red line

 

Walter;

 

the values I have used are also depicted in my charts, in the following notation:

 

In vmar_1

cyan line is: signal vmar_1(ema_periods, adx_periods)

and

red line is: rainbow base vmar_1(ema_periods, adx_periods);

 

Note that in vmar_1 implementation, stoch_periods = adx_periods.

 

In vmar_2

cyan line is: signal vmar_2(ema_periods, adx_periods, stoch_periods);

and

red line is: rainbow base vmar_2(ema_periods, adx_periods, stoch_periods);

 

Usually I have used:

 

signal vmar_2(ema_periods=3 or 4, adx_periods=4 or 5 or even 8, stoch_periods = 4 or 5 or even 8, 10)

and

rainbow base vmar_2(ema_periods=5 or 6, adx_periods=4 or 5, or even 8 stoch_periods = 4 or 5 or even 8, 10)

 

 

Take care.

Unicorn.

[Sparrow 10]

Thanks unicorn, mixed up the values because I compared your functions parameter's order to the values on the chart.

Looks much better now.

[walterw 10]

rainbow base vmar_2(ema_periods=5 or 6, adx_periods=4 or 5, or even 8 stoch_periods = 4 or 5 or even 8, 10)

 

 

Take care.

Unicorn.

 

Ok I see... now from that base line (red line) would the rainbow averages be 2 , 4 , 6 , 8 etc until 100 ? or what numbers exactly... thanks Walter.

[unicorn 10]

Hi Unicorn,

 

Thanks for reviewing my code.

 

Cheers and thanks

 

Sparrow;

 

In your code, I cannot locate where you compute the rainbow , i.e.

 

 

for (rainbow_ema_periods=2; rainbow_ema_periods <=100; rainbow_ema_periods=rainbow_ema_periods +2)

{

rainbow_line = EMA( rainbow_base_Vidya , ema_periods) ;

plot(rainbow_line, .....);

}

 

please verify that this loop is correct in your code ( that may be the minor bug you mention)

 

best regards.

Unicorn.

[Sparrow 10]

Hold your horses Unicorn, one thing at a time.

 

I like to have the FantailVMA1 just the way it is, so it can be reused in other indicators.

 

I'll try to get a rainbow like thing coded today, however I'll start with a band and probably will eventually arrive at the ultimate rainbow.

 

We'll see how things work out. Resources are limited.

 

P.S.: Unfortunately I can't take your approach, it's a bit more complex on NT

[Blu-Ray 10]

NT has already included Gain forex data... now, there is one parameter where I choose ninjatrader servers and get historical data (up too 2.5 years)... much better data also... really its a very friendly platform..

 

Take care Blu ¡¡ cheers Walter.

 

Thanks Walter, I've got it working now cheers

 

 

Blu-Ray

[unicorn 10]

now from that base line (red line) would the rainbow averages be 2 , 4 , 6 , 8 etc until 100 ? or what numbers exactly... thanks Walter.

 

That's correct Walter; in increments of 2

 

I have used the groups:

2-12 yellow

14-24 red

26-36 aqua

38-50 blue

52-60 brown

62-72 gold

74-84 cyan

86-96 violet

100 magenta

 

How is your rainbow?

 

Unicorn.

[walterw 10]

That's correct Walter; in increments of 2

 

I have used the groups:

2-12 yellow

14-24 red

26-36 aqua

38-50 blue

52-60 brown

62-72 gold

74-84 cyan

86-96 violet

100 magenta

 

How is your rainbow?

 

Unicorn.

 

yes same increments of 2 all the way too 100... maybe the colors groups differ a little but no big deal...

 

Thanks Unicorn.. cheers Walter.

[walterw 10]

 

Forgive the frustration.

 

Been swollowing too much crud for too long with MT4.

Sorry all for the tantrum.

I'm taking some time out and it might be permanent as far as MT4 goes.

 

 

So far Bruce, you created an F1 on vma`s... no frustration on that man ¡¡

 

would you be willing to migrate to Ninjatrader ? cheers Walter.

[Sparrow 10]

For the inpatient, try this.

I'll code a much nicer looking version soon though, let me know of problems.

VMABand_v1.0.zip

[walterw 10]

For the inpatient, try this.

I'll code a much nicer looking version soon though, let me know of problems.

 

 

Very Nice Sparrow...¡¡ good base here... and yes I am impatient¡¡ :bang head: jejeje cheers Walter.

[walterw 10]

Looks like we are gonna have it on NT ¡¡ thanks Sparrow ¡¡

 

here is a very first screenshot :

 

 

 

 

once again collaboration wins ¡¡ I am so happy to be surrounded by great people with great actitudes ¡¡ cheers Walter.

[walterw 10]

And I like that red Sparrow ¡¡ no needs to fool arround programing the rainbows colors ¡¡ cheers The Happy Chimp...

[Sparrow 10]

And I like that red Sparrow ¡¡ no needs to fool arround programing the rainbows colors ¡¡ cheers The Happy Chimp...

 

Gald you like walter. If anyone wants a rainbow, just add a few bands and play with the min/max values

 

I'm trying to make it visually more appealing. Almost there.

[unicorn 10]

Looks like we are gonna have it on NT ¡¡ thanks Sparrow ¡¡

 

Looking good!!

 

Now, Sparrow please explain the sequence of parameters (as posted on the chart) in fantailvma1 and vmaband.

 

11 ticks Walter ???

 

By the way Walter, you do need the first three bands to be differently colored, as they help with exits.

 

good work guys.

 

Unicorn.

[Sparrow 10]

Parameters are:

 

Regular Faintail Parameters from which the Band will be calculated.

 

BandMin: lowest EMA period

BandMax: highest EMA period

BandIncrement: Increment value of the EMA Period, between BandMin and BandMax

 

Cheers

[unicorn 10]

Parameters are:

 

Regular Faintail Parameters from which the Band will be calculated.

 

BandMin: lowest EMA period

BandMax: highest EMA period

BandIncrement: Increment value of the EMA Period, between BandMin and BandMax

 

Cheers

 

Sparrow

 

will you please elaborate in the form:

 

signal vmar_2(ema_periods, adx_periods, stoch_periods);

and

rainbow base vmar_2(ema_periods, adx_periods, stoch_periods);

 

For example by watching Walter's chart, I have the impression that the number 100 (max ema) is displayed within the sequence of

ma_periods, adx_periods, stoch_periods.

 

This will create confusion, and perhaps a lot of posts of the type: "nice chart, what are the parameters of the adx_periods stoch_periods?" cluttering the thread.

 

By the way, why do you want to have the ema range displayed anyway?

 

keep up the good work.

Unicorn.

[Sparrow 10]

Unicorn,

 

I can't say that I really got all what you are talking about.

 

What I am doing in the bands indicator is calculation a base VMA and put the result into an EMA with varying periods, I don't think you do anything different looking at your code

 

for (ema_periods=2; ema_periods <=12; ema_periods=ema_periods+2)

{

xVidya = EMA( Vidya , ema_periods) ;

Plot(xVidya,"", IIf( ema_periods==2, ParamColor("fast vidya color", colorYellow), Color1) , styleLine+styleThick+styleNoLabel);

}

 

If there is anything I didn't get, just tell me.

 

Cheers

[walterw 10]

Looking good!!

 

 

11 ticks Walter ???

 

.

 

 

This ticks are very slow on forex compared to futures, so they would be the most near to a 55t on futures... cheers Walter.