NinjaTrader 7 Indicators

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Indicators in this section are compatible with NinjaTrader 7

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Traders Dynamic Index

Exported using NT Version 7.0.1000.22

The Traders Dynamic Index is a trend following momentum indicator based on the RSI. It was developed and presented by Dean Malone. The Traders Dynamic Index comes with the following ingredients

- the Priceline, which is a SMA(2) of RSI(13)
- the Signalline, which is a SMA(7) of RSI (13)
- the Midband, which is a SMA(34) of RSI (13)
- BollingerBands around the SMA(34) using 1.62 StdDev

Combine some of the following rules to trade:

- go long, if Priceline > 50
- go short if Priceline < 50
- consider an exit, if Priceline is above 68 or below 32
- go long if Priceline > Signalline
- go short if Priceline < Signalline
- exit if Priceline crosses Signalline
- trendfilter long, when Priceline > Midband
- trendfilter short, when Priceline < Midband
- add to long, when Priceline > BollingerBand.Upper
- add to short, when Priceline < BollingerBand.Lower

Detailed rules how to use the Traders Dynamic Index have been published by Dean Malone within the framework of the E.A.S.Y. trading method.

Update March 22, 2014: Overbought and oversold lines added.

Details: Traders Dynamic Index

March 22nd, 2014
Size: 9.44 KB
Downloaded: 3455 times

Keywords: bollinger bollingerbands rsi tdi tradersdynamicindex

Ergodic and CCI Histograms

This download file contains two custom histogram indicators: CCIHist and ErgodicHist

The visual design and use of these two indicators is essentially the same, the difference being the underlying indicator (CCI or Ergodic). Using the visual controls provided, the indicator presentation can be configured in a wide variety of ways. Both indicators are optimized for NinjaTrader 7.

The default settings for both indicators are pre-configured to specifications outlined in JD's ATM thread (link below) at this link is further description and images showing a variety of indicator configuration settings and styles...

https://nexusfi.com/elite-trading-journals/30600-alpha-trading-method-ninjatrader-advanced-trade-management-jdneeman-32.html

The files were exported with NinjaTrader Version 7.0.1000.26

Change Log:

03-13-2014 :
CCIHist - Fix optimization logic affecting calculated value when COBC=false. Hard coded input type for CCIHist to Typical. Added control to color the signal line.
ErgodicHist - Added control to color the signal line.

10-24-2015 - Added Sound Alert for Signal Line crossovers ("cross dots")

Details: Ergodic and CCI Histograms

March 14th, 2014
Size: 13.16 KB
Downloaded: 2059 times

Keywords: cci ergodic histogram optimized

William Blau Double Smoothed Stochastics

Exported using NT Version 7.0.1000.22

The indicator allows to display the Double Smoothed Stochastics - see Stocks & Commodities, January 1991. The Double Smoothed Stochastics as introduced by William Blau should not be confused with the better known Double Smoothed Stochastics (DSS) indicator by Walter Bressert.

Blau Double Smoothed Stochastics (DSS-B): The raw Stochastics is calculated as the percentage value for the close within the range created from the highest high and the lowest low over the lookback period. The DSS-B is obtained by separately double-smoothing both numerator and denominator of the raw Stochastics. The double-smoothed value for the numerator is then divided by the double-smoothed value for the denominator.

Stochastics Smoothing: William Blau twice applied an EMA to both numerator and denominator of the raw Stochastics. This indicator allows to use 30 different moving averages for the smoothing. The same moving average type is used for the first and the second average calculation.

Parameters: The lookback period for the raw Stochastics indicates the number of bars for which the highest high and lowest low is determined. The lookback period is comparable to all other Stochastics indicators. The default value is 14 bars. The double smoothing of numerator and denominator is done with two moving averages. The first smoothing is typically done with a faster moving average, the second with a slower moving average.

Signal line: William Blau did not use a signal line for the double smoothed indicators. I have added the signal line, because the cross of the signal line can be used as a trend indication. Moving average type and period for the signal line can be selected.

Histogram: The indicator has an option to plot a histogram, which shows the difference between DSs and signal line.

Trend definition: The indicator exposes the current trend via an IntSeries. The trend can be determined based on the DSS (rising & not oversold, falling & not overbought, neutral), the signal line (rising & not oversold, falling & not overbought, neutral)) or the DSS / signal line crosses. All trend definitions are not straightforward, but require a higher close to switch to an uptrend, or a lower close to switch to a downtrend. Moreover the DSS / signal line cross will only show an uptrend, when not oversold and a downtrend when not overbought.

Paint bars: The paintbars can be used to plot the trend information. The trend states are uptrend, downtrend and neutral trend as explained above. It is possible to apply the indicator to the price panel and unselect the indicator plots. This allows to use the indicator as a "paintbar only" indicator.

Sound alerts: The indicator comes with sound alerts which are triggered when the trend changes. The sound files are included with the zip file and should be manually copied into the directory Documents -> program files (x86) -> NinajTrader 7 -> sounds.

Update March 13, 2014: Trend filter modified. Histogram added.

Details: William Blau Double Smoothed Stochastics

March 14th, 2014
Size: 168.82 KB
Downloaded: 1273 times

Keywords: blau ergodic oscillator double-smoothed momentum stochastics

Directional Trend Index

Exported using NT Version 7.0.1000.22

The Directional Trend Index (DTI) was developed by William Blau and published in his book "Momentum, Direction and Divergence".

To determine the value of the DTI William Blau first calculates a composite momentum from both highs and lows of the last days. In a next step both the composite momentum and the absolute values of the composite momentum are smoothed. The smoothed momentum is then divided by the smoothed absolute momentum and the result is multiplied with 100.

Momentum smoothing: William Blau smoothed both momentum and absolute momentum by applying an EMA several times (double or triple smoothing). This indicator allows to use 16 different moving averages for the smoothing. The same moving average type is used for all three average calculations.

Parameters: The lookback period for the momentum the number of bars from which the momentum is calculated. Blau uses a lookback period, which is different from the standard momentum. To obtain a 1-period momentum (price change from the last to the current bar) the Directional Trend Index requires a setting of 2 for the lookback period (default setting).

Signal line: William Blau did not use a signal line for the double smoothed indicators. I have added the signal line, because the cross of the signal line can be used as a trend indication. Moving average type and period for the signal line can be selected.

Histogram: The indicator has an option to plot a histogram, which shows the difference between DTI and signal line.

Trend definition: The indicator exposes the current trend via an IntSeries. The trend can be determined based on the DTI (rising & not oversold, falling & not overbought, neutral), the signal line (rising & not oversold, falling & not overbought, neutral)) or the DTI / signal line crosses. All trend definitions are not straightforward, but require a higher close to switch to an uptrend, or a lower close to switch to a downtrend. Moreover the DTI / signal line cross will only show an uptrend, when not oversold and a downtrend when not overbought.

Paint bars: The paintbars can be used to plot the trend information. The trend states are uptrend, downtrend and neutral trend as explained above. It is possible to apply the indicator to the price panel and unselect the indicator plots. This allows to use the indicator as a "paintbar only" indicator.

Sound alerts: The indicator comes with sound alerts which are triggered when the trend changes. The sound files are included with the zip file and should be manually copied into the directory Documents -> program files (x86) -> NinajTrader 7 -> sounds.

Update March 17, 2014: Option added to select sound files

Details: Directional Trend Index

March 13th, 2014
Size: 148.57 KB
Downloaded: 846 times

Keywords: blau double-smoothed ergodic momentum oscillator trend

William Blau Double Smoothed Momentum

Exported using NT Version 7.0.1000.22

The indicator shows the Double Smoothed Momentum - see Stocks & Commodities, May 1991.

Blau Double Smoothed Momentum (DSM-B): The raw Stochastics is calculated as the percentage value for the close within the range created from the highest close and the lowest close over the lookback period. The term "Double Smoothed Momentum" is somewhat misleading. The DSM-B is obtained by separately double-smoothing both numerator and denominator of the raw Stochastics. The double-smoothed value for the numerator is then divided by the double-smoothed value for the denominator.

Stochastics Smoothing: William Blau twice applied an EMA to both numerator and denominator of the raw Stochastics. This indicator allows to use 30 different moving averages for the smoothing. The same moving average type is used for the first and the second average calculation.

Parameters: The lookback period for the raw Stochastics indicates the number of bars for which the highest close and lowest close is determined. The lookback period is comparable to all other Stochastics indicators. The default value is 14 bars. The double smoothing of numerator and denominator is done with two moving averages. The first smoothing is typically done with a faster moving average, the second with a slower moving average.

Signal line: William Blau did not use a signal line for the double smoothed indicators. I have added the signal line, because the cross of the signal line can be used as a trend indication. Moving average type and period for the signal line can be selected.

Histogram: The indicator has an option to plot a histogram, which shows the difference between DSM and signal line.

Trend definition: The indicator exposes the current trend via an IntSeries. The trend can be determined based on the DSM (rising & not oversold, falling & not overbought, neutral), the signal line (rising & not oversold, falling & not overbought, neutral)) or the DSM / signal line crosses. All trend definitions are not straightforward, but require a higher close to switch to an uptrend, or a lower close to switch to a downtrend. Moreover the DSM / signal line cross will only show an uptrend, when not oversold and a downtrend when not overbought.

Paint bars: The paintbars can be used to plot the trend information. The trend states are uptrend, downtrend and neutral trend as explained above. It is possible to apply the indicator to the price panel and unselect the indicator plots. This allows to use the indicator as a "paintbar only" indicator.

Sound alerts: The indicator comes with sound alerts which are triggered when the trend changes. The sound files are included with the zip file and should be manually copied into the directory Documents -> program files (x86) -> NinajTrader 7 -> sounds.

Details: William Blau Double Smoothed Momentum

March 13th, 2014
Size: 168.80 KB
Downloaded: 700 times

Keywords: blau double-smoothed ergodic momentum oscillator stochastics

EdsLevel2Dom_v1.0

EdsLevel2Dom_v1.0 is a histogram level 2 DOM applied as an indicator on a price chart.
Origonally known as Eds_Level2_v2.0 this version has been renamed and modified with adjustable margins and scaling flexibility.

NinjaTrader V7 indicator.

Discussion thread:
https://nexusfi.com/elite-circle/30977-edslevel2dom-discussion-thread.html

Details: EdsLevel2Dom_v1.0

March 10th, 2014
Size: 4.25 KB
Downloaded: 964 times

Bollinger PercentB

The Bollinger Bands� Percentage B is a technical indicator based upon the Bollinger Bands� study; it plots a histogram showing position of price relative to the bands. It is calculated as percentage ratio of two differences: first one is the difference between the price and the lower band value, second one is the difference between values of upper and lower bands.

Adopted from the BollingerPercentB indicator on the highly recommended Think or Swim Platform.

NinjaTrader v7 indicator

Indicator is shown on the lower panel of the attached image.

Details: Bollinger PercentB

March 1st, 2014
Size: 7.77 KB
Downloaded: 597 times

Keywords: 7 bollinger indicator ninjatrader percentb

Bollinger Bandwidth

The Bollinger Bandwidth study is a technical indicator based upon Bollinger Bands� study, expressing the distance between upper and lower bands as percentage of the middle band value (SMA/EMA around which the bands are plotted). The main plot is accompanied with two additional ones: Bulge and Squeeze. Bulge plot displays the highest bandwidth value reached on the specified period, and, similarly, Squeeze plot shows the lowest bandwidth value.

This indicator was modeled after the first class Think or Swim Trading Platform.

This indicator is shown in the lower panel.

Details: Bollinger Bandwidth

March 1st, 2014
Size: 11.60 KB
Downloaded: 390 times

Keywords: 7 bandwidth bollinger indicator ninjatrader

Alert on Price Retracement (NT7)

I don't want to have to watch charts by the minute (or even hour). I am looking to watch for a trade after price has reached a certain level (X), reversed to another specific level (Y) and then retraced to another level (Z) which may or may not be the same as (X). Note this has nothing to do with any wave theory.

Example IBM drops to 120(X). At that point I want to start a strategy or indicator to be alerted if price goes back up to 125 (Y) and then down to 119 (Z). The alert happens at Z but only if Y has been reached.

Does anyone know of an indicator or strategy that does this?

Thanks

Geoff

Details: Alert on Price Retracement (NT7)

February 27th, 2014
Size: 5.95 KB
Downloaded: 541 times

CORREL - Correlation Function

This is the initial release of a NinjaTrader CORREL factor function. This function is similar to Excel's CORREL function but it allows you to find the correlation factor between two indicators as a function of time over a defined period.

Join in the Discussion Forum for more information and to share your use:
https://nexusfi.com/elite-circle/30841-correlation-function.html

Version 1: Initial release

Details: CORREL - Correlation Function

February 26th, 2014
Size: 4.18 KB
Downloaded: 206 times

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