CCI Pattern Recognition for Woodies

[snaphook]

I have just uploaded v2.0 which addresses several performance issues.

Patterns have been prioritized as, ZLR, Famir, Vegas, GB100, Tony, Ghost. Once a pattern is found, none of the lower priority patterns in that direction, long or short, are checked. You should still get signals for long and short if the situation calls for it (ZLR long AND Famir short, for instance).

Forecasters are no longer calculated on each tick, but only on a new high or low of the bar. They are displayed as per your parameters. The SW forecaster is not calculated at all if you have chosen not to use or display it (remember, it is only 80-90% accurate and I don't recommend you rely on it).

Please let me know if these mods help or if they introduce new bugs.

[clint2008]

Problem adding CCI_Forecaster to strategy

When I add the CCI_Forecaster and Woodies CCI to a strategy I get an error:
Error on calling the 'OnBarUpdate' method for indicator 'WoodiesCCI' on bar 1: SMA[barsAgo]: barsAgo out of valid range 0 through -2.

Tried to expand BarsRequired but still errors. Anyone got any idea.

I have 2 strategies created 1 Test.cs generates the error, the other Test2.cs doesn't. So I think it must be related to CCI_Forecaster indicator.

[snaphook]

Both compiled fine for me. I don't understand the error because SMA[barsAgo] is nowhere to be found in the strategies.

[Javier]

CCI Forecaster V2

Hi Snaphook:

I downloaded this version a few days ago and so fat I have not found anything going wrong with it. It works flawlessly and it seems to be a lot easier on the CPU than the previous version.

The only kink, of which you are aware, is the SW forecaster. In all honesty, I look at SW and don't pay attention to its forecaster so it's a non-issue for me.

Nice work. Thank you so much for all the thinking and code typing you go through to get this masterpiece. I mean it, it is a piece of art. From now on you'll be known as MichaelAngeloHook.

Javier

[clint2008]

Problem adding CCI_Forecaster to strategy - part 2

Snap,

I agree with Javier on the masterpiece part, its so much quicker than the previous version.

However the error I get: (Error on calling the 'OnBarUpdate' method for indicator 'WoodiesCCI' on bar 1: SMA[barsAgo]: barsAgo out of valid range 0 through -2.)

In the first strategy Test.cs I added the CCI_Forecaster indicator, that indicator is referencing the 'WoodiesCCI' and then generating the error.
I can't locate the WoodiesCCI indicator in the Edit NinjaScript Indicator.

Then I tried the 2nd strategy Test2.cs to see if the WoodiesCCI indicator alone would generate the same error, but that worked fine.

Would you please run the strategy Test.cs to see if you get the error also.
Thanks

[snaphook]

I've been working on a Strategy, though my understanding of them is not good. I have attached it here. No errors that I see.

It works just fine on historical data, but when connected live, it places no orders at all.

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I'm baffled. Like I said my understanding of how strats work is subpar, even though I have gone through the help section and tried to follow it step by step.

[NinjaTrader_JoshP]

snaphook,

Best way to figure out what is happening in your strategy and why orders are not being placed is with TraceOrders = true. If your trade conditions have truly evaluated to true and the code reaches your order submission calls then you will get a trace print in your Output Window. From there you will be clued into any reason why the order is either cancelled or rejected.

http://www.ninjatrader-support2.com/vb/showthread.php?t=3627

[snaphook]

Josh,

Thanks. I've already found a few programming screw ups, like putting the SetStopLoss and SetProfitTarget dynamic resets in the OnBarUpdate() Method. Wow, talk about filling up the Track window. I moved them down to the OnPositionUpdate() Method where they will only reset when I go flat.

And I am lso getting orders showing now .

Thanks, again.

[clint2008]

Problem adding CCI_Forecaster to strategy -> Cause found

Snap,

I tested your version and it did work, then went back into my own and removed both the indicators from the chart (CCI_Forecaster and Woodies), then it worked. Having a plot of WoodiesCCI only works fine. But when adding CCI_Forecaster back on to the chart the message occured again.
(Error on calling the 'OnBarUpdate' method for indicator 'WoodiesCCI' on bar 1: SMA[barsAgo]: barsAgo out of valid range 0 through -2.)

[snaphook]

That's a strange one. First it claims the error is in WoodiesCCI and not the Forecaster and second, I can not think of anyplace where Woodie uses a Simple Moving Average, unless it is in the Sidewinder, the code for which he will not reveal.

[snaphook]

I see Woodie is really trying to disparage my product over on his site. He claims my CZI and SW are not coded correctly and, therefore, are not correct. I show the standard CZI and SW and a Forecast for the CZI (I do not recommend using the SW Forecaster). If you look at the generic Trade Navigator and DesertSoft charts that Woodie provides, you will find that even those do not match up. If you look at the signals you will also see that mine are as correct, if not more so, than DesertSoft's.

Here are shots of the three packages for the same trading period. Judge for yourself.

TN = Gh, ZLR, ZLR, Gh, VT
DS = Gh, Gh
Forrecaster = Gh, ZLR, ZLR, Gh, VT, VT (which TradeNav also showed but DS did not (time to take screenies))

[snaphook]

I uploaded a new version of Indicator last night and this morning it refused to show signals from prior days. It loaded up the charts real fast, though.

I fixed the problem so if you uploaded and installed it since last night, please get the updated version.

[Eternum]

Judge for yourself.

All I can say is you're doing a great job. I'm sure there are number of people who appreciate what you do. Thank you.

[Eternum]

I uploaded a new version of Indicator last night and this morning it refused to show signals from prior days. It loaded up the charts real fast, though.

I fixed the problem so if you uploaded and installed it since last night, please get the updated version.

Snap,

I tried to import latest version and received an error "Import failed. There are NinjaScript files in the imported Archive File that have programming errors."

[snaphook]

I'll bet you also have the Data_Export file. If so, please download it again. When I added the extra Vegas parameter, the existing Data Export became outdated. I uploaded a new version for Forecaster 2.1.

Oops. I'm sorry.

Snap