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Search: Posts Made By: Fat Tails
Forum: NinjaTrader November 15th, 2011, 12:15 PM
Replies: 31
Views: 27,863
Posted By Fat Tails
I have been completely absorbed by other projects...

I have been completely absorbed by other projects and forgotten my fear and greed. :becky:
Forum: NinjaTrader October 4th, 2011, 09:12 AM
Replies: 31
Views: 27,863
Posted By Fat Tails
I have not gone very far in testing the model...

I have not gone very far in testing the model yet, I am a bit busy right now, but I will share results on this as soon as possible. So far I do not understand, what the indicator really adds with...
Forum: NinjaTrader October 3rd, 2011, 07:16 PM
Replies: 31
Views: 27,863
Posted By Fat Tails
Sorry, I simply forgot this indicator, as I only...

Sorry, I simply forgot this indicator, as I only had put little effort into the rebuilding. But I don't mind sharing this, as it is not complicated. So let me expose some of the principles:
...
Forum: NinjaTrader September 18th, 2011, 05:35 AM
Replies: 31
Views: 27,863
Posted By Fat Tails
It does, but the indicator is not a MACD built...

It does, but the indicator is not a MACD built from WMAs. The Fear & Greed Indicator relies on four weighted moving averages calculated from the true range. I still have to test some of the...
Forum: NinjaTrader September 17th, 2011, 04:36 PM
Replies: 31
Views: 27,863
Posted By Fat Tails
Just had a look at the picture. I love that type...

Just had a look at the picture. I love that type of challenge. Rebuilding an indicator without knowing the formula. This is the approach I followed:

-> calculated two range series from the average...
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