Wyckoff Wave Indicator [Help Needed]

[NinjaTrader_AdamP]

StockJock,

Which instruments have this error occur? Are you loading tick data?

[StockJock]

Which instruments have this error occur? Are you loading tick data?

Is there a way to clear all quote data for all symbols to start over again. I'll check if its tick or minute. Does TDA provide all historical data - i.e. tick, minute, day, ask, bid, last? So if I reset all the data, I set the default time interval for each symbol?

[NinjaTrader_AdamP]

Is there a way to clear all quote data for all symbols to start over again. I'll check if its tick or minute. Does TDA provide all historical data - i.e. tick, minute, day, ask, bid, last? So if I reset all the data, I set the default time interval for each symbol?

StockJock,

You can clear data out in the Tools > Historical Data Manager, or delete it from My Documents / NinjaTrader 7 / db /

TDA provides minute and daily historical, however you may have the tick data saved depending on your settings.

You can set a default time interval in your charts, but not by instrument.

Please let me know if I may assist further.

[StockJock]

Wyckoff Wave Code

I've been waiting for a response to my question; so I just thought that I'd check back again. I've imported my code, but it doesn't appear on my indicator list even though my indicators compile without errors.

One other issue is that the original code was to create an index from a list of weighted stock symbols and I don't know how this is suppose to work as an indicator. I've attached my code as modified by instructions in this thread and instructions given inside the original code.

Could someone test this code and advise me on this?

[StockJock]

Maybe I should use an external EOD data downloader for the time range that I'm studying. Does NT7 allow for import of either ASCII or MetaStock data? If so, then what is the procedure?

You can clear data out in the Tools > Historical Data Manager, or delete it from My Documents / NinjaTrader 7 / db /

TDA provides minute and daily historical, however you may have the tick data saved depending on your settings.

You can set a default time interval in your charts, but not by instrument.

Please let me know if I may assist further.

[kdoren]

My index indicator is designed to be very generalized and capable of plotting almost any index you would want to create, including your Wyckoff Wave indicator. So my primary advice is to simply use it the way it was designed to be used, and not mess around with the code.

The symbol list in your code has spaces between the symbols and the weights, despite my examples and instructions in this thread to not use spaces. If you eliminate the spaces it might work, but even simpler would be to just use the index indicator, and enter the SymbolList and WeightList with commas but no spaces.

The symbols don't have to be displayed on the chart, but they do have do be in the instrument manager. You only need 1 symbol displayed on the chart, and it doesn't have to be part of the index, but should be an active instrument because it's the "clock" that drives the updates.

You might start by re-creating a simple example from the index indicator download page, such as a simple 2-instrument spread for symbols which are on your chart so you can be sure they're properly configured in the instrument manager. Then move on to something more complicated.

From post #7 in this thread:

You can put the Index indicator on any time-based chart. The chart's primary instrument (which is not used in the calculation) should be an active instrument of the time period you want, i.e. a 5-min chart of "SPY".

The SymbolList and Weightlist should have commas between symbols, but NO SPACES.

All symbols must be defined in the Instrument Manager. If any instrument can't provide data for any reason, nothing will plot.

[NinjaTrader_Bertrand]

Maybe I should use an external EOD data downloader for the time range that I'm studying. Does NT7 allow for import of either ASCII or MetaStock data? If so, then what is the procedure?

Yes, both MetaStock and ascii / txt data could be imported into NT7 -

All options, procedures and expected formats are detailed on this link - http://www.ninjatrader.com/support/h.../importing.htm

[StockJock]

Thanks. I forgot to remove the spaces.

string symbolList = "ATT,BAC,BA,BMY,CAT,DD,XOM,IBM,GE,F,UNP,WMT";
string weightList = "79,50,39,119,35,57,32,21,90,25,30,43";
double divisor = 1;

I then imported the code with no errors, but it still doesn't appear on the Indicator list as Wyckoff Wave. Can I change the name of the indicator in your code? Will this code work with EOD data? I made an instrument list and called it WyckoffWave and imported the list's historical EOD data.

I imported your original code (Index), put the indicator on a chart and entered the symbol list with weight list with no spaces; but after I update the historical data, it doesn't display any prices even though I'm using an active symbol that is not in the WyckoffWave list.

I must have missed something, because nothing displays in the Index panel. What should I do?

Also, once I get this working; is their a volume or tick volume indicator where I can display the volume traded on this Wyckoff Wave?

Thanks.

Edit: I also tried using your indicator with a real time data connection and I still can't get it to work. I'm not sure what I'm doing wrong.

[kdoren]

Start simple. Create a chart with 2 instruments displayed on it, that way you can be sure the instruments are getting data because you will be able to see it.

Then, add the index indicator; use the exact 2 symbols in your chart. Use a weightlist of 1,-1

That should plot the difference between the 2 prices.

Once you have that working, then you can add symbols, maybe one at a time, and add/change weights, until you either get it working or you find the change that breaks it.

If any instrument in the symbol list cannot be plotted for any reason, the index indicator won't produce any output. Symbols must exactly match the Instrument manager, and must have data available for the day in question - the entire point is to calculate an index based on prices from around the same time, so it won't plot anything unless it can get prices for all instruments, and they are current (must be from the same day, and within "barsBack" bars if you set that parameter. Better to plot nothing than to plot garbage.

[StockJock]

Ok. I got it to work. I replace the symbol ATT with T which is a more active stock for that company and now it works. I don't suppose that I can get it to display OHLC bars and I'm still looking for a way to display it's volume. Can your code be modified to display the weighted volume?

Thanks.