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Search: Posts Made By: fluxsmith
Forum: NinjaTrader March 19th, 2011, 02:16 AM
Replies: 94
Views: 34,323
Posted By fluxsmith
jhlMIN & jhlMAX updated

I'm embarrassed to say I screwed up such relatively simple code, but I discovered today that jhlMIN and jhlMAX were returning incorrect results if COBC == false and the input series wasn't Low and...
Forum: NinjaTrader February 16th, 2011, 08:28 PM
Replies: 94
Views: 34,323
Posted By fluxsmith
jhlSpearmanTC

This version of Spearman Ranked Correlation treats tied ranks by averaging the values they would otherwise be assigned.
...
Forum: NinjaTrader February 15th, 2011, 11:31 PM
Replies: 94
Views: 34,323
Posted By fluxsmith
jhlSpearman

Here's an implemenation of Spearman Rank Correlation. It produces the same plot as the one written by NinjaTrader for the Feb 2011 Stock & Commodities article, but I think is more efficient.
...
Forum: NinjaTrader February 15th, 2011, 03:54 PM
Replies: 94
Views: 34,323
Posted By fluxsmith
jhlMedian

I just posted my implementation of a moving median.

https://nexusfi.com/free_downloads/ninjatrader-7/indicators/834-download.html?view
Forum: NinjaTrader February 12th, 2011, 04:17 PM
Replies: 94
Views: 34,323
Posted By fluxsmith
jhlLLMA

Aslan contributed LLMA here:
https://nexusfi.com/free_downloads/ninjatrader-7/indicators/738-download.html?view (https://nexusfi.com/free_downloads/ninjatrader-7/indicators/738-download.html?view)
...
Forum: NinjaTrader February 12th, 2011, 03:59 PM
Replies: 94
Views: 34,323
Posted By fluxsmith
jhlHMA refresh

Updated jhlHMA (Hull moving average). Added up vs down coloring.

https://nexusfi.com/free_downloads/ninjatrader-7/indicators/548-download.html?view
Forum: NinjaTrader February 12th, 2011, 01:15 PM
Replies: 94
Views: 34,323
Posted By fluxsmith
Now two people I respect have told me this. Yet...

Now two people I respect have told me this. Yet the documentation in both 6.5 and 7 states:

"The CalculateOnBarClose property of indicators embedded within a strategy are overriden by the...
Forum: NinjaTrader February 12th, 2011, 12:56 PM
Replies: 94
Views: 34,323
Posted By fluxsmith
jhlWMA refresh

Another update to jhlWMA. I suspect this may be the last, it's hard to imagine how it could be made more efficient. While preparing a refresh of jhlHMA for posting (pending), I had a thought on how...
Forum: NinjaTrader February 10th, 2011, 11:11 PM
Replies: 94
Views: 34,323
Posted By fluxsmith
jhlButterworth3 refresh

Corrected thanks to these posts from FatTails:
https://nexusfi.com/elite-group-trading-methods/7943-moving-averages-how-do-you-use-them-14.html#post96640
...
Forum: NinjaTrader February 10th, 2011, 10:56 PM
Replies: 94
Views: 34,323
Posted By fluxsmith
jhlWMA refresh

Updated jhlWMA to use new version of JHL.Utility.MA and use JHL.Utility.MAType vs JHL.Utility.MA.Type. Also increases CPU efficiency (trivially). Changed CalculateOnBarClose default to true, as I...
Forum: NinjaTrader February 10th, 2011, 04:18 PM
Replies: 94
Views: 34,323
Posted By fluxsmith
Maybe I'll do some testing, but as far as I know...

Maybe I'll do some testing, but as far as I know if you set the strategy itself to COBC = true all indicators within it will be run at COBC = true regardless of their defaults.
I like to have an...
Forum: NinjaTrader February 10th, 2011, 02:52 PM
Replies: 94
Views: 34,323
Posted By fluxsmith
jhlEMA refresh

Updated jhlEMA to use new version of JHL.Utility.MA and use JHL.Utility.MAType vs JHL.Utility.MA.Type. Also further reduces memory footprint and increases CPU efficiency (trivially). Changed...
Forum: NinjaTrader February 9th, 2011, 11:35 AM
Replies: 94
Views: 34,323
Posted By fluxsmith
Refresh cycle

It's time for a refresh cycle of my indicators. I'm responding to my own experience and improvements, as well as this post:...
Forum: NinjaTrader November 10th, 2010, 10:22 PM
Replies: 94
Views: 34,323
Posted By fluxsmith
jhlTickSpeed

I just posted an indicator to display the relative time required to complete each bar on a tick chart:
https://nexusfi.com/free_downloads/ninjatrader-7/indicators/722-download.html?view

I...
Forum: NinjaTrader October 31st, 2010, 10:25 AM
Replies: 94
Views: 34,323
Posted By fluxsmith
jhlHoltEMA

For those interested, I just updated this indicator in the downloads section. Just corrected a problem where it could not be serialized and saved with the workspace:
...
Forum: NinjaTrader October 30th, 2010, 02:18 AM
Replies: 94
Views: 34,323
Posted By fluxsmith
Acceleration Bands

This week's Wednesday chat at thinkorswim featured Price Headley discussing how he trades with Williams %R and Acceleration Bands. I was intriqued, and I think I may use both in a future ATS. So...
Forum: NinjaTrader October 15th, 2010, 06:38 PM
Replies: 94
Views: 34,323
Posted By fluxsmith
Please see if this resolves the problem for you: ...

Please see if this resolves the problem for you:
https://nexusfi.com/free_downloads/ninjatrader-7/indicators/675-download.html?view
Forum: NinjaTrader October 14th, 2010, 07:59 PM
Replies: 94
Views: 34,323
Posted By fluxsmith
Good evening Jon. I wouldn't know what to merge,...

Good evening Jon. I wouldn't know what to merge, I only have one jhl.Utility file on my machine. IIRC early on I posted some indicators which had contents in jhl.itility which I have since pulled...
Forum: NinjaTrader October 7th, 2010, 12:19 AM
Replies: 94
Views: 34,323
Posted By fluxsmith
jhlLaguerreFilter

I just posted a LaguerreFilter indicator:
https://nexusfi.com/free_downloads/ninjatrader-7/indicators/659-download.html?view

Out of curiosity I'd like to try creating one with a fifth element,...
Forum: NinjaTrader October 4th, 2010, 01:27 PM
Replies: 94
Views: 34,323
Posted By fluxsmith
I think I understand what you're trying to do,...

I think I understand what you're trying to do, you just need:



public vPFEc(int effPeriod, int vMAPeriod, int cMOPeriod)
{
vma = new JHL.Utility.VMA(vMAPeriod, cMOPeriod);
n =...
Forum: NinjaTrader October 4th, 2010, 12:18 PM
Replies: 94
Views: 34,323
Posted By fluxsmith
Good morning, Sorry, I looked at your code...

Good morning,

Sorry, I looked at your code and I don't understand what you want to do with the cmo. You've constructed one, but you haven't used it in any way.
Forum: NinjaTrader October 1st, 2010, 08:27 PM
Replies: 94
Views: 34,323
Posted By fluxsmith
Holt EMA Indicator

Zoethecus clued me into to something he called a 'Holt EMA'. I'd not heard of it before, after some research the clearest description I found of it was about halfway down the page here:
...
Forum: NinjaTrader September 30th, 2010, 11:31 PM
Replies: 94
Views: 34,323
Posted By fluxsmith
Good evening, please let me know if the attached...

Good evening, please let me know if the attached solves the problem. Thank you.
Forum: NinjaTrader September 30th, 2010, 01:15 AM
Replies: 94
Views: 34,323
Posted By fluxsmith
I'd be very interested in fixing this, but I just...

I'd be very interested in fixing this, but I just tried a period of 11 with no problem. I suspect your data is triggering a divide by zero error, but it's not apparent to me where that would happen....
Forum: NinjaTrader September 28th, 2010, 01:42 AM
Replies: 94
Views: 34,323
Posted By fluxsmith
Good evening. Your problem is on the first line...

Good evening. Your problem is on the first line of Initialize. You still have:
pfe = new JHL.Utility.PFE(EffPeriod, VMAPeriod);
You would want:
pfe = new JHL.Utility.vPFE55(EffPeriod, VMAPeriod);
Showing results 1 to 25 of 58
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