NexusFi: Find Your Edge


Home Menu

 





Fluxsmith's indicators


Discussion in NinjaTrader

Updated
      Top Posters
    1. looks_one fluxsmith with 59 posts (100 thanks)
    2. looks_two Trader.Jon with 15 posts (6 thanks)
    3. looks_3 Barrosco with 6 posts (0 thanks)
    4. looks_4 Big Mike with 6 posts (6 thanks)
    1. trending_up 70,343 views
    2. thumb_up 112 thanks given
    3. group 11 followers
    1. forum 94 posts
    2. attach_file 6 attachments




 
Search this Thread
  #81 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,669 since Jun 2009
Thanks Given: 33,669
Thanks Received: 102,557

To the best of my knowledge, if COBC = false in the parent, but the children are COBC = true, it will cause major problems. Best is to eliminate COBC statements entirely and control it on the panel, unless the indicator cannot function but one way in which case you have to force the issue --- which is best done in OnBarUpdate and not #init since it could otherwise be overridden.

Mike




We're here to help: just ask the community or contact our Help Desk

Quick Links: Change your Username or Register as a Vendor
Searching for trading reviews? Review this list
Lifetime Elite Membership: Sign-up for only $149 USD
Exclusive money saving offers from our Site Sponsors: Browse Offers
Report problems with the site: Using the NexusFi changelog thread
Follow me on X Visit my NexusFi Trade Journal Reply With Quote
Thanked by:

Can you help answer these questions
from other members on NexusFi?
400 Million Barrels to Address Middle East Supply Disruption
Commodities
The Week Ahead -- CPI Wednesday With Oil Past $90, PPI L …
Traders Hideout
The May 31 Binary: 60% Trump Declares Iran Ops Over, Onl …
Prediction Markets & Event Contracts
One Wallet Made $200K in Hours: AP Probes Polymarket Cea …
Prediction Markets & Event Contracts
Warsh Confirmed 54-45 on PPI Day -- 97% Say He Holds in …
Prediction Markets & Event Contracts
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Sober Journey With S&P
21 thanks
2026 Jlab journal
10 thanks
Trying to learn Volume and price action correlation
8 thanks
Algo automated / semi-automated trading anyone?
6 thanks
Hello Im new here
5 thanks
  #82 (permalink)
 fluxsmith 
Santa Maria
 
Experience: Advanced
Platform: NinjaTrader, ThinkOrSwim
Broker: Mirus/Zen-Fire
Trading: ES
Posts: 290 since May 2010
Thanks Given: 97
Thanks Received: 323

Corrected thanks to these posts from FatTails:





https://nexusfi.com/free_downloads/ninjatrader-7/indicators/822-download.html?view


Visit my NexusFi Trade Journal Started this thread Reply With Quote
  #83 (permalink)
 fluxsmith 
Santa Maria
 
Experience: Advanced
Platform: NinjaTrader, ThinkOrSwim
Broker: Mirus/Zen-Fire
Trading: ES
Posts: 290 since May 2010
Thanks Given: 97
Thanks Received: 323


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 I could calculate a WMA with less multiplication (an expensive floating point operation). This is pushing optimization further than needed, but a Hull moving average uses three WMAs, so inefficiencies do add up.

https://nexusfi.com/free_downloads/ninjatrader-7/indicators/524-download.html?view


Visit my NexusFi Trade Journal Started this thread Reply With Quote
Thanked by:
  #84 (permalink)
 fluxsmith 
Santa Maria
 
Experience: Advanced
Platform: NinjaTrader, ThinkOrSwim
Broker: Mirus/Zen-Fire
Trading: ES
Posts: 290 since May 2010
Thanks Given: 97
Thanks Received: 323


Big Mike View Post
To the best of my knowledge, if COBC = false in the parent, but the children are COBC = true, it will cause major problems. Best is to eliminate COBC statements entirely and control it on the panel, unless the indicator cannot function but one way in which case you have to force the issue --- which is best done in OnBarUpdate and not #init since it could otherwise be overridden.

Mike

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 CalculateOnBarClose property of the strategy."

So it shouldn't be a problem. If anyone has more references about the problem which may be caused I'd appreciate it.


Visit my NexusFi Trade Journal Started this thread Reply With Quote
  #85 (permalink)
 fluxsmith 
Santa Maria
 
Experience: Advanced
Platform: NinjaTrader, ThinkOrSwim
Broker: Mirus/Zen-Fire
Trading: ES
Posts: 290 since May 2010
Thanks Given: 97
Thanks Received: 323

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

https://nexusfi.com/free_downloads/ninjatrader-7/indicators/548-download.html?view


Visit my NexusFi Trade Journal Started this thread Reply With Quote
Thanked by:
  #86 (permalink)
 fluxsmith 
Santa Maria
 
Experience: Advanced
Platform: NinjaTrader, ThinkOrSwim
Broker: Mirus/Zen-Fire
Trading: ES
Posts: 290 since May 2010
Thanks Given: 97
Thanks Received: 323

Aslan contributed LLMA here:
[COLOR=#0066cc]https://nexusfi.com/free_downloads/ninjatrader-7/indicators/738-download.html?view[/COLOR]

I just stood on his shoulders and converted it to my style. This version uses much less memory, is simpler for me to follow, and has a startup phase where it has a pretty good estimate instead of no value set.
It can be constructed from my generic MA adaptor (jhlMA) with only a period specified, providing a default phase value of 0.


https://nexusfi.com/free_downloads/ninjatrader-7/indicators/827-download.html?view


Visit my NexusFi Trade Journal Started this thread Reply With Quote
Thanked by:
  #87 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,669 since Jun 2009
Thanks Given: 33,669
Thanks Received: 102,557


fluxsmith View Post
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 CalculateOnBarClose property of the strategy."

So it shouldn't be a problem. If anyone has more references about the problem which may be caused I'd appreciate it.

My experience was with 6.5 and with indicators. WRT strategies I can't speak from experience, but I know 1000% the problem I described exists with indicators in 6.5.

Mike




We're here to help: just ask the community or contact our Help Desk

Quick Links: Change your Username or Register as a Vendor
Searching for trading reviews? Review this list
Lifetime Elite Membership: Sign-up for only $149 USD
Exclusive money saving offers from our Site Sponsors: Browse Offers
Report problems with the site: Using the NexusFi changelog thread
Follow me on X Visit my NexusFi Trade Journal Reply With Quote
Thanked by:
  #88 (permalink)
 
Trader.Jon's Avatar
 Trader.Jon 
Near the BEuTiFULL Horse Shoe
 
Experience: Beginner
Platform: NinjaTrader
Broker: MBTrading Dukascopy ZenFire
Trading: $EURUSD when it is trending
Posts: 473 since Jul 2009
Thanks Given: 401
Thanks Received: 184


fluxsmith View Post
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 indicator default to COBC = false if it is efficiently calculated, and COBC = true if it cannot be, especially if it has to iterate bars in order to update. I can always change it from the default if I want.


fluxsmith and BM,

After all the other posting about COBC here in this thread I figured this is on topic <ducking>. I found a reference after a little bit of looking: Calculate On Bar Close - Unexpected Results - NinjaTrader Support Forum

Jon


Writing to you from the wonderful province of Ontario, Canada. Home to the world's biggest natural negative ion generator, the Niagara Falls, and to those that dare to know how to go over it in a barrel. SALUTE!
Reply With Quote
Thanked by:
  #89 (permalink)
 fluxsmith 
Santa Maria
 
Experience: Advanced
Platform: NinjaTrader, ThinkOrSwim
Broker: Mirus/Zen-Fire
Trading: ES
Posts: 290 since May 2010
Thanks Given: 97
Thanks Received: 323

I just posted my implementation of a moving median.

https://nexusfi.com/free_downloads/ninjatrader-7/indicators/834-download.html?view


Visit my NexusFi Trade Journal Started this thread Reply With Quote
Thanked by:
  #90 (permalink)
 fluxsmith 
Santa Maria
 
Experience: Advanced
Platform: NinjaTrader, ThinkOrSwim
Broker: Mirus/Zen-Fire
Trading: ES
Posts: 290 since May 2010
Thanks Given: 97
Thanks Received: 323


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.

https://nexusfi.com/free_downloads/ninjatrader-7/indicators/836-download.html?view


Visit my NexusFi Trade Journal Started this thread Reply With Quote
Thanked by:




Last Updated on February 16, 2012


© 2026 NexusFi®, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Downloads - Top
no new posts