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Indicators in this section are compatible with NinjaTrader 7

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Export Chart Data to a .csv file

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:

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

Enhancements:

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

Notes:

The Directory file is in the same folder as the data files
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.
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.
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.

Historical Only, RealTime Only, or Both
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).
All days of the week or by selected days of the week.
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

Details: Export Chart Data to a .csv file

November 17th, 2017
Size: 67.33 KB
Downloaded: 218 times

Keywords: csv excel export

Wicks

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.

Details: Wicks

November 5th, 2017
Size: 3.29 KB
Downloaded: 171 times

True Slope Indicator V5

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.

Details: True Slope Indicator V5

October 25th, 2017
Size: 2.00 KB
Downloaded: 309 times

Mutli Reverse EMA (REMA)

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

Details: Mutli Reverse EMA (REMA)

September 4th, 2017
Size: 5.39 KB
Downloaded: 429 times

Scalpel Signal_v2

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.

Details: Scalpel Signal_v2

August 27th, 2017
Size: 17.17 KB
Downloaded: 1073 times

Keywords: and scalping stop trend reverse

Oscillator Alert Indicator

I had this built to help ultilize the information that was locked up in the Ninjatrader oscillator list. Now you can specify what oscillator you want to monitor, and look for reversals inside of a threshold to see where that oscillator has formed a reverse delta.

I would deploy it in one of two configurations depending on the trading strategy. I had it made to see the entries with trend, to be accompanied with an EMA_Slope indicator. In this case, I would set the "Level_OB = -100" and "Level_OS = 100" to see every possible turn, but filter visually with trend.

When deployed with a volatility filter (keltner/bollinger,etc) set the "Level_OB" and "Level_OS" just shy of the average max min to see deviations near the extreme highs and lows.

Notes:

Datafeed Config Parameters: Experiment with non-time bars such as range or tick. These will show pivots cleaner many times sans the issues associated with choppy wicks. Be sure to make sure the bar type you're using is chosen under "Base Data Type" and "Base Data Value".

Data/Input Series: Here is where you choose the oscillator you wish to monitor from the list of indicators on your machine, and the value of that oscillator.

PM me with any questions, and enjoy.

Details: Oscillator Alert Indicator

July 22nd, 2017
Size: 11.28 KB
Downloaded: 695 times

Keywords: oscillator

HIGH VOLUME ALERT

A simple indicator that shows the high volume. You can change the volume alert depending the time frame used.

Details: HIGH VOLUME ALERT

July 9th, 2017
Size: 2.70 KB
Downloaded: 381 times

OnBarVolumeSurge Indicator

This Indicator show a dot or any symbol you choose when the volume exceeds the moving average of the running volume .
Thereby giving yo a heads up indication of when volume jumps to new relative highs, indicating a possible imminent increase in volatility.
In the set up you can choose the size of the dot/square/triangle etc. I have found 3/5/7 pixels for hi/ higher/ highest a nice size . You can also choose the volume surge levels appropriate to your instrument.

Have fun, stay focused and Mindfull of reality:

Details: OnBarVolumeSurge Indicator

May 30th, 2017
Size: 5.39 KB
Downloaded: 1188 times

Market Stats indicator V2. JPerl Tools for NT7. VWAP Shows historical PVP with histogram, and VWAP. Price MODE for FX.

This is a tool for use with the JPerl thread from a while ago on Traders Laboratory.

This is an update from these old versions THIS, and then THIS. All of this was done from scratch recently so there may be errors?

To find out more about the method or to see the videos, look HERE.

This indicator includes a Peak-Volume-Price(PVP) and its volume histogram. Also shown is the historical movement of the PVP. The PvP has several calculations for the 'Typical Price.' Which includes Close, HLC/3, OHLC/4, HL/2... AND the ability to use the volume counted, and evenly distributed amongst each price on that bar, this option does use more CPU cycles.

The Volume-Weighted-Average-Price(VWAP) is also there. It has the same 'typical price' calcs as the above, but w/o the ability of attaching evenly distributed volume amongst each price.

PRICE MODE(FOR FX): With both of these tools, the traditional volume calculations are there. But also has the ability to substitute in the price bars metrics, INSTEAD of the traditional volume. This might be useful for trading FX, as the typical volume tools look VERY similar to my way of using the bar's metrics instead of volume. To access the Price-Mode, set "Use Volume=false" in setup screen.

You can modify the profile to be drawn with rectangles which looks smoother, or with lines. The color is customizeable as is the amount of each session occupied by it, a percentage width option. The drawing of the profile does eat some CPU cycles, so if not necessary it can be disabled via "Show Volume Profile."

Updates to come as I am interested in studying this data in tabular form, so I'll post updates when I think about it.

Details: Market Stats indicator V2. JPerl Tools for NT7. VWAP Shows historical PVP with histogram, and VWAP. Price MODE for FX.

May 9th, 2017
Size: 5.64 KB
Downloaded: 528 times

Keywords: histogram statistics vwap jperl

Confluence Of Time. "Fibonacci Counter"

Fibonacci counter or whatever number you want to use, there show confluence for numbers of bars. And future bars.

For MarketAnalyzer be aware of amount of data.!

If you have a slow computer, then have some patience for chart to update.

Unzip "Confluence Of Time Unzip.zip"
ConfluenceOfTime_20111210.zip
MarketAnalyzer: ConfluenceOfTime.xml

Maybe some one can convert this for NT8.

Details: Confluence Of Time. "Fibonacci Counter"

April 28th, 2017
Size: 14.23 KB
Downloaded: 170 times

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