BB (TTM) Squeeze and PBF Squeeze replica ported to NT

[kronie]

There is a BB Squeeze(TTM Squeeze) and PBF Squeeze replica - all in one indicator.

Maybe somebody will find it helpful...

More information can be found here:

http://www.traderslaboratory.com/for...tion-4454.html

was anyone able to sound alerts on conditions from this indicator?, in its NT7 format?

also, anyone care to discuss how to apply this indicator to trading?, what interval chart as a preference, that sort of comments?

[PTE97]

Sound Alert for RSqueeze

I have the same question as kronie, (to sound an alert) except for RSqueeze ?

[bkout]

sound alert for RSqueeze

Wondered if anyone ever worked out the sound alert for RSqueeze? It is frustrating to be distracted by something for a moment and miss. In my setup it's when the yellow dots appear. Would like to have a gentle pleasant sound (chime?) play until the dots turn blue. BTW the chart is of GC with RJay's RenkoSpectrum bars

http://screencast.com/t/mlfzkP9I

[jrgopalan]

I am looking at ATR 10/ 100 Indicator with a staright line 0.5 & 1.0 on teh indicator. Can any of the experts assitpls.

Tks / Raja

[gomez]

Looking for some help and will preface by saying I'm not sure if I'm posting to the correct forum but thought I would start here.

I've downloaded the RSqueeze indicator for NT8 and like everything about it except that the basic BBsqueeze doesn't seem to be plotting the dots where I'm use to seeing them. I.e., I believe the original indicator as described by John Carter is to plot a red dot(or color assigned) when the Bollinger Bands are inside the Keltner Channel indicating a consolidation type "squeeze". I have the TTM licensed indicator running on a different platform which plots the squeeze indicator in this way. However, the RSqueeze seems to be plotting the dots on a slightly different calculation. I opened the indicator with NinjaScript Editor and it seems that the BBsqueeze is based on something different than the Bollinger - Keltner relationship. I.e., it doesn't seem to reference the Keltner Channel in the script. At least not that I am able to decipher.

Here's a snippet of the code:

/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////

switch (SqueezeStyle)
{
case(RSqueezeStyle.BBSqueeze):
lrm_ = new Series<double>(this);
medianPriceOsc_ = new Series<double>(this);
atr_ = ATR(SqueezeLength);
SD = StdDev(SqueezeLength);
DC = DonchianChannel(MomentumLength);
LR = LinReg(medianPriceOsc_, MomentumLength);
ema_ = EMA(MomentumLength);
break;

//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////

Then, further down in the code where it mentions "Squeeze Dots" there doesn't seem to be any reference to Keltner Channel. Again, here is a snippet of code from the section I'm writing about.

//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////

protected override void OnBarUpdate()
{
switch (SqueezeStyle)
{
case(RSqueezeStyle.BBSqueeze):
if (CurrentBar < MomentumLength) return;

// Squeeze Dots
SqueezeDots[0] = 0;
if ((nK*atr_[0])!= 0)
bbs = (nBB*SD[0])/(nK*atr_[0]);
else
bbs = 1;

if (bbs <= 1)
PlotBrushes[1][0] = SqueezeDotBrush;
else
PlotBrushes[1][0] = NormalDotBrush;

/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////

I saved a copy of the indicator and tried to modify the script in these areas for the BB - Keltner Squeeze and spent a couple days with it to no avail.

Attached is the stock downloaded NT8 indicator that I'm running as I never could get anything I attempted to change to compile correctly.

Any help or guidance would be greatly appreciated.

Thanks in advance,

Gomez

[aliasi100]

I have downloaded the indicator. Thank you very much for that. There is however a huge lack of documentation for:

PBFSqueeze
and
CounterTrend

I have tried google searching, reviewing the comments inside the code, ... to no vail. I am completely familiar with John Carter Bollinger Band methodology, as well as CCI indicator. But, when it comes to GuassianPoles, gfgg, ... I am completely at loss. Is there any documentation or at least some mathematical formula for this? Thank you.

Ali Asi | 604-785-8900 | [email protected] | Nu Stream Realty

[NinjaTrader_Jim]

Welcome to the forums aliasi100!

These are not NinjaTrader standard indicators, so the information would need to come from the person that has written the indicator or from someone who is familiar enough with the code and the study to explain the math behind it.

For NinjaTrader standard indicators, the "i" info button in the top "Available" field can be used to view the description, and our documentation has links to various studies for these indicators. The source code is also open for most indicators and can be referenced in the NinjaScript Editor.

NinjaScript documentation for system indicators - https://ninjatrader.com/support/help...indicators.htm

We will leave the thread open for any community input on the custom indicator's studies.

If you have any new inquiries, please do not hesitate to open a new thread.

[hedgeplay]

I have downloaded the indicator. Thank you very much for that.

There is however a huge lack of documentation for I have tried google searching, reviewing the comments inside the code, ... to no avail.

Gaussian Poles

Is there any documentation or at least some mathematical formula for this? Thank you.

Welcome Alias.

Agree the documentation can sometimes be thin.


"to no avail. Gaussian Poles Is there any documentation or at least some mathematical formula for this?"


"Gaussian Poles" .. I guess you like to start by first jumping into the deep end of the pool.

The Gaussian Poles, Low Pass Filters, are borrowed "noise reduction" concept from electrical engineering / sound engineering.

Gaussian Filter


A Gaussian filter has the advantage that its Fourier transform is also a Gaussian distribution centered around the zero frequency (with positive and negative frequencies at both sides). One can then control the effectiveness of the low-pass nature of the filter by adjusting its width. Also, the attenuation of higher frequency components, hence their relative removal, is more effective with a Gaussian filter than with moving-average filters. The Gaussian filter may also reflect the inherent statistical nature of fluctuations in many acquired measurement distributions. The Blackman window of Eq. (9.20) also provides a shape that resembles that of a Gaussian distribution, and as such can be utilized as a filter, in place of the Gaussian filter, for computational convenience.

Chapter 8 for a true intro to the fundamentals if you want to go that deep.
https://www.analog.com/media/en/trai...n/Chapter8.pdf

With regards to trading, pragmatically Low Pass and High Pass Analog filters were popularized by John Ehlers. His site is https://www.mesasoftware.com/
Here is a intro pdf he provides. https://www.mesasoftware.com/papers/GaussianFilters.pdf

Have fun with this 'light' reading!

HedgePlay

[aliasi100]

Welcome Ali Asi.

Agree the documentation can sometimes be thin.


"to no avail. Gaussian Poles Is there any documentation or at least some mathematical formula for this?"


"Gaussian Poles" .. I guess you like to start by first jumping into the deep end of the pool.

The Gaussian Poles, Low Pass Filters, are borrowed "noise reduction" concept from electrical engineering / sound engineering.





With regards to trading, pragmatically Low Pass and High Pass Analog filters were popularized by John Ehlers. His site is https://www.mesasoftware.com/
Here is a intro pdf he provides. https://www.mesasoftware.com/papers/GaussianFilters.pdf

Have fun with this 'light' reading!

HedgePlay

Dear HedgePlay

Thanks a lot for the helpful article. That is exactly what I was looking for. Cheers

Ali Asi | *removed* | [email protected]

[hedgeplay]

Dear HedgePlay

Thanks a lot for the helpful article. That is exactly what I was looking for. Cheers

Ali Asi | *removed* | [email protected]

I am glad it helped.

You might have interest in today's update of an Ehrler concept which I personally think is more directly pragmatically useful than Ehler's Gaussian work.

https://ninjatraderecosystem.com/use...e-decycler-ii/

You may find you prefer a longer period and smaller channel width than the default settings. Something in-between the default settings and the example picture.

HedgePlay

[sixbunches]

Hello all, can somebody tell me what PBF means on the squeeze indicator, I know BB is bollinger bands setting, but, PBF is..?
TIA.

[hedgeplay]

Hello all, can somebody tell me what PBF means on the squeeze indicator, I know BB is bollinger bands setting, but, PBF is..?
TIA.

Might try a Google search for Paint Bar Factory Squeeze

https://www.google.com/search?q=PBF+Squeeze+paint+bar+factory&safe=active&biw=1916&bih=2494&ei=Oj6pYOvBOpGxtQbz3JnwBw&oq=PBF+Squeeze+paint+bar+factory&gs_lcp=Cgdnd3Mtd2l6EAM6BwgAEEcQsAM6AggAOgUIIRCgAToFCCEQqwI6BwghEAoQoAE6CAghEKsCEIsDOggIIRAWEB0QHlCjGljDN2D9OWgBcAJ4AIABaIgBhA2SAQQxNy4ymAEAoAEBqgEHZ3dzLXdpesgBCLgBAsABAQ&sclient=gws-wiz&ved=0ahUKEwjrxryO593wAhWRWM0KHXNuBn4Q4dUDCBE&uact=5

HedgePlay

[sixbunches]

Hedgeplay, thanks for the link.