RightEdge Forums / Trading / Technical Indicators

Kaufman Moving Average

pch — Wed, 03 Mar 2010 10:14:46 GMT

Hi,

Attached is a version of the Kaufman moving average, published by Perry Kaufman in his very valuable book "New Trading and Systems"
([url]http://www.amazon.com/New-Trading-Systems-Methods-Wiley/dp/047126847X/ref=sr_1_3?ie=UTF8&s=books&qid=1267629057&sr=8-3[/url])

You might want to review it, improve it and include it into the range of indicators you offer standard with RE.

Could you please tell me how I should modify it in order to add a second constructor which could support the iSeries of values as a parameter (like you have standard with SMA in your system.

Thanks in advance,

Pierre

Question: Indicator Base Class That Exposes Entire Bar and Can Look Back?

jamesluong — Sat, 20 Feb 2010 12:15:36 GMT

I'm trying to develop an indicator that will take as an input the entire bar, but also has the ability to lookback on the entire bar.

Based on the Creating an Indicator help file, I identified two potential base classes for this, but neither seems to do the job right.

IndicatorBase class takes as an input the entire bar in the CalcNextValue() method. But there doesn't seem to be a way (from what I can tell) to look back on previous bars without storing them in the indicator class.

SeriesCalculatorBaseWithValues takes an ISeries input, from which you can call the LookBack() method. However, you have to specify which series you want as an input (Open, High, Low, Close). Is there any way to make this take the entire bar?

My indicator will look back on previous highs and lows... thanks

Date Time in an Indicator

kaizen — Tue, 23 Feb 2010 16:33:04 GMT

Is it possible to add datetime as a ConstructorArgumentType?

I am building a trailing stop indicator which takes a date so it knows when to start. At the moment I have three ConstructorArgumentType's one for y,m,d it works but a date time would be better.

Thanks.

How to create the MA of an indicator

zykem — Fri, 19 Feb 2010 14:13:55 GMT

Hi,

How would you create moving average of the RSI(2) for instance? Do I have to create a new indicator or can I pass the RSI series into the SMA indicator: SMA.SetInputs(RSI). I haven't tried that yet...

Thanks in advance

Choppiness Indicator

blousetrader — Thu, 11 Feb 2010 13:24:53 GMT

guys - does the offer to code up some indicators still hold? If so how about the Choppiness Indicator

The Sept. Version of Active Trader has an index that would be neat to code. It was created by the commodity trader named E.W. Bill Dreiss, according to active trader it is used to determine weather market movement is directional or consolidating. Supposedly low readings in the CI correspond closely with the end of the strong impulsive movements either up or down, while high readings occur after significant consolidations in price. a trader should trades when the CI is in an extended period of above average readings and instead favors situations in which the indicator fluctuates from one extreme to the other. Higher CI readings can also be a sing of the impending end of the consolidation while lower CI readings can indicate a possible reversal.

It is calculated as follows:

1. Calculate each periods (day, week, hour) true range. (the true high is the higher of this bars or the previous bar's close: the true low is the lower of this bars low or the previous bars close. The true range is the different between the two).

2. Sum the past n true ranges.

3. Calculate the true range range for the entire n bar period.

4. Divide the sum of the n true ranges by the n-day true range.

5. Calculate the logarithm (base 10) of the result from the step 4.

6. Divide the results from step 5 by the log of n.

7. Multiply the result by 100.

How to code for a MACD Crossover after it has reached some strength?

sudharsanv — Tue, 09 Feb 2010 09:16:48 GMT

Hi,
I am new to RightEdge Trading System and its built in Indicators. I am just getting started . I would like to know if there is a way, I can code for an Entry Position, after a MACD CrossOver based on the condition that MACD.Diff shold be greater than 0.1. In other words, I don't want to enter immediately on crossover but after MACD.Dif reaches 0.1 or higher.
Please help me out on how I can achieve this.
Thanks,
Sudharsan

Trigger if price greater than X

leelim81 — Sun, 31 Jan 2010 12:14:13 GMT

Hi,

Is there a indicator which I can use to trigger a buy action when today's close price is GREATER than sma(20) ?

Example Indicator With Multiple Inputs

blousetrader — Thu, 21 Jan 2010 15:51:22 GMT

Does anyone have an example of an indictor with multpile inputs. I'm trying to build one but getting the error 'Overload Resolution failed because no accessible 'New' accepts this number of arhuments'

Cant Access Custom Indicator

blousetrader — Sat, 28 Nov 2009 09:52:51 GMT

I want to create my own custom indicators but cant get my head round how it works. I copied one of DoQ's - the HullMA and built the dll on Microsoft Visual Basic 2008 Express,
I the copied what was in the Release folder (not Common or Indicators though) into the plugins folder in RE. RE doesnt see it though - I was expecting it to sho up under the 'Other' group
What am I doing wrong?

Here's the code I compiled to dll

Imports System
Imports System.Collections.Generic
Imports System.Text

Imports RightEdge.Common
Imports RightEdge.Indicators

Id:="72E74C2E-DC28-11DE-8C6B-0D8555D89593", Name:="HullMA", Version:="1.0")> _
_
_
Public Class HullMA
Inherits SeriesCalculatorBaseWithValues
Private _Period As Integer = 20
Private WMADiffValues As List(Of Double)

_
Public Sub New(ByVal Period As Integer)
MyBase.New(1)
If Period <= 0 Then
Throw New ArgumentException("Period must be greater than zero")
End If
_Period = Period
WMADiffValues = New List(Of Double)()
End Sub

' This method is where you calculate the indicator value for a given bar.
' The index parameter to this method tells you which value you need to
' calculate.
' You can access the first input series with inputs[0], the second
' input series with inputs[1], etc.
Protected Overloads Overrides Function CalcNewValue(ByVal index As Integer) As Double

If index < _Period - 1 Then
Return Double.NaN
End If

'A 4 bar weighted moving average with prices of
'1.2900, 1.2900, 1.2903, and 1.2904 would give a moving average of 1.2903
'using the calculation
'((4 * 1.2904) + (3 * 1.2903) + (2 * 1.2900) + (1 * 1.2900)) / (4 + 3 + 2+ 1) = 1.2903

'Full Period
Dim CurrentPeriod As Integer = _Period
Dim WMAPeriod As Double = 0.0R
Dim Denominator As Integer = 0
For i As Integer = index - CurrentPeriod + 1 To index
WMAPeriod += (inputs(0).LookBack(i) * (i - (index - CurrentPeriod + 1) + 1))
Denominator += (i - (index - CurrentPeriod + 1) + 1)
Next
WMAPeriod /= Denominator

'Half Period
CurrentPeriod = _Period / 2
Dim WMAHalfPeriod As Double = 0.0R
Denominator = 0
For i As Integer = index - CurrentPeriod + 1 To index
WMAHalfPeriod += (inputs(0).LookBack(i) * (i - (index - CurrentPeriod + 1) + 1))
Denominator += (i - (index - CurrentPeriod + 1) + 1)
Next
WMAHalfPeriod /= Denominator

'store result with appropriate formula
'HMA = waverage(2*waverage(close,period/2)-waverage(close,period), SquareRoot(Period))
WMADiffValues.Add((2 * WMAHalfPeriod) - WMAPeriod)

'SQRT Period
CurrentPeriod = CInt(System.Math.Sqrt(_Period))
If WMADiffValues.Count < CurrentPeriod Then
'not enough collected data
Return Double.NaN
End If
Dim index2 As Integer = WMADiffValues.Count - 1
Dim WMASQRTPeriod As Double = 0.0R
Denominator = 0
For i As Integer = index2 - CurrentPeriod + 1 To index2
WMASQRTPeriod += (WMADiffValues(i) * (i - (index2 - CurrentPeriod + 1) + 1))
Denominator += (i - (index2 - CurrentPeriod + 1) + 1)
Next
WMASQRTPeriod /= Denominator

'HMA = waverage(2*waverage(close,period/2)-waverage(close,period), SquareRoot(Period))
Return WMASQRTPeriod
End Function

Protected Overloads Overrides Sub Reset()
' This method is called when the series needs to be recalculated.
' If you save any state between calls to CalcNewValue(), you should
' reset that state in this method.

WMADiffValues.Clear()
End Sub

End Class

New Indicator Error

jimbob — Thu, 31 Dec 2009 21:54:43 GMT

I am trying to build a new indicator and keep getting an error. The below is a test that should just return 20.

The error says "Need exactly 3 input series, 1 was passed in."

Not sure where or how to input 3 series. I have input set to 1.

Any ideas?

[code]

Imports System

Imports System.Collections.Generic

Imports System.Text

Imports RightEdge.Indicators

Imports RightEdge.Common

' Indicators that implement SeriesCalculatorBaseSimple will support chaining since they can view the calculated

' values of other series inputs.

' See the readme.txt included in this project for more information.

' Use the Indicator Attribute to provide information such as the

' name and description of your indicator. If you do not include

' this attribute, your indicator will not show up in the indicator

' list.

' The Id attribute needs to be set to a unique code that will identify

' your indicator. A GUID is a good candidate.

' Indicators must be marked Serializable in order to be used in

' trading systems.

' Use the SeriesInputAttribute to specify how many inputs your

' indicator uses.

<Indicator(System.Drawing.KnownColor.Black, _

Author:="Name", _

CompanyName:="Company", _

Description:="Test", _

GroupName:="~Jimmy", _

HelpText:="Help", _

Id:="{5F6EFD6C-492C-4312-9259-5F10Q8SB44F8}", _

DefaultDrawingPane:="Test", _

Name:="Test")> _

<Serializable()> _

<SeriesInputAttribute("Input", 1, Value:=BarElement.Close)> _

Public Class Test : Inherits SeriesCalculatorBaseWithValues

<ConstructorArgument("Volatility Period", ConstructorArgumentType.Integer, "10", 1)> _

Public Sub New(ByVal myVOLATILITY_PERIOD As Integer)

MyBase.New(3)

If myVOLATILITY_PERIOD <= 0 Then

Throw New ArgumentException("ATR Lookback period must be greater than zero.")

End If

End Sub

Protected Overloads Overrides Function CalcNewValue(ByVal index As Integer) As Double

Return 20

End Function

Protected Overrides Sub Reset()

End Sub

Public Overloads Overrides Sub SetInputs(ByVal ParamArray newInputs As ISeries())

MyBase.SetInputs(newInputs(0))

End Sub

[/code]

Rate of Annual Return (ROAR)

jimbob — Sat, 26 Dec 2009 03:34:15 GMT

I am trying to convert this indicator to RE and it is proving to be a bit hard. I have the code in AmiBroker but RE/.Net seam to be missing Linear Regression functions.

Or the ones that are supplied by RE only seams to accept an Iseries.

Any ideas on an easy way to do this? Or at least the best way to do this?

Thanks

http://forum.incrediblecharts.com/messages/9/316979.html

// ROAR Version 1.0

Period=52;
X=Close;
LinReg=( Period * Sum( Cum( 1 ) * X,Period ) -
Sum( Cum( 1 ),Period) * Sum( X,Period) ) /
(Period * Sum(Cum( 1 )^2,Period ) -
Sum( Cum( 1 ),Period )^2 ) * Cum( 1 ) + (MA(X,Period) -
MA( Cum(1 ),Period) * (Period * Sum( Cum( 1 ) * X,Period) -
Sum( Cum( 1 ),Period ) * Sum( X,Period) ) / (Period *
Sum( Cum(1 )^2 ,Period) - Sum( Cum( 1 ),Period )^2 ) );

Graph1 = 200*(LinReg-Ref(LinReg,-26))/C;

// RAOR Version 2.0

TimeFrameSet(inWeekly);
RAOR = LinearReg((C-Ref(C,-26))/C*200,4);

Plot(raor,"RAOR",colorBlack,0);

Writing a new Indicator - Fractual Help

zfaruki — Tue, 22 Dec 2009 01:54:30 GMT

I need to write a new indicator, Fractals, I have the code from esignal but I have no programming ability can anyone help...

Access to custom built indicators from code

Amin — Tue, 24 Nov 2009 10:47:19 GMT

Hello,

I built my own pivot-point-indicator and it works fine in charts and systems. So far I added it to the system via the system designer pane. Now I want to create the indicator from the code directly. This does not work with refering the shown name of the indicator with blanks removed.

Do I need to add any reference, prior using it from code?

Regards

Amin

hiding part of UserSeries in chart

fbalobanov — Mon, 16 Nov 2009 11:43:27 GMT

Hi!

Is it possible to hide a part of UserSeries in chart?

I tried to assign NaN values but it shows straight line to the next value, not clear space.

Bars Since?

jthorne — Mon, 13 Aug 2007 17:03:05 GMT

How do I determine how many bars ago a particular event occurred?

For instance, Bars Since ( close == highestvalue(close,last 20 bars) );

ADX problem?

Jump1180 — Sun, 11 Oct 2009 00:41:51 GMT

I am having a problem getting the ADX indicator to update while using a the TWS demo and an interactive brokers datafeed. I am new to RE so I might be missing some syntax. Am I neglecting something? I currently preload (lead) 130 bars so RE has enough data to compute the indicator. My current code to produce the ADX indicator is:

adx = new ADX(length);

adx.ChartSettings.Color = Color.Black;

with the length defined as

int length=65;

The ADX indicator seems to simply draw a straight line across the page at a certain value (usually some where between 5 and 15) and does not show variability off of that line. The Indicator does not show any variability bar to bar for any symbol. All other indicators using similar syntax seem to work appropriately.

Building Custom Indicator

blousetrader — Mon, 19 Oct 2009 06:11:04 GMT

I'd started building some code for a custom indicator but ran into problems as a userseries cannot be used as input to an indicator.
Here's what I had so far but where do I go from here? Appreciate any help..

Public Class MySymbolScript
Inherits MySymbolScriptBase

Private Constant100 As ConstantSeries
Private Constant2 As ConstantSeries
Private Constant1 As ConstantSeries

Private TH As UserSeries
Private TL As UserSeries
Private TR As SubtractSeries

Private PlusDM As UserSeries
Private PlusDIDen As WildersSmoothing
Private PlusDINum As WildersSmoothing
Private PlusDIDiv As DivideSeries
Private PlusDI As MultiplySeries
Private MinusDM As UserSeries
Private MinusDIDen As WildersSmoothing
Private MinusDINum As WildersSmoothing
Private MinusDIDiv As DivideSeries
Private MinusDI As MultiplySeries

Private DIDifInput As SubtractSeries
Private DIDif As AbsoluteValue
Private DISum As AddSeries

Private ADXFinalVarInp As DivideSeries
Private ADXFinalVar As WildersSmoothing
Private ADXFinal As MultiplySeries
Private ADXFinalShift As Shift
Private ADXRAdd As AddSeries
Private ADXRCustom As DivideSeries
Private _ADX As UserSeries

Private EMAIndex As UserSeries
Private HighVAl As Highest
Private LowVAl As Lowest
Private Diff As SubtractSeries
Private MyConst As UserSeries
Private VarMASeriesSub As SubtractSeries
Private VarMASeriesMult1 As MultiplySeries
Private VarMASeriesMult2 As MultiplySeries
Private VarMASeries As AddSeries
Private SMASeries As SMA
Private VarMA As UserSeries
Private VarMAShift As Shift

'Private ADX8 As ADX
'Private baseEMA4 As VariableMA

Public Overloads Overrides Sub Startup()
' Perform initialization here
Dim ADXPr As Integer = 8

TH = New UserSeries()
TL = New UserSeries()
TR = New SubtractSeries
TR.SetInputs(TH,TL)

PlusDM = New UserSeries
MinusDM = New UserSeries

Constant100 = New ConstantSeries(100)
Constant2 = New ConstantSeries(2)
Constant1 = New ConstantSeries(1)

PlusDIDen = New WildersSmoothing(ADXPr,Tr)
PlusDINum = New WildersSmoothing(ADXPr,PlusDM)
PlusDIDiv = New DivideSeries
PlusDIDiv.SetInputs(PlusDINum,PlusDIDen)
PlusDI = New MultiplySeries
PlusDI.SetInputs(Constant100,PlusDIDiv)

MinusDIDen = New WildersSmoothing(ADXPr,Tr)
MinusDINum = New WildersSmoothing(ADXPr,MinusDM)
MinusDIDiv = New DivideSeries
MinusDIDiv.SetInputs(MinusDINum,MinusDIDen)
MinusDI = New MultiplySeries
MinusDI.SetInputs(Constant100,MinusDIDiv)

DIDifInput = New SubtractSeries
DIDifInput.SetInputs(PlusDI,MinusDI)
DIDif = New AbsoluteValue
DIDif.SetInputs(DIDifInput)
DISum = New AddSeries
DISum.SetInputs(PlusDI,MinusDI)

ADXFinalVarInp = New DivideSeries
ADXFinalVarInp.SetInputs(DIDif,DISum)
ADXFInalVar = New WildersSmoothing(ADXPr,ADXFinalVarInp)
ADXFinal = New MultiplySeries
ADXFinalShift = New Shift(7)
ADXFinal.SetInputs(Constant100,ADXFinalVar)

ADXRAdd = New AddSeries
ADXRAdd.SetInputs(ADXFinal,ADXFinalShift)
ADXRCustom = New DivideSeries
ADXRCustom.SetInputs(ADXRAdd,Constant2)
_ADX = New UserSeries

EMAIndex = New UserSeries
HighVal = New Highest(ADXPr,_ADX)
LowVal = New Lowest(ADXPr,_ADX)
Diff = New SubtractSeries
Diff.SetInputs(HighVal,LowVal)
MyConst = New UserSeries

VarMASeriesSub = New SubtractSeries
VarMASeriesSub.SetInputs(Constant1,MyConst)
VarMASeriesMult1 = New MultiplySeries
VarMASeriesMult1.SetInputs(VarMASeriesSub,VarMAShift)
VarMASeriesMult2 = New MultiplySeries
VarMASeriesMult2.SetInputs(MyConst,Close)
VarMASeries = New AddSeries
VarMASeries.SetInputs(VarMASeriesMult1,VarMASeriesMult2)
SMASeries = New SMA(2,VarMASeries)
VarMA = New UserSeries
VarMAShift = New Shift(1)

VarMA.ChartSettings.Color = Color.Black
VarMA.ChartSettings.LineSize = 2

End Sub

Public Overloads Overrides Sub NewBar()
' Put your trading code here
Dim ADXType As Integer = 2 '2 is EMA, 0 is Simple MA
Dim VarMAPr As Integer = 4
Dim ADXPr As Integer = 8

'Build UserSeries here
TH = IIf(Close.LookBack(1) > High.Current,Close.LookBack(1),High.Current)
TL = IIf(Close.LookBack(1) < Low.Current,Close.LookBack(1),Low.Current)

PlusDM = IIf(High.Current > High.LookBack(1) And low.Current >= low.LookBack(1),high.Current-high.LookBack(1), _
IIf(High.Current > High.LookBack(1) And low.Current < low.LookBack(1) And high.Current - high.LookBack(1) > low.LookBack(1) - low.Current,high.Current-high.LookBack(1),0))

MinusDM = IIf(Low.Current < Low.LookBack(1) And High.Current <= High.LookBack(1),Low.LookBack(1) - Low.Current, _
IIf(high.Current > high.LookBack(1) And low.Current < low.LookBack(1) And high.Current - high.LookBack(1) < low.LookBack(1) - low.Current,Low.LookBack(1) - Low.Current,0))

'ADXRCustom = (ADXFinal.Current + ADXFinal.LookBack(7))/2
_ADX = IIf(ADXType = 0,ADXFinal.Current,ADXRCustom.Current)

EMAIndex = IIf(VarMAPr > 0,(2/(1+VarMAPr)),0.2)
MyConst = IIf(Diff.Current > 0,(_ADX.Current - LowVal.Current)/Diff.Current,EMAIndex.Current)
MyConst = IIf(MyConst.Current > EMAIndex.Current,EMAIndex.Current,MyConst.Current)
'VarMASeries = ((1-MyConst.Current) * VarMA.LookBack(1)) + (MyConst.Current * Close.Current)
VarMA = IIf(Bars.Count < (ADXPr + (ADXPr*1.5)),Close.Current,SMASeries.Current)

End Sub

Programming the dll for the Pluggin folder

cycleforecasting — Wed, 06 May 2009 19:55:48 GMT

The right edge software has given me to learn C# to attempt to code my custom indicator for use in this platform. My indicator in C# is done but I am lost as to programming a dll. I understand the concept of a dll but not the method to carry out the task.

Can anyone help?

MoCS

kaizen — Wed, 30 Sep 2009 06:44:49 GMT

What/how would be the best way to calculate this indicator? Would be in a system or as an indicator?

If I do it in a system I have the problem of calculating the EMA of the Close/ Index as EMA only takes ISeries so once I have the value in a user series can I get an EMA of it? Unless I write my own EMA function.

If I do it as an indicator can I get the underlying index data into the indicator as well as the symbol data to do the calcs?

[b]The momentum of comparative strength (MoCS) formula:

The MoCS is essentially the traditional comparative strength formula run through a MACD formula.

“Data Series” is the close/last of the stock or ETF being analyzed.

MoCS = (12-period exponential moving average of ( data series / S&P 500 )) minus (26-period exponential moving average of ?( Data Series / S&P 500 )).

A 9-period moving average is then placed on the MoCS to act as the signal line.[/b]

Thanks.

Many more indicators

billb — Wed, 03 May 2006 13:47:52 GMT

The latest beta refresh contains the following new indicators:

Accumulation Swing Index

Commodity Selection Index

Forecast Oscillator

Intraday Momentum Index

Performance Indicator

Price Channel

Price Oscillator

Price Volume Trend

Range Indicator

Relative Momentum Index

Relative Volatility Index

Standard Deviation Channel

Standard Error Band

Standard Error Channel

Stochastic Momentum Index

Swing Index

Time Series Forecast

Tirone Levels

Variable Moving Average

Weighted Moving Average

Zig Zag

If your favorite indicator is not currently in RightEdge, please let us know and we'll be happy to implement it for you free of charge!

When i must start my MACD calculation?

silvermoot — Tue, 01 Sep 2009 15:19:58 GMT

Hi, i am using a strategy with the MACD indicator and i am not sure if i understand well when i should start its calculation...

I am using the MACD(12,26) combined with a EMA(9) of this MACD (the signal)
When i dowload an historical data based on 1min interval for the last day, i compare the
curve to yahoo's MACD curve and all match.I want my macd graph (plotted real time in my strategy) to be equivalent to the history graph with a macd (when i compare at the end of the day).

Basically, in this case, to see the first 2 points of the MACD and its signal plotted on the graph, i would need to get 26 previous periods of data (at this time the MACD is ready), and i need for the signal 9 periods of the MACD....
So i need to calculate 26+9=35 bars before being able to evaluate my MACD with the signal.

Here is my actual question : Do you guys would start 35 bars before 9h30?
If so, do you get the last 35 bars from pre-market (starts at 8h55) or from last
valid trading hours (3h25pm to 4pm)?

Thank you!

DefaultDrawingPane Modification

steveo — Tue, 07 Jul 2009 20:35:01 GMT

I want to change the DefaultDrawingPane based on parameters that are entered on the parameters screen when an indicator is dragged from the indicator pane to the chart pane. At times, I may want it to be the Price Pane and other times, I will want the indicator to be drawn in its own pane. I initially set the value of the DefaultDrawingPane in the class definition using the YYEIndicatorAttribute template.

I am somewhat new to C# but it looks like, from the documentation, it might be possible through the IndicatorPlugin interface or IndicatorAttribute class. I just can't figure out how to use these to expose the property to reset it.

Is there a way to either SET the DefaultDrawingPane based on an argument passed to the class constructor or CHANGE the DefaultDrawingPane based on the argument passed to the constructor?

Thanks in advance for any assistance provided

c# newbie Steveo

How to choose ATR parameter dynamically at runtime through an exposed method.

ChiTrader2000 — Sun, 31 May 2009 18:57:02 GMT

Hello,

I am creating a backtesting system based on RightEdge that exposes RightEdge functionality via a very simple API that also hooks into our other IT systems. I previously accomplished this with Ninja Trader, but am trying to duplicate the backtesting system with RightEdge.

In the NewBar() event of a Trading System, is traders need a simple C# method that they can call, with the ATR parameter of their choice, to determine of a price they pass to my custom method is "X ATRs Worse" from their passed price, like this:

double tradersChosenATRParameter1 = 10;

double tradersChosenATRParameter2 = (a number that the trader will chose when they develop their trading system...);

if(IsXATRsWorse(tradersCalculatedPrice, tradersChosenATRParameter1))

DoSomething();

else if(IsXATRsWorse(tradersCalculatedPrice, tradersChosenATRParameter2))

SoSomethingElse();

In the indicator samples that I am finding, it looks like the trading system developer needs to decide at design time what the ATR parameter will be, but I need to allow the traders to call my "IsXATRsWorse()" method with many possible parameters in the same trading system.

In Ninja Trader, the trading system developer could at any time ask for ATR(12), ATR(14), etc... without having to choose 12 and 14 at design time. Is this possible in RightEdge?

Thanks,

ChiTrader2000

Does RightEdge have a "NBarsUp" or "NBarsDown" indicator?

ChiTrader2000 — Sun, 31 May 2009 19:08:59 GMT

Hello,

I am converting a project over from Ninja Trader to RightEdge, and can't find an indicator that returns the number of bars whose close prices are consecutively higher or lower. For instance, if the last 4 bars all closed higher than the previous bar, the value "4" should be returned.

Does RightEdge have an equivalent to the "NBarsUp" or "NBarsDown" Ninja Trader indicator?

Thanks,

ChiTrader2000

Custom (price/vol/tick/range/etc) bars

purpledawn — Wed, 11 Apr 2007 14:51:00 GMT

I want to create symbol bars with a custom algorithm (price/vol/tick/range/etc): is there an example showing how to

1. listen to tick events and add new bars to a series, and

2. how to make this bar series the only/primary bar series on the chart? This would allow me to, for example, create Renko bars, etc.

Thank you.

Histogram indicators?

MaRCHeW — Sun, 10 May 2009 04:02:20 GMT

Hi.

Is it possible create histogram indicator in RE?

Regards
MaRCHeW?

indicator plugin

baips — Sun, 12 Apr 2009 22:15:11 GMT

I have designed an indicator plugin to calculate the swings to link the highest and lowest.but it throws an exception.Anything wrong with it.it says out of the range of argument.But i have checked it carefully and cant find what is wrong with it.

By the way,is it the right way to code it that way?

ConstructorArgument default ignored when ConstructorArgumentType is Enum

davidS — Fri, 27 Feb 2009 19:50:11 GMT

The RE GUI (build 382) seems to ignore the specified default value of ConstructorArgument when the ConstructorArgumentType is Enum. Instead it always displays the second enumeration.

For example, the following displays No as the default when the GUI is displayed:
public enum YesNoType { Yes, No };
[ConstructorArgument("RTH reset", ConstructorArgumentType.Enum, YesNoType.Yes, 1)]

Switching the order of enumeration definition displays Yes as the default when the GUI is displayed:
public enum YesNoType { No, Yes };
[ConstructorArgument("RTH reset", ConstructorArgumentType.Enum, YesNoType.Yes, 1)]

I've verified similar behavior with indicator code that I downloaded from the RE library. Even with many enumerations, the second always seems to get displayed as default.

Indicators and built-in methods

Atul H — Mon, 23 Feb 2009 21:25:02 GMT

Hello fellow traders, RightEdge team, Bill, et el.

I have been working to use some indicators in my system and at one point, I needed to have the following indicators, which are absent or I couldnt find them. Do you have code for the following indicators? If not, if you have algorithm of iFractals and other aspects used in the indicators, it would be of great help.

Support and Resistance (Barry)
TRO 3_Level_ZZ_Semafor

Daniel, do you have a pointer for me to look at? I couldn't find the algorithm for iFractals, though I found mq4 code for the above indicators, it didnt have definitions of iFractals. I wanted to create these for RE-plugins.

Thanks,

Can indicators accept series from multiple symbols?

davidS — Sun, 15 Feb 2009 16:55:17 GMT

Is there any way to have an indicator accept series data from multiple symbols? This would be nice, e.g., in the case of a system designed for pairs trading. I know that I can do the necessary math in my trading system instead, but then I won't get a graphical representation of the trading signal as I would in the case of an indicator.

Thanks,
David

ISeries.LookBack appears to actually look forward

davidS — Sun, 08 Feb 2009 15:33:40 GMT

As my first indicator programming exercise, I decided to patch DoQ_Indicators to work with the latest RE release (build 380). When I run the MedianSeries indicator, the indicator actually [b][i]leads [/i][/b]the data!! I've attached a screen shot showing MedianSeries on opening prices using a 7 day period. According to the code (below) the indicator output should be the opening price from 3 days prior, instead it shows the opening price from 3 days in the future. Am I missing something obvious?:unsure:

protected override double CalcNewValue(int index)
{

if (index < _Period - 1)//init
{
return double.NaN;
}
else
{
int Mid = _Period / 2;

double Median = (_Period % 2 != 0) ? inputs[0].LookBack(index - Mid) : //odd
(inputs[0].LookBack(index - Mid) + inputs[0].LookBack(index - Mid - 1)) / 2; //even

return Median;
}

}

Using Highest

phg — Tue, 20 Jan 2009 07:26:48 GMT

I am not sure why this encounters a run-time exeception (not all code is shown, just relevant parts):

private Highest hdiff; // Maximum difference in emas.

subema = new SubtractSeries(); // Difference, fast Close minus medium Low.

hdiff= new Highest(3,subema);

bEmaDiffUp=(hdiff.Current> 0) // All recent diff's positive?

It is looking for the largest difference between two emas in the recent past. Will "Highest" not work on a difference?

Thanks,

Relative Strength Index

UserY — Wed, 29 Oct 2008 15:50:45 GMT

I have heard of systems based on RSI such as go long when the rsi is above 50 and sell when the rsi is below 50. When I see daily graphs of stocks in yahoo with the rsi indicator included, I can see a good correlation in terms of price and RSI. The RSI can stay above the 50 mark for several days.

However, when I watch this indicator in real time, it seems to oscilate in a wide range well above and below the 50 mark, which would trigger constant buy/sell signals. So, how do these systems work?

Custom Market Breadth Indicators

windspeedo — Sat, 25 Oct 2008 07:33:33 GMT

If there are several hundreds of stocks in a watch list, how could I calculate market breadth indicators based on the watch list? Such as New Lows within 100 days?
Is it possible in RE?
Thanks.

aggregate bar

lyedwards74 — Wed, 10 Sep 2008 07:38:34 GMT

I have to try to aggregae daily bar to weekly bar, with weekBars= BarAggregator.AggregateBars(Bars, (int) BarFrequency.Weekly);

but when run simulation,it says An exception of type System.ArgumentOutOfRangeException was thrown.
Value must be between 0 and -1, value was 1
参数名: nBars

how can i fix it?

data series as parameter ?

rgrg — Sat, 31 May 2008 07:57:35 GMT

Hi,

I would like to know whether possible to pass in data series to the indicator ?

For example, SMA( X, 10) calculate 10 period simple moving average of X
where X can be open, high, low, close
X may also be 10 period average of ATR, 20 period average of RSI ...... etc

Is it possible to write such a SMA in RE so that it accept any type of dataseries ?

IndicatorBase too sloooow

DrKoch — Thu, 07 Aug 2008 08:29:05 GMT

It takes about 100ms to construct any Indicator based on IndicatorBase :w00t:
wheras it takes no time to construct any other indicator

Why?

I need about 5 indicators (based on IndicatorBase) in my system. Whenever I start on Nasdaq-100 (100 Stocks) I wait 50 seconds for "System Startup" :( :( :( ...

Combining Indicators - Produces an Error

mseeli — Tue, 29 Jul 2008 10:35:55 GMT

Hello

We are currently developing a number of complex indicators and stubled upon the following error when trying to combine indicators:

Here is a simple example that produces the error:

ISeries ema = new EMA(2,new EMA(2, new EMA(2,Close)));

produces this:

An exception of type System.ArgumentOutOfRangeException was thrown.
Value must be between 0 and -1, value was 0
Parameter name: nBars
at RightEdge.Common.RList`1.LookBack(Int32 nBars)
at RightEdge.Common.SeriesCalculatorBaseWithValues.LookBack(Int32 nBars)
at RightEdge.Common.SeriesCalculatorBaseWithValues.NewBar()
at RightEdge.Common.IndicatorManager.NewBar(Dictionary`2 bars)
at RightEdge.Common.SystemData.x56e784a497b3cb60(NewBarInfo x8d3f74e5f925679c)
at RightEdge.Common.Internal.SystemRunner.NewBar(Dictionary`2 bars)
at RightEdge.Shared.SystemWrapper.RunSystem(SystemData systemData, SystemRunInfo runInfo, Dictionary`2 historicalData, ServiceFactory brokerFactory)
at RightEdge.Shared.SystemWrapper.RunSystem(DateTime start, String filename, ServiceFactory brokerFactory)
at RightEdge.Shared.SystemWrapper.RunSystem(DateTime start, String filename, ServiceFactory brokerFactory)
at RightEdge.Shared.TradingModuleWrapper.RunSystem(SystemDataCreationSettings settings, Dictionary`2 historicalData, SystemRunInfo dndInfo, ServiceAppDomainFactory brokerFactoryFactory)
at RightEdge.SystemProgress.InitAndRunSystem()

ISeries ema = new EMA(2,new EMA(2, Close) works fine

We wrote several basic "Calculation Indicators" like AddSeries, AddSeriesValue, DivideSeries, DivideSeriesValue, MultiplySeries, MultiplySeriesValue and so on and would like to use them to build Indicators in an easy way within a TradingSystem. But when ever we combine more than 3 we get this error.

Here an real example of what we would like to have working:

ISeries Recovery200 = new EMA(200,new WLMultiplySeriesValue(new WLDivideSeries(new WLSubtractSeries(Close,Low),atr),100));

Markus

HeatMap code examples (3d->2d presentation)

dcabc — Tue, 24 Jun 2008 03:56:52 GMT

Hi,
I'm looking for some sample code to produce a heatmap-like graphics in RE. Example here:
[url=http://www.traderblogs.com/themesasoftwareblog/]http://www.traderblogs.com/themesasoftwareblog/[/url]
I'm not talking about one specific indicator calculation, but just code portion of it to turn any 3d data into a heatmap.

Even some tips, hints, or instructions on how to go about programming it in RE would be much appreciated.

Thanks in advance.

Multiple Time Frame Indicators

kaizen — Fri, 30 May 2008 03:16:57 GMT

When use the bar aggregartor class to build a series of higher time frame bars how do we use this bar data to build indicators from?