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Autocorrelation Periodogram - problem

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    Autocorrelation Periodogram - problem

    Hi,
    I am having issues getting this indicator to work correctly.
    Can someone please check if the issue is outdated code? or if i need to make some change on my end to set it up correctly?

    Thanks.

    https://ninjatraderecosystem.com/use...periodogram-2/

    Click image for larger version

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    #2
    Hello yertle,

    The item in question is a script that was developed based on a stocks and commodities magazine article which is a conversion from another platforms code, the reason I mentioned that is because we wont know if that code is in some way outdated or incorrect. it was a direct translation from the other platforms code so it was created to match that other codes output.

    I tried the indicator on an ES 1 minute chart with the enhance option checked and see a similar result to the image in the appshare page. I also tried it on a few other futures instruments and it appears to be working, the 6E specifically does not work for me. That may be due to the calculation it is doing in its logic, unfortunately I couldn't point out what specifically that may be as that would require debugging the code in that use case. This indicator just uses OnBarUpdate logic for its calculations so it would be possible to learn more about why its reaching that result if you wanted to, you would have to add prints into the code to see the values used when it works vs when it does not work. That would provide some insight about the result you are seeing.
    JesseNinjaTrader Customer Service

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      #3
      ok thank you for checking it.

      i just checked that ES & it works. which is good.
      * i will have to investigate 6E further though
      Last edited by yertle; 06-26-2024, 03:14 AM.

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