Termos de Referência

In specific circumstances, it is possible to extract data, far above the  for 1 single script .
The following technique uses composite tickers. Changing tickers needs to be done in the code itself as will be explained further.

          ⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯

🔶 PRINCIPLE

        Standard example:

  c1 = request.security('MTLUSDT' , 'D', close)


        This will give the close value from 1 ticker (MTLUSDT); c1 for example is 1.153

        Now let's add 2 tickers to MTLUSDT; XMRUSDT and ORNUSDT with, for example, values of 1.153 (I), 143.4 (II) and 0.8242 (III) respectively.

        Just adding them up 'MTLUSDT+XMRUSDT+ORNUSDT' would give 145.3772 as a result, which is not something we can use...

        Let's multiply ORNUSDT by                  100 ->            14340
        and   multiply MTLUSDT  by 1000000000 -> 1153000000                 (from now, 10e8 will be used instead of 1000000000)
        Then we make the sum.

        When we put this in a security call (just the close value) we get:

  c1 = request.security('MTLUSDT*10e8+XMRUSDT*100+ORNUSDT', 'D', close)


        'MTLUSDT*10e8+XMRUSDT*100+ORNUSDT' -> 1153000000 + 14340 + 0.8242 = 1153014340.8242 (a)

        This (a) will be split later on, for example:

        1153014330.8242 / 10e8 = 1.1530143408242 -> round -> in this case to 1.153 (I), multiply again by 10e8 -> 1153000000.00 (b)
        We subtract this from the initial number:

            1153014340.8242   (a)
         - 1153000000.0000   (b)
          –––––––––––––––––
                       14340.8242   (c)

        Then -> 14340.8242 / 100 = 143.408242 -> round -> 143.4 (II) -> multiply -> 14340.0000 (d)
         -> subtract

            14340.8242   (c)
         - 14340.0000   (d)
          ––––––––––––
                     0.8242   (III)

        Now we have split the number again into 3 tickers: 1.153 (I), 143.4 (II) and 0.8242 (III)

          ⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯⎯


In this publication the function compose_3_() will make a composite ticker of 3 tickers, and the split_3_() function will split these 3 tickers again after passing 1 request.security() call.

In this example:

t46 = 'BINANCE:MTLUSDT', n46 = 10e8 , r46 = 3, t47 = 'BINANCE:XMRUSDT', n47 = 10e1, r47 = 1, t48 = 'BINANCE:ORNUSDT', r48 = 4 // T16 ••• T16= compose_3_(t48, t47, n47, t46, n46) ••• [o16, h16, l16, c16] = request.security(T16, res, [open, high, low, close]) ••• [MTLc , XMRc , ORNc ] = split_3_(c16, n46, r46, n47, r47, r48)



🔶 CHANGING TICKERS

If you need to change tickers, you only have to change the first part of the script, USER DEFINED TICKERS

Back to our example, at line 26 in the code, you'll find:

t46 = 'BINANCE:MTLUSDT', n46 = 10e8 , r46 = 3, t47 = 'BINANCE:XMRUSDT', n47 = 10e1, r47 = 1, t48 = 'BINANCE:ORNUSDT', r48 = 4 // T16
(t46, T16,... will be explained later)

You need to figure out how much you need to multiply each ticker, and the number for rounding, to get a good result.

In this case:
'BINANCE:MTLUSDT', multiply number = 10e8, round number is 3 (example value 1.153)
'BINANCE:XMRUSDT', multiply number = 10e1, round number is 1 (example value 143.4)
'BINANCE:ORNUSDT', NO multiply number, round number is 4 (example value 0.8242)

The value with most digits after the decimal point by preference is placed to the right side (ORNUSDT)

If you want to change these 3, how would you do so?

First pick your tickers and look for the round values, for example:
'MATICUSDT', example value =   0.5876 -> round -> 4
'LTCUSDT'    , example value = 77.47      -> round -> 2
'ARBUSDT'    , example value =   1.0231 -> round -> 4

Value with most digits after the decimal point -> MATIC or ARB, let's pick ARB to go on the right side, LTC at the left of ARB, and MATIC at the most left side.
-> 'MATICUSDT', LTCUSDT', ARBUSDT'

Then check with how much 'LTCUSDT' and 'MATICUSDT' needs to be multiplied to get this: 5876 0 7747 0 1.0231

'MATICUSDT' -> 10e10
'LTCUSDT'      -> 10e3

Replace:

t46 = 'BINANCE:MTLUSDT', n46 = 10e8 , r46 = 3, t47 = 'BINANCE:XMRUSDT', n47 = 10e1, r47 = 1, t48 = 'BINANCE:ORNUSDT', r48 = 4 // T16

->

t46 = 'BINANCE:MATICUSDT', n46 = 10e10 , r46 = 4, t47 = 'BINANCE:LTCUSDT', n47 = 10e3, r47 = 2, t48 = 'BINANCE:ARBUSDT', r48 = 4 // T16


DO NOT change anything at t46, n46,... if you don't know what you're doing!

Only
 • tickers ('BINANCE:MTLUSDT', 'BINANCE:XMRUSDT', 'BINANCE:ORNUSDT', ...),
 • multiply numbers (10e8, 10e1, ...) and
 • round numbers (3, 1, 4, ...)
should be changed.

There you go!


🔶 LIMITATIONS

🔹 The composite ticker fails when 1 of the 3 isn't in market in the weekend, while the other 2 are.
     That is the reason all tickers are crypto. I think it is possible to combine stock,... tickers, but they have to share the same market hours.

🔹 The number cannot be as large as you want, the limit lays around 15-16 digits.
     This means when you have for example 123, 45.67 and 0.000000000089, you'll get issues when composing to this:
     -> 123045670.000000000089 (21 digits)

     Make sure the numbers are close to each other as possible, with 1 zero (or 2) in between:
     -> 1.230045670089 (13 digits by doing -> (123 * 10e-3) + (45.67 * 10e-7) + 0.000000000089)

🔹 This script contains examples of calculated values, % change, SMA, RMA and RSI.
     These values need to be calculated from HTF close data at current TF (timeframe).
     This gives challenges. For example the SMA / %change is not a problem (same values at 1h TF from Daily data).
     RMA, RSI is not so easy though...

     Daily values are rather similar on a 2-3h TF, but 1h TF and lower is quite different.

     At the moment I haven't figured out why, if someone has an idea, don't hesitate to share.
     The main goal of this publication is 'composite tickers ~ request.security()' though.



🔹 When a ticker value changes substantially (x10, x100), the multiply number needs to be adjusted accordingly.


🔶 SETTINGS

  • SHOW SETS


  • SET
       • Length: length of SMA, RMA and RSI
       • HTF: Higher TimeFrame (default Daily)

  • TABLE
       • Size table:                         \ _ Self-explanatory
       • Include exchange name:  /
       • Sort: If exchange names are shown, the exchanges will be sorted first

  • COLOURS
       • CH%
       • RSI
       • SMA (RMA)

  • DEBUG

    Remember t46, T16,... ?
    This can be used for debugging/checking
    ALWAYS DISABLE "sort" when doing so.

    Example:

    Set string -> T1 (tickers FIL, CAKE, SOL)
    (Numbers are slightly different due to time passing by between screen captures)

    Placing your tickers at the side panel makes it easy to compare with the printed label below the table (right side, 332201415014.45),
    together with the line T1 in the script:

    t1 = 'BINANCE:FILUSDT' , n1 = 10e10, r1 = 4, t2 = 'BINANCE:CAKEUSDT' , n2 = 10e5 , r2 = 3, t3 = 'BINANCE:SOLUSDT' , r3 = 2 // T1


    FIL     :    3.322
    CAKE:    1.415
    SOL   : 14.56

    Now it is easy to check whether the tickers are placed close enough to each other, with 1-2 zero's in between.

    If you want to check a specific ticker, use "Show Ticker", see out initial example:
    Set string    -> T16
    Show ticker -> 46 (in the code -> t46 = 'BINANCE:MTLUSDT')

    (Set at 0 to disable "check string" and NONE to disable "Set string")

    -> Debug/check/set away! 😀


🔶 OTHER TECHNIQUES

 • REGEX (Regular expression) and  is used to delete the exchange name from the ticker, in other words, everything before ":" is deleted by following regex:
exch(t) => incl_exch ? t : str.match(t, "(?<=:)[\\w]+")

 • To sort,  is used (line 675 in the code), just as in my first "sort" publication Sort array alphabetically - educational

aSort = arrT.copy() sort_Indices = array.sort_indices(id= aSort, order= order.ascending)


 • Numbers and text colour will adjust automatically when switching between light/dark mode by using  / 

🔹 DISCLAIMER
Please don't ask me for custom screeners, thank you.

Respondido

1
Desenvolvedor 1
Classificação
(7)
Projetos
6
0%
Arbitragem
5
0% / 100%
Expirado
1
17%
Livre
Pedidos semelhantes
Hi I have a simple task (hopefully) I have a custom strategy that I built with the help of Claude Anthropic - everything is finished and I zipped it with power shell but when importing it NT8 gives me the error message that the file was made from an older, incompatible version or not a NinjaScript. My folder structure is correct as far I can see so I don't know what the issues is and it's costing me too much to go
Subject: Development of Ultra-High Precision Confluence Indicator - M1 Binary Options (Non-Repaint) ​ Hello, I am looking for a Senior MQL5 Developer to create a custom "Surgical Precision" indicator for MetaTrader 5, specifically optimized for 1-minute (M1) Binary Options trading. The system must integrate three distinct layers of algorithmic analysis. ​ 1. Core Logic: Triple-Layer Confluence ​The signal (Call/Put)
Looking for an experienced MQL5 developer to design and develop a custom Expert Advisor (EA) for MetaTrader 5. The purpose of this EA is not just automated trading, but also to help me better structure, test, and refine my personal trading strategy
Hi, I need a simple MT5 EA. Based on my simple trading strategy I'm going to discuss with you If you have experience in this kindly bid for this project Thanks
Automated trading system 150 - 250 USD
Anyone I need my own bot with my own licenses keys I will pay up please the bot must make good profit and I will pay up good money just hope it helps me
I would like to create a robot with the smart money concepts, that integrates order block,FVG,supply & demand ,read the market structure,liquidity and also trade with the session and also after a liquidity sweep a market structure is needed to verify the reversal and a retracement to the order block and sometimes fair value Gap
iwant to get indicator for both trades including forex gold algo and other . all FOREX MT 5 TRADING MARKETING must be analyses by and give me indicator or signal on how or where market go next at a specific time
Data Integrity 500 - 1000 USD
The trading bot is an automated software system designed to monitor financial markets, execute trades, and manage risk based on predefined strategies. The bot aims to maximize profits while minimizing human intervention and emotional decision-making. Scope: Supports automated trading on selected exchanges (e.g., Binance, Bitget, Coinbase). Executes trades based on technical indicators, signals, or AI models. Provides
Would it be possible to connect Futures prop firm with Rithmic or Tradeovate platform to Ninjatrader automated trading ? If anyone can do this for me I will be happy to get started with the person right away
I need help in modifying an amibroker AFL indicator the indicator already works but I need per symbol static variable isolation, parameters persistence per symbol after restart, non declining trailing stop logic, parameter auto restore when switching symbols and a global reset function for static variables. For better understanding As discussed, this is the official offer for restructuring my RAD Chandelier stop loss

Informações sobre o projeto

Orçamento
30 - 200 USD
Prazo
para 20 dias