Requests & Ideas - page 25

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Thank you very much Mladen, .

I found this magazine on my iphone yesterday, and these indicators seemed interesting.

Good weekend and thank you again

Gafet

 

Gafet

It is not NinjaTrader script but tradestation Easy language script, but does not matter

First of all, thanks for the pdf and implicitly the link to FXtradermagazine. Downloading the rest of the issues now and it seems that it is not so bad a magazine.

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The first indicator made from your post is the Marney volume indicator. There is one deviation from Marneys original (code is completely different, but that is a consequence of different platforms. The calculation is the same (we are much faster if I may add ) : in his code, in cases when a bar is missing from any reason it is used in the average as 0 (it is due to the way he treats arrays) and in mine the missing bars are simply skipped and previous bar that conforms to time search is used. That way the original idea of Caspar Marney is honored to the letter and the average is always an average of AveragePeriods.

Cases when the missing bar will happen are very rare and it can be neglected, but, nevertheless, I wanted to have the exact number of volumes added every time

Also, for periods greater than or equal the average is a simple average of volumes (no time adjustment, just one bar back average - it is the same in the original) so there is no visible periodicity in those time frames

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To conclude - here are 2 examples : 30 minute and 1 hour, and even with a short averaging period (10 in the examples) periodicity is obvious. Just remember that current bar is never going to change (it is actually a "forecast" from past volumes - so it does not change at all while new data is coming in)

regards

Mladen

 

Newer version of tick data :

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An addition :
Unlike before (previous versions) this one make difference as of how many ticks is chosen and saves it accordingly. As before the name of the symbol for offline charts is "_t"+symbol name, but the difference is in the "time frame" it is saved as : the time frame is in fact number of ticks. So you are going to artificially get a 1 minute, 10 minute, nnn minutes tick charts where minutes are in fact number of ticks per bar. The limitation (due to metatrader naming conventions) is that the maximum number of ticks can be 9999.
Issues solved :
A possible problem was when you changed a broker (just a broker, with no time frame change) when tick data indicator is running - the issue is solved now The issue with multiple offline charts loaded at a same time and only the first one gets live updated. Now there is no limitation of how much same ticks per bar offline charts is loaded simultaneously - all are going to be updated. So now things like this are possible :
All the charts are updated live (one 1 tick chart and two 10 tick charts) and both indicators (for 1 tick and 10 tick) are attached to the same chart (white one on the picture)
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One limitation imposed by metatrader people recommendation : chart should be redrawn at a minimum interval of 1 second. Data is not missed, just the drawing should not be on every tick (that is metatraders stuff recommendation). The new DisplayDelayparameter is introduced for that purpose. Default is 0 (no delay) but if you experience some problems with offline charts display, try using some delay (delays are entered in seconds, so for start, use 1 second delay if there are any problems)

Files:
tick_data_1.02.jpg  146 kb
tick_data__v1.02.mq4  9 kb
 

Hi Mladen!

Can you please make a alert and email option on this filter?.

Thanks in advance!

Halvard

 

Halvard

Here you go

regards

Mladen

halvardu:
Hi Mladen!

Can you please make a alert and email option on this filter?.

Thanks in advance!

Halvard
 
mladen:
Halvard

Here you go

regards

Mladen

Thanks alot

Have a great day!!

Halvard

 

History files

I was surprised to not find a link to a complete set of history files available to the Exclusive forum. I was more surprised to see the few results of an Advanced Search that pointed to files or posts that were any help.

Can we launch an initiative to create a repository for our collective use?

Maybe I'm the only one that does not have a good history set?? While I have several GBs, it is not complete, nor as accurate as I would like.

I was somewhat successful at using Birt's review and harvesting data as described; however, the connections were continually broken and the resulting files had many gaps - too, there were server messages that said the links we unavailable, as I recall. I'm sure at least some of my troubles are a result of not being a strong script coder and technologist.

That said, I have cobbled together some nice sets that I think are at least somewhat accurate and would be willing to share.

History data is very valuable in the search for strategy development and I'm surprised to see the lack of discussion here about historical data - unless I'm the only one that does not have a good set of data.

One of the approaches I like to use is to apply Technical Analysis to forecast likely, future price action. With that TA accomplished, I scan through history data for old PA that mimics what the TA sees as near term, new PA.

Then, I can configure the StrategyTester to evaluate the strategy over that (hopefully) representative PA in order to gain some confidence in placing the strategy.

Anybody else interested in History?

I know I would very much appreciate any files or links that led to reputable data. My extensive searching indicates there is a dearth of available history data.

 

Adeo,

Speaking of history, I recommend the magazine link kindly posted by gafet earlier in this thread (post 239), think you will find the part about history, the different data between sources and the reasons it can be inaccurate very interesting.

Regards,

Zipfrog

 

mladen,

I have a request, might be a bit much to ask so I understand if you decline. I use both your tma centered abands and your value charts to trade counter trend, and trade every pair offered by my broker. I only take a trade when both the tma bands and the value charts agree that a pair is overbought or oversold. That is to say price is above the TMA's top band and value charts breaks +8 for a short or price is below the TMA bottom band value charts breaks -8 for a long.

My problem is the crazy amount of alerts I get that that don't meet both criteria. So my request is if you could do a simple (simple for you that is, I have tried and failed miserably at programming this) EA That would only alert when price is above the upper TMA bands AND value charts is above 8, and conversely alert when price is below the lower TMA bands and value charts is below -8.

Preferably I would still be able to set parameters like halflenght and bands deviation for the tma's and number of bars for the value charts.

Hope you can help me out. Best regards,

Zipfrog

 

A minor update of tick data indicator

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What has been done :

Some code revision (some slight optimization)

A parameter to add a completely new option :

It occurred to me that a tick chart is a bit "illogical" - illogical in a sense that current bar open is very rarely previous bar open (since it was opened at first tick after a current bar reaches tick count), not when the previous bar was closed. So decided to add on option that takes care of it : UsePreviousCloseForOpen- if set to true, then the open is determined from previous bar close not the first ticks after the bar opens, if set to false it work as before
Charts look better, and I guess they are as they should be this way, but nevertheless I left the possibility for it to work as before (it really was useful to see back test leave all those gaps in prices )
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PS : Zipfrog, will do it. Right now I have some things to do that I can not postpone but will finish it soon and then will make what you requested

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