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Old 05-26-2012, 09:28 PM   #1
earl.dorian@gmail.com
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Default d slow stochastics indicators dont match in different charting sys

I have used a different charting system (realtick) for data and use the d slow indicator. I am new to ninja trader and tried to load the same d slow indicator and settings for the d slow but the d slow values are different between the 2 charting systems. Anyone have any idea why the d slow indicator with exact settings between realtick charting and ninja trader charting would have different values? I'm using a 15min chart with settings k-14,d-1,dsmooth-3. I also use a 30min chart with the same settings. I'm having a difficult time posting pics of the charts side by side. Any suggestions for posting charts or helping with the d slow indicator variance?

The Ninja trader d slow indicator seems to have more volatility as well.


Any help would be appreciated.

Dorian
Last edited by earl.dorian@gmail.com; 05-27-2012 at 08:26 PM. Reason: better explanation, tried to post images of charts
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Old 05-26-2012, 09:45 PM   #2
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Some images would be helpful in this situation.
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Old 05-29-2012, 02:43 PM   #3
earl.dorian@gmail.com
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Default calculation for d slow

I received the calculation method from Realtick, here is their email to me:

D Slow
To create %D Slow you must select the number of intervals to include in the*
Realtick's Chart window calculates all values to 15 decimal places, then rounds the value to 2 decimal places or fractions (depending on what the security uses) to display the value.
*
For %D, RealTick uses a simple moving average on the %K data.
*
For %D slow, RealTick uses a simple moving average of the %D to get the first term, then uses the formula, for a p period moving average, for the xth term in the series to be averaged to get all successive terms in the series. This is a shortcut to conserve memory.
*
%DSlowx = (p-1)/p * %DSlowx-1 + (1/p)*%Dx
*
Example: If you do a 10 period %DSlow, the %DSlow is a simple moving average for the first term. The %Dslow for the second term is 9/10 of the %DSlow for the first term plus 1/10 of the %D for the second term.
*
For % D slow average, RealTick uses a simple moving average of the %D Slow to get the first term, then uses the formula, for a p period moving average, for the xth term in the series to be averaged:
*
%DSlowAvgx=(p-1)/p * %DSlowAvgx-1 + (1/p)*%DSlowx
*
to get all successive terms in the series. This is a shortcut to conserve memory.
*
Example: If you do a 10 period %DSlowAvg, the %DSlowAvg is a simple moving average for the first term. The %DSlowAvg for the second term is 9/10 of the %DSlowAvg for the first term plus 1/10 of the %DSlow for the second term.
*
*----
Let me know if someone can make this indicator or adjust the d slow indicator in NInja trader for me

Dorian
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Old 05-30-2012, 03:58 AM   #4
NinjaTrader_Bertrand
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Dorian, thanks for the post - if you could look into posting an image for comparison that would be very helpful for us and community members to check into.

If you go click 'Go Advanced' in the quick reply box and then to 'Manage Attachments', you can attach a saved screenshot, best format for example would be a jpg, png or gif.

Thanks,
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