Super Trend For Ninja Trader Needed

[BigDog008]

Elliot, if you get a chance, could you post your vers of SuperTrend?

Thanks

[Elliott Wave]

Elliot, if you get a chance, could you post your vers of SuperTrend?

Thanks

No. Its of no use anyway unless you have the Jurik indicators.

[astra]

Hi Elliot,
Can you please explain how you use this utility for selectable MA types inside a code. Do you have an example code that uses this utility instead of enum so I can see how it works? Thanks.

[Elliott Wave]

Hi Elliot,
Can you please explain how you use this utility for selectable MA types inside a code. Do you have an example code that uses this utility instead of enum so I can see how it works? Thanks.

The Detrend oscillator I posted in the file sharing section works this way. I find it much easier than having 20 public enums all doing the same thing with different names.

http://www.ninjatrader-support2.com/vb/showpost.php?p=67815&postcount=3

[astra]

Thanks Elliot, very interesting.

[roonius]

Here is an improved and modified version of SuperTrend.

It has new features:

3 modes: ATR, Adaptive, DualThrust.

Price is selectable now (Close, high, median... etc.)

SuperTrend can follow the price or selectable moving average of the price.
If you don't need smoothing, select smoothing period to 1.

8 types of MA are built in. If you need additional, I bet you will figure out how to modify TSSuperTrend to fit your needs.

Note: If using DualThrust mode, Period has a big impact. If period is smaller, Supertrend follows closer (more false signals too).

Big thanks to Elliott Wave, lgarcia, ctrlbrk and others.

roonius

[Elliott Wave]

Nice work. Its good to see a version with smoothing. I made one that uses the JMA for smoothing and found it helped, but didn't post it for obvious reasons.

Its also interesting to see you've incorporated Mike Chalek's DualThrust, I'll have the check the code.

Did you convert the code from the TradeStation version floating around? I always thought it was a bit simplistic and may not have been the entire algorithm and after converting the strategy to Ninja I sort of forgot about it.

****
More info on DualThrust

http://www.futurestruth.com/top10sincereleasedate.htm

http://www.tradefutures.com/

http://www.tradefutures.com/Dual_Thrust_Web/About_us/traderprofile.pdf

[roonius]

Nice work. Its good to see a version with smoothing. I made one that uses the JMA for smoothing and found it helped, but didn't post it for obvious reasons.

Its also interesting to see you've incorporated Mike Chalek's DualThrust, I'll have the check the code.

Did you convert the code from the TradeStation version floating around? I always thought it was a bit simplistic and may not have been the entire algorithm and after converting the strategy to Ninja I sort of forgot about it.

****
More info on DualThrust

http://www.futurestruth.com/top10sincereleasedate.htm

http://www.tradefutures.com/

http://www.tradefutures.com/Dual_Thr...derprofile.pdf

I just named it "DualThrust" since I took just a code snipet from it.
There are many floating around in ELD format and Mq4. To be honnest I do not remember which one I was looking into.

[Ninja B]

Thank you very much roonius.

[toddaclark]

Roonius,

Thanks for your work on this! Thanks for sharing!

Can you post a screen shot of the parameters page showing how you get to the settings shown in your thumbnail picture. I don't know what to put for period, multiplier and smoothing period.

Sorry to be so basic.

TC

[roonius]

Roonius,

Thanks for your work on this! Thanks for sharing!

Can you post a screen shot of the parameters page showing how you get to the settings shown in your thumbnail picture. I don't know what to put for period, multiplier and smoothing period.

Sorry to be so basic.

TC

Well everybody should find the settings which work best for them.
In thumbnail picture I used the following: see attached

[toddaclark]

Thanks, Roonius... I'll mess around with it to figure out what works best for me. Thanks again.

TC

[BigDog008]

One thing i've noticed and it might be on my end...

When i run this indicator in a strategy and do a market replay... even at 500x speed, replay goes VERY slow...

my settings are Period 2, Smoothing 1, Multiplier 1, HMA, Dual Thrust


anyone else having this issue too?

[WhoKnows]

A big thanks to the programmers/contributors from me too. I was using the original SuperTrend but developments have been fast here. Will have a look if this one is even better for my use.

I tried to understand and learn from the code in the indicator. Am I correct that this now includes the work on the 'Adaptive SuperTrend' (last version AdaptiveSuperTrend_EW.zip from the other thread)?

Also a minor request... could you guys try to keep the first part of the name the same and the mod on the back. It getting hard to keep track of versions when the indicator versions all end up in different places in the indicator list.

[Elliott Wave]

SuperTrend2.1

I added a fourth algorithm:

- 'Fixed Percent' based on Sylvain Vervoort's 'Using Initial Stop Methods' May 2009 S&C article.

I also added additional moving average types:

-T3, ADVMA, ZeroLagEMA, ZeroLagTEMA, EhlersFilter and JurikJMA (you need the Jurik indicators for it to work).

I also changed the plot style from Hash back to a line like every previous incarnation ( I found the hash hard to read).