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Instrument for Theoretical Testing

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    Instrument for Theoretical Testing

    I am trying to develop some indicator based on theoretical models.

    For example, it would need to test the indicator on theoretical prices model like a waveform.
    Example: Close[0] = Math.Sine(2*Math.PI * Phase[0] / Period)

    Of course, I can create new DataSeries<T> to simulate this Price model inside the indicator script, but:
    - I would still have a real Instrument panel (no use in this case)
    - I could not separate the theoretical price window to the indicator window (different scales)
    - I could not use this theoretical price model as an input for other indicators, except than doing the same new DataSeries<T> in each indicator script.

    I am using NT8 RC1.

    My question is:
    does anyone have any suggestion if it's possible to create a "theoretical instrument" based on a formula (cf. above) that would be usable for any indicator and plottable in a separate panel than the indicator's ?

    #2
    Hello alizes, and thank you for your question.

    I would recommend making a new instrument via Tools -> Instruments -> add . The new instrument will have no volume or price information, and so any values that show up as y values will be coming from your indicator. You can then set up your candles and price marker so that they are transparent and invisible. I have included a video where I use the attached indicator on a chart, and a screen capture of my data series settings. I connected to the simulated datafeed with the fake instrument SINEWAVE to produce this chart. Please let us know if there are any other ways we can help.

    http://screencast.com/t/IduxeD7BFVHa
    Attached Files
    Jessica P.NinjaTrader Customer Service

    Comment


      #3
      Hello Jessica,

      Thank you for the answer and the suggestions.

      This is what I did too, but you improved the idea with the simulated data feed.
      Thanks !

      Actually, I will rebound on your suggestion by doing :
      1) create the theoretical waveform indicator as you did in your example script
      2) as I want to keep my CQG connection openned, I call an ES instrument, paint it transparent and put on the left scale axis (an empty instrument is optional)
      3) I add the theoretical waveform indicator of step1 to visualize on the same panel (right axis)
      4) when I want to test my new indicators based on the theoretical waveform price (my original post question), then I call the theoretical waveform indicator in the Input (instead of the ES instrument). Just as simple !
      I've attached a snapshot for step 4 (RSI based on the theoretical waveform)

      I'm taking the opportunity to thank all reps of NinjaTrader customer service here on this forum.
      I wish many tips exchanged on this forum could be more populated in the tip forum section.
      Attached Files

      Comment

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