Super Trend For Ninja Trader Needed

[roonius]

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).

Thanks Elliott Wave, much appreciated

[boseman]

Is there anyone using this indicator on the Dow E-mini (YM) for daytrading with some success? If so, what time frame and settings?

[tchapman]

Hi Guys,

Firstly awesome work on this indicator so far, it is genuinely apprecaited.

A couple of quick questions;

Does this incorporate the work of the adaptive supertrend indicator located in the other thread? If not are there advantages / disadvantages of either?

Can anyone suggest optimal settings for FOREX on a 240 or 60 min chart?

Can you suggest a good indicator to measure the likelyhood of a major move in order to avoid some of the whipsaws that you get.

Thanks again to everyone that has contributed,

Tim

[jcash]

why so slow?

why is the newest TSSuperTrend so slow to just run through 18 possible combinations on one day, one minute chart in strategy analyzer (took 30 minutes)?

is the new version not written for use in strategies? any suggestions for speeding it up?

[roonius]

why is the newest TSSuperTrend so slow to just run through 18 possible combinations on one day, one minute chart in strategy analyzer (took 30 minutes)?

is the new version not written for use in strategies? any suggestions for speeding it up?

I am aware of that and working... Will post updated version soon...

[jcash]

I am aware of that and working... Will post updated version soon...

excellent. thanks.

[roonius]

The updated version 2.1. Should be faster in strategies...

[resist]

why is the newest TSSuperTrend so slow to just run through 18 possible combinations on one day, one minute chart in strategy analyzer (took 30 minutes)?

is the new version not written for use in strategies? any suggestions for speeding it up?

would it be possible to publish a "strategy" version to run in strategy analyzer / to backtest

(sorry about my worse English)

[chkyour6]

Hello there,

Thank you in advance for the work about this indicator. I a problem about using it in a simple strategy.
For example in a situation where we have daily data and the strategy go long only How I understand if I'm in an UpTrend or DownTrend.

Thank you in advance and I hope I can be helpfull to other user

bye

[velocity]

Strategy problem solved

I created a data series "bsSignal" to add a +1 when you're in an Uptrend and -1 when you're in a Downtrend. So now all you need to do is code your Strategy using +1 / -1 as a condition in the Strategy Wizard. No need for programing!!

Good Luck

[Ninja B]

Thanks a lot roonius and velocity

[NinjaTrader_Bertrand]

Thanks velocity, could you please reattch this as a zip file? Thanks!

[roonius]

I created a data series "bsSignal" to add a +1 when you're in an Uptrend and -1 when you're in a Downtrend. So now all you need to do is code your Strategy using +1 / -1 as a condition in the Strategy Wizard. No need for programing!!

Good Luck

Velocity,

Thanks.


You don't need to add any additional "signal"
TSSupertrend already has a boolseries:

Uptrend:

 
if(TSSuperTrend(Parameters).Trend[0])
{
 //we are in uptrend
}

Downtrend:

 
if(!TSSuperTrend(Parameters).Trend[0])
{
 //we are in downtrend
}

Fresh cross up:

 
if(TSSuperTrend(Parameters).Trend[0] && !SuperTrend(Parameters)[1])
{
 //Trend just changed direction up
}

Fresh cross down:

 
if(!TSSuperTrend(Parameters).Trend[0] && SuperTrend(Parameters)[1])
{
 //Trend just changed direction down
}

[chkyour6]

thank you for your kind reply.

bye

[chkyour6]

Regarding the indicator above I have developed a simple strategy where the code, as indicated previously, is the following :

if (Position.MarketPosition == MarketPosition.Flat && TSSuperTrend(Periodo, TradingStudies.NinjaScript.Utility.MovingAverageTy pe.SMA, 2.618, 14, TradingStudies.NinjaScript.Utility.SuperTrendMode. ATR).Trend[0])
{

EnterLong(DefaultQuantity, "");
}
else if(Position.MarketPosition == MarketPosition.Long && !TSSuperTrend(Periodo, TradingStudies.NinjaScript.Utility.MovingAverageTy pe.SMA, 2.618, 14, TradingStudies.NinjaScript.Utility.SuperTrendMode. ATR).Trend[0] && TSSuperTrend(Periodo, TradingStudies.NinjaScript.Utility.MovingAverageTy pe.SMA, 2.618, 14, TradingStudies.NinjaScript.Utility.SuperTrendMode. ATR).Trend[1])
{

ExitLong();
}


but as you can see in the attached file it doesn't work fine.

The trend start at a position where the boolean variable is non true.

Is it correct or I'm wrong ?

I think that, as in the code above, the Order Long start at the beginning of the trend, after the first bar of a trend.

Thank you in advance

bye.