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T3 Average

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    T3 Average

    Greetings,

    I've been testing the T3 Average (settings; Overshoot:0.7, Period 30 and displaced by -17).

    As you can see in the image, the latest 17 bars, of course, do not have the T3 plotted. I was wondering if anyone could tell me whether or not it's possible to code a T3 (just like I have it set up), but with the exception of somehow 'fudging' in and plotting the latest 17 bars? I'm not sure how this could be done, maybe it's possible to have the latest 17 bars 'added' to the Period 30 T3 and have it as a (I don't know), something like a 10 period plot for the latest 17 bars?

    If either of you guys think it's possible could you let me know....i'm ready to hire a programmer to get this done.

    Thanks a lot,

    -robert
    Attached Files
    Last edited by rretch; 05-14-2009, 01:23 PM.

    #2
    Robert,

    This is not a default NinjaTrader indicator and you may want to contact the original author to see if they can provide you any guidance. You can also try any of these 3rd party NinjaScript Consultants here: http://www.ninjatrader.com/webnew/pa...injaScript.htm
    Josh P.NinjaTrader Customer Service

    Comment


      #3
      There are some routines available for extrapolation, Hurst used this a lot for cycle techniques. You can google for example under 'Polynomial Extrapolation'. Basic one would be fitting trendlines to do the job as a approximation.
      BertrandNinjaTrader Customer Service

      Comment


        #4
        Josh, Bertrand,

        so, it sounds like you guys think it's something that can be done? I'm not sure of code limitations, and just wanted to double check before I went looking for a programmer.

        thanks again,

        -robert

        Comment


          #5
          I have never had a problem with this indicator plotting right to the latest bar or next to last if set to CalculateOnBarClose = true.
          eDanny
          NinjaTrader Ecosystem Vendor - Integrity Traders

          Comment


            #6
            Originally posted by eDanny View Post
            I have never had a problem with this indicator plotting right to the latest bar or next to last if set to CalculateOnBarClose = true.

            Hey eDanny,

            Either do I....except when I have a displacement of -17

            Comment


              #7
              Oops, my goof, reading too fast.
              eDanny
              NinjaTrader Ecosystem Vendor - Integrity Traders

              Comment


                #8
                Have you thought about calculating the slope and maybe having the system draw a ray line with the same slope.

                I haven't either coded or tested that idea out, so it may not work in practise.

                You're using the T3 in a neat way with that displacement.

                Comment


                  #9
                  This is another effective way of using T3's with minimal lag:

                  T3(Close,5)
                  T3(Open,6)

                  <edit>Just had a thought about combining the two approaches - I've no idea how it will work in practise, but it looks promising. See the second image</edit>
                  Attached Files
                  Last edited by Operandi; 05-15-2009, 03:06 AM.

                  Comment


                    #10
                    Originally posted by Operandi View Post
                    This is another effective way of using T3's with minimal lag:

                    T3(Close,5)
                    T3(Open,6)

                    <edit>Just had a thought about combining the two approaches - I've no idea how it will work in practise, but it looks promising. See the second image</edit>
                    Operandi,

                    thanks for the suggestion....good idea. Before, I was using where the 19 and 39 EMA met up and 'eyeballing' where the T3 'may' go. I've done some looking into your idea and will be testing the use of two more T3's (Open 0.7,10 : Close 0.7,10). In the images, you will see where the rectangle got me out of a trade -and the circle shows where the displaced T3 meets up with the two other T3 (which continue to show the downturn).

                    A Ninja Script consultant, I looked into, seems to have something similar to the T3 I'm thinking of having coded. It's the 2nd image. The consultant is at: http://fin-alg.com/services.html

                    Thanks again for you suggestion.

                    Note: The image shows 0.7/7, but it looks like 0.7/10 works a smidge better

                    -robert
                    Attached Files
                    Last edited by rretch; 05-15-2009, 05:25 AM.

                    Comment


                      #11
                      I guess the exact T3 time periods depend on the instrument and time periods. There is too much lag on the 30 min ES chart using the 10 period setting, for my liking, however it may well work for certain Forex pairs.

                      Pivot points, in my opinion, are different - they almost always deliver good support and resistance points, no matter what the instrument or time frame.

                      Chris

                      Comment


                        #12
                        Originally posted by Operandi View Post
                        I guess the exact T3 time periods depend on the instrument and time periods. There is too much lag on the 30 min ES chart using the 10 period setting, for my liking,

                        Chris
                        oh yeah, agreed!

                        Comment


                          #13
                          creative use of T3, ZeroLag and Hull can give some decent setups, here are some more ideas to get you start

                          Comment


                            #14
                            If you like T3 you might be interested in this..

                            Here is a version of T3 I whipped up which includes the modified Fulks and Matulich calculation in addition to the original Tillson algorithm.

                            The updated calculation is faster so you might need to use a slightly longer period than the standard algorithm, the primary advantage is less overshoot.

                            Enjoy =)
                            Attached Files

                            Comment


                              #15
                              Thanks for sharing sefstrat, we would appreciate if you could repost it as a zip export. Thanks!
                              BertrandNinjaTrader Customer Service

                              Comment

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