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:
| |
|
-
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
|