Big Mike's Trading Forum
 

Go Back   Big Mike's Trading Forum

> Trading Forums > Platforms and Indicators > NinjaTrader > NinjaTrader Programming


Notices
     

beta MACD Histogram divergence indicator
Started:May 11th, 2010 (11:57 PM) by zacharydw00 Views / Replies:14,044 / 41
Last Reply:November 12th, 2013 (05:17 AM) Attachments:20

Welcome to Big Mike's Trading Forum.

Welcome, Guest!

This forum was established to help traders by openly sharing indicators, strategies, methods, trading journals and discussing the psychology of trading.

BMT is fundamentally different than most other trading forums:
  • We work extremely hard to keep things positive on our forums.
  • We do not tolerate rude behavior, trolling, or vendor advertising in posts.
  • We firmly believe in openness and encourage sharing. The holy grail is within you, it is not something tangible you can download.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.


You'll need to register in order to view the content of the threads and start contributing to our community. It's free and simple, and we will never resell your private information.

-- Big Mike
     

Reply
 20  
 
Thread Tools Search this Thread

beta MACD Histogram divergence indicator

Old May 29th, 2010, 03:13 PM   #11 (permalink)
Elite Member
Idaho
 
Trading Experience: Intermediate
Platform: NinjaTrader,ToS
Broker/Data: Amp Futures, ToS
Favorite Instrument: ES, E7, CL, GC
 
zacharydw00's Avatar
 
Posts: 137 since Aug 2009
Thanks: 81 given, 147 received

Sorry, but I can't. Hopefully someone else can.

Reply With Quote
     

Old May 29th, 2010, 04:23 PM   #12 (permalink)
Trading Apprentice
NED
 
Trading Experience: None
Platform: Ninja
 
Posts: 34 since May 2010
Thanks: 6 given, 8 received

Also I can't see any lines on chart, on NT6.5..
Do you know a solution for that? DeltaPrice input,doesn't work for me..

THANKS in advance!!

Reply With Quote
     

Old May 30th, 2010, 07:11 AM   #13 (permalink)
Elite Member
Idaho
 
Trading Experience: Intermediate
Platform: NinjaTrader,ToS
Broker/Data: Amp Futures, ToS
Favorite Instrument: ES, E7, CL, GC
 
zacharydw00's Avatar
 
Posts: 137 since Aug 2009
Thanks: 81 given, 147 received


Post a picture of the chart.

Reply With Quote
     
The following user says Thank You to zacharydw00 for this post:
     

Old June 27th, 2010, 08:23 AM   #14 (permalink)
Elite Member
Dallas,TX
 
Trading Experience: Intermediate
Platform: NinjaTrader, OpenQuant
Broker/Data: Zaner/Zen Fire
Favorite Instrument: ES,6E,6B,GC,CL
 
Posts: 520 since Nov 2009
Thanks: 171 given, 88 received

I too don't see divergence but lot of horizontal lines in panel2 where this indicator is plotted.
Does anyone got this to show divergence

Reply With Quote
     

Old July 8th, 2010, 04:41 AM   #15 (permalink)
Elite Member
Idaho
 
Trading Experience: Intermediate
Platform: NinjaTrader,ToS
Broker/Data: Amp Futures, ToS
Favorite Instrument: ES, E7, CL, GC
 
zacharydw00's Avatar
 
Posts: 137 since Aug 2009
Thanks: 81 given, 147 received

Post a picture of the chart where you think a divergence is, but is not shown by the indicator.

Reply With Quote
     

Old August 10th, 2010, 09:33 PM   #16 (permalink)
Student Of The Markets
New York
 
Trading Experience: Intermediate
Platform: Sierra Charts, TOS
Favorite Instrument: E-mini S&P 500
 
Posts: 753 since Aug 2010
Thanks: 448 given, 417 received

MACD Histogram divergence indicator plotting issue


zacharydw00 View Post
Here's my MACD Histogram divergence indicator first beta release. I'm sharing it to gather suggestion and ideas. Please be very specific and include a annotated picture of any bugs or improvements.
NOTE: ALTHOUGH, other indicators are available in the pull-down they DO NOT WORK. I will work on them later. Or, better yet, maybe someone else can.

Thanks guys,
Zac

Edits:
5/15/10 - Written on NT 6.5. Probably will Not work on NT 7 without minor code adjustments.
Arrows are a part of the ind.


Hey Zach,

First of all, thank you for this indee. Personally, I don't use indee's at all. I trade solely on volume and PA, but had some issues making early entries and losing 3 to 4 ticks and then re-enter. Anyway, I used this MACD Histogram divergence indicator for the first time today and it seems to have some what of an issue plotting. I downloaded it and added it to my chart and looks great. After about 45 min or so there is no MACD histogram and seems like there should have been some with the volume and 10 point move the market made after the FOMC report was announced. Nothing, so I refreshed the data still nothing. So i removed and added it back on then the histogram and lines started plotting. I attached some charts. Any suggestions??

Cheers
itrade2win

Attached Thumbnails
beta MACD Histogram divergence indicator-ninjatrader-20chart-1-33.jpg   beta MACD Histogram divergence indicator-ninjatrader-20chart-1-22.jpg  
Reply With Quote
     
The following user says Thank You to itrade2win for this post:
     

Old August 23rd, 2010, 05:24 PM   #17 (permalink)
Elite Member
Idaho
 
Trading Experience: Intermediate
Platform: NinjaTrader,ToS
Broker/Data: Amp Futures, ToS
Favorite Instrument: ES, E7, CL, GC
 
zacharydw00's Avatar
 
Posts: 137 since Aug 2009
Thanks: 81 given, 147 received

Indicator updated


itrade2win View Post
Hey Zach,

.... After about 45 min or so there is no MACD histogram and seems like there should have been some with the volume and 10 point move the market made after the FOMC report was announced. Nothing, so I refreshed the data still nothing. So i removed and added it back on then the histogram and lines started plotting. I attached some charts. Any suggestions??

Cheers
itrade2win

I take it you did not get a screen shot when the histogram was not plotting, because both images show the histogram. My chart shows the same histogram levels as your chart. I do see that the divergence line did not plot in the second image, but the arrow did plot, so the code is working. The divergence line color was probably set to transparent. I've experienced this issue before, and I think it's a NT bug (gotta love it).

Check to see if your chart of the 13th matches mine?

I swapped the line color variable and added color serialization to the update below.

Attached Thumbnails
beta MACD Histogram divergence indicator-macddiverg20100810.jpg   beta MACD Histogram divergence indicator-macddiverg20100813.jpg  
Attached Files
Register to download File Type: zip GRTDivergenceV1f_20100823.zip (33.8 KB, 144 views)

Last edited by zacharydw00; August 23rd, 2010 at 05:46 PM.
Reply With Quote
     
The following 3 users say Thank You to zacharydw00 for this post:
     

Old August 26th, 2010, 11:19 AM   #18 (permalink)
Elite Member
UK London
 
Trading Experience: None
Platform: NT and XTrader
Favorite Instrument: Piano
 
zt379's Avatar
 
Posts: 1,085 since Sep 2009
Thanks: 1,204 given, 1,312 received

Hello zacharydw00.

Many thx for this indicator.

However I'm not getting the arrow or line plotting the divergence.
Also if set calculate on bar close to " False", the green/red dashed lines plot irregularly.

Here is an example of the MACD divergence that I think should plot the arrow and line?
(Using NT6.5 and you latest download p#17)
Many thx.

Attached Thumbnails
beta MACD Histogram divergence indicator-macd-divergence-usdchf-8_26_2010-5-range-..jpg  
Reply With Quote
     
The following user says Thank You to zt379 for this post:
     

Old August 26th, 2010, 01:10 PM   #19 (permalink)
Elite Member
Houston, TX
 
Trading Experience: Advanced
Platform: NinjaTrader
Broker/Data: Mirus / Zen-Fire
Favorite Instrument: CL
 
TheWizard's Avatar
 
Posts: 1,258 since Jun 2009
Thanks: 408 given, 2,554 received

This is a very interesting indicator. Are there any plans for converting it to NT7? Could someone take a whack at doing that? I'm not savvy enough to be able to figure out why I can't port it to NT7. Thanks.

After all, it's what you learn AFTER you know it all, that counts![/I]
Reply With Quote
     

Old September 7th, 2010, 09:46 PM   #20 (permalink)
Elite Member
Idaho
 
Trading Experience: Intermediate
Platform: NinjaTrader,ToS
Broker/Data: Amp Futures, ToS
Favorite Instrument: ES, E7, CL, GC
 
zacharydw00's Avatar
 
Posts: 137 since Aug 2009
Thanks: 81 given, 147 received



zt379 View Post
However I'm not getting the arrow or line plotting the divergence.
Also if set calculate on bar close to " False", the green/red dashed lines plot irregularly.

Here is an example of the MACD divergence that I think should plot the arrow and line?
(Using NT6.5 and you latest download p#17)
Many thx.

Sorry it took me a while to reply. For some reason I'm not receiving email notifications on this posting any more.

zt379,
The ind. will Not work with 'calculate on bar close' set to False.

The MACD ind calculates on the Close price and so this divergence ind. compares the Close price to the ind. value. Highs & Lows are not used.

Adjust the two Delta parameters until the ind draws the divergence you are expecting. Those two setting are in there to filter out "weak" divergences.

TheWizard,
I am making the big switch to NT7. So, I'll have it working on 7 soon.

Cheers.

Attached Thumbnails
beta MACD Histogram divergence indicator-macd-divergence-usdchf-8_26_2010-5-range-..jpg  
Reply With Quote
     
The following 2 users say Thank You to zacharydw00 for this post:
     

Reply



Tags
123, 6e, alert, automated, automated trading, bars, beta, cci, ces, change, channel, chart, chart type, charts, close, cme, code, coding, color, colors, create, custom, daily, data, delta, divergence, dow, el, enter, es, exit, file, filter, fomc, futures, ga, gold, high, histogram, historical, homework, horizontal, index, index futures, indicator, indicators, instrument, keltner, line, load, lot, love, low, macd, market, median, median line, method, mind, ml, moves, names, new high, ninjascript, ninjatrader, nt, nt7, offset, options, parameters, period, plot, price, programming, purpose, question, questions, range, range chart, real time, session, settings, signals, sound, sound alert, strategy, support, ta, template, testing, thank you, tick, ticks, time, trade, trading, trading strategy, transparent, type, update, variable, volume, zone
     

Big Mike's Trading Forum > Trading Forums > Platforms and Indicators > NinjaTrader > NinjaTrader Programming > beta MACD Histogram divergence indicator

Thread Tools Search this Thread
Search this Thread:

Advanced Search


Similar Threads
Thread Thread Starter Forum Replies Last Post
Rockwell MACD Histogram Red/Green stockdisk NinjaTrader Programming 26 February 15th, 2014 06:30 AM
MACD with Colored Histogram timefreedom The Elite Circle 8 March 30th, 2013 01:30 AM
Calculate MACD divergence scarr Traders Hideout 9 August 20th, 2011 12:15 PM
On Chart MACD Divergence Projection Idea... All You Need??? tdaman NinjaTrader Programming 8 May 26th, 2011 12:11 PM
Anyone having any NT Beta 16 Problems that didn't exist in Beta 15? Todd NinjaTrader 17 May 28th, 2010 09:41 AM


All times are GMT -4. The time now is 12:03 PM.

Powered by vBulletin®
Copyright ©2000 - 2014, Jelsoft Enterprises Ltd.
SEO by vBSEO ©2011, Crawlability, Inc.
Copyright © 2014 by Big Mike Trading. All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
 
no new posts

Page generated 2014-04-16 in 0.28 seconds with 20 queries on phoenix via your IP 50.17.162.174