Adaptive SuperTrend

[Insearch]

I tried this tool and I have an issue with it . . .

On live trading the signals seem to come often and then after refresh it is much different . . . .

Attached is an example of what I mean . . .

Anything I can do?

Bump!

Can anyone help with this . . . or is it that it won't be that useful on a 2min chart?

[zoltran]

You are seeing the dif between live and historical data. Nothing wrong with the indicator. They all do what you see
During chop with any realtime bar, the data will fluctuate and have the effect you see.
You can stop the 'false' signals by setting ur indicators to 'bar close'.

If it was as easy as following a simple arrow or ind, we'd all be rich.

[Insearch]

You are seeing the dif between live and historical data. Nothing wrong with the indicator. They all do what you see
During chop with any realtime bar, the data will fluctuate and have the effect you see.
You can stop the 'false' signals by setting ur indicators to 'bar close'.

If it was as easy as following a simple arrow or ind, we'd all be rich.

Thank you Zoltran . . . I do have the setting to calculate on bar close . . . are you saying then that the only way out is to refresh data as often as the time interval you have?

[verge]

Adaptive SuperTrend strategy problem

I like this indicator a lot. I wanted to test it in a strategy with some other indicators. The problem is the amount of memory that is uses. I have managed to complete a back test (with all other indicators removed from the strategy) on a 60 minute chart from 1 July 09 to 31 Aug 09 on the GC (gold) 12-09 contract.

As soon as I try to run it in a 466 tick chart NT crashes. I get the following errors in the log:
2009/09/02 03:53:42 PM,Default,Hosted.Adapter.OnMarketDataNow: Exception of type 'System.OutOfMemoryException' was thrown.,
2009/09/02 03:53:38 PM,Strategy,Error on calling 'OnBarUpdate' method for strategy 'testADSTunlocked': Index was outside the bounds of the array.,
2009/09/02 03:53:37 PM,Default,Failed to call method 'Initialize' for indicator 'AdaptiveSuperTrendEW': Exception of type 'System.OutOfMemoryException' was thrown.,
2009/09/02 03:53:36 PM,Default,Error on calling the 'OnBarUpdate' method for indicator 'AdaptiveSuperTrendEW' on bar 57: Exception of type 'System.OutOfMemoryException' was thrown.,
2009/09/02 03:53:36 PM,Default,Error on calling the 'OnBarUpdate' method for indicator 'AdaptiveSuperTrendEW' on bar 59: Exception of type 'System.OutOfMemoryException' was thrown.,

I have also seen OutOfMemeoryException errors thrown during the tests mentioning the HilbertTransform - which is something I believe the adaptive supertrend indicator uses.

I have attached the strategy if someone wants to see if they get the same error. I hope someone can help me use the indicator in a different way so that memory is not a problem. For those that could help but do not want to run the strategy it basically is this:

if (AdaptiveSuperTrendEW(1, true).UpTrend[0] < Close[0])
{
EnterLong(DefaultQuantity, "");
}

// Condition set 2
if (AdaptiveSuperTrendEW(1, true).DownTrend[0] > Close[0])
{
EnterShort(DefaultQuantity, "");

Any ideas are welcome.

Regards

[ninjablanks]

Supertrend strategy crashes

I tried to use Supertrend in a strategy and it crashed NT on me too

[price777999]

I tried to use Supertrend in a strategy and it crashed NT on me too

what ? Ninjatrader crashing

[Matts]

Tried backtesting and also had a problem in that the test never finished. It just kept going. I'm thinking that it has something to do with the variable value for the multiplier, because it is constantly trying to work through a lot of numbers.

[kumar]

I don't see the (Adaptive) SuperTrend inicator in NT?
What is it and where can I find it?

Thanks,
Kumar

[r2kTrader]

Try reading the thread from the top ;-)

[kumar]

Try reading the thread from the top ;-)

Thanks for the response. But I still dont see it listed in NT 7 - where can I find it?

Thanks again,
Kumar

[bkwe320]

This is an indicator developed by a user, not standard in NT 7. If you go all the way to the beginning of the thread you can find the custom code.

[kumar]

This is an indicator developed by a user, not standard in NT 7. If you go all the way to the beginning of the thread you can find the custom code.

Thank you bkwe.

Kumar

[xTrader1]

I had the same problem with AdaptiveSuperTrendEW in a strategy. My workaround is in an attached file AdaptiveSuperTrendEW2.cs . I simply stopped to use Multiplier parameter as a variable internally.

What's happened was an initialization of a new instance of AdaptiveSuperTrendEW was done for every bar in a strategy. Because Multiplier was a parameter , the indicator could not be cached and a new instance was created everytime its value changed. Now AdaptiveSuperTrendEW creates HomodyneDiscriminator with on its turn creates a new instance of HilbertTransform with all its series. Once a parameter value is left alone, all this is avoided.

I didn't dig an algorithm, but the plotted results are identical to the original AdaptiveSuperTrendEW. Only Elliott Wave can explain his implementation considerations.

And only Ninja guys can explain why the scenario above did not happen in a standalone indicator. I assume, that an indicator, initialized once , doesn't reinitialize itself, even if its parameters are changing.

Just copy the attached file to
\Documents and Settings\[username]\My Documents\NinjaTrader 7\bin\Custom\Indicator

and recompile.

[NinjaTrader_Bertrand]

xTrader1, the instance would be cached and hence reused if the parameters stayed the same, with changed paramters, you get a new instance.

[xTrader1]

xTrader1, the instance would be cached and hence reused if the parameters stayed the same, with changed paramters, you get a new instance.

Exactly, when the indicator is used standalone , it is initialized only once .