I’ve been working on a lot of new ways to  build systems with new approaches. Mostly its been about modifying original/ already modified indicators…
First one came up by just observing how overall futures’ true range relative to their 200 day standard deviations behaved as a group. I’ve noticed over the 2 months that there are patterns in their relative volatilities and decided that it was worth coding. After a whole week of debugging of the coding equivalent of a roach motel that is ThinkNorSwim, I had to exclude 5 of the 37 futures I originally intended to include in the index (corn, soybean meal, sugar, coffee, lumber and 5 year treasury note futures). Despite the heavy price of sub-platform limitations, here it is – here’s an overall index that gives another way of showing volatility as it relates to many different asset classes in one lil histogram indicator:
Next up, I modified the Trend-Noise Balance indicator, improving the delay of fast/slow EMA crossovers with the same concept used in my Cumulative Secretariat Width indicator posted a few months ago:
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