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1735
Botts
Standard EMA re-programmed to display fractional pricing to match Interest Rate Futures pricing.
[Will also properly display decimal pricing on contracts other than Interest Rates]
This indicator offers the user a trade-off between recalculating indicator values at every tick versus calculating them at bar-close. You control the number of times the indicator values are calculated in a bar via the Sampling Frequency Parameter. This is useful for indicators which perform a lot of calculations but do not require the value to be updated at every tick, especially when used for larger time-frame bars.
To create a sampled indicator, derive your custom indicator from the AviatSampledIndicator class. Replace the standard NT virtual functions with their corresponding Aviat versions (e.g. OnBarUpdate => AviateOnBarUpdate). The download contains the base indicator and an illustrative example which shows how to convert the TSI indicator to its Sampled version.
The indicator has been tested on NT7 ONLY, and only on single time-frame indicators.
I originally wrote code for solving NP-type problems and performance was the one benchmark we were measured on. When I originally started writing my trading system, I was surprised to see that most commercial libraries do not use data-persistence and …
January 25th, 2020 12:20 PM panamajack Thanks for the Label - could someone do this for NT8? Never mind - figured out the NT8 workaround. No worries now.
August 31st, 2016 07:18 AM lesterb Thanks TGN
August 7th, 2016 08:08 AM bcomas Good tool, simple and usseful Thanks!
June 10th, 2016 05:34 AM NMTrader Thanks! Time saver!