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Unscented Kalman Filter with adaptive length

Hi
Unscented Kalman Filter for SC

length is adaptive,

see this thread for more info :

https://nexusfi.com/elite-circle/267-unscented-kalman-filter-exponential-linear-regression-slope.html

Category The Elite Circle

Details: Unscented Kalman Filter with adaptive length
Category: The Elite Circle

September 17th, 2013
Size: 7.48 KB
Downloaded: 333 times

XPeriodChannel Indicator for NT 7

XPeriodChannel - multi-time frame capable indicator to reference a different timeframe to plot channels on your lower timeframe chart.

Credit to Sam Collins who gave me original AmiBroker formula for this indicator which I converted to NinjaTrader.

Edit: Got feedback for hard-coding black as color for text that displays channel prices. Re-coded to refer to color of channel line plots to correct.

Compatibility:
6.5: No
7.0: Yes

Category NinjaTrader 7 Indicators

Details: XPeriodChannel Indicator for NT 7
Category: NinjaTrader 7 Indicators

April 1st, 2010
Size: 2.64 KB
Downloaded: 830 times

Keywords: multi-time frame period nt7 idfgan channel xperiodchannel

Give NT 7 preference over other applications that are running.

Name: SetNinjaTradersPriorityHigh Version 1.1

Exported with: NT 64-bit 7.0.1000.27
To Import Indicator Into NT 7:
1. Download the attached file by clicking on the blue downward arrow or the NT Chart image. Save the file. Do not open it.
2. From the Control Center window select the menu File > Utilities > Import NinjaScript.
3. Navigate to the folder that contains the .zip file download by your browser.
4. Select the downloaded .zip file then click the Open button.

Updated: Oct 22, 2015 8:30AM File & Text- New Priority value of BelowNormal. New parm Show NT Priority. Priority changed only when required. New parameter Debug message to Output Window.

Author: James R. Walker

NT 8 Version available https://nexusfi.com/local_links.php?catid=27&linkid=1665

All the applications running on your computer equally share your computer's resources. The NinjaTrader application runs at Normal Priority with all the other applications. Especially during fast markets, when other applications are running on your computer, NT is not processing incoming data as quickly as your computer would allow and possibly losing trade data from your market data service. By default, this Indicator sets NinjaTrader's Process Priority to High, giving it preference over other applications that are running.

This Indicator allows you to set NT's Process Priority to one of four values: High, Above Normal, Normal, or BelowNormal. You may want to use High during your trading day and Normal at other times. You could also set it to BelowNormal to do backtesting in the background while you use your computer for other tasks.

Adding this Indicator to one chart in your Workspace will set NinjaTrader's Process Priority until you exit NT. The Indicator will check before setting the Priority and do nothing if Priority is already set to the Priority specified in its parameter.

Quoting from https://www.eightforums.com/tutorials/23830-processor-priority-level-set-processes-windows-8-a.html : "Windows 8 shares the processor time between all running processes based upon their priority level. If a process has a higher priority, it gets more processor time compared to a process having a lower priority. . . . The changes you make to the priority level of the current instance of an application or process are only temporary and not set permanently. Once you close the application or restart the PC, Windows 8 will automatically set the priority back to default for the process or application."

Parameters:
Priority - Select High, Above Normal, Normal, or BelowNormal for NinjaTrader's Process Priority. The Default is High.

HideIndicatorName - Prevent display of indicator's name at top of chart if true. Default is false.

ShowNTPriority - Display NT's Priority at top of chart. Default is true.

To have nothing displayed at top of chart set HideIndicatorName parameter to true and ShowNTPriority to false.

Category NinjaTrader 7 Indicators

Details: Give NT 7 preference over other applications that are running.
Category: NinjaTrader 7 Indicators

October 20th, 2015
Size: 2.77 KB
Downloaded: 410 times

CenTexFishTDiv

This indicator gives a choice for drawing the divergence lines for FisherTransform and also for the MacDhistograhm.

I want to give all the credit to Cory who made it possible for the FisherTransform to have the divergence lines work in this indicator. I added the ability for the indicator to count how many times divergence's occur because its handy sometimes to see how different time periods affect divergence.

Quantismo

Category NinjaTrader 8 Indicators and More

Details: CenTexFishTDiv
Category: NinjaTrader 8 Indicators and More

July 10th, 2018
Size: 13.45 KB
Downloaded: 659 times

Heiken Ashi Delta

Heiken Ashi Delta

Heiken Ashi bars were first introduced to the Western World in an article 'Using Heiken-Ashi Technique' in February 2004 issue of TASC magazine. They sure are pretty and a good visual for the trend.

Recently, I attended a seminar by the Author of the article explaining the construct and uses of the this indicator. I have never been a serious fan of this indicator because the price bars are synthetic and of little use to me for day trading.

However, I was really surprised that a derivative of this indicator, HA Delta, is actually a leading indicator showing direction changes 1-3 bars in advance. I think it is because of the range contraction and expansion. Crossing of a 3 period EMA provides a decent signal. Thus, the motivation for writing this indicator.

Also, HA Delta acting as a momentum provides excellent divergence opportunities. However, this indicator as usual can not be used in isolation but works great as confirmation for other trading methods.

Enjoy!

Exported By:

NinjaTrader 7.0000.11

Category The Elite Circle

Details: Heiken Ashi Delta
Category: The Elite Circle

November 18th, 2012
Size: 3.76 KB
Downloaded: 3250 times

Market Replay ES 06-23 (NT8) 5 of 9

Please check part 1 for full download and extract instructions.

Category NinjaTrader Market Replay Data

Details: Market Replay ES 06-23 (NT8) 5 of 9
Category: NinjaTrader Market Replay Data

June 18th, 2023
Size: 99.00 MB
Downloaded: 82 times

Volume Spread Analysis (VSA) Suite V1.3 - Basic NT8b9

V1.3

Volume Spread Analysis (VSA) Suite V1.3 - Basic - NT8RC1

Updated to RC1 Sep 2016

Another platform look-a-like.............visually 'cloned'.

Make sure you unzip the zip file first before importing or you will receive a NT8 import error! There are multiple files within the first zip file.

1. New HLC ChartStyle to reflect the rounded look of the TGv4 platform.

Two coloring modes are select-able:

VSA logic. eg. Close[0] > Close[1].
Normal HLC eg. Close[0] > Open[0].

Up, neutral, down and 'lastbar' colors are selectable.

2. VSA volume bars.

Up, neutral, down and 'low volume' colors are selectable.
Bands can be turned off but colors are hard-coded based on the TGv4 platform.
Width of volume bars changes automatically to match the price bar width.

3. VSA SMA.

Up, neutral, down colors are selectable.
The custom diamond plot is hard-coded but the size is user selectable.
Hard-coded to Median input.

4. VSA Price Line

There are 4 user selectable plot modes to "hopefully" cater for different uses.

******************************************************************************************

Please unzip the .zip file first and read the instructions.

The period settings of the SMA and the volume bars MA and bands are visually cloned and may therefore be off slightly, so adjust to suit yourself.

There is plenty of 'OnRender' custom plotting included if you wish to dig your teeth into NT8 ninjascript.

Update: V 1.1 Nov 2015

Can now choose colors for the equal close bar and last/live bar.
Can now plot your own paintbars over the top of the chartstyle.

Update: V 1.2 Dec 2015

Fixed a bug: Removed the custom 'icon' due to errors when using two or more tabs with the same VSA chartstyle. Please download again or you will lose your tabbed charts!

Update: V 1.3 Mar 2016

General performance and visual improvements.

Enjoy

Category NinjaTrader 8 Indicators and More

Details: Volume Spread Analysis (VSA) Suite V1.3 - Basic NT8b9
Category: NinjaTrader 8 Indicators and More

October 30th, 2015
Size: 193.55 KB
Downloaded: 1929 times

Market Replay August 2009 [6E, ES, FDAX, FESX, TF, ZN]

Tick-level Market Replay data for NinjaTrader.

Installation instructions:
1. Unzip to your Documents\NinjaTrader 6.5\db\data directory.
2. NinjaTrader should now show the extra dates on the Connect -> Market Replay screen.

Category NinjaTrader Market Replay Data

Details: Market Replay August 2009 [6E, ES, FDAX, FESX, TF, ZN]
Category: NinjaTrader Market Replay Data

September 1st, 2009
Size: 173.32 MB
Downloaded: 674 times

Keywords: 6e es fdax fesx market replay tf zn

KR_DMI_v4 for ToS

This is my own implementation of ADX/DMI indicator for ToS.. still keeps the original approach

ADX line is allowed to go negative when the trend is down
we use ExpAverage for calc of DI+/DI- and HullAvg for smoothing
some visibility enhancement adding color coding to ADX (up, down & Alert)
improve visibility of Net pressure of price movement (using Addcloud)

Usage is similar to the original ADX: a trend starts above/blow 20 or 30levels (adjustable)

A sell/buy is suggested when the DI lines cross *AND* the ADX line is Cyan or Red

feedback & comments appreciated...
RedK @ Live.com ..... July 2012

Category The Elite Circle

Details: KR_DMI_v4 for ToS
Category: The Elite Circle

July 20th, 2012
Size: 2.11 KB
Downloaded: 233 times

Keywords: adx dmi redk thinkorswim tos

gbKalmanFilter

The Kalman filter is an algorithm that uses a series of measurements observed over time, containing statistical noise and other inaccuracies. It was originally devised to work with noisy and incomplete data. Mainly designed for and applied in dynamic systems... such as price data on charts.

Details: https://en.wikipedia.org/wiki/Kalman_filter

The screenshot contains two identical price charts (Range Bar 10). It shows the Kalman Filter with different gain settings:

Gain = 20 Pink
Gain = 200 Yellow
Gain = 500 Cyan
Gain = 1000 Red

Enjoy,
TraderGB

Category NinjaTrader 8 Indicators and More

Details: gbKalmanFilter
Category: NinjaTrader 8 Indicators and More

March 5th, 2021
Size: 1.72 KB
Downloaded: 529 times

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