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The Art Of War by Sun Tzu

Insights and application to the battleground of markets.

Category Educational

Details: The Art Of War by Sun Tzu
Category: Educational

January 17th, 2017
Size: 94.87 KB
Downloaded: 107 times

MultiREMA Extended

Exported with NinjaTrader 7.0.1000.37

Updated Version: 01.01.000 Updated: 04/11/2018

Named: fpgMultiREMAExtended

Enhancements

This version includes the previous bug fix and has several enhancements (some of which might have slipped into the previous fix release) as described below:

1. Reorganized the indicators parameters section
2. Version and release date included in the indicators parameters section
3. Changed the C-Rema and T-Rema OB and OS plots so that when they expand the new values are recorded immediately rather than waiting for a pull back. This results in the plot lines being a curve rather than being step-wise. However, because the OB/OS channel lines exactly match the C and T Rema plots they may be hidden until those plots pull back.
4. The OB and OS can be optionally and independently set to contract. When enabled (disabled by default), the rules for contraction are as follows:

Once the C or T Rema plot cross their respective midlines the indicator records the highest value and checks them against the outer or inner line offset value (as set by the user). If the plots fail to reach either of the offset values the highest Rema (C or T) value(s) become the new outer or inner channel line respectively. In the event of choppy plot lines, to avoid unnecessary changes the new outer or inner lines are not set until the Rema plot lines cross opposite the midline again, resulting in a step-wise contraction. All of the other lines are adjusted as required.

Updated Version: 04/09/2018, bug fix only

This version fixes a problem when the indicator is used with certain currencies. In these situations the various lines indicating Overbought and Oversold channels are not calculated. Because the OB/OS channel lines are not calculated the Breakout lines are not calculated either.

Note: If you are not having this problem then it isn't necessary to install this version as a new one will be out shortly that includes this fix and some new enhancements.

Release Data 3/21/2018

This indicator is an extension of the indicator found here. It was release separately rather than updating the existing one because of the experimental nature of some of the enhancements. These enhancements should be considered experiment because:

1. None of these enhancements were described in Ehler�s article, (this includes plotting the Cycle and Trend REMAs in the same panel as in the MultiREMA and using the crossing as a potential signal)
2. The value of them in trading has not been determined.
3. Although it has been tested with most all bar types most of the testing was done using only Renko bars (shown in the screenshot)

Note: The REMA indicator included is unaltered from the one installed with the MultiREMA and need not be installed again.

Enhancements

1. Dynamic Overbought (OB) and Oversold (OS) channel lines based on historical values with a midline for each
(disabled by default). Both the Inner and Outer Channel lines automatically expand only away from the zero line.
2. Short and Long Breakout lines as determined by the user (more below).
3. Optional markers indicate when the cycle RFEMA crosses (in both directions) the inner line of the Overbought or
Oversold channels.
4. Expose potential trade signal codes to IntSeries that identify Cycle/Trend line crossing.
5. Control of how/when to begin calculating the OB/OS lines. The default is �Daily� which causes the OB/OS lines to
be reset every new day at midnight (except for Sunday USA which happens at market open).

Descriptions
1. Expansion

a. Dynamic OB and OS Channel Expansion. The outer line moves higher (lower) each time the Cycle Plot line attains a new higher (lower) value.

b. The Inner channel works in a similar manner except the Trend Plot line is used rather than the Cycle Plot line.

2. Contraction - Neither the inner or outer OB or OS channel lines contract at this time, except when reset.
3. Breakout lines

a. The Long and Short breakout lines are calculated using a user specified percentage and is the value of distance between the inner OB/OS line times a user specified percentage.

b. Both the Long and Short breakout lines are calculated using the same percentage.

c. The breakout lines are recalculated when the inner channel lines are adjusted.

4. Exposed Signals - A code is sent to an IntSeries when the Cycle REMA crosses the Trend REMA. Different codes
are used for the crossing depending on where the crossing occurred relative to the zero line.

Change Log

Date Description

03/21/2018 Initial Release
03/22/2018 Correct Numbering in Indicator Parameters
04/09/2018 Correct problem calculating OB/OS channels for certain currencies.
04/11/2018 Enhancements as described above

Category NinjaTrader 7 Indicators

Details: MultiREMA Extended
Category: NinjaTrader 7 Indicators

March 21st, 2018
Size: 11.84 KB
Downloaded: 633 times

'Gapless' Collection V2.2

Updated for beta 11.

A collection of simple 'gapless' indicators to get you started with your own versions.

'Gapless' is simply this: it ignores the intra-day session gap. Why do this? Ever tried trend trading at the session open but having to wait for your EMA or RSI to catch up? As far as I'm concerned if I am not making money from the gap itself ie. holding a position overnight, then I want an indicator that will show me 'relative' direction from the opening bar.

* Useful for stocks, DAX, grains and those trading the RTH sessions. You could plot a ETH chart with a regular indicator next to a RTH chart with the gapless indicator for confirmation.

* The indicators have the 'option' to use the gapless concept, else they plot as usual.

* EOD type charts will plot as normal, it will automatically use the standard code.

Includes:

* Gapless EMA (Thanks to FatTails for this original NT7 code).
* Gapless SMA
* Gapless TEMA
* Gapless RSI
* Gapless CCI
* Gapless Macd

V2 Added:

* ADX
* Stochastics
* Double stochastics
* Natural Moving Average x 2

V2.2:

*Checked for NT8b9. Cleaned naming.

and also includes a 'gapless price proxy'. Use this as a replacement 'Input' for your panel indicators. It works for some but not for others, so there are limitations. Try on a regular Macd. Simply add the regular Macd indicator and select 'Input Series'> Indicators>Sim22_GaplessInputProxy. It will now ignore the gaps.

Category NinjaTrader 8 Indicators and More

Details: 'Gapless' Collection V2.2
Category: NinjaTrader 8 Indicators and More

December 16th, 2015
Size: 32.81 KB
Downloaded: 926 times

Scalpeur1

an vesion of my old Ts indic .. work on Multichat

Category MultiCharts

Details: Scalpeur1
Category: MultiCharts

June 29th, 2011
Size: 7.86 KB
Downloaded: 497 times

Keywords: scalpeur1

R - Cointegration Test using Augmented Dicky Fuller, Takes exports from Multicharts

This is a co-integration test that uses the ADF method. It takes daily time frame exports from multicharts, it requires 2 instruments that have been exported over the same time frame. The threshold here for significance is <5% or 95% confidence in co integration/ mean reversion.

It provides you with the following output

Date range
Assumed hedge ratio Beta
ADF p-value
is your pairs mean reverting in text.

Category Matlab Functions (hidden)

Details: R - Cointegration Test using Augmented Dicky Fuller, Takes exports from Multicharts
Category: Matlab Functions (hidden)

March 15th, 2013
Size: 2.24 KB
Downloaded: 41 times

EFT manual / Build Your Money Muscle

I just wanted to share this document that I have found on the internet , about EFT ( Emotional Freedom Therapy ) focus is mainly on attacting money and building those money muscles !!
Enjoy !

Category Educational

Details: EFT manual / Build Your Money Muscle
Category: Educational

December 8th, 2009
Size: 714.05 KB
Downloaded: 336 times

RolloverVolume

RolloverVolume V2

I've updated this indicator to use a different approach. It now shows daily volume of various contracts months for an instrument. Highlights the contract with the highest volume, if another contract has higher volume then that on the chart. When this happens, then it's time to rollover.

- Make sure you choose an explicit session template for the chart. Do not choose <Use Instrument Settings>
- Make sure at least 3 valid future contract months are defined in your Instrument Manager default instrument list
- Add an optional comma separated list of future contracts for your instrument in 'Contracts List' parameter Ex: "CL 01-12, CL 02-12, CL 03-12". If blank, the next 3 future contracts will be used. These contracts must be defined in your default instruments list
- Add the current contract name to the parameter 'Current Contract'. If blank, the current chart contract will be used.

The indicator requires that your broker sends daily volume data as a separate message. I use it with Mirus and Interactive Brokers. I don't know if all brokers do this.

Warning:
This indicator uses un-supported code, namely using variables in the Add() method. This may have unpredictable results in NT behavior, like a frozen chart. I have put in code to try to prevent this, and tested successfully with various instruments. I can't guarantee this for every instrument and every configuration, so please test in your environment before using live.

Category NinjaTrader 7 Indicators

Details: RolloverVolume
Category: NinjaTrader 7 Indicators

March 3rd, 2011
Size: 3.87 KB
Downloaded: 841 times

Keywords: contract expiry monpere rollover rollovervolume volume

NT 6.5 installer needed!

Hello All!

Has anyone old NT 6.5 installer? NT site has no download link
or I can't find it.

AT 2014 it still was available

Thank you!

Category NinjaTrader 6.5 Miscellaneous

Details: NT 6.5 installer needed!
Category: NinjaTrader 6.5 Miscellaneous

October 10th, 2020
Size: 16.74 KB
Downloaded: 4 times

AddOn_UpDown_GomPackage1.1

Based on my needs, I have added couple new features to some of Gomi's indicators. The 2 new indicators are meant as add-ons (not replacements) to the original ones contained in the current GomPackage1.1.

GomDeltaVol_UpDown (based on GomDeltaVolume):
added option for "negative delta"plot below zero line; added "zero line" plot; disabled TotalVolume plot/calc.

GomCDSMA_UpDown (based on GomCDSMA):
added rising/falling plot color; added "zero line" plot.

Also posted on NT forum.
https://ninjatrader.com/support/forum/showthread.php?t=23283

Enjoy!
--betaride

NinjaTrader 6.5: Yes - ZTrade101
NinjaTrader 7.0: Yes - ZTrade101

Category NinjaTrader 6.5 Indicators NinjaTrader 7 Indicators

Details: AddOn_UpDown_GomPackage1.1
Category: NinjaTrader 6.5 Indicators NinjaTrader 7 Indicators

February 18th, 2010
Size: 21.03 KB
Downloaded: 3438 times

Keywords: betraride tick gompackage cumulative volume recording delta

Laguerre Filter (amaLaguerreFilter)

Version 1.0 March 6, 2017

This is a four element Laguerre Filter as described by John Ehlers in his paper "Time Warp - Without Space Travel".

The Laguerre Filter is a smoothing filter based on Laguerre polynomials. Its first term is an EMA, which is then further smoothened with a damping factor. The damping factor may take any value between 0 and 1. When the damping factor is set to 0, the Laguerre Filter becomes a finite impulse response (FIR) filter. When the damping factor is set to a value close to 1, the filter becomes dramatically smoother, but will have a significant lag.

The indicator that can be downloaded here is a four element Laguerre Filter. I have replaced the damping factor with a synthetic lookback period which allows for adjusting smoothness and lag. A lookback period of 1 corresponds to a simple 4-period triangular moving average.

LaguerreFilter(1) = TMA(4)

When the synthetic lookback period is increased, the filter becomes smoother but has a slower response to price changes.

Category NinjaTrader 8 Indicators and More

Details: Laguerre Filter (amaLaguerreFilter)
Category: NinjaTrader 8 Indicators and More

October 20th, 2017
Size: 2.67 KB
Downloaded: 376 times

Keywords: damping filter iir laguerre polynomials

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