In a nutshell, the MTF Suite
allows you to calculate, view, and optimize
higher-timeframe information on a lower-timeframe
chart. The techniques of the MTF Suite
cleverly "synthesize" HTF information directly from
the chart to which they are applied.
What It Looks Like
Here is a picture showing
some MTF Suite indicators on the left, and "normal"
indicators on a higher timeframe (HTF) chart on the
right:
Note how the Linear Regression
Curve and MACD peaks are the same on both charts.
This is because the MTF Suite indicators on the
lefthand (5m) chart are set to a Factor of 3, making
them, in effect, display 15m MACD, LRC, Moving
Averages, etc.
The MTF Suite indicators may
be applied to tick and share charts as well:
The Factor of 3 is chosen for
illustration, but the Factor can be set to whatever
you want it to be.
The MTF suite works with any type of bar and any
asset class. Here is a Forex example:
Agreement between MTF Suite
calculations on a lower timeframe chart and the same
calculations on a higher timeframe chart ranges from
very close to exact. Very close
happens when the trades/volume contained with Factor
bars on the LTF are not exactly the same as in a
single bar on the HTF. This can happen, for
example, with share bars, where 3 LTF 100 share bars
might actually represent 300 shares (or contracts)
while the corresponding single HTF 300 share bar
might actually represent 320 shares. Such
minor differences are artifacts of the platform bar
creation process. When Factor LTF bars and a
single HTF bar represent the same information, then
the MTF Suite indicators produce exact
agreement with normal indicators applied to an HTF
chart. This is typically the case with minute
bars.
In practice, MTF Suite
functions and indicators may be applied to any bar
type, since the MTF Suite algorithms are completely
deterministic. Backtesting and forward
observation will be in complete agreement.
How It Works
MTF Suite indicators and
paintbars are all based on MTF Suite functions.
MTF Suite functions internally
generate synthetic bars as necessary for the
calculation in progress.
Just as the MTF Suite
indicators and paintbars call the MTF Suite
functions, so you may call the same functions from
your own indicators, paintbars, and strategies.
By calling MTF Suite functions
from your own strategies, you can easily optimize
your strategies on timeframe - something that is
difficult to achieve any other way in
TradeStation.
What You Get
The
MTF Suite is a large library of techniques, and
CodeForTraders has carefully prepared it so that you
can easily import, delete, and re-import as desired.
Several classes of techniques are provided in
multiple .ELD files. Within each .ELD file the
techniques share a very narrow date/time range that
allows them to be easily identified within your EL
library at any later time.
The
270+ included techniques are listed in these 3
files:
You
get the MTF Suite in full source code form.
Thus you (or your programmer) will be able to create
any additionally desired extensions by studying the
provided code and using the same style to accomplish
new goals.
A
generous set of sample workspaces is also provided
(charts set up similar to the pictures above), as is
an initial set of Analysis Group templates.
The
MTF Suite is far too extensive to be provided with
free support. After-installation customer
support for the MTF Suite, if necessary, is
available at standard hourly rates.
What It Costs
A single, permanent, personal-use
license to use the MTF Suite on all your
TradeStation machines, along with a full copy of the
MTF Suite source code costs $750 (less than $3 per
technique).
If you are an MTF Suite
customer engaging a developer to write MTF
strategies for you, your programmer's permanent copy
of the MTF Suite may be purchased for only $200.
Commercial-use licenses (for
CTA's, hedge funds, etc. who are trading OPM) are
also available.
To inquire about a developer
or commercial
license, please email
questions@CodeForTraders.com
.
How You Get It
This package will be emailed
to you after your PayPal payment is processed.
Please be aware of the
caveats
before you order.
Use either the 'Add to Cart' or a 'Buy Now' button to
order.
