Shading area between EMA and external indicator plot

[12tkram]

Hi NT8 bods ..


Trying to plot some colour between an EMA and an external indicator .. it almost works .. but the shading does not quite line up ..

ref: https://ninjatrader.com/support/foru...71-vwap-in-nt8

In my script I have the following ..

public class TestMAs : Indicator
    {
        //indicators
        VWAP8 myVWAP8;
<snip>

protected override void OnBarUpdate()
        {

        Region myreg = Draw.Region(this, "my zone", CurrentBar, 0, myVWAP8, EMA(100), null, Brushes.Silver, 50, 0);
<snip>

Then I add the vwap8 indicator and the ema 100 to see if it lines up and its not quite right ..

Am assuming my plot is a bar out ? dunno .. any ideas ?

Cheers

[NinjaTrader_ChrisL]

Hi 12tkram, thanks for your post.

The VWAP plot and a 100 EMA are not comparable (I don't expect them to match). Could you post a screen shot?

[12tkram]

thanks for the response, not sure I follow as "not comparable" .. shouldn't you get a plot for each bar on the chart for both an ema and the vwap ? can you explain deeper ? cheers

[12tkram]

I think what you mean is that the 100ema does not line up with VWAP ? is that correct ? ok, thats not what I am saying, i want to shade the area between the 100 ema and VWAP, the code is above and works (to a point) .. the edge shaded area lines up nicely with the 100 ema, but the other side of the shaded areas does not line up the the VWAP line

[12tkram]

even tho the vwap line comes from the same indicator, once called from the script and one manually added to the chart .. does that make sense ?

[12tkram]

https://gyazo.com/1a4c41e63f657f40f2f008b133f5dff1

[12tkram]

the blue line is the vwap, the yellow line is the 100, the grey area is the result of

 
 Region myreg = Draw.Region(this, "my zone", CurrentBar, 0, myVWAP8, EMA(100), null, Brushes.Silver, 50, 0);

[NinjaTrader_ChrisL]

Hi 12tkram, thanks for your reply.

My test seems to work fine:

https://clauber.tinytake.com/tt/MzgyMTI1NV8xMTY3MTk1Mg

Could you run the script I attached and see what results you get? Insert the script into Documents\NinjaTrader 8\bin\Custom\Indicators then compile.

[12tkram]

cool, thanks for the response .. will check it out

[12tkram]

yeh, that works, so, could this be related to the other data series I have loaded .. I have 1 day and 1 tick

else if (State == State.Configure)
            {
                AddDataSeries(Instrument.FullName, BarsPeriodType.Day, 1);
                AddDataSeries(Instrument.FullName, BarsPeriodType.Tick, 1);
            }

.. but call the Draw.Region from within

if(CurrentBars[0] < (128) ) return;    
if (BarsInProgress == 0 ){
Region myreg = Draw.Region(this, "fzone", CurrentBar, 0, myVWAP8, EMA(200), null, Brushes.Silver, 50, 0);

[NinjaTrader_ChrisL]

Hi 12tkram, thanks for your reply.

I was able to get correct results with this setup, my primary series is still a 1 Renko chart:

            else if (State == State.Configure)
            {
                AddDataSeries(Instrument.FullName, BarsPeriodType.Day, 1);
                AddDataSeries(Instrument.FullName, BarsPeriodType.Tick, 1);
            }
            else if (State == State.DataLoaded)
            {
                //myVWAP8 = VWAP8(BarsArray[0]);
                myVWAP8 = VWAP8();
            }
        }

        VWAP8 myVWAP8;
        protected override void OnBarUpdate()
        {

            if(CurrentBars[0] < (128) ) 
                return;    

            if (BarsInProgress == 0 )
            {
                Region myreg = Draw.Region(this, "my zone", CurrentBar, 0, myVWAP8, EMA(100), null, Brushes.Silver, 50, 0);
            }
        }

[12tkram]

thanks for looking, i will try to isolate the issue further ..

[12tkram]

I have worked it out .. my custom indicator is calculate "On each tick", and the vwap8 indicator was "On bar close" .. change the vwap8 to "On each tick" and it lines up .. which is not what I want lol .. I want the custom indicator to line up with the vwap8 .. not the other way round .. my plot is in the if (BarsInProgress == 0 )

[12tkram]

and as the plot is based on the

else if (State == State.DataLoaded){ myVWAP8 = VWAP8(); }

then is that picking up and calculating on each tick ? do we have to restrict that to each bar close in order to plot the same as the separate vwap8 indicator ?

[NinjaTrader_ChrisL]

Hi 12tkram, thanks for your reply.

If you need to set a plot value once per bar, set it within if(IsFirstTickOfBar) { //here } That should line up your plot with the VWAP.

If you still have trouble with this I would be happy to take a look at a reduced test script.

I look forward to hearing of your results.