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NinjaTrader 7 Indicators
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Access denied - You must be an Elite Member to access this file, and be logged in. Bars In A Row V1
This indicator counts the number of bars that have moved in the same direction, plotting a positive histogram for rising bars and a negative one for falling bars. I forget how I handled dojis, but I did.

It also includes SMAs of rising and falling bars, with a user-configurable period for the moving average.

I hope a few people still using NT7 find this useful.
 
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Details: Bars In A Row V1


August 6th, 2018
Size: 3.97 KB
Downloaded: 18 times
Access denied - You must be an Elite Member to access this file, and be logged in. ADXVMAColorBands 5 *
Hello Traders, I thought that I uploaded this a few years ago...

I have added color and Volatility Channels (Keltner-ish) to the popular ADXVMA. You can select your colors for an Up trend, Down trend or Neutral. The Volatility Bands can be colored and set to the multipliers that you prefer. In the picture, the ADXVMA is set to 5 periods and the bands are set to 1.618 for the inner band and 3.14 for the outer band.

When the center line is yellow, the trend is not defined. I have found that a touch of the band with a yellow center will reject. I hope that this helps you with the chop.

Trade Well...
Bob
 
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Details: ADXVMAColorBands


July 26th, 2018
Size: 5.84 KB
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Access denied - You must be an Elite Member to access this file, and be logged in. TradeTimer - NT7
May 31st 2018 v1.0
This Indicator displays the time elapsed since last execution and was inspired by the work of Lucas (Rainbow from the the NT forum) and an open source indicator he offered which toggled trades.

I am self taught and although this indicator has shown to be reliable and stable, the bulk of his work is advanced and credit should go to him.
 
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Details: TradeTimer - NT7


May 31st, 2018
Size: 4.05 KB
Downloaded: 56 times

Keywords: execution timer trade
Access denied - You must be an Elite Member to access this file, and be logged in. MultiREMA Extended 5 *
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
 
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Details: MultiREMA Extended


March 21st, 2018
Size: 11.84 KB
Downloaded: 343 times
Access denied - You must be an Elite Member to access this file, and be logged in. Choppy Market Index V1 5 *
Ranging or trending? From 'Tackling trending and ranging markets with CMI', by Daniel Fernandez, currencytrader.com 8/11.

This indicator shows the change in price of an instrument as a percentage of the range over the same time period. If price started the period at one extreme of the range and ended at the other extreme, percentage will be 100. If it started and ended at the same price, percentage will be zero. Also shows when current price is above or below that of the 'Signal period' by coloring the CMI line green or red. In addition, there is an SMA of the CMI line. Basically, when the value is low, price isn't really going anywhere and when it's high, price is moving steadily. Overall period, signal period and SMA period are all user-configurable.

This indicator is certainly similar to some others, but I have found that it has helped me identify tops and bottoms better than the various included-with-Ninjatrader indicators that I have tried. So, I thought I'd offer it to the community, in case it's of use to anyone else.

This description is right from the currencytrader.com article:
Ranging: enter long when Smooth < 40 and CMI is red; enter short when Smooth < 40 and CMI is green. Trending: enter long when Smooth > 60 and CMI is green; enter short when Smooth > 60 and CMI is red. Exit all trades when CMI crosses 50. Divides difference between Close[0] and Close[CMIPeriod] by difference between MAX(High, CMIPeriod) and MIN(Low, CMIPeriod). Adds SMA(SMAPeriod) of that value. Colors CMI plot green when Close[0] > Close[SignalPeriod] and red when Close[0] < Close[SignalPeriod].

Fernandez's default values are 60, 20, 10. (CMI, Signal, SMA)
 
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Details: Choppy Market Index V1


December 22nd, 2017
Size: 7.78 KB
Downloaded: 184 times
Access denied - You must be an Elite Member to access this file, and be logged in. Export Chart Data to a .csv file 5 *
Update for Bug Fix -- 12/11/2017

This version corrects a bug in the elapsed time calculation when a session break occurs. This may or may not be noticeable when a session break occurs during a weekday but is most definitely noticeable over a weekend session break.


Exported with NinjaTrader: 7.0.1000.34 Release Date: 11/17/2017

Indicator Name: fpgExportCsvData

Updated 12/6/2017

Fixes and Enhancements are as follows:

Fixes:
  1. Correct error writing to Closed file on termination
  2. Cleaned up Error messages, Initialization, and Statistical messages
  3. Eliminate extra .csv header on appended file
  4. Eliminate the Print Error option, always print the errors to the Output Window
  5. Other minor fixes

Enhancements:
  1. Remove requirement for the slash before file name
  2. Further qualify the file name by adding "_Detail" to the end
  3. Supports all bar types. Removed the bar type restriction and unneeded override facility
  4. Implemented a directory service to track the created export files.
  5. Shorten the .csv headers to save column space in the excel file.
  6. Added in an ATR, EMA, and SMA with adjustable periods
  7. Implemented the option to include up to 5 other MAs from a list of about 30.

Notes:
  1. The Directory file is in the same folder as the data files
  2. The .csv headers are different in that they are shorter and not very readable. A spreadsheet had been provided for
    both the Detail and Directory files and can be found here.
  3. Even though the headers are different with the exception of the additional columns the order is the same therefore
    any Excel sheets you may have designed can still be used.
  4. The provided and optional moving averages do not plot

Warning:
Installing this version will replace the existing one. Copy the original to a different folder if you need/want to
revert to the previous version.


Original Post Starts here

This indicator collects various chart data and exports the data to a .csv file which can be directly imported into Excel for further analysis. Both the path and filename must be specified by the user. The indicator was designed for traders that may not have Excel on their trading platform or have no need to do any real time analysis.

There are four ways that the data can be filtered as shown below. Data that is filtered by a higher level is passed to the next lower level.
  1. Historical Only, RealTime Only, or Both
  2. All dates (as controlled by the Days to load in the Data Series) or by selected date ranges. Up to 3 non-contiguous ranges date ranges can be specified (but must be in oldest to newest order).
  3. All days of the week or by selected days of the week.
  4. All 24 hours or by selected time ranges. Up to 3 non-contiguous time ranges that can be specified (again in order). The time ranges are specified in 24 hour format.
The input format of the date and time parameters are described in the indicator parameters and must be exactly as shown. However, there is a special use of zeroes and a minus one as follows:
  • A zero in the “Start” field for either the date or time section means to start collecting from the first bar according to what was specified for number 1 above. The zero is only valid for the first entry (pair 1) of both date and time.
  • A zero in the “End” field of either the date or time section means to continue collecting data unless otherwise controlled by a higher level parameter. If Used, a zero in the End field can only be in the last used pair.
  • Although zeroes can be specified in both the Start and End parameters (only in pair 1) of either the date or time section doing so is the same as the “All” option and is internally changed to an All setting.
  • A minus one is used only as a place holder and is not valid in an enabled pair
Notes:
  • If using either non-contiguous dates or times be careful when doing Excel computations between them. An easy way to check for this condition is to check for a break in the sequence of the bar numbers.
  • By default the indicator checks for Renko and Range bars and has been tested with them. However, this check can be turned off so that other bars types can be used, but only limited testing has been performed. If you have a problem with other bar types PM me with the details.
  • The complete path name must be used in the format Drv:\RootFolder\OneOrMoreSubfolders\Filename. If drive is not specified it defaults to the C: drive.
  • The path and filename are separate entries and must be entered as documented in the parameter description. The .csv file extension is automatically added and must not be specified. If the file does not exist it is created. If the file does exist the newly collected data is appended to any data that was previously collected. If for some reason the file cannot be opened an error message is displayed on the chart and a message is written to the NT log that contains additional information. The most likely causes are either the path or path permissions are set incorrectly.
WARNINGS:
  • if the file already exists the data is appended to the file therefore the data can be duplicated depending on the parameters used. This can easily happen if a refresh has occurred without an intervening file name or collection parameter change.
  • In most situations the last data buffer is not flushed out until the indicator is removed, or the chart or workspace has been closed, except as noted below.
Exceptions:
  • If Historical Only data is being collected the first RealTime record stops the recording and the file is closed, and,
  • When the last date range has been collected the recording stops and the file is closed.

In all other situations the indicator, chart, or workspace must be closed to flush the last buffer.

The easiest way to use this indicator is to create a new chart with the desired bar type and Data Series declarations, preferably in its own workspace, and add only this indicator setting the desired parameters. The workspace can be run in the background if RealTime Only or Both are being collected. For Historical Only, set up the data collection in the same way but depending on the amount of historical data being collected it may not necessary to run it in the background as it is relatively fast.

Some programs (Notepad++, …) will allow access to the file even without it being closed. Moving or deleting will require that the file be in a closed state.

Parameter checking is performed and if there are errors a warning message is displayed in the lower right section of the price panel. Also, detailed error messages can be displayed to the Output window if the appropriate parameter is set to true. A print out of the initialization parameters and data collection statistics can optionally be displayed to the output window.

The screen shot shows a partial file that was imported into Excel with the data fields names at the top.

Change Log
Date............Description
12/11/2017......Fixes elapse time calculation over session break
12/6/2017........Fixes and Enhancement described above
11/17/2017......Initial release
 
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Details: Export Chart Data to a .csv file


November 17th, 2017
Size: 67.33 KB
Downloaded: 102 times

Keywords: csv excel export
Access denied - You must be an Elite Member to access this file, and be logged in. Wicks 5 *
It's common for people to look at how large the upper or lower 'wicks' or 'shadows' are in comparison to the range of a bar. In writing strategies that do so, I got tired of re-re-coding calculations to look for especially large ones.
So, I created an indicator that shows the upper and lower wick size as a percentage of the bar's range. So, now, if I want to specify a wick that's greater than 50% of the bar's range, I can just look for instances where the indicator values are UpperWick > 50 or LowerWick < -50.

If you find looking for negative numbers cumbersome, edit the indicator and reverse the LowerWick calculations, from either (Low[0] - Open[0]) or (Low[0] - Close[0]) to (Open[0] - Low[0]) or (Close[0] - Low[0]), respectively. Then, all the histogram bars will point upwards and you can make your code always look for positive values.

I hope some of you find this indicator handy.

I neglected to account for instances where Range() is zero, so the original indicator sometimes stops working. This newer version corrects that problem.
 
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Details: Wicks


November 5th, 2017
Size: 3.29 KB
Downloaded: 84 times
Access denied - You must be an Elite Member to access this file, and be logged in. True Slope Indicator V5 5 *
After explicitly and laboriously adding various moving average types, linear regression, etc. to subsequent versions of my slope angle indicator, I finally realized that, in the indicator code, Input[0] refers to whatever price or indicator data series the user puts in the "Input series" field of the indicator parameters window. Duh. I reiterate: duh.

So, in this version (V5) I removed all the explicit options and changed the code to calculate using the Input series. Now, it'll simply use the values of whatever you put in the Input series field.

What it no longer will do, however, is allow you to measure the angle between High and Low or Median and Close or whatever. Now it'll just do High to High, Low to Low, etc. I may, in the future, add back the option to choose differing price values to start and end on, but you can still use V1 for that, if desired.
Or, if someone wants to merge the two versions, feel free. Just let me know so *I* can use it!

In the screen shot, you can see two instances of it. The upper plot shows the angle between Low[3] and Low[0]. The lower plot shows the angle between SMA(50)[3] and SMA(50)[0].

I drew the vertical lines to show that the plot crosses zero, meaning a perfectly flat slope, a little later than where the SMA slope is visually flat. That's due to the period of the measurement being 3 bars. A 1 bar period shows the zero slope much closer to its real location, but you tend to get a much choppier line. Another trade-off. Still, the indicator can be useful for measuring extreme slopes or generally flat periods, which was my original intent.

I do want to mention that any negative value means slope is downward. Likewise any positive value means slope is upwards. So, even where the slope curve is rising, if it's still below zero, the slope you're measuring is descending, just not as steeply.

I hope this indicator is of some greater use to the community than V1.
 
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Details: True Slope Indicator V5


October 25th, 2017
Size: 2.00 KB
Downloaded: 166 times
Access denied - You must be an Elite Member to access this file, and be logged in. Mutli Reverse EMA (REMA) 5 *
Exported with NinjaTrader 7.0.1000.34


Release Date 9/4/2017

This indicator is based on the article in the Stocks and Commodities Magazine, August, 2017 edition titled “The Reverse EMA (REMA) Indicator” written by John F. Ehlers. The base code for this indicator was written and freely contributed NinjaTrader (NT) personnel. Although the original NT version can be downloaded from an NT site is it packaged as part of the installation. The modified indicator provided is named fpgMultiREMA. No modifications were made to the NT version.


Ehlers describes this indicator as a “causal forward and backward indicator” further stating that it “provides a clean and crisp output that can adapted to cycle, momentum, and trend activity”. The indicator described by Ehlers and provided by NT (named REMA) is a single plot with a single controlling parameter. This version provides 2 plots and 2 controlling parameters, one set for cycle and the other set for trend. Plot and zero line characteristics can easily be controlled. The trend and cycle alpha control values are set as described in the article and can be varied according to one’s trading strategy and chart settings.


In the article Ehlers does not described how the REMA can be used however, given that it is a potential substitute for the EMA one possibility is to use multiple REMAs, one set to trend and the other to cycle alpha values, as provided by this indicator. The user will need to experiment to see what crossings (cycle, trend, or zero line) might be usable as trading signals as no signals are produced in this version. A future extended version will have enhancements that will collect and expose values that potentially can be used to produce signals.


The provided screen shot shows the indicator in the lower panel with the price panel containing a 13 period EMA (green) and a 20 period SMA (White) for comparison purposes.



Change Log
Date ----- Description
9/4/2017 Initial release
 
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Details: Mutli Reverse EMA (REMA)


September 4th, 2017
Size: 5.39 KB
Downloaded: 315 times
Access denied - You must be an Elite Member to access this file, and be logged in. Scalpel Signal_v2 4 *
This indicator was designed to provide an entry signal, in either a trending configuration using an EMA filter, or via a countertrend formation (especially in range bound markets) using a higher sensitivity threshold.

There are 4 available parameters which guide output. The WARNING levels, and the SIGNAL thresholds.

Maximum values for WARNING or SIGNAL should not exceed (normally) + or minus 7.

Indicator works best with non-minute bars (tick, range, renko, volume).

When deployed with trend filters, consider using a lower WARNING and SIGNAL sensitivity range to define possible pullback entry areas. If no filter (EMA) is used, watch for punctures of the signal candle high/low for continuation movements.
 
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Details: Scalpel Signal_v2


August 27th, 2017
Size: 17.17 KB
Downloaded: 707 times

Keywords: and scalping stop trend reverse
 



 
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