JAM Strategy Trading 

 

 

 

 

 

Higher Timeframe Pack

The JAM Higher Timeframe (HT) Pack is a set of TradeStation indicators and functions that calculate and plot the values of indicators on lower bar interval Charts/RadarScreens as though they were running on higher bar interval Charts/RadarScreens. 

No slow and complicated DLLs.  No multi-datastream charts to mess up the charts formatting.  No approximations.  All the JAM HT Pack indicators are simple, single indicators that do internal calculations to provide the EXACT higher timeframe indicator values. 

Whether you're using Charting or RadarScreen, backtesting or trading live, tick, minute or daily+ bar intervals, the JAM HT Pack indicators always calculate the exact higher timeframe values.

The many benefits include:

  • work with multi-timeframe data in RadarScreen

  • work with multiple interval ticks charts

  • use IntrabarOrderGeneration (IOG) and multi-timeframes together in your strategies

  • display indicators based on tick charts over TradeStation's 4095 tick limit

  • no struggling with slow and complicated DLLs

  • no multi-datastream charts to ruin your screen formatting

 

The following indicators are currently available:

 

 
  • %R

  • ADX

  • ADXR

  • Average True Range

  • Bollinger Bands

  • CCI

  • DMI

  • Hull Moving Average (HMA)

  • Inverse Fisher Transform

  • Keltner Channel

  • Linear Regression Curve

  • MACD

  • Momentum

  • Moving Average - Simple (free version here)

  • Moving Average - Exponential

  • Moving Average - Weighted

  • RSI

  • Stochastic - Fast

  • Stochastic - Slow

 

 

Several other indicators are in development.  If there are any standard indicators you would like to see added to this list then please contact me.

 

If you have your own indicators or functions that you would like converted to work with Higher Timeframes then please  contact me for a quote.

 

 

 

 

You can see on this 5 minute chart on the left the JAM HT Avg Simple indicator is accurately calculating a 30 minute SMA as shown on the chart on the right.  This value is 100% accurate from the beginning of the chart to the end.

 

 

This chart shows three tick timeframes on one chart!  The first is a 20 tick with a Simple Moving Average applied, the second a 40 tick with an Exponential Moving Average, and the third a 100 tick with Bollinger Bands.  There are no DLLs involved so you avoid all the problems they entail.  This is all done on a single chart.

 

 

 

This RadarScreen shows ADX for multiple timeframes on one line.  The first line shows JAM HT ADX for 30 minutes, 4 hours and 1 day.  You can see on the three lines below that the values match exactly the TradeStation ADX indicator applied on the matching timeframe. 

 

 

 

This tick chart on the left has the JAM HT MACD indicator applied three times.  Once at 400 tick, once at 1600 tick, and finally at 6400 tick!  You can see the from the two charts on the right - with the TradeStation MACD indicator applied - that the JAM HT MACD indicator matches the 400 tick chart and the 1600 tick chart exactly.  There's no 6400 tick chart because TradeStation doesn't support over 4095 ticks.  Only the JAM HT indicators can get you past this limit.

 

 

 

The chart on the left is diplaying Weekly Momentum on a Daily chart.  Note that even the gradient coloring exactly matches the higher timeframe chart!

 

 

With Pack 3 the following HT equivalent functions are also included:

 
  • ADX
  • Average
  • AvgTrueRange
  • BollingerBand
  • CCI
  • DirMovement
  • Highest
  • HMA
  • KeltnerChannel
  • LinearRegValue
  • Lowest
  • MACD
  • Momentum
  • NormGradientColor
  • PercentR
  • RSI
  • StandardDev
  • Stochastic
  • WAverage
  • XAverage
  • XAverageOrig

 

 

HT indicators work as a direct multiple of the current chart's bar interval.  i.e. if you are on a 5 minute chart then you can calculate the higher timeframe indicator for a 10, 15, 20, 25 minute etc chart.  But you can't calculate for a 7, 11, 13 minute etc chart.

The following table shows the accuracy of results when converting from one timeframe to another:

If you want to check if HT indicators work for you then download and try the free HT Simple Moving Average indicator.  Or Contact Me if you have any questions.

 

 

All indicators and functions in Pack 1 and Pack 2 are protected.  You do not have access to the code.  Indicators in Pack 3 are provided in open code, but the functions are still protected.  All Packs are licensed to your TradeStation Customer Number.

*When you purchase any HT Pack you will also receive an updated copy of the Higher Timeframe Simple Moving Average indicator that runs more than twice as fast as the free version and enables you to use price inputs other than 'Close'.

 

You will appreciate that once you have the package you have all the code, so there are no refunds.  If you wish to test out the JAM HT Indicators then a free download is available here.  I'm also happy to send you the latest documentation for the full indicator pack.

If you need more information then please feel free to contact me.

 

Purchase JAM Higher Timeframe Pack

 

 

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