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Search: Posts Made By: Fat Tails
Forum: NinjaTrader December 8th, 2014, 08:02 PM
Replies: 73
Views: 33,330
Posted By Fat Tails
The SuperTrend is different from the...

The SuperTrend is different from the ChandelierStop. I have published both indicators, please download them from the download section of this forum.
...
Forum: NinjaTrader July 3rd, 2014, 05:04 AM
Replies: 73
Views: 33,330
Posted By Fat Tails
A 2-week backtest may not be enough, as during...

A 2-week backtest may not be enough, as during those 2 weeks there may have been a trending environment that favoured the Supertrend strategy. Any backtest should include trending and non-trending...
Forum: NinjaTrader July 1st, 2014, 06:15 PM
Replies: 73
Views: 33,330
Posted By Fat Tails
The SuperTrend can be used at least in two ways: ...

The SuperTrend can be used at least in two ways:

(1) You can use it to generate entry and exit signals. However, this will only work, if you use additional filters, as the SuperTrend only performs...
Forum: NinjaTrader April 13th, 2014, 03:52 PM
Replies: 73
Views: 33,330
Posted By Fat Tails
It can not be incorporated into ATM strategies,...

It can not be incorporated into ATM strategies, as ATM strategies do not allow to define trailing stops based on indicators. But you can easily incorporate it into an automated strategy.
Forum: NinjaTrader November 27th, 2013, 02:09 AM
Replies: 73
Views: 33,330
Posted By Fat Tails
Here is a version for TradeStation: ...

Here is a version for TradeStation:

https://nexusfi.com/easylanguage-programming/10520-ana-supertrend-2.html#post123303

There are two versions of the anaSuperTrend:

anaSuperTrendM11

-> It...
Forum: NinjaTrader October 19th, 2013, 01:23 PM
Replies: 73
Views: 33,330
Posted By Fat Tails
The intra-bar feature allows you to separate the...

The intra-bar feature allows you to separate the trend change from the indicator settings COBC= true/false

With the setting Reverse intra-bar = true, the indicator will trigger a reversal...
Forum: NinjaTrader October 19th, 2013, 01:17 PM
Replies: 73
Views: 33,330
Posted By Fat Tails
The intra-bar feature allows you to separate the...

The intra-bar feature allows you to separate the trend change from the indicator settings COBC= true/false.harry104


With the setting Reverse intra-bar = true, the indicator will trigger a...
Forum: NinjaTrader March 22nd, 2013, 06:04 PM
Replies: 73
Views: 33,330
Posted By Fat Tails
The Supertrend is a volatility filter itself, so...

The Supertrend is a volatility filter itself, so it does not require a second volatility filter. The time filter can be used not to enter trades during specific times of the day, such as the Asian...
Forum: NinjaTrader March 22nd, 2013, 12:45 PM
Replies: 73
Views: 33,330
Posted By Fat Tails
Hi Greg, you cannot backtest any strategies...

Hi Greg,

you cannot backtest any strategies with COBC = false. The reason is pretty simple. The chart used for the backtest has no intra-bar information, there is just an open, high, low and close...
Forum: NinjaTrader March 7th, 2013, 06:07 PM
Replies: 73
Views: 33,330
Posted By Fat Tails
birdoggg: All my indicators have the prefix...

birdoggg: All my indicators have the prefix "ana", this includes Bollinger and Keltner Channels. If you need some help cleaning your machine, you can contact me via private message, and we can make a...
Forum: NinjaTrader March 7th, 2013, 01:36 PM
Replies: 73
Views: 33,330
Posted By Fat Tails
I had changed the implementation of the ADXVMA...

I had changed the implementation of the ADXVMA about a year ago. This had an impact on various indicators.

In the download section there was an instruction in red letters:

"For the last three...
Forum: NinjaTrader March 6th, 2013, 07:59 PM
Replies: 73
Views: 33,330
Posted By Fat Tails
Update SuperTrendM11 and SuperTrendU11

Here comes an update for both the SuperTrendM11 and SuperTrendU11.

The logic for the BoolSeries which can be accessed by the strategy has not been changed, the update will therefore not lead to a...
Forum: NinjaTrader March 6th, 2013, 07:17 PM
Replies: 73
Views: 33,330
Posted By Fat Tails
birdoggg: Shutdown & restart NinjaTrader. Then...

birdoggg: Shutdown & restart NinjaTrader. Then build the chart again. The serialization error is probably not caused by the indicator.
Forum: NinjaTrader March 5th, 2013, 05:27 PM
Replies: 73
Views: 33,330
Posted By Fat Tails
birdoggg: Your question is about an interesting...

birdoggg: Your question is about an interesting little detail. Actually to answer the question I have to make a distinction between two cases.

(1) SuperTrend reverses after the bar close

This...
Forum: NinjaTrader January 26th, 2013, 08:50 PM
Replies: 73
Views: 33,330
Posted By Fat Tails
bullsandthebears: You are absolutely right. I...

bullsandthebears: You are absolutely right. I love that book, because it explains a lot. Worth reading. I think the 1978 edition is the last one.

And you made an important point. The chartist...
Forum: NinjaTrader October 3rd, 2012, 09:53 AM
Replies: 73
Views: 33,330
Posted By Fat Tails
Another Update for SuperTrend M11 and U11

I have made another update for the two indicators today. The reasons are explained here:


https://nexusfi.com/elite-circle/8168-volatility-based-trading-9.html#post268528


This update only...
Forum: NinjaTrader October 2nd, 2012, 02:26 PM
Replies: 73
Views: 33,330
Posted By Fat Tails
Update SuperTrendM11 and SuperTrendU11

I have done another update today for several reasons. Let me start with the most important one. The indicator was not simple enough. So I have simplified it and better adapted to use with automated...
Forum: NinjaTrader September 2nd, 2012, 07:10 AM
Replies: 73
Views: 33,330
Posted By Fat Tails
You can use the Supertrend for a strategy and...

You can use the Supertrend for a strategy and backtest it, you would then find the best parameters.

I would not use a multiplier below 2.5, because you may have too many whipsaws otherwise. The...
Forum: NinjaTrader July 4th, 2012, 07:05 PM
Replies: 73
Views: 33,330
Posted By Fat Tails
Minor bug in SuperTrendU11 removed

Have found a minor bug in the SuperTrendU11 today:

The Butterworth, Gauss and Supersmoother filters did not use the correct baseline period. This did not affect the SuperTrend calculations, when...
Forum: NinjaTrader July 3rd, 2012, 04:06 PM
Replies: 73
Views: 33,330
Posted By Fat Tails
Small update Supertrend U11

Have added the ADXVMA has an option for the baseline or to smooth the offset.

https://nexusfi.com/download/ninjatrader-7/indicators/1207-download.html

The anaADXVMA needs to be updated as well...
Forum: NinjaTrader June 30th, 2012, 02:44 PM
Replies: 73
Views: 33,330
Posted By Fat Tails
I think it was somebody else who showed the...

I think it was somebody else who showed the Bloomberg Trender in Excel. I have never used it, nor do I know the formula.
Forum: NinjaTrader June 30th, 2012, 07:38 AM
Replies: 73
Views: 33,330
Posted By Fat Tails
Supertrend M11 updated to SuperTrend U11

I have finally posted the Supertrend U11 (Universal), which has a number of options added to the original SuperTrend M11. Similar to the SuperTrend M11, it calculates both the baseline and the offset...
Forum: NinjaTrader May 24th, 2012, 01:47 AM
Replies: 73
Views: 33,330
Posted By Fat Tails
May 24, 1:45 AM EST: After removing the...

May 24, 1:45 AM EST:

After removing the first bug, candles do not plot correctly, when the paint bar feature is deactivated.

Codewise a small bug, but it can be annoying. :becky:

Please...
Forum: NinjaTrader May 23rd, 2012, 03:46 PM
Replies: 73
Views: 33,330
Posted By Fat Tails
May 23, 3:45 PM EST: Silvester17 has...

May 23, 3:45 PM EST:


Silvester17 has found a small paint bar bug.


Please download again, if you wish to use the paint bar feature.
Forum: NinjaTrader May 23rd, 2012, 03:45 PM
Replies: 73
Views: 33,330
Posted By Fat Tails
Default setting (Reverse intra-bar = false): ...

Default setting (Reverse intra-bar = false):

When the stopline is hit intra-bar, this is not yet a confirmed reversal, but you will be alerted.

After a bar closes beyond the stop line, this...
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