Stochastic over indicator

[Harry]

Jessica,

First of all thank you for your quick answer. Sometimes it is really painful to write here, because it takes ages before things are moving ahead ...

Let me walk you through this here:

(1) Unlike NinjaTrader 7, NinjaTrader 8 does not remap Open/High/Low/Close/Median/Typical to Input. This is a change in design, and it is a change in design for the better. It is an advantage because you can now easily access both an indicator series and a price series without adding anything else!

(2) The NinjaTrader Stochastics and many other NinjaTrader indicators (see list posted below) have not been adapted to the change in design and cannot be used with input series other than price.

(3) It is easy to recode them. Actually I have already recoded most of them to make them usable with other input series. I have also posted a version of the Stochastics that works as expected.

As you ask for a video, I have created a video here to show you that the Stochastics does not work as expected.

https://www.screencast.com/t/5nInH2h89c

Please let me know, whether this clarifies the problem.

[NinjaTrader_JessicaP]

Thank you Harry, I have made myself aware of the situation with SFT-1606, and your video is very much appreciated and makes the situation immediately clear. I have included this video in with our notes so that future techs assisting you will be able to provide you with faster assistance.

The misunderstanding was caused by your mention that 8.0.4.0 and 8.0.5.1 work similarly. This should definitely not be the case. A bug unrelated to what you are discussing, which was allowing for out-of-range k and d values in some circumstances, was uncovered and repaired between these versions.

You can see post 16 for more information regarding NTEIGHT-11194 , which is unrelated to SFT-1606

manugarc, pertaining to the feature Harry mentioned, I have submitted a feature request to the product management team for the following feature :

This customer would like a user to be able to select the mapping for each input value to an indicator

I will follow up with more information as soon as it's available. If the feature requests already exists, a vote will be added to it.


Please let us know if there are any other ways we can help.

[Harry]

Hi Jessica,

The misunderstandings continue.

This customer would like a user to be able to select the mapping for each input value to an indicator

I definitely do not want any changes to the mappings. This is not necessary. The mapping is perfect the way it is. Don't change it, it may only get worse.

What I am asking for is:

Please recode your indicators to work correctly!

Recoding of the affected 10 or 20 indicators can be easily done within a few hours. Please do not complicate things, I am not talking about any changes in the architecture. I am just asking for inserting a few lines into the code of each indicator, just to make them work correctly.

I am even ready to recode them for you.

This is a quick hit, easy to understand, easy to do. No efforts!

[NinjaTrader_JessicaP]

Thank you Harry.

To clarify my wording, I intentionally picked wording that was similar to SFT-1606 so that our product management team would be able to locate this ticket easily. This will make it easy to track things on our end, and will ensure the fastest possible service.

In addition, since I have put in a feature request, and have closed my investigation into NTEIGHT-11194 (k and d values leaving range), so that all of our tracking tags now refer to SFT-1606, all information you add to this thread will be made immediately available to the product management team, including your most recent post.

[Harry]

Just checked, I have already recoded

- ADX
- ADXR
- ATR
- CCI
- DM
- Stochastics

to work with an indicator as input series.

No problem to discuss the issue with someone who wants to do the remaining ones.

[NinjaTrader_JessicaP]

I will need to mention at this time that the product management team will be making the decision as to whether to include user code.

If you have no further information regarding differences between 8.0.4.0 and 8.0.5.1, or k or d values leaving the 0-100 range, I will close this ticket.

[manugarc]

Hi Jessica,

I'm sorry, I'm so confused.

From post #21:

I apologize for the lack of clarity. To clarify, I have access to newer, in-development versions of NinjaTrader, and when I was testing using one of these versions, the behavior you and I observed stopped occurring in these versions. When the next version of NinjaTrader is released, what you observed with regard to K and D out-of-range values should be fixed. If this is not the case, please let us know so we can track down why.

We were talking about version 8.0.5.0, so I was quite sure that version 8.0.5.0 would have this problem fixed, and it hasn't (if I'm not doing something wrong, but I've recompiled everything).

From your last post:

This customer would like a user to be able to select the mapping for each input value to an indicator

Thats not correct; I do am able to select the input of the indicator, the problem is the indicator ignores it from version 8.0.5.0. On previous versions there was not this problem.

So, I don't understand it. If you were testing it on 8.0.5.0 and everything was OK, why it's not working for me now that I am using this version? That's why I asked whether I was doing something wrong.

[NinjaTrader_JessicaP]

I am happy to clarify manugarc and I apologize for the confusion.

There were two things occurring in this thread :

• K and D values out of range were occurring in the stochastics indicator
• Input values other than price values were being ignored

These two are related. By fixing the first item, we progressed and ran into the second item. Harry had been working with some of my colleagues on the second item, and was given a tracking ID. I placed a feature request very similar to that feature request, so that we could address the second item.


Please use the thread http://www.ninjatrader.com/support/f...ad.php?t=90105 for further discussion regarding the second item.


Please use this thread should you receive a k or d value below 0 or above 100 again.

[manugarc]

Thank you Jessica, but there is something I can't understand:

Until version 8.0.5.0, I used multiple Stochastics on the same chart, each one of them using different inputs (which were another indicators), and only some of them went over/under 100/0 values. Those Stochastics were following each input and in fact they had different results, but if I understand well what you are explaining to me, all of them were using price as input, so it's almost impossible to me to understand it o_O How is it possible?

[manugarc]

Hi Harry,

I've given a try to your code but it fails (not your code, I mean NT 8.0.5.1 keeps on failing); I'm still getting negative values on several stochastics after a number of hours.

Jessica, I would really appreciate if you could tell me whether you think you are going to be able to fix these problems soon, because it's going to be painful for me to translate my strategies to another platform, but it's taking too much time to fix these problems and I can't wait longer.

Thank you.

[NinjaTrader_JessicaP]

With regard to the feature that causes indicators to use series other than price values, there is no timetable on this, and you are encouraged to resolve this through user code similar to Harry's. I am attaching other untested code with no guarantees as far as correctness or effectiveness that has been submitted related to this. Code samples we provide are for educational purposes, and are not intended for live trading, and are not guaranteed to accomplish any user goal or to be maintained.

This said if you have in fact been able to encounter values outside the 0-100 range in 8.0.5+ , and are reporting this, I will reopen my investigation and will ensure I have a fix as soon as possible. Any information you can give us that would help would be appreciated. So that we are not waiting on this information, I will assume you are using tests as detailed earlier in this thread to reproduce these results. When we have a fix I will post it directly to this thread, so that you will not have to wait for the next release of NinjaTrader.

[Harry]

Hi Harry,

I've given a try to your code but it fails (not your code, I mean NT 8.0.5.1 keeps on failing); I'm still getting negative values on several stochastics after a number of hours.

Jessica, I would really appreciate if you could tell me whether you think you are going to be able to fix these problems soon, because it's going to be painful for me to translate my strategies to another platform, but it's taking too much time to fix these problems and I can't wait longer.

Thank you.

Hi manugarc,

If you wish that this issue is seriously examined, you need to create a case that can be recreated and tested by someone else. At the moment you are hiding all information which is needed to fix the problem.

Which code did you use exactly? To which instrument was the Stochastics applied? Which indicator was used as an input series? What is the time frame of the chart? Without this information, nobody will be able to produce a fix!

I also encourage you to add a third plot for FastK to the Stochastics, and check whether it moves outside the boudaries of 0 and 100.

[NinjaTrader_JessicaP]

Hello manugarc,

I have been able to reproduce k and d values out of range once more. To do so we can simply pass an RSI indicator to the attached indicator, and run this over yesterday's (March 10th) market replay data for the ES 06-17 instrument on a 5 second chart.

As a stop-gap the attached indicator is a copy of the one Harry sent us which will correct its own K and D values to a 0-100 range.

[Harry]

Hello manugarc,

I have been able to reproduce k and d values out of range once more. To do so we can simply pass an RSI indicator to the attached indicator, and run this over yesterday's (March 10th) market replay data for the ES 06-17 instrument on a 5 second chart.

As a stop-gap the attached indicator is a copy of the one Harry sent us which will correct its own K and D values to a 0-100 range.

I have tried to reproduce the issue with K & D values and have run a 5 second chart of ES 03-17 with a synthetic Stoch RSI over two weeks. All values remained within the range [0,100] as expected.

I would love to reproduce the issue, as I am interested in finding out what might have caused it.

The stop gap code corrects the false results, but does not tell us why the SMA applied to the fastK would not wokr as expected.

[NinjaTrader_JessicaP]

Thank you for running this test Harry. I am glad the stop gap code treats the symptom. I am currently working on determining the underlying cause and will return shortly with my findings.