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HilbertTransform2

This is the hilberttransformation for the Ehlers indicators to work *LIVE* not on BarClose= False.

*No need to post pic. this is the same indicator as HilberTransform modified to work with Ehlers live*

******THIS INDICATOR IS COMBINED WITH: https://nexusfi.com/download/vip_elite_circle/1001-download.html?view *******

Category The Elite Circle

Details: HilbertTransform2
Category: The Elite Circle

September 29th, 2011
Size: 8.53 KB
Downloaded: 429 times

MEF Enter/Exit market indicator

This indicator uses Linear Regression as main driver. It's based on a longer and shorter period LR used as a signal.

I find it most suitable for indicating when to add new contracts to already opened position or if you've missed trend break-out this can find you a nice entry.

Should you have market trending down, you enter when histogram reaches near 0 and you can either wait to change direction and go in the opposite direction or use some "fixed" near 0 detection method.

On the image you can see how nice have been identified places where to add to an existing position, or even enter market if not done so already.

Please check here for early trend change identification and how trading divergences possibilities.

Parameters:
- Adaptive period: you can select to use adaptive period proposed by John Ehlers for short period calculation
- Period multiplier: is to be used if you've selected adaptive period so from short period calculated will be derived long period value by multiplication
- Long LR period/Short LR period: are to be used as fixed values for Linear regression period
- Long/Short smoothing: is SMA smoothing applied to LinReg

Notes:
- Red/Green histograms are selected on Falling/Rising base respect to previous value.

- In debug mode you can see additional 2 lines plotted. Those are actual angle measure line for longer and shorter period LR.

- Development of this indicator was inspired by the following post Linear Regression Angle Measurement by Doug Tucker

- There's a forum thread on this indicator opened here.

- Exported using NT 7 b18

Category NinjaTrader 7 Indicators

Details: MEF Enter/Exit market indicator
Category: NinjaTrader 7 Indicators

July 8th, 2010
Size: 12.76 KB
Downloaded: 2118 times

Keywords: entry indicator ivanjocic linear position regression mef

strategy for Volatility Breakout Pattern

Not my personal work but that I'd share:

Volatility Breakout Pattern

Description

The squeeze takes advantage of quiet periods in the market when the volatility has decreased significantly and the market is building up energy for its next major move higher or lower. Period of low volatility are identified as the times when the bands "move closer together". How do we know that the current narrowness is really narrow enough to qualify as low volatility? By adding Keltner Channels and momentum index oscillator as per mentioned in John Carter's book Mastering the Trade.

While Bollinger Bands expand and contract as the markets alter between periods of high and low volatility, the Keltner Channels stay in more of a steady range. The momentum index oscillator is used to estimate the direction.

How does this Setup work?

The quite period is identified whent he Bollinger Bands narrow in width to the point that they are actually trading inside of the Keltner Channels. This marks a period of reduced volatility and signals that the market is taking a significant breather, building up steam for its next move. The trade signal occurs when the Bollinger Bands then move back outside the Keltner Channels. Use 12 period momentum index oscillator to determine whether to go long or short. If the oscillator is above 0 when this happens, GO LONG; if it id below 0 then GO SHORT.

Usually the moves are explosive when the BB Width is lowest over past 6 months which comes to across 126 days and hence we need more than 126 price data bars. Also choose BBWidth < 0.05 for better results in the strategy for daily data.

Strategy includes trailing stop and stop loss as variables so you can easily backtest as well as use optimizer.

Category NinjaTrader 7 Strategies

Details: strategy for Volatility Breakout Pattern
Category: NinjaTrader 7 Strategies

October 27th, 2012
Size: 16.99 KB
Downloaded: 861 times

DB Default Optimizer - Enum/Bool Support

This was designed to replace the standard "default" optimization option by providing enum and bool selection support for the optimizations. As I got into it, I ended up adding extra features to assist my analysis.

Usage: After installing, select DB Default in Strategy Analyzer underneath "Optimizer".

Output CSV: Options are "Values", "Numeric", and "Both". It will output your choice under "Documents/NinjaTrader 7/DB Optimization Outputs" the performance and parameters of every iteration in an optimization or walk-forward. Values are what you would normally expect, but "Numeric" is with the bool/enums as numbers that represent their indexes so that numerical computations can be applied, such as averages. Both is a .csv file that has first the values and secondly the numeric values in additional columns to the right.

Optimizer MC: This is an option to enable or disable multi-core processor support for the optimizations. There is a bug with NT present as of B19 I reported and they acknowledged here (https://forum.ninjatrader.com/showthread.php?p=184555) but has not been addressed yet. As a workaround this option was created to run the optimizations in single core mode. It affects all optimizers and some inconsistency can be attributed to it.

Optimizer Pool WF: If a name is put here, it will pool the results instead of generating individual files for the walk forward from the different periods.

Optimizer Sound: Probably my favorite feature for lengthy optimizations, when set to true and the optimization completes, it will run the NT "Cha Ching!" cash register sound when the optimization completed.

- Trader DB

Category NinjaTrader 7 Strategies

Details: DB Default Optimizer - Enum/Bool Support
Category: NinjaTrader 7 Strategies

August 10th, 2010
Size: 4.49 KB
Downloaded: 477 times

Keywords: genetic optimizer enum

Trader Dynamic Index

This does a pretty good job of showing cycles and when to enter and exit staying on the right side of trend. Don't trade against the yellow line. Take trades with the red/green crosses. Blue coming together is bollinger concept showing a move should happen soon...

Category MetaTrader 4 Indicators

Details: Trader Dynamic Index
Category: MetaTrader 4 Indicators

January 3rd, 2010
Size: 4.77 KB
Downloaded: 600 times

Keywords: websouth

NT7 Market Replay Data - part 23/37

***ONLY DOWNLOAD EACH PART ONE AT AT TIME. If you download in multiples, you will be throttled to slower speeds, and you will loose all of the data. Your download will also be more efficient. In order for everyone to have broad access to this kind of data, please be mindful of the bandwidth used!

***PLEASE ONLY DOWNLOAD IF YOU INTEND TO USE THIS ONLY. These large files require ample bandwidth, so please only use if necessary!

***THIS IS MARKET REPLAY DATA ONLY, NOT HISTORICAL DATA. COMPATIBLE WITH NINJATRADER 7 ONLY.

See original post (1/ 37) or the last post (37/37) for the list of the included data.

06/2011-12-2013

Category NinjaTrader Market Replay Data

Details: NT7 Market Replay Data - part 23/37
Category: NinjaTrader Market Replay Data

January 19th, 2014
Size: 953.67 MB
Downloaded: 186 times

NonLinear Moving Averages collection

Attached is a collection of 7 NonLinear Moving Averages and their functions for easy use in backtesting. Every indicator also contains an option to color the line to signal up and downtrends, and the user can specify these colors.

This pack include the following moving averages:

KAMA (Kaufman Adaptive Moving Average),
VIDYA (Variable Index Dynamic Average),
MAMA (MESA Adaptive Moving Average),
Ehlers Filter,
Median-MA Difference Filter,
FRAMA (Fractal Adaptive Moving Average),
NonLinear Laguerre Filter.

If you want to import a specific indicator, uncheck the other ones while importing them in MultiCharts.

The example screenshot just shows one nonlinear moving average to give an idea.

Source: John Ehler's presentation 'Building Trading Systems on NonLinear Filters' at the TradeStationWorld 2005 Expo.

Category MultiCharts

Details: NonLinear Moving Averages collection
Category: MultiCharts

January 22nd, 2012
Size: 49.54 KB
Downloaded: 478 times

Keywords: ehler fractals frama kama laguerre ma mama median movingaverage nonlinear vidya

i-sessions

This allows you to pick the three major forex sessions and shade their times. Shows session overlaps with a different color.

Category MetaTrader 4 Indicators

Details: i-sessions
Category: MetaTrader 4 Indicators

January 3rd, 2010
Size: 8.20 KB
Downloaded: 520 times

BarChartDotComVolumes

This indicator displays the contract with the highest EndOFDay or IntraDay volume for a list of unlimited number of instruments. The volume data is fetched form BarChart.com.

I use it to identify when to switch contracts around contract Rollover time since I want to trade the contract with the highest volume. The conventional way traders generally do this is to load the current and next futures contracts in NT Market Analyzer, and watch all the volume there. This forces you to update the contracts list every month, and also takes up NT resources to continually process volume data for multiple contracts.

This indicator uses no NT resources, and you never have to update any contract lists with future contracts. You get the volume information on demand, for an unlimited number of specified contracts.

- Use the 'Symbols' parameter to specify which contracts you want to see.
- Press the 'Vol+' chart button to toggle the display of the text On/Off on the chart

Note: The coding may need to change in the future if/when Barchart.com makes changes to the format of the associated web page the data is fetched from.

Category NinjaTrader 7 Indicators

Details: BarChartDotComVolumes
Category: NinjaTrader 7 Indicators

December 16th, 2012
Size: 3.79 KB
Downloaded: 549 times

Keywords: barchart barchart.com contract highest monpere rollover volume

NYSE TICK Advance/Decline Market Internals

Created this indicator to plot the 1 minute NYSE TICK and Advance/Decline on my range bar trading charts. I use it to see high/low TICK thresholds, TICK divergences, and A/D line market strength, used together to predict short term overbought/oversold market reversals. This can tell you when a pullback is imminent, or help trade reversals.

The necessary candles are artificially filled in to preserve the main chart bar spacing, but the high/low thresholds are retained. It also marks the 1 minute high/low TICK thresholds on the chart. The A/D line plot can be toggled on/off using CTL-ALT key stroke.

Note: You must have the NYSE TICK (^TICK) and Advanced Decline (^ADD) symbols defined in your Instrument database.

Category NinjaTrader 7 Indicators

Details: NYSE TICK Advance/Decline Market Internals
Category: NinjaTrader 7 Indicators

July 22nd, 2012
Size: 5.56 KB
Downloaded: 1509 times

Keywords: advance decline internal internals market monpere tick

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