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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 updates you also need to update Bollinger Universal & Keltner Universal, if you have them installed. Please remove old versions of those indicators first."
Did you read and follow this instruction?
In case that you receive errors, you only need to delete the indicator files that cause the errors. There is no need to reinstall NinjaTrader.
I did, but I did not see "Bollinger Universal" or "Keltner Universal" in my list so I disregarded. However, my errors came up (just so you know what happened) for more than 2 dozen indicators and strategies associated with them too. So, after several hours of trying to debug I just reinstalled. I now have them all on 1 machine good to go, but I have to put them on the other as well. Am I missing something or is there another name for the other indicators in red possibly? I only see the regular "Bollinger" and "Keltner Channel" that comes stock in NT....don't see the others at all in the list...ideas before I try it on the other machine? I am probably mis-interpreting what you are referring too (probably a obvious thing if I am and you reform my thinking on it...hehehehe)?
@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 Skype appointment.
Regarding COBC False or True for the general strategy (near the end of the quote below). Since COBC False can not be backtested going back many months or potentially years (but only can be tested via Market Replay), do you know of a good way to backtest using some kind of workaround if we choose COBC False for a strategy using Supertrend U11 (or M11)?
Of course, I would like to have it execute signals real time (or very very close to it). What I was thinking about your quote below was that if one is using longer time frames like a 3 min, 5 min, 15 min, hourly, daily, etc then it would lag quite a bit on COBC True. However, if one was using COBC
True on a 1 min, 10 range, or shorter (or similar) it would be pretty close to real time right (cause of the shorter time frame bars)? Therefore, if one found a good strategy on a shorter time frame which could also quickly be back tested on those shorter time frames then it would be pretty close to real time and a strategy could be confirmed viable both with back testing and Market Replay together (instead of just only COBC False using Market Replay). I find using Market Replay pretty slow and can only do a few weeks or so at best)?
Just some thoughts...
Please let me know yours when you get a moment if you would (really would like a way to backtest a long way back using COBC False if you know a method of how as well)?
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 available to be exploited.
The only workaround for doing backtest with COBC = false, would be to add a secondary bar series of 1-tick bars to your strategy and run that bar series at COBC = true.
Also the SuperTrend is not meant to be used with COBC = false. In its orthodox definition the SuperTrend - this includes all SuperTrend indicators available on the forum - will only trigger a trend change, when bar closes beyond the stop line. This can be perfectly simulated in COBC = true mode.
I have added an option for the indicator to allow for an intra-bar change of the trend. This can also be simulated with COBC = true. The stop line of the SuperTrendU11 and the SuperTrendM11 does not - this time unlike other SuperTrend indicators - change intra-bar, but is known when the prior bar has closed. This allows you to set a stop order at a fixed price at the exchange, which takes you out of the position and reenters an opposite position intra-bar, provided that your filter criteria are met.
To summarize: You cannot backtest any strategy with COBC = false. I cannot a find a single reason why I would let the strategy run in COBC = false. Why not set it to COBC = true?
That is good to hear from you on the backtesting with COBC False and your opinion on it. Thanks! Yea, I have been testing the intrabar feature on the U11.
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 box or the noon session.