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BollingerProChof NT 8
This simple indie uses 'added data' in the code.. Just input the 'data series' you want to
study in relation to the 30min BB's and it will plot values (estimates) of where the 30 min
BB 'Upper' and 'Lower' will plot on the hour and half-hour that is coming up..

These bands will also show you the median value of the current 30minute study which I
find very useful to form a "bias"..

In general : if price is below the 'Lower' plotted 30min BB (30 min chart) AND below the
'Lower' (already plotted 'fulcrum') 10 min BollingerPro (10 min data on any tick or volume
series chart) then price is in oversold territory ... at least its below the number of SD's you're
studying AND what's projected..

**Important : This indicator will stop working on Rollover.. .. The 'added data' in the code
needs to be updated to the current Sept, Dec, Mar, June series AND underlying !.. i.e. if you
want to study ES, the code has to be changed to use ES as 'added data'.. It's very simple to
do - the 'added data' lines are 70 and 71.. (try changing them yourself - you'll feel like a coder)
Note: I've updated the code to a 'Source Code' version (I hope).. I also hope it works as a
version everyone can access and change as needed, as I had hoped to share originally..

Note2: I started a thread for 'BBPro' here :

I attached a couple more pics to explain 'Ellipse #'s 1 & 2' in the pic attached here..
I've penned specifics on data series and some tips you 'May' use.. "Only trade with money
you can afford to lose" haha - seriously I hope it all helps.. Chof
 
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Details: BollingerProChof NT 8


March 15th, 2024
Size: 5.05 KB


Keywords: bollingerprochof
Futures True Range Report
This is an excel file (excel 365) that includes an analysis of the most traded futures markets. The goal was to analyze and compare the different futures contracts based on volume, dollar, tick and point movement at different timeframes.

An indicator JFTrueRange calculated the true range for each bar and generated a report that was then copied into excel. It average the true range for all bars on a given day of the week and time of day. i.e. for 15 minute bars, it average all the bars at 6:00 for monday, at 6:15 for monday, etc for all times and days of week. For daily bars, it averaged 1000 days. For minute bars, it averaged 400 days. The report includes statistics an each futures contract for daily, 240, 60, 15 & 5 minute bars. For each bar it used the TickSize & PointValue to determine the price range, tick range & point range per bar. Daily bars ended at different times. So that is an interesting artifact you will see in the data.

In the summary report volume is higher in the high timeframe reports (daily, 240 min) than in the lower timeframe reports (15min & 5min). This is because I totaled the volume at each timeframe and this included the odd times that bars were reported. The higher daily volume at 15:00 is approximately the same as the lower timeframe bar totals.

Finally, the true range reported in points, ticks and dollars is higher at low timeframes as expected. This is because it takes into account all the smaller price fluctuations. Some of these fluctuations are inside the higher timeframe bars and are thus washed out.

Note: The timeframe used in the reports was Mountain Time (MT). Sorry, that is my timezone. So do the mental adjustment or modify the times to meet your needs.

I hope you find this report interesting and useful.

 
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Details: Futures True Range Report


January 9th, 2024
Size: 3.47 MB
VOLCumulativeVsHist
This indicator has been updated and posted under a new name in the other section on nexusfi:


This indicator displays both the session cumulative volume as it progresses versus the average historical cumulative volume for the same period. It works on minute chart only and it calculates on bar close.
 
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Details: VOLCumulativeVsHist


September 12th, 2023
Size: 2.86 KB
Scaling and Centering of Raw Indicator Values +50/-50
The attached file is a function that scales and center raw values between a range of +50/-50. This is a derivative work from the book Statistically Sound Machine Learning for Algorithmic Trading of Financial Instruments by David Aronson and Timothy Masters. The function follows the concept of "Historical Adjustment to Improve Stationarity". An example of use of this scaling can be found in the indicator section in the multicharts section. -JZ  
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mwIndOBVMCD 5 *
This indicator compares favorably to NT8 Order Flow Cumulative Delta .. without requiring tick replay or a lifetime license

The On Balance Volume indicator looks at NET volume (buyers vs sellers) for each bar and adds to the previous OBV .. so OBV goes up when there are more buyers .. OBV goes down when there are more sellers

Published in April, 2020 .. Vitali Apirine added an EMA ( [fast] smoothing line ) to the OBV indicator and called it OBVM ..

I added a second smoothing line ( [slow] smoothing line ) .. and compare the difference between the smoothing lines .. much like a MACD

Then I added a signal line, background colors, up/down arrows, and sound alerts

The alert sound file will need to be set for one of the sound files on your computer

This indicator may be a bit quick on trade alerts .. adjust the fast/slow periods accordingly .. OR .. look in the source code for two spots where OBV() is used and convert to ADL() ..

I am not a programmer .. what I've created is from what I was able to glean from indicators by other traders/programmers ..
 
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Details: mwIndOBVMCD


April 26th, 2023
Size: 10.38 KB


Keywords: obvm
True Range Adjusted Exponential Moving Average (TRAdj EMA) 5 *
Traders' Tip January 2023

In his article in this issue, “True Range Adjusted Exponential Moving Average (TRAdj EMA),” author Vitali Apirine presents how a security’s true range, which measures volatility, can be incorporated into a traditional exponential moving average. The trend-following indicator, called the true range adjusted exponential moving average (TRAdj EMA), applied with different lengths, can help define turning points and filter price movements. By comparing the indicator with an exponential moving average of identical length, the trader can gain insight into the overall trend.

Multicharts.net
V1

https://traders.com/Documentation/FEEDbk_docs/2023/01/TradersTips.html#item4
 
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Details: True Range Adjusted Exponential Moving Average (TRAdj EMA)


February 14th, 2023
Size: 1.51 KB


Keywords: average truerange
Mouse Risk Reward Lines 5 *
Shift + L.Mouse Click above/below bar , originates stop loss line with point value and dollar value, 1st target @ 1:1 RR with point and dollar value and 2nd target @ 2:1 RR with point and dollar Value.
cnt + L.Mouse Click removes lines.

You can choose the total number of contracts, the contracts for the first target and the remaining (you have to input manually) for the second target. You also have the ability to input your broker commissions so the dollar amount you see is the final end result.

Mouse Risk Reward Lines V1
Multicharts.net

Note: I only trader ES, and I made it to work for ES and MES. I don't know how and if it works on other instrument, but I am sure tweaking a little bit the code you will make it work.
 
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Details: Mouse Risk Reward Lines


November 13th, 2022
Size: 2.61 KB
Halftrend 5 *
The HalfTrend indicator represents the trend indicator that draws zones based on moving average intersection. The indicator draws bearish and bullish invalidation zones on the chart and marks a trend shift. The Green line represents the “Long” zone, while the Red line “Short” zone.

Ported it from NT8 code from this site.
Multicharts.net
V1
 
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Details: Halftrend


September 29th, 2022
Size: 2.26 KB
tiyfEasyOrdering strategy - NT8 5 *
This entry is a Strategy, named: tiyfEasyOrdering.

Once installed in Ninjatrader, you'll find it within a folder named TrendIsYourFriend in the Strategies directory.

Strategy objective
To place an order automatically when specific criteria are met and manage the stop/target based on your initial risk/reward settings as defined in the parameters.

The .zip archive contains a special version of the Parabolic SAR named PSAR. The strategy needs this modified version of the indicator to function properly so don't skip it when asked during the installation.

I have created a thread dedicated to it. Every new update will be described there. So if you have any question or just want to give your feedback then go ahead and visit this page as some more precisions have been posted there :

https://nexusfi.com/elite-circle/58876-tiyfeasyordering-strategy-helping-bot-enter-manage-trade.html

Have fun.

Changelog:

yyyy-MM-dd - reasons
---------------------------------------------
2022-09-06 Version 1: first time released on Futures.io
2022.09.12 - minor bug corrected: removing param "Allow Stop loss to move backward"
2022.09.14 - added the option to attach the stop order(s) to a Ray object (for trailing)
2022.09.17 - The middle button used to manage the Stop Loss (before and during a trade) has been expanded to display more information and to quickly move the Stop Loss to break even.
2022.09.23 - Property 'Stop-limit order margin <as tick(s)>' accepts negative value
2022.09.23 - New way to enter has been added:
- Psar(↓↑) Buy if Parabolic Sar changes direction from Down to UP
- Psar(↑↓) Sell if Parabolic Sar changes direction from UP to Down
a minor correction has been done to the function created this date 2022.09.17
 
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Details: tiyfEasyOrdering strategy - NT8


September 14th, 2022
Size: 32.51 KB
VolumetricData V1.0 5 *
This indicator will provide the volumetric Bar statistics in a hidden plot form. The main purpose is to provide (through 21 plots) the bar statistics values to the Strategy Builder and/or Chart alerts, and/or the Market analyzer without the need to program. You can also use in a Ninjascript indicator or strategy. The 21 plots are hidden so they will not change the display. See the screenshot to see the names of the available data points (plots).

When you select the indicator in the strategy builder or the chart alerts, you can change the plot to any of the 20 other plots so you can work with the statistic of interest.

Also, all 21 plot values will show in the charts data box window or the charts mini data box.

The indicator must be applied to a chart or data series that uses Volumetric bars. You must have the NinjaTrader lifetime license to access the Volumetric bars.

There is an option, for debugging, to print the output to the Ninjascript output window. This will show two values that should match on each line. One value is direct from the calculation and the other is from the plot (that gets it from the same calculation), the point is to remove the mystery of what data is being provided.
 
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Details: VolumetricData V1.0


August 27th, 2022
Size: 2.95 KB


Keywords: bar statistics volumetric
QG- Better Channel MTF 5 *
The idea of a channel similar to Donchian channel but one that expands in trending markets and narrows in a ranging markets was born by Alex Grover on TradingView.
This script is a conversion from original TV script to Ninjascript.

The channel breakout generally indicates beginning of a new trend and pullbacks towards middle of channel are generally reliable trend continuation signals.
I have added multi timeframe version of this script here that shows trend in a higher timeframe and pullbacks in a lower timeframe.

Improvements and additions in this script are welcome.
 
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Details: QG- Better Channel MTF


August 24th, 2022
Size: 3.86 KB


Keywords: better channel
d9 Particle Oscillator NT8 5 *


Hello, This one is a conversion from the d9 particle oscillator for NT7 posted in elite section in2009.
I did not see the NT8 version here so am uploading the NT8 version I converted.

Please see the description of this indicator by original author here https://nexusfi.com/elite-circle/659-d9particleoscillator.html

There were 2 library files in original NT7 version , now in NT8 version there is a single file and the smoothing function of the prediction line is based on a windows graphics function and not on a mathematical formula which I have omitted from NT7. Otherwise theNT8 version looks same as NT7.


 
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Details: d9 Particle Oscillator NT8


April 3rd, 2022
Size: 6.11 KB


Keywords: d9 nt8 oscillator particle
SDY Account level pnl tracking with trailing max drawdown 5 *
What is up FIO elite,

after a little escape from coding NT8, I decided to take another go at it and am moving forward with my little project. In order to help track some of these Top-Step rules, I am making a series of indicators, starting with an indicator that tracks the trailing max drawdown and target goal for a Combine.

The SDY_Account_Risk_Targets indicator is designed to keep track of the training max drawdown of an account (not a strategy). It was developed to help traders that have restrictions on the maximum amount they are allowed to lose. For example, in Top Step trading combine, the 50k dollar version has a max trailing loss of 2k and a profit goal of 3k.

I will still need to make an indicator for both the weekly max loss and the daily max loss.

This indicator access the account level not the security level of Ninjatrader and will only work on non-historic data, so like past indicators, members gladly told me that it does not work (when it does) do not try and use this on historic data. Market replay works fine, but not optimization.

To use the indicator, select the account you want to monitor in the drop-down and your risk targets, add the indicator and wait. To read the values of the account it will wait for an account update change (i.e. trading).

Sody

(this indicator is part of a personal project where I am openly building a training system for fun, follow along here)
 
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Details: SDY Account level pnl tracking with trailing max drawdown


March 22nd, 2022
Size: 2.61 KB
Smitty Moving Average Slope Monitor 5 *
This indicator monitors the slope of 5 Moving Averages and plots colored lines across the bottom of the chart panel. It also optionally plots a trend signal and arrow on the chart when all 5 moving average slopes are all moving in the same direction.

I originally built this as a companion indicator to the Zombie5EMA indicator, which is shown in the screenshot as well. However, my indicator also allows you to choose between a selection of different Moving Average types, so keep that in mind when you adjust the settings.

The Slope Lengths determine the number of bars used to look back and calculate the slope of each Moving Average with. The background trend colors change when all 5 slopes are pointing up (> 0), or point down (< 0).

One thing you can look for is that the 5 plots will start to create lots of noise as their colors change. This can indicate either a pullback, a trend change, or a ranging market. You may be able to filter out false signals with something else to indicate momentum?

Version 1.00
 
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Details: Smitty Moving Average Slope Monitor


September 11th, 2021
Size: 20.81 KB
Smitty MTF Laguerre RSI v1.11 5 *
This indicator calculates multiple Laguerre RSIs across two time frames in addition to your chart timeframe, and then plots them horizontally as a visual pullback indicator. It does not plot like a normal Laguerre RSI!

The idea is that your chart would be the "medium" time frame, and you would then select a lower and higher timeframe to compliment your chart.
  • The indicator allows you to set the Gamma, Upper and Lower threshold for each Laguerre RSI
  • The indicator allows you to select from any of Ninjatrader's built-in time settings


A long entry would look like this:
- Higher timeframe (lower bar) is showing long (preferably green)
- Chart timeframe (middle bar) has retraced and is showing orange or red
- Lower timeframe (thinner, topmost bar) is crossing back to yellow or green

The default colors are setup like so:

Red - Below the 20 line of the Laguerre RSI (or can be set to your own value)
Orange - Between the lower line and 50
Yellow - Between 50 and the upper line
Green - Above the 50 line

At this time the indicator does not plot a signal, but it most likely will in the near future.

NEW:
3 new signal plots have been added for use with Strategy building. Line1, Line2, and Line3 will return values of 1-4 depending on how they are plotting. All signaling "buy" would be a 4,4,4 combination, and "sell" would be "1,1,1". A pullback for a long entry might look something like "1,3,4", depending on the way you have your lines arranged.

Changelog
  • 1.00 - Initial release
  • 1.10 - Updated first line width
    Added ability to change position of the line representing the chart time frame
    Added new plots for tracking signals
  • 1.11 - Bug fixes for new plots
 
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Details: Smitty MTF Laguerre RSI v1.11


September 5th, 2021
Size: 5.24 KB
Smitty Moving Average Channel 5 *
This indicator plots a Moving Average channel on your chart along with a background color channel and optional plot colors according to the slope of the moving averages.

The Moving Average selection includes these Ninjatrader system indicators:

DEMA,EMA,HMA,LinReg,SMA,TEMA,TMA,VWMA,WMA, and ZLEMA

It also includes the Smitty SMMA indicator so that you can select a Smoothed Moving Average.

Version 1.00
 
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Details: Smitty Moving Average Channel


September 5th, 2021
Size: 20.44 KB


Keywords: channel dema ema hma linreg movingaverage slope sma tema tma vwma wma zlema smma
Smitty Multi Donchian Channel 5 *
This indicator plots up to 5 Donchian Channels at periods that you select.

It also draws a shaded region below the bars, which adds a nice "focusing" effect to the price action. The price will always be in the darkest part of the channel, and the higher-period channels will be less opaque.

It also includes an option to display dynamic support & resistance lines which are based on the fastest Donchian Channel values. As the line intersects with the higher Donchian channel periods, the line width will adjust and grow to indicate the possibility of a stronger move at the next line break.

Thanks to @icedfrosty for sharing his excellent work which has motivated me to share my own.

Version 1.00
 
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Details: Smitty Multi Donchian Channel


September 5th, 2021
Size: 7.24 KB


Keywords: channel donchian multi
NT7 conversion to NT8 2 *
I am an elite member & this is my first time trying this & for the life of me I can not find the 'appropriate' place to post a question concerning an NT7 indi being created for NT8.

The NT7 indi is listed after download as eWilliams LLMa or eWilliams JMA. I have the code & compared to so many others I have seen it appears fairly 'simple'. My reason for wanting it = SO much simplier to use than the 3 indies put together in NT8. Searched everywhere with no luck for a year and half & finally came here.
ANY help would be greatly appreciated & again I apologize if I am off base asking here.
Screenshots = NT7 with indi & shows how it loads...no idea author. & NT 8 version same time with 'busy' replacements.

well dead in the water already since I am not sure how to post a url of my screenshot...
I took jpg of the code & png of same time frame - 1 shot each of NT7 and NT8 of June 23, 2021.
Appears you have to download the NT7 shot & the NT 8 shows in post or vise versa.

Since I may ultimately be in the wrong place to even ask....will see if someone can help before I push anymore buttons.
THANK YOU ALL for your wonderful contributions.
Lavender
 
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Details: NT7 conversion to NT8


June 23rd, 2021

[Status unknown]
SDY_Bourbon V1.01 5 *
This is the first version of a project I am doing to build a trading system around ToppStep trading guidelines. Follow Along [COLOR="RoyalBlue"][B][SIZE="3"]HERE[/SIZE][/B][/COLOR]

Version 1.01

Includes:
  • Option for Profit Target
  • Option for Static Stop
  • Option for a trailing stop using ATR times a Multiple


Entry rules at this point are very simple,
  • Enter Long: Close > Open
  • Enter Long: Close > previous High
  • Enter Long: fast MA > Slow MA
  • Enter Short: Close < Open
  • Enter Short: Close < previous Low
  • Enter Short: fast MA < Slow MA


Exit Rules:
  • Exit Long: fast MA < Slow MA
  • Exit Short: fast MA > Slow MA

06/16/2021 - if you are trying to test the system on non live data you will need to remove: if(State == State.Historical) return;

 
Code
if(State == State.Historical) return;
This line of code stops the system from accessing historic trades.


This is an untested and barebones template. Use at your own risk. THERE MAY BE BUGS in the system and you are encouraged to adapt and change the model as you see fit. I ASSUME NO RESPONSIBILITY AND NO LIABILITY FOR ANY TRADES OR BAD FILLS. USE AT YOUR OWN RISK.
 
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Details: SDY_Bourbon V1.01


June 15th, 2021
Size: 5.77 KB
tiyfTradePlanFactory 5 *
The indicator name is tiyfTradePlanFactory. Once installed in Ninjatrader, you'll find it within a folder named TrendIsYourFriend in the indicator panel.

I have created a thread dedicated to it. Every new update will be described there. So if you want to ask any question or just give your feedback then go ahead and visit this page :

I have made a small video to describe how to use it. (link to the video is in the thread)

https://nexusfi.com/elite-circle/57090-tiyftradeplanfactory-indicator.html

Have fun.

Changelog:

yyyy-MM-dd - reasons
---------------------------------------------
2021-05-03 Version 1: first time released on Futures.io
2021-05-04 Version 1a: added the [NinjaScriptProperty] attribute to the 'Indicator_Version' property to expose it to the user
2021-05-05 Version 1b:
- the highlighted or dimmed settings will no more be applied to a user drawn rectangle
- modified the default list of prefix "S&D, Fib, MM, MP, Vwap"
- changed the location of the Indicator_Version value. It is now part of the parameter name to avoid problems when the user has created templates with prior version of the indicator
2021-05-07 Version 1c: when the user click on a rectangle the indicator displays its Tag name at the upper left of the chart
2021-05-08 Version 1d: a selected rectangle will also display the distance it is from the last bar close
2021-05-11 Version 1e: new button added to forecast levels
2021-05-12 Version 1f:
Forgot to reset the count of forecasted areas when a new category of Rectangles was Highlighted.
- changed the method for evaluating the average gap between rectangles. New method is more logical.
2021-05-13 Version 1g:
The Highlight and Forecast functions have been reworked to ease the job of forecasting
- it is no more necessary to load a trade plan to use the forecast option
- If there is no trade plan loaded, The highlight button will display the "Rect" prefix only
2021-05-15 Version 1h: Added the ability to save multiple forecasts in a file
2021-05-16 Version 1i: forgot to dispose of the new button Forecast in the State.Terminated event.
- Modified the tooltip message associated to the Add prefix button when the save button displays "Save Forecast".
2021-05-17 Version 1j: Removed the required step to reset/erase a previous forecast before generating a new one
- the indicator can now sniff out if a series of user drawn rectangles have been modified (Rect. moved/added/removed)
- any selected rectangle (no more restricted to rectangles from a loaded TP) will display the distance it is from the last bar close
2021-08-09 Version 1k: I have modified the method to assign a unique name or version number to the indicator (see method DisplayName)

---------------------------------------------
 
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Details: tiyfTradePlanFactory


May 11th, 2021
Size: 12.84 KB
VisWMA 5 *
While still waiting for Fat_Tails Visual MTF MA I have tweaked some other indicators and was able to get it working in other timeframes.
I am using Vis... description - let's reserve the Visual name for original.

Here it is WMA MTF for NT8 again - plus it was exported as not assembled file.
I think it is easier to get into the code if one wants to change anything.
 
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Details: VisWMA


February 28th, 2021
Size: 3.48 KB
VisSMA 5 *
While still waiting for Fat_Tails Visual MTF MA I have tweaked some other indicators and was able to get it working in other timeframes.
I am using Vis... description - let's reserve the Visual name for original.

Here it is SMA MTF for NT8 again - plus it was exported as not assembled file.
I think it is easier to get into the code if one wants to change anything.
 
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Details: VisSMA


February 28th, 2021
Size: 3.33 KB


Keywords: mtf nt8 sma_mtf visula
VisLinReg 5 *
While still waiting for Fat_Tails Visual MTF MA I have tweaked some other indicators and was able to get it working in other timeframes.
I am using Vis... description - let's reserve the Visual name for original.

Here it is LinReg MTF for NT8 again - plus it was exported as not assembled file.
I think it is easier to get into the code if one wants to change anything.
 
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Details: VisLinReg


February 28th, 2021
Size: 4.83 KB


Keywords: mtf nt8 visual linreg_mtf
VisHMA
While still waiting for Fat_Tails Visual MTF MA I have tweaked some other indicators and was able to get it working in other timeframes.
I am using Vis... description - let's reserve the Visual name for original.

Here it is HMA MTF for NT8 again - plus it was exported as not assembled file.
I think it is easier to get into the code if one wants to change anything.
 
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Details: VisHMA


February 28th, 2021
Size: 4.91 KB


Keywords: mtf nt8 visual hma_mtf
VisEMA 5 *
While still waiting for Fat_Tails Visual MTF MA I have tweaked some other indicators and was able to get it working in other timeframes.
I am using Vis... description - let's reserve the Visual name for original.

Here it is EMA MTF for NT8 again - plus it was exported as not assembled file.
I think it is easier to get into the code if one wants to change anything.
 
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Details: VisEMA


February 28th, 2021
Size: 3.24 KB


Keywords: ema mtf visual ema_mtf
VisDEMA
While still waiting for Fat_Tails Visual MTF MA I have tweaked some other indicators and was able to get it working in other timeframes.
I am using Vis... description - let's reserve the Visual name for original.

Here it is DEMA MTF for NT8 again with minor cleaning up in the code - plus it was exported as not assembled file.
I think it is easier to get into the code if one wants to change anything.
 
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Details: VisDEMA


February 28th, 2021
Size: 4.47 KB


Keywords: dema mtf nt8 visual
Richard 5 *
Here is a tool bar clock for Ninjatrader . Not my work I was looking for a clock and found this one
Thanks to who ever built it.
 
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Details: Richard


February 20th, 2021
Size: 3.96 KB
VisDEMA_NT8 5 *
Hi All,

I think I have successfully tweaked the script from EMAon5minData to achieve MTF EMA.
This encouraged me to play some more - and converted few more.
Story is the same as with VisEMA, VisSMA and VisWMA.

The sad part so far is - there was NO COMMENTS!
And no single THANK YOU.

I have to thank here the contributors to this conversion - @ TakingStock12, @ michaelf and @ cory - who started it and gave me the idea to do some more.

From my trials - they work with Tick, Range and Renko charts as well!

Please try - and let me and others know - hope some find it useful.
Any further enhancements welcome!

Cheers!
 
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Details: VisDEMA_NT8


June 17th, 2020
Size: 162.12 KB
VisLinReg_NT8 5 *
Hi All,

I think I have successfully tweaked the script from EMAon5minData to achieve MTF EMA.
This encouraged me to play some more - and converted few more.
Story is the same as with VisEMA, VisSMA and VisWMA.

The sad part so far is - there was NO COMMENTS!
And no single THANK YOU.

I have to thank here the contributors to this conversion - @ TakingStock12, @ michaelf and @ cory - who started it and gave me the idea to do some more.

From my trials - they work with Tick, Range and Renko charts as well!

Please try - and let me and others know - hope some find it useful.
Any further enhancements welcome!

Cheers!
 
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Details: VisLinReg_NT8


June 17th, 2020
Size: 162.48 KB
VisHMA_NT8 5 *
Hi All,

I think I have successfully tweaked the script from EMAon5minData to achieve MTF EMA.
This encouraged me to play some more - and converted few more.
Story is the same as with VisEMA, VisSMA and VisWMA.

The sad part is - there was NO COMMENTS!
And no single THANK YOU.

I have to thank here the contributors to this conversion - @ TakingStock12, @ michaelf and @ cory - who started it and gave me the idea to do some more.

From my trials - they work with Tick, Range and Renko charts as well!

Please try - and let me and others know - hope some find it useful.
Any further enhancements welcome!

Cheers!
 
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Details: VisHMA_NT8


June 17th, 2020
Size: 162.35 KB
"Visual" WMA 5 *
Hi All,

I think I have successfully tweaked the script from EMAon5minData to achieve MTF EMA.

The story is that I have read the post by @TakingStock12 and @michaelf post with request to which @cory supplied modified version of indicator - so great thanks to @cory as well.

Then I have tried to tweak the definitions in the script and came up with VisEMA, VisSMA and VisWMA versions.
From my trials - they work with Tick, Range and Renko charts as well!

Please try - and let others know - any further enhancements welcome!

Cheers!
 
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Details: "Visual" WMA


June 15th, 2020
Size: 162.01 KB
"Visual" SMA 5 *
Hi All,

I think I have successfully tweaked the script from EMAon5minData to achieve MTF EMA.

The story is that I have read the post by @TakingStock12 and @michaelf post with request to which @cory supplied modified version of indicator - so great thanks to @cory as well.

Then I have tried to tweak the definitions in the script and came up with VisEMA, VisSMA and VisWMA versions.
From my trials - they work with Tick, Range and Renko charts as well!

Please try - and let others know - any further enhancements welcome!

Cheers!
 
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Details: "Visual" SMA


June 15th, 2020
Size: 161.91 KB
"Visual" EMA 4 *
Hi All,

I think I have successfully tweaked the script from EMAon5minData to achieve MTF EMA.

The story is that I have read the post by @TakingStock12 (https://nexusfi.com/download/vip_elite_circle/2229-download.html) and @michaelf post with request here (https://nexusfi.com/elite-circle/1261-want-your-ninjatrader-indicator-created-free-1607.html) to whic @cory supplied modified version of indicator - so great thanks to @cory as well.

Then I have tried to tweak the definitions in the script and came up with VisEMA, VisSMA and VisWMA versions.
From my trials - they work with Tick, Range and Renko charts as well!

Please try - and let others know - any further enhancements welcome!

Cheers!
 
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Details: "Visual" EMA


June 15th, 2020
Size: 161.78 KB
Multi-Time-Frame MA 5 *
Here is an MTF MA with a little more flexibility than the last post. Thought I would throw something together to make it a little easier for the group. You can set the MTF MA bar period in the parameters (i.e. 5 min 15 min etc.). This has to be in minutes. You can also select the type of MA you want and the period for that MA. If you want more than one on a chart just add more than one instance.

You should be able to use this on any chart type (although I have not tested this on all types)

Enjoy!
 
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Details: Multi-Time-Frame MA


June 10th, 2020
Size: 18.45 KB
Multi-Time-Frame (Visual) EMA Equivalent for Ninjatrader 8 5 *
This Zip "as is" only draws the EMA(20) from a 5 Minute Chart onto any other chart ... you can, however, edit it as I did to draw the EMA off of any chart you choose.

I had been looking for a replacement for the Multi-time-frame, a.k.a. "Visual" EMA indicator (Ninja7 only) since upgrading to Ninja8 and found this Zip on Ninja Support Forum here: https://forum.ninjatrader.com/forum/ninjatrader-8/indicator-development/1054129-multi-timeframe-ema This version here, as I mentioned, ONLY draws from a 5 minute chart (which I don't use) and only draws an EMA(20). So ...

I wanted it to work as an EMA(21) and for it to be drawn off of a 2000 Tick chart rather than a 5 minute chart so I had to edit the code. You can do this as well, changing the source chart for the EMA to whatever Chart type and period you like. Pretty simple really (had to be incredibly simple for me to be able to do it!).

Here are the lines of code that need to be changed to what you want to see/use: Lines 27 (change "EMAon5minData" to your chart period and type ... for me that was to the "EMAon2000TickData"), 35 (same as line 27 change), 51(change "Minute, 5" to your chart type and period and also change "5 minute" to the right of that (in grey) to your chart period and type), 55 (change "20" to your desired EMA period), and 63 (same change as line 55).

After that, compile. Then compile a standard Ninja indie to check for errors. You can then change the name of the indie if you like by going into Documents-Ninjatrader8-Bin-Custom-Indicators ... find "Emaon5minData.cs", right click on it, choose "rename" and change the name to whatever you want.
Hope this is helpful to those others out there in search of a Multi-Time-Frame or "Visual" EMA for Ninja8.
 
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SigmaSpikes strategy NT8 5 *
Strategy based on SigmaSpikes

Coded by bcomas. Email me for improvements or suggestions

SigmaSpikes as described by Adam H Grimes. https://adamhgrimes.com/how-to-calculate-sigmaspikes/

* standard deviation of daily returns over a period , searching price spikes.

Parameters:

// SigmaSpikes Settings
SigmaSpikesFactor = 2.50; (tweak according timeframe used)
UseSigmaSpikes = true;

// StopLoss & ProfitTarget
UseProtectiveStops = true;
StopLoss = 100;
ProfitTarget = 100;

// Daily Target
Contracts = 1;
DailyLossLimit = -100;
DailyProfitLimit = 100;
DailyTradesCount = 100;

// Email alerts
UseEmail = false;
EnableEntryAlert = false;
EnableExitAlert = false;
toEmailAddress = @"";

// Times
Session1 = true;
Session1Start = 0;
Session1End = 235959;

Session2 = false;
Session2Start = 90000;
Session2End = 110000;

Session3 = false;
Session3Start = 120000;
Session3End = 125900;

Thanks to the first developer:

https://nexusfi.com/local_links.php?action=ratelink&linkid=1958&catid=27&lpage=12

Testing:
https://nexusfi.com/elite-automated-ninjatrader-trading/32758-want-your-ninjatrader-strategy-created-free-184.html
 
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Details: SigmaSpikes strategy NT8


May 26th, 2020
Size: 7.41 KB
IntraBarDeltaMax 5 *
Indicator: gemIntraBarDeltaMax
Version: 1.3
Platform: NT8

This indicator identifies the maximum ask and bid deltas within a bar. You can plot one or both as hash marks on the bar. Alternatively, you can also plot the price level with the maximum volume within a bar.

This indicator requires tick data, so best not to load a large time frame or it will take a while to load.

Enjoy!

Please do not distribute outside the futures.io community.

1.3 Actually uploaded this time, sorry about that.
1.3 - Added ability to restrict the look back period for the indicator (bit of a time savings if you are loading more than a day or two).
1.2 - Show max min price level delta or max ask bid volume
1.1 - Found and fixed a logic error. bid ask and total volume are now lining up perfectly with with the Ninjatrader orderflow.
 
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Details: IntraBarDeltaMax


May 4th, 2020
Size: 3.97 KB
TimeAtPrice 5 *
gemTimeAtPrice
Version: 1.1
Platform: NT8

This indicator is born out of my observation of price movement. Price tends to stall at the end of an auction, and it almost seemed to form a support/resistance level. I wondered what that would look like if plotted....hence the Time At Price indicator. This indicator requires tick replay to be enabled and should work on any bar type (although I have not tested this). It measures the interval between ticks and how much time is spent at a particular price level within a bar. It is therefore analogous to the COT but is purely based on time. It then plots a hash mark on the bar corresponding to the most time spent at that price level. Since it needs tick data, best to load without a large look back period (or it will take a while to load).

Enjoy!

Please do not distribute outside the futures.io community

Version 1.1 - Added ability to restrict the look back period for the indicator (bit of a time savings if you are loading more than a day or two).
 
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Details: TimeAtPrice


May 2nd, 2020
Size: 3.19 KB
Price Action Swing strategy NT8 5 *
Coded by bcomas. Email me for improvements or suggestions

Strategy based on PriceActionSwing indicators
https://nexusfi.com/local_links.php?catid=26&linkid=1781


Parameters:

// PriceActionSwing indicator Setting
SwingStrength = 20;

// StopLoss & ProfitTarget
UseProtectiveStops = true;
StopLoss = 100;
ProfitTarget = 150;

// Daily Target
Contracts = 1;
DailyLossLimit = -99;
DailyProfitLimit = 999;
DailyTradesCount = 99;

// Email alerts
UseEmail = false;
EnableEntryAlert = false;
EnableExitAlert = false;
toEmailAddress = @"";

// Times
Session1 = true;
Session1Start = 0;
Session1End = 235959;

Session2 = false;
Session2Start = 90000;
Session2End = 110000;

Session3 = false;
Session3Start = 120000;
Session3End = 125900;

/// Thanks to "autotrader8" for share a PAS strategy sample in the Elite Automated Trading
/// https://nexusfi.com/showthread.php?t=52695

strategy with abc pattern - PASPRO

https://nexusfi.com/ninjatrader/1272-priceactionswing-discussion-190.html
 
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Details: Price Action Swing strategy NT8


April 12th, 2020
Size: 71.57 KB
WaveTrend for NT7 4 *
Wave Trend Indicator made by @LazyBear from TradingView
 
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Details: WaveTrend for NT7


March 27th, 2020
Size: 5.67 KB
Scalp Trader V1 5 *
This is a testing tool for NT 7 which I developed with Trading Coders (I paid for their help - https://www.tradingcoders.com/) for my personal use. It's primarily a scalping tool using a simple MACD cross. There are two additional indicators which are optional: a simple EMA and StepMAV71Sharky which was freely available. Thank you Sharky wherever you are.
It includes a profit target and stop loss. You can also test time of day and has an alert.
You can select to trade long, short or both. I generally test one side at a time. Even when I'm using it in live trading, I insert a long and a short side usually on separate charts and do not use "both". The signals are more accurate.

If someone wants to covert it for NT 8, that would be nice. Let me know if someone does the conversion.
I'm a scalper so I find it useful to test different scalping ideas.
Any questions or comments, please feel free to contact me.

PhantomTrader
 
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Details: Scalp Trader V1


February 12th, 2020
Size: 14.37 KB
Custom Trader Dynamic Index (TDI) NT8 5 *
Hey guys, I've discovered a custom TDI that can be created without coding. All the indicators are available if you have NT8. Instructions are as follows:

Double stochastics 10 period; Scale justification - right

SUM 3 period; Input series - RSI period 13; Scale justification - overlay
SUM 18 period; Input series - RSI period 13; Scale justification - left
Bollinger; Input series - RSI period 13; Scale justification - right; Period 34, Standard deviations - 2 (Set upper and lower band to transparent to hide or you can leave them if you prefer)

* Best trade set ups for longs is when the 2 SUMs are above the middle Bollinger band and double stochastic is oversold. The reverse is true for shorts. You can also trade it when fast SUM crosses slow SUM just like other oscillators. Feel free to change the period settings to suit your trading needs. Play around with it and let me know how it works for you!

*The Download is a copy of my indicator template that you'll have to import into your charts.
 
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Details: Custom Trader Dynamic Index (TDI) NT8


December 22nd, 2019
Size: 52.70 KB
Custom Trader Dynamic Index (TDI) NT8 5 *
Hey guys, I've discovered a custom TDI that can be created without coding. All the indicators are available if you have NT8. Instructions are as follows:

Double stochastics 10 period; Scale justification - right

SUM 3 period; Input series - RSI period 13; Scale justification - overlay
SUM 18 period; Input series - RSI period 13; Scale justification - left
Bollinger; Input series - RSI period 13; Scale justification - right; Period 34, Standard deviations - 2 (Set upper and lower band to transparent to hide or you can leave them if you prefer)

* Best trade set ups for longs is when the 2 SUMs are above the middle Bollinger band and double stochastic is oversold. The reverse is true for shorts. You can also trade it when fast SUM crosses slow SUM just like other oscillators. Play around with it and let me know how it works for you!
 
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Details: Custom Trader Dynamic Index (TDI) NT8


December 21st, 2019

[Status unknown]
Market Profile / Volume Profile 5 *
Updated Market Profile / Volume Profile for Sierra Charts (Version 1848), MP and VP for each session (RTH / ETH) respectively. Chartbook also has subchart tab for daily, which main chart uses for volume. Currently set up to use Rithmic data feed, will need to be updated if using a different data feed.
 
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Details: Market Profile / Volume Profile


July 9th, 2019
Size: 136.43 KB
Bollinger Band Keltner Channel Squeeze (BBKC Squeeze) 4 *
V2.0 - Automated drawing of Blue rectangle on the chart

You can access the plot value be using BBKCDelta[0] (for the current bar) in your trading strategies...

Message me with questions..
Thanks.

=======================
I wrote this indicator recently to help identify possible consolidation in the market. It detects times when Bollinger Band squeezes within the Keltner Channel (implies consolidation) and plots as a histogram below the chart.

Bollinger Band and Keltner Channel Period may be customized. Default 20
Keltner Channel Offset default is 1.5

I have provided for an additional offset parameter to adjust the Squeeze threshold. This helps lead the beginning of consolidation. Default is 0.5; I usually set it to 1.5. Works for me. More picky about trade signals...

I use it towards confirming my trend based trades.

Please post your questions, comments and/or feedback.


Regards!
 
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Details: Bollinger Band Keltner Channel Squeeze (BBKC Squeeze)


May 15th, 2019
Size: 8.42 KB
ADX based Trend/Reversal Regions 4 *
HI All,

I have created a simple indicator that "paints" regions on the chart based on ADX and EMA.

Very Simple algorithm:

Chart paints regions only when ADX is above a customizable level. Default is 15.

Region Color Green: ADX Rising; EMA Rising (Potentially Bullish Trending)
Region Color Blue: ADX Falling; EMA Rising (Potentially Reversal)
Region Color Red: ADX Rising; EMA Falling (Potentially Bearish Trending)
Region Color Yellow: ADX Falling; EMA Falling(Potentially Reversal)

You can use this indicator as a means of confluence with other strategies you may have.

I am new to this forum and my first attempt at publishing my program. Hence I am not aware of all caveats that I need to include here. But this is merely an indicator that portrays ADX Value and EMA Value movements. This is not by any means a suggestion to trade !!

Please provide your feedback and suggestions. Would appreciate that.

Thanks
 
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Details: ADX based Trend/Reversal Regions


April 26th, 2019
Size: 6.48 KB


Keywords: adx reversal trend
Better_Volume_Arrows_v1 indicator
Here is the Better_Volume_Arrows_v1 indicator with it you will be able to spot climax regions either tops or bottoms. Or up or down. I Ported it from a thinkorswim indicator file. It looks pretty good. Oh by the way its for Multicharts.
 
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Details: Better_Volume_Arrows_v1 indicator


April 11th, 2019
Size: 15.96 KB
Volume Weighted MACD for NT 7 5 *
Same logics as for the NT 8
 
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Details: Volume Weighted MACD for NT 7


March 2nd, 2019
Size: 4.21 KB


Keywords: macd volume vwmacd weighted
Volume Weighted MACD for NT 8 5 *
Hello All!

It is my first attempt to build and share indicator, so be lenient.

I have found this indicator's logic in TradingView and looked for it's analog here and NT forums.
Unfortunately I didn't find it, so decided to build it myself.
It is just volume weighted, TradingView Code:

"fastMA = ema(volume*close, fastperiod)/ema(volume, fastperiod)
slowMA = ema(volume*close, slowperiod)/ema(volume, slowperiod)
vwmacd = fastMA - slowMA
signal = ema(vwmacd, signalperiod)
hist= vwmacd - signal"


I added Histogram Multiplier variable to set Difference Histogram more easy to view.
I just multiplies Difference Histogram on set value.

I don't researched all NT indicator methods yet, so it seems I have made a lot of surplus actions and rows,
such as new data series for every calculation step. I would be grateful if you could tell me how to make it
easier and more elegant.

I hope someone will find it useful!
 
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Details: Volume Weighted MACD for NT 8


March 1st, 2019
Size: 3.50 KB
SMA Indicator Pack - NT 8 8.0.17.0 5 *
Due to a breaking change in NT 8.0.17.0 I have re-released all of the indicators described elsewhere as there are a number of inter-dependencies. This seems far easier than breaking them apart - for me anyway (hope you agree). There are a number of sub-indicators, but the main ones are:
  • smaCDCycleMTF
  • smaDeltaMomentum
  • smaCDMomentum
  • smaVacuumBars
  • smaProAm
  • smaZiggetyZag
  • smaSineWave




All described:
I have included MathNet DLL in the ZIP to make things a little easier. And remember most need Tick Replay.

Enjoy.
 
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Details: SMA Indicator Pack - NT 8 8.0.17.0


February 5th, 2019
Size: 531.89 KB
irSupplyAndDemand for Ninja 7 5 *
Exported using Ninja Trader 64-Bit 7.0.1000.39

It's been a while since I've uploaded anything here as I've been distracted by moving my indicators over to NT-8,

As I work through that learning curve, I wanted to share one of the updates to a NinjaTrader-7 indicator I posted here some time ago.

The attached indicator was based on combining the irSessionSupportAndResistance indicator and the irLabel indicator that gave us the ability to show a price on a hand drawn "Ray"

I originally posted those here and here.

The previous version was downloaded some +1,300 times so I thought it was time to send along the updated version.

In keeping with my pet peeve, the indicator will correctly display fractional pricing when used on Treasuries contracts.

I'll be working on an NT-8 version of this in the next few days/weeks as it gets closer to the top of my list.

Trade well,
 
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Details: irSupplyAndDemand for Ninja 7


January 26th, 2019
Size: 6.09 KB
Delta Power Bars - (VacuumBars) - V2 - broke in 8.0.17.0 5 *
Uses a 2 out of 3 vote from CDMomentum, DeltaMomentum and CDCycleMTF to identify overall bursts of Cumulative Delta energy in one direction or the other.

Used with the 'Scoop' option, will identify the first of these (in gold) that occur after a 'failed' period of buying or selling i.e. price went the other way.

As ever - needs TickReplay and Math.Net.

https://nexusfi.com/elite-circle/45804-meanderings-cumulative-delta.html

V2 - exposes MTFBrickFactor when using Scoop. I use BetterRenko, but somewhile back changed the bar type from 17 to 1017 due to a clash. As long as you set MTFBrickFactor to non-zero when using Scoop then this is not a problem. BTW - set MTFBrickFactor 1 and the code will always ensure bars size x, x+1 and x+2 will be loaded.
 
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Details: Delta Power Bars - (VacuumBars) - V2 - broke in 8.0.17.0


December 11th, 2018
Size: 50.43 KB
Delta Power Bars - (VacuumBars) - broke in 8.0.17.0 5 *
Uses a 2 out of 3 vote from CDMomentum, DeltaMomentum and CDCycleMTF to identify overall bursts of Cumulative Delta energy in one direction or the other.

Used with the 'Scoop' option, will identify the first of these (in gold) that occur after a 'failed' period of buying or selling i.e. price went the other way.

As ever - needs TickReplay and Math.Net.

https://nexusfi.com/elite-circle/45804-meanderings-cumulative-delta.html
 
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Details: Delta Power Bars - (VacuumBars) - broke in 8.0.17.0


December 10th, 2018
Size: 50.42 KB
DeltaMomentum - broke in 8.0.17.0 5 *
This is my take on something Gomi produced (and likely others). However my spin was I wanted to look at how big each of the pushes was - I call them bulges. I was looking to try and spot exhaustion, divergence, flush combinations.

To do this the indicator looks at consecutive red/green bars (and allows a specified number in the other direction without switching) to calculate the size of each bulge and runs some stats. It calculates a running threshold and treats that as 100%. If a bulge in excess of 100% is spotted it marks the bulge yellow dots and at the end prints its percentage size on the main chart area.

In the end I found it more useful to mark the bulge sizes relative to the previous ones on the same side (buy/sell). Magenta means the bulge is greater than the previous two and white means less than previous two. Watch for sequences of Magenta - Red/Green and then White. This can mean a move is over and ready to turn.

The indicator does colour bars according to some fuzzy bias logic. Basis for this is when bulge sizing switches from one side to the other and this can be seen when a white cross marks a bulge. The magenta bar simply says that a magenta bulge is in progress. Frankly I never found it that useful. In the end I preferred the bias colouring of my CDCycleMTF indicator mentioned in the Delta thread (although I still monitor this bias under the bonnet of my VacuumBar indicator).

As always you need Tick Replay and Math.Net.

Enjoy
 
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Details: DeltaMomentum - broke in 8.0.17.0


December 10th, 2018
Size: 30.27 KB
Momentum of Cumulative Delta - broke in 8.0.17.0 5 *
Pretty standard momentum of both CD and a separate one for price included.

Both are adaptive if Period is less than 1 (typically choose 0.07), but the default is set to a Period of 14 (it is also a lot faster due to adaptive period calculations).

Both identify peaks exposed as a series (+/- 1).

They need MathNet again - check out https://nexusfi.com/elite-circle/45801-keeping-eye-big-players.html

Reference - https://nexusfi.com/elite-circle/45804-meanderings-cumulative-delta.html
 
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Details: Momentum of Cumulative Delta - broke in 8.0.17.0


December 8th, 2018
Size: 18.95 KB
Cumulative Delta MTF Cycles - broke in 8.0.17.0 5 *
3 timeframe analysis of DoubleStochastic of CD. Can colour bars to give bias of buyers/sellers.

It is adaptive if Period is less than 1 (typically choose 0.07), but the default is set to a Period of 40 (it is also a lot faster due to adaptive period calculations).

A multiplier is used for MTF. If you leave as 0 it uses a default of 3 for all bar types except BetterRenko which I use 1.3. On a 3 tick BetterRenko this gives 3, 4 & 5. [ Note: for BetterRenko users my memory is faded, but I think I may have had to change the BarsPeriodType code from 17 to 1017 because of a clash. If this is so you can change it back in smaBaseMethods add-on. Having said that if you override the multiplier it doesn't matter. ]

It needs TickReplay of course and like a lot of my other stuff the MathNet.Numerics DLL (and reference) is required - check out https://nexusfi.com/elite-circle/45801-keeping-eye-big-players.html

Reference - https://nexusfi.com/elite-circle/45804-meanderings-cumulative-delta.html
Version 1.
 
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Details: Cumulative Delta MTF Cycles - broke in 8.0.17.0


December 7th, 2018
Size: 27.07 KB
ZiggetyZag - ProAm rotation spotter - broke in 8.0.17.0 5 *
I like to see where a ProAm level is broken at speed. For this I use my ZiggetyZag indicator. It checks for a rotation around PoAm bars with Velocity and a break. Cyan bar and arrow.

This installs smaProAm and VelocityBarsV2 (by Okina).

Check out: https://nexusfi.com/elite-circle/45801-keeping-eye-big-players.html

Note1: You will need MathNet.Numerics DLL and Delta Package V3 by Sim22 (thanks to him) : https://nexusfi.com/local_links.php?action=ratelink&catid=27&linkid=1773

Note2: It of course needs TickReplay
 
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Details: ZiggetyZag - ProAm rotation spotter - broke in 8.0.17.0


December 7th, 2018
Size: 28.41 KB
Ehler's Sinewave for NT8 5 *
This plots resistance and support lines derived from Ehler's ideas. I like them as they help to spot Cup & Handle formations.

Breaks of either can be used to give a trend bias. Works nicely when used across multiple timeframes.

Thread - https://nexusfi.com/elite-circle/45802-spot-cup-handle.html

Enjoy.

Steve
 
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Details: Ehler's Sinewave for NT8


December 6th, 2018
Size: 18.19 KB
ProAM Orders for NT8 - broke in 8.0.17.0 5 *
Being able to see large orders on the chart helps me enormously and can also be used to give bias.

My indicator looks for three types of events:
Large individual buys or sells (Pro orders)
Large groups of orders at any price (Block orders)
Bars with a high proportion of low size orders (Amateur orders)

In order to create a threshold above which to print the markers I use some stats functions from the Math.NET library so if you want to use my indicator you will need to add the DLL and a reference to it of course. I'm not a stats guy so I guessed at a mix of standard deviations and percentile for the thresholds and I've left these internal to the code. Different instruments respond very differently to these settings. Personally I just looked for settings that didn't flood the screen with markers yet gave enough to be of use - very subjective.

[For minute bar users (I use BetterRenko) this does NOT print the markers at the actual price level - it prints in the middle of the bar (OnBarClose) - not something relevant to me so I probably wouldn't be that keen to change it.]

[Apologies to the expert coders here - I have used the Draw function for these markers - in most of my other stuff I use plots, but I just couldn't get a good look with the standard plots.]

My own experience is I couldn't make any sense of the Amateur orders and so I switch them off. The Pro orders really work for me and I add in the Block orders for good measure.

I use these in various ways which I intend to expand on, but generally use them to establish levels that the pros are working at. Bottom line - when you see a load of these markers together - something is brewing!

Oh and I have exposed series for both Pro bars (0, 1, 2, 3 [+/-] for various types) and an overall bias (+1/-1) which is based either off the sign of the order or the price movement - for me I use the price movement e.g. a large sell that causes price to go up is often a better clue than a buy that does the same.

Have fun.

Steve

Note: You will need MathNet.Numerics DLL and Delta Package V3 by Sim22 (thanks to him) : https://nexusfi.com/local_links.php?action=ratelink&catid=27&linkid=1773

P.S. I'm not aware of how version numbering works - an expert might want to let me know. Call this Version 1.

P.P.S. Discussion link - https://nexusfi.com/elite-circle/45801-proam-orders-ninjatrader-8-a.html
 
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Details: ProAM Orders for NT8 - broke in 8.0.17.0


December 6th, 2018
Size: 11.54 KB
Stats Suite 5 *
See thread for help on creating your own stats:
https://nexusfi.com/elite-circle/45152-stats-suite-ninjatrader-8-a.html

Contains two indicators:

Stats
Displays the historical probability over time for that specific stat. Open up the ninjascript output window to see the numbers as they are calculated. The default indicator currently shows the historical probability over the overnight range being broken.

Range Histogram
A histogram showing the distribution of ranges for each bar. The graph shows the value area in blue which is 70% of all samples. Keep in mind that the graph uses a logarithmic scale so differences between values are actually greater than they appear on the graph.

Zip also contains the Opening Range indicator created by Lizard which is available here: https://www.lizardindicators.com/indicator-library-2/session-tools/opening-range/
 
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Details: Stats Suite


August 25th, 2018
Size: 19.60 KB
Chart Identifier NT8 5 *
Indicator to identify symbol name and period on chart. Multiple locations ,font and size.
 
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Details: Chart Identifier NT8


April 21st, 2018
Size: 2.78 KB


Keywords: name identify symbol
Rithmic spreader
Hey guys,

I'm new here and want to contribute. This is a spreader algo I had coded for the Rithmic API. Check it out. If you do expand on it, please post the code here. It's coded in C# but not by me. Hope its useful guys.
 
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Details: Rithmic spreader


January 12th, 2018
Size: 9.88 MB
Mt4 Buy exit 4 *
Hi
This is an indicator that may have potential
Would be nice to have alerts and pop up message

Not my indicator . Found it on MT5 threads under open code base
 
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Details: Mt4 Buy exit


November 13th, 2017
Size: 9.32 KB
BVA Version 1 5 *
NT-7 Version

BVA Version 1 (Bar Volume Accumulation), is for spotting Divergences in Volume and Price Action.

Example:
Higher High with less BVA, upward trend is loosing momentum.
Lower Low with less BVA, downward trend is loosing momentum.

Compiled using NT 7.0.1000.35 64-bit (Multi-Broker)
 
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Details: BVA Version 1


September 21st, 2017
Size: 5.46 KB
BVA Version 1 5 *
NT-8 Version

BVA Version 1 (Bar Volume Accumulation), is for spotting Divergences in Volume and Price Action.

Example:
Higher High with less BVA, upward trend is loosing momentum.
Lower Low with less BVA, downward trend is loosing momentum.

Compiled using NT 8.0.9.0 64-bit (Multi-Broker)
 
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Details: BVA Version 1


September 21st, 2017
Size: 4.67 KB
Price Line and Tick Counter 5 *
Simple indicator for NT8 that draws a horizontal line at current price and shows a tick counter next to the forming bar. Tick counter only works with Tick bars.
 
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Details: Price Line and Tick Counter


July 16th, 2017
Size: 3.33 KB
Order book, Market Profile, Volume Profile. 4 *
Order book / Number bars, Market Profile, Volume Profile for Sierra Charts (Version 1564)

I take no credit for this chart book it was given to me and I'm posting it here for the Elite members.

MP and VP also has the extended volume directly to the left of the vertical scale.
 
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Details: Order book, Market Profile, Volume Profile.


June 10th, 2017
Size: 224.05 KB
Market Depth Historical Graph 5 *
MDHG for Sierra Charts with volume profile histograms, VAH/VAL/VPOC (Current version = 1543) This was posted at the SC support board and I modified it.

There are two studies hidden, they can both be enabled if so desired. One is a different trade indicator study and the other is a volume study in region 2.

This was initially made for /CL and I'm using it for /ES.

The Volume profile value areas may not be precise, I'm more accustomed to MP, although the VPOC does appear to be accurate.

The large volume trade indicator will need to be adjusted to whatever suits the trade levels the end user likes to see.

I personally have remove the DOM depth, it can be disabled/enabled via Trade > Show Depth
 
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Details: Market Depth Historical Graph


April 18th, 2017
Size: 88.41 KB


Keywords: depth graph historical market profile sierra volume charts
CurrentDayOHLCv2 4 *
Combines days OHLC & midpoint price, yesterdays midpoint and a selectable midpoint price
 
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Details: CurrentDayOHLCv2


March 26th, 2017
Size: 2.97 KB
CurrentDayOHLCv2
Combines days OHLC & midpoint price, yesterdays midpoint and a selectable midpoint price
 
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Details: CurrentDayOHLCv2


March 26th, 2017
Size: 132.07 KB
Fractal Dimension Index Pack 4 *
Indicators are credited to Fat Tails and more information can be found in the link. Five interpretations of the indicator, but more or less similar. For NT7 only.

https://nexusfi.com/elite-circle/17157-fractal-dimensions-differentiating-between-trending-range-bound-markets.html

FractalDimensionIndex FDI > 1.5 - market is rangebound
FractalDimensionIndex FDI < 1.5 - market is trending
 
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Details: Fractal Dimension Index Pack


January 22nd, 2017
Size: 55.00 KB
HeikenAshiDeltaPlus2 5 *
This is HeikenAshiDelta2 as per the prior post with HeikenAshiDelta1.

Uploaded 20/3/17 from NT8 V 8.0.5.0 Hopefully this time open source.
 
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Details: HeikenAshiDeltaPlus2


January 6th, 2017
Size: 3.00 KB
HeikenAshiDeltaPlus1 5 *
This is the mahHeikenAshiDelta indicator that I have posted in another thread last year.
The difference it has been modified.
I have just read Dan Valcu's new book and found on page 55, the HA Delta Plus indicator. So I coded the modifications with help from another helpful person on this forum.
Attached are HeikenAshiDeltaPlus1, & 2.
1 is single and double smoothed.
2 is double and triple smoothed.
The original in comparison is not smoothed and single smoothed.
Would be good if someone could make 1 indicator out of the 3 that has user parameters for entering the amount of smoothing for both plots, and even the type of smoothing ie. SMA, EMA, or others.
Then post it here for all to enjoy.
These were exported from NT8 Ver 8.0.2.0
I could only load one indicator in this post, so this is #1.
#2 is in a separate post.

Uploaded 20/3/17 from NT8 V 8.0.5.0 Hopefully this time open source.
 
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Details: HeikenAshiDeltaPlus1


January 6th, 2017
Size: 3.04 KB
Market Profile 5 *
Market Profile for Sierra Charts (Ver 1500) RTH = White / ETH = Grey.
 
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Details: Market Profile


January 4th, 2017
Size: 67.67 KB


Keywords: chart marketprofile sierra
Weis Wave for NT8 5 *
This is a conversion of wccktrader's work creating the Weis Wave Volume indicator to NT8. The link to the NT7 version can be found here.

This is version 1.0

12/27/2016 - v2.0 Cleaned up and optimized the code with help from @trendwaves. User can now change the wave display properties.
 
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Details: Weis Wave for NT8


December 17th, 2016
Size: 5.30 KB
Bar Numbering 5 *
Number the bars on a chart like Al Brooks.
For Ninjatrader 8.


I did not create this.
Just edited an existing version to make it work for Ninjatrader 8.


Version 1.0
 
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Details: Bar Numbering


November 17th, 2016
Size: 1.89 KB
ExportData8
Please delete this post. (merged with original post)  
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Details: ExportData8


October 28th, 2016
Size: 201 bytes
ExportData8 5 *
ExportData8: Exports time-stamped OHLCV data of the selected instrument(s) to a text/csv file in Ninja Trader 8

--------------------------------------------------------------------------------------------------------------------
INSTALLATION:

1. Launch Ninja Trader 8
2. Tools -> Import -> NinjaScript

Use this in Strategy Analyzer like any other Ninja Trader 8 strategy.

// NOTE: Make sure that historical data exists first. To do so, connect to your Data Source and then
// Go to Tools -> Historical Data,
// then click Load tab,
// then under Download section, select Instrument(s), Intervals, Start/End Dates, Data Type,
// then click Download
--------------------------------------------------------------------------------------------------------------------

CHANGE LOG:

version 4.3

// 23 February 2017 ver 4.3 MURTY ROMPALLI: Fixed non-working default properties, Added NOSEC formats (NOSEC stands for NO SECONDS in time field. If exporting 1-minute bars, skipping :00 seconds saves disk space)

version 4.2

// 25 October 2016 ver 4.0 NT 8 version released by MURTY ROMPALLI; Will not work with older versions
// 26 October 2016 ver 4.1 MURTY ROMPALLI: Code cleanup and simplification
// 28 October 2016 ver 4.2 MURTY ROMPALLI: Support for Stocks, Code improvement

// KNOWN PROBLEMS:
// Throws errors: "Error on calling OnStateChange method: Object reference not set to an instance of an object

version 4.0
25 October 2016: ver 4.0 NT 8 version released by MURTY ROMPALLI; Will not work with older versions of Ninja Trader
 
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Details: ExportData8


October 25th, 2016
Size: 6.12 KB
Extended Print() function for NinjaTrader 7
Printing to the log is good for debugging, but sometimes I end up with loads of entries in the output window, and I have no idea which indicator on which chart triggered the printout. I have therefore written a global method, which can be used for printing to the Output window for debugging purposes.

Version: 1
Syntax:
PrintToLog(int level, string text)

level: log level 1-5. A corresponding number of "*" are prefixed to the text.

In addition the following information is printed by default:
* Instrument.MasterInstrument.Name
* BarsPeriod.BasePeriodValue.ToString()
* BarsPeriod.BasePeriodType.ToString()
* Time[0].ToString()

and finally the text passed to the method is added to this string.

This global method obviously cannot be run as a standalone indicator, but can be used in your own indicators to print to the Output window.
 
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Details: Extended Print() function for NinjaTrader 7


October 19th, 2016
Size: 1.24 KB
Economic News Indicator for NT8 5 *
Version 1.0.1:

This indicator shows the economic news for the day on your chart in Ninjatrader 8. It is fully configurable for the type of news items you would like to see, the colors of different impact news items, the fonts you want to use and which countries you would like to see news items for.

Version 1.0.2:

- Not displaying date as the news is for the current day only. Will refresh automatically for the next day
- Showing the time of the news item in its raw format as it comes from the source

Version 1.0.3:

- Fixed layout bug when no news items are returned

Version 1.0.4:

- Indicator now allows time offset to be configured to show news announcement time in your time zone, thanks to @sagor

Version 1.0.5:

- Fixed a bug where the event time was not assigned to the new time with the applied times zone. Times will now display correctly in your chosen time offset.

Version 1.0.6:
-Parsing the source date with US date format. Indicator will now work for users that have a non standard date format. Thanks @Aregon for helping out with the debugging
-Can now specify a right hand margin to offset the indicator if necessary

Version 1.0.7:

-Renamed Right Hand Margin parameter to Left Hand Margin, which it actually is

Version 1.0.8:

-Removed code that overrides grid line settings on a chart. Indicator will now leave grid lines as per chart template.

Documentation for installing and configuring the indicator can be downloaded at https://nexusfi.com/ninjatrader/40490-economic-news-indicator-ninjatrader-8-available-download.html
 
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Details: Economic News Indicator for NT8


October 11th, 2016
Size: 8.90 KB
mahHeikenAshiDelta - NT8 5 *
This is an indicator I downloaded from here for NT7.
I just paid to convert it for NT8.
So here is the NT8 version.
Version #Sep15b
The indicator plots the difference between the HA open & HA close, being the HA Delta.
Also plots a 3 period EMA.

Thanks to "Alligator" for the original NT7 version.

20/3/17 uploaded from NT8 V 8.0.5.0 Version#Sept15b open source.
 
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Details: mahHeikenAshiDelta - NT8


September 15th, 2016
Size: 3.01 KB
View the winning 'starred entries' irLabel 5 *
Winning Entry February 1st, 2024 to March 1st, 2024 [1 votes]

This indicator is meant as an add on to the irSessionSupportAndResistance indicator here.

The irLabel indicator simply attaches a price label to a Ray drawn on your chart.

If you manually draw a Ray on your chart and want a price label attached to it for reference, simply select the ray and modify the Ray Properties -> Data -> Tag to include the word " session " [i.e., sessionLowRay, sessionHighRay, session1, sessionA1 etc.,]

The indicator has been coded to properly display the price labels in fractions for Interest Rate Contracts [i.e., T-Bills, Notes, Bonds]. When applied to a chart that has its price scale formatted in decimal format [i.e., Equities, Currencies, Commodities] prices will be properly displayed in decimal format.
 
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Details: irLabel


May 19th, 2016
Size: 3.48 KB


Keywords: bonds interest label notes price rate fractions
GomBidAskVolume for Ninja 7 5 *
Exported using Ninja Trader 64-bit 7.0.1000.31

I was searching for some time to find an indicator to simply show Bid and Ask Volume.
After searching here [and elsewhere] I found this revised version of the GomDelta indicator [here on futures.io].

This indicator relies on having access to Gomi binary data and will only work if you have already installed the Gomi packages [and have them working].

I like to use this on a 1 minute and a 5 minute candle chart, to see who is winning the Buy/Sell [Bid/Ask] battle at that moment.
Having said that it can also be used on Tick, Range, Reversal, Volume or Renko charts if you prefer to use it on one of those.

I'm not sure who made these modifications?
All I've done here is hard code some of my Color and Bar size preferences to suit my Black format charts.

Trade well,
TGN
 
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Details: GomBidAskVolume for Ninja 7


May 11th, 2016
Size: 2.83 KB


Keywords: bid/ask gomi volume
irSessionSupportAndResistance 5 *
Exported using Ninja Trader 64-bit 7.0.1000.31
This indicator was developed after reading a request on the NinjaTrader Support Forum. [ here]
One of the members was looking for an indicator to show bars that made the high of the session and the low of the session.

I used to mark these by hand [drawing a rectange or lines] usually on a longer term chart, [a 15 minute for eg.]
The indicator plots the open of the "up-close" bar that makes the high of the session, it also plots the open of the "down-close" bar that makes the low of the session.

I find it helpful for delineating Supply and Demand and for a clue as to when I should change my bias from "leaning long" to "leaning short" and vice versa.

***Note*** Here is a [COLOR="Blue"]link[/COLOR] to a more detailed description of how I use this indicator.

Thanks to a friend for his help getting this to work.

Trade well, TGN
 
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Details: irSessionSupportAndResistance


April 19th, 2016
Size: 5.27 KB


Keywords: supply/demand support/resistance
NeuralNets for NT8 using Encog 3.3 5 *
This is a first trial at neural Nets. Used NEAT nets because it saves the hassle of determining the amount of hidden layers.
In order for this to work, you must:

use the link below to get the Encog Dll( place the DLL inside your custom folder), the reason being that I made some changes to the original code in order to be able to serialize the Normalization Helper. this is very important since this Add On will not work with other ENCOG Libraries. If you have any problems with this, let me know, and we can figure out a way so that you can get the right file .

https://www.dropbox.com/s/yzzofulcfjik09o/encog-core-cs.dll?dl=0




once you have the file, and referenced it in NT8( NT forums have a lot of info on how to reference an external library in NT), then import this AddOn.

3/16/2016 1430: For those who have downloaded this file as of this date and time, you can find the missing xaml here:

https://www.dropbox.com/s/w23yzx6zwce5unh/SampleAddonTabContent.xaml?dl=0

Add this file to the AddOn Folder and that should take care of the issue of the empty window...


Neural Nets are an interesting topic. I hope people contribute to advance and improve the available knowledge on NNs and Ninjatrader. I hope people can come up with new and novel ways to use them, and also to share them with our community.
 
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Details: NeuralNets for NT8 using Encog 3.3


March 15th, 2016
Size: 40.80 KB
GomUA 5 *
GomUA was developed to highlight "Unfinished Auctions" on the GomVolumeLadder
I have been studying this "phenomenon" of price action for about 5 years and managed to put this together with the help of a friend late last fall (2015)

This indicator relies on having access to Gomi binary data and will only work if you have already installed the Gomi packages [and have them working].

Unfortunately I have to offer it here as a .cs file [I am unable to offer it to you in a .zip file]

Once you copy the cs file into your [\My Documents\NinjaTrader 7\bin\Custom\Indicator] folder compile any indicator and you'll see GomUA in with your existing Gom indicators.

I like to use this on a Volume Ladder, It can be used on any timeframe you choose, it can also be used on a candle chart or bar chart if you do not use a Volume Ladder.

I have tested this on Time, Tick, Range, Reversal and Volume charts and it works fine when I confirm it on a corresponding Volume Ladder.

I have not used this on [Ultimate Renko, Better Renko or Renko [Ninja default version]] so I can not comment as to it's validity on these "exotic" bar types.

Simply put it will show where a bar has moved to an extreme and has had orders complete at both the Bid and the Ask before price moved away from that price point.

There have been numerous discussions about this over time here on futures.io and lately it is starting to become popular with some of the "platform vendors" so my apologies for not posting this earlier.

Trade well,
TGN
 
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Details: GomUA


February 25th, 2016
Size: 31.49 KB
ADE Vix, Tick, C_Tick, Tick Levels 5 *
Here are all the market internals indicators I use that have been requested by Spoos thread visitors.
1) You must have ADE Library installed and set up- sorry cant help you there.
2) You must have a 1 minute chart of Vix and $Tick running with the ADE Save indicator applied.
3) On the chart you want to display VIX, Cumulative Tick and Ade Tick indicator- apply Ade Tick and Ade Vix and Ade _CTick (C_Tick looks good on top of ADE Vix (no scaling) and note that the indicator is delayed 5 minutes in the morning before starting to allow it to a ccumulate)

4) Tick Levels should be overlayed on a chart of $Tick to highlight Zero, 600 and 1000 =/- levels

Attached image shows :
Left top= $Tick with Tick Levels Indicator
Left Bottom= ADE Tick

Right Top= ADE Vix with C_Tick overlayed (C_Tick set to no scaling)
Right Bottom- ADE Tick
 
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Details: ADE Vix, Tick, C_Tick, Tick Levels


February 5th, 2016
Size: 243.10 KB
Wide Range Body and Hidden Gaps 5 *
Hello Traders, a few months ago, a trader that I met through BigMikes turned me on to The Strategy Lab.[URL="http://www.thestrategylab.com"] There is a lot of free material there to study. The more that I read, the more that I liked the concept, so I built an indi to show the Wide Range Body (WRB) and WRB Hidden Gap. The concept is to show increasing volatility and areas of support and resistance. I encourage you to read the free material.

This NT7 indicator will work on every chart type although it does not make any sense on some range restricted charts. It colors the candle of the WRB and paints a rectangle for the WRB Hidden Gap. It also draws a vertical line for a WRB in the event that you use it on a PnF chart since there is no candle to color. You can choose the colors and audio indications for the WRB and the WRB Hidden Gap and the line width for the WRB line.

If you are interested in the WRB Zones, I have heard that there is an indi on the Strategy Lab site called Mr Zones that works fine with this indi.

Trade Well
Bob
 
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Details: Wide Range Body and Hidden Gaps


January 10th, 2016
Size: 3.00 KB
PermaCode Support and Resistance Lines, v003r2
This is slightly modified version of the PermaCode Support and Resistance Lines, v003 by Adamus.
rleplae helped in swapping the rectangle with lines plot. The chart looks less crowded.

Please refer to "PermaCode Support and Resistance Lines, v003" for details on the indicator.

Thank you,

EO
 
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Details: PermaCode Support and Resistance Lines, v003r2


December 28th, 2015
Size: 8.71 KB
SDY_PnF_Suite NT8 5 *
This is the start to recreating my NT7 Point & Figure Suite for NT8.

The thread for NT7 can be found here: https://nexusfi.com/elite-circle/34569-working-point-figure-indicator-suite.html
The thread for NT8 can be found here: https://nexusfi.com/elite-circle/37789-sody-s-point-figure-ninjatrader-8-a.html#post541095

Suite includes:
SDY_PnF_Breakout
SDY_PnF_Congestion
SDY_PnF_Congeestion_MaxMin
SDY_PnF_Count
SDY_PnF_MaxMin
SDY_PnF_Poles
SDY_PnF_TrendLines
SDY_PnF_XO

I still need to add:
SDY_PnF_VerticalTargets
SDY_PnF_HorizontalTargets


Cheers,

SodyTexas
 
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Details: SDY_PnF_Suite NT8


November 30th, 2015
Size: 128.48 KB


Keywords: and point pnf figure &
ADE_FloorPivot_HLC_ADR
This indicator uses ADE and OOEL to plot Floor Pivots, Y_H/L/C and a label showing the average daily range. It requires some setup as described in the indicator itself. The screen shot looks poor- All lines, rectangles and labels have complete color, width, pattern and transparency control so you can dull them down or make them pop. Also have complete control of how many bars to the right your lines and labels display.

Updated to V2- Code is a little cleaned up and adds the ADR_H and ADR_L "marker" to the chart on the right side of the screen.
 
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Details: ADE_FloorPivot_HLC_ADR


October 22nd, 2015
Size: 231.51 KB
MACDplus 5 *
This plots the MACD up and down movement, where you can change the color of the line based on movement up or down. It also has audio alerts.
 
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Details: MACDplus


October 19th, 2015
Size: 6.33 KB


Keywords: macdplus
MarketWatchSentiment Indicator 5 *
This indicator uses the Sentiment Data from the Trading Deck in https://www.marketwatch.com/, Takes the Advancers, Decliners, and no Change, and Plots them. It only works in real time, since The trading Deck only works from 09:30pm till 04:00 pm. The good thing about it is, that it can capture the trend of the day's sentiment.

this is the first version I made. 0.0.0.1 I guess...
 
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Details: MarketWatchSentiment Indicator


October 12th, 2015
Size: 6.25 KB


Keywords: indicator marketwatch sentiment
atgPairsDiversion 5 *
TradeStation ShowMe and PaintBar studies for identifying and quantifying divergences between pairs of data series.

I wrote these studies with the intention of applying them to the S&P500 and the VIX, however they may be applied to any pair of data series.

To use, load a minute chart window with the SPY as data1 and the VIXY as data2. Make sure both series have the same bar settings ( ie, 5 minute and 5 minute ).

The paint bar study has a slightly weakened algorithm in order to give the viewer a “heads up” that the show me indicator may signal.

The example chart is 5 minute from 9/8/2015



Interpretation
  • A green dot under a bar is a long signal. It means the VIX is falling at a relatively greater quantity than the S&P is rising.
  • A red dot above bar is a short signal. It means the VIX is rising at a relatively greater quantity than the S&P is falling.

The studies work as follows:
  • The data series for data2 ( the VIX in our example ) is inverted by calculating the reciprocal of the close ( 1/close). This effectively flips the chart upside down.
  • The natural logarithmic returns for data1 and data2 are calculated and stored in a pair of data series for each.
  • The difference between the returns series are run through a pair of RSI oscillators in order to discover progressive divergences between them.
 
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Details: atgPairsDiversion


September 13th, 2015
Size: 19.27 KB
atgPairsCorrelation 5 *
atgPairsCorrelation - NinjaTrader correlation indicator

Exported using NT version 7.0.1000.29.

Change Log
2015-09-08 - Added support to automatically label the plots.
2015-09-14 - Speed enhancements. Reduced 5 loops through the correlation period to 1 loop.

The atgPairsCorrelation indicator plots the correlated logarithmic returns of two data series.

Thanks to @Oysteryx for helping me make this indicator.

The inputs to the indicator are standard price series data. The indicator internally generates the logarithmic returns and calculates and plots the correlation between them. The value ranges between -1 and +1. A positive value means that the two data series are correlated ( moving together ) while a negative value means they're moving in opposite directions. The magnitude of the value expresses the fidelity of the correlation. A value of 1 is achieved if you compare an instrument with itself.

In addition to comparing pairs of data series, special functionality is included that allows you to compare with an interest rate spread.

A template to load the indicator as displayed in the screen shot is available on the support thread. The template displays the correlations of the following instruments:

ES -> ZN/ZT spread
ES -> 6J
ES -> CL
ES -> GC
ES -> ZB
ES -> 6A
ES -> 6E

It’s assumed that the primary data series loaded on the chart is one of the two data series to be correlated. The chart series is always compared with one other series that the indicator loads internally. You may of course use any data series you want on the chart and in the settings for the indicator to run correlation studies on pairs of interest to you.

To use the template (see support thread ) load it on a chart of the ES with at least 365 days of daily data. This template loads 7 instances of the atgPairsCorrelation into a single chart panel so that their plots are overlaid.

Here are some basic property settings to configure the indicator to compare the ES to the 6J contract ( USDJPY futures contract ):



You must maintain the property settings for each instance so that the contract months are current.

Spreads
For running a correlation on an interest rate spread you must enter the two instruments involved in the spread into SpreadLeg1 and SpreadLeg2. In addition you must enter weights for each leg of the spread. the CME publishes these weights here:

https://www.cmegroup.com/trading/interest-rates/files/ics-ratios-2015-12.pdf

They are frequently changed so be sure to check it regularly. Here’s an example of how to configure an interest rate spread:


The SecondInstrument parameter ( set to ES 09-15 ) is ignored if SpreadLeg1 and SpreadLeg2 are populated.

The CME weights found on the aforementioned web page for each leg are specified in SpreadLeg1Weight and SpreadLeg2Weight.

Known issues:
  • Inefficient correlation algorithm
  • Chart stays on top of the z-order.
 
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Details: atgPairsCorrelation


September 8th, 2015
Size: 3.71 KB
PriceHline 5 *
Draws a horizontal line at the current price which changes as price changes. A + or - offset in ticks from current price can also be applied. Has the added feature of drawing lines for the current Bid and Ask, but by default these lines are not displayed. The line styles are controlled using the Lines section listed within the indicator's settings/parameters dialog.
 
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Details: PriceHline


September 5th, 2015
Size: 2.41 KB
Walk Forward Optimized Moving Average Indicator 5 *
Version 1

This indicator is a Walk Forward Optimizer for a pair of moving averages. The moving averages in this case is the Ahrens Moving Averages that I have previously posted in the elite section. Pay attention to the output window as I print the results of the optimization there.

HOW IT WORKS

At the beginning of each session it will optimize the two variables (Moving Average Periods) for the last three sessions and draw the optimized moving averages for the current session. So the optimized variables are never tested on the current session that it is being drawn. Optimized prices takes place after the moving average cross on the open of the next bar.

I used the walk forward method to avoid CPU lag and massive curve fitting.

It works only on minute charts at the moment, but i am exploring solutions for other chart types.

I created a thread to post ideas or general discussion around said indicator here: https://nexusfi.com/elite-trading-journals/36833-walk-forward-optimized-moving-average-indicator.html

Cheers,

Sody
 
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Details: Walk Forward Optimized Moving Average Indicator


August 28th, 2015
Size: 4.36 KB
inputPCFileData 5 *
Input CBOE daily Put/Call data file into NinjaTrader as an indicator.
CBOE data can be downloaded from https://www.cboe.com/data/putcallratio.aspx
 
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Details: inputPCFileData


August 16th, 2015
Size: 2.94 KB
Simple Excel spreadsheet for ZB ZF ZN conversion to decmial 5 *
No big shakes here just something I use to plot my levels on 5 yr notes, ZF, using rancho's tradeplan indy.
Ron
 
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Real Line Break 5 *
This is a variation of Gordos "Better Line Break".
The difference: the "Real Line Break" uses the close of the last bar as open. This gives a more realistic chart and backtesting results.
Install via "Import Ninja Script".
(The code uses "Custom6" as ID. Change the value, if you already have an bar type with this number.)
Version 1.
 
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Details: Real Line Break


May 10th, 2015
Size: 4.79 KB
ChartTraderCustomBehavior 5 *
Here is an indicator to customize Ninja's ChartTrader. It allows you to customize the layout and visibility of the 8 standard order control buttons. Additionally when a position is open, it will hide all of those ChartTrader buttons as well as disabling the right-click context menu choices for buy and sell.

It helps to reduce distractions and allows one to focus on a single order, which some may find useful, as I have.

I want to recognize those who posted the code that helped me put this together. Thanks to @SilverDragon for the code to customize layout and visibility of the buttons. You can find a more thorough explanation plus a great video in his post at https://nexusfi.com/elite-circle/25463-customize-chart-trader-buttons.html. Also thanks to @ninjatrader_Bertrand for the nice trick on determining market position from within an indicator.

Note that any chart on which this indicator is running will have it's ChartTrader buttons hidden and context menu buy/sell choices disabled whenever there is an open position on any instrument. This is beta 1.0.01. For educational purposes only. Use at your own risk.
 
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Details: ChartTraderCustomBehavior


April 13th, 2015
Size: 4.79 KB


Keywords: "charttrader buttons" "context menu" "right-click
PnFSignals&Alerts 5 *
This indicator add signals and Alerts (Text to Speech) for the following Point & Figure Patterns:

Triple Top
Ascending Triple Top
Spread Triple Top
Upside Symmetric Triangle
Upside Breakout of Bullish Resistance Line
Upside Breakout of Bearish Resistance Line
Ascending Triangle
Bullish Catapult
Triple Bottom
Descending Triple Bottom
Spread Triple Bottom
Downside Symmetric Triangle
Downside Breakout of Bullish Resistance Line
Downside Breakout of Bearish Resistance Line
Descending Triangle
Bearish Catapult

Add reference System.Speech.dll from:
C:\Program Files\Reference Assemblies\Microsoft\Framework\v3.0\System.Speech.dll

Follow Along @: https://nexusfi.com/elite-circle/34569-working-point-figure-indicator-suite-17.html

Cheers,

Sody
 
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Details: PnFSignals&Alerts


April 9th, 2015
Size: 16.92 KB
SodyR 4 *
Takes Williams%R, smooths it, then change the formula to to draw Percent R on price.

A better explanation can be found here: https://nexusfi.com/elite-automated-trading/35275-discussion-sodyr.html

Cheers,

SodyTexas
 
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Details: SodyR


March 24th, 2015
Size: 7.78 KB
MySQL & Ninjatrader Total PNL 5 *
What I did was build a simple strategy in Ninjatrader that does the following:

1- Builds a Database in MySQL
2- Builds needed tables (OpenPnL & ClosedPnL)
3- Stores PNL for all instruments that the strategy is loaded
4- Runs a Query for both Open and Closed PNL
5- Using existing indicator Strategy Plot draws both total PNL (Open + Closed) and Realized PNL

The possibilities of this method are very robust. I can reference the MySQL database in Excel or third party apps, or I can build logic in the trading system to stop trading at a defined loss.

You will need MySQL loaded on your machine, and I suggest setting up your own user name and pass word. There are plenty resources online on how to do this.

Also, you will need to add references to two dll files (MySql.Data.MySqlClient & System.Data) that are included in MySQL installation; the paths are:

C:\Program Files\MySQL\MySQL Connector C 6.1.3\lib\vs11
C:\Program Files (x86)\MySQL\MySQL for Visual Studio 1.1.4\Assemblies\v2.0

Follow along @: https://nexusfi.com/elite-automated-trading/35272-mysql-ninjatrader-total-p-l.html

Cheers,
SodyTexas
 
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Details: MySQL & Ninjatrader Total PNL


March 24th, 2015
Size: 6.22 KB
SodyPointAndFigure 5 *
For true Point and figure charting and analysis NT 7 does not work because of a issue with drawing new bars on sessions. What I did is tweak the existing PointAndFigure chart code and replaced some logic so that it will no longer plot a new bar on session breaks (Sessions still exist).

What this means; longer term PnF charts are not only possible, but with my PnF suite might just be the best PnF setup out there. I will let you make your own decision on that opinion.

After downloading the code it must be copied to folder:

\My Documents\Ninja Trader 7\bin\Custom\Type

and because it is provided as a .cs file it must be compiled (by compiling any other indicator). Once compiled Ninja Trader must be closed and reopened before the new chart type, named “SodyPointAndFigure” will replace the old PnF.

Follow Along @: https://nexusfi.com/elite-circle/34569-working-point-figure-indicator-suite.html

Version 1.00

Cheers,

SodyTexas
 
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Details: SodyPointAndFigure


March 2nd, 2015
Size: 35.39 KB
Quantum Mechanics Rolling Sample - SMA 5 *
Hey Elite,

This is the same version as the SMA one with one key difference.

This one only saves 100 observations, changing to market conditions.

Follow along @ : https://nexusfi.com/elite-automated-trading/35002-lets-talk-statistics.html

Cheers,

Sody
 
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Details: Quantum Mechanics Rolling Sample - SMA


February 27th, 2015
Size: 4.90 KB
QuantumMechanicsCMO
Hey Elite,

Following up my last indicator, QuantumMechanicsSMA, I wanted to show how easy it it is to change the indicator from a SMA to a CMO. This version looks at the CMO probabilities.

Follow allow the thread created for this indicator @ https://nexusfi.com/elite-automated-trading/35002-lets-talk-statistics.html

Tell me do you know the predictability of the indicators that you use trading?

Cheers,

SodyTexas
 
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Details: QuantumMechanicsCMO


February 25th, 2015
Size: 8.63 KB
Quantum Mechanics - SMA 5 *
Hey Elite,

Here is a indicator that uses probability and hypothesis testing to define if a indicator contains predictability. For example what is the mean and probability of a SMA cross four bars after the cross?

Follow allow the thread created for this indicator @ https://nexusfi.com/elite-automated-trading/35002-lets-talk-statistics.html

The code is built for SMA Cross Up or Down, but with a little tweaking can be applied to any trading rules. Tell me do you know the predictability of the indicators that you use trading?

Cheers,

SodyTexas
 
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Details: Quantum Mechanics - SMA


February 24th, 2015
Size: 6.92 KB
ScrollsRite - Seamless chart dragging for Ninja 7 5 *
This code is a slightly modified version of the excellent 'Scrolls Lite' indicator by devdas.

It allows a user to simply drag the chart in all directions with a mouse. This indicator has been on ALL of my charts for years.

The discussion thread is here:

https://nexusfi.com/ninjatrader/24723-scrolls_lite-vertical-drag-autoscroll.html

This version fixes the original problem where the chart shifts as a user tries to drag or stretch a drawing object. It also uses a different method to enable his AutoScroll feature. This version uses a Middle Button click on the price scale to enable it.

I truly cannot imagine living without this indicator.



TIP: Put this on your 'Default' template. It will appear on every new chart !


UPDATE Feb 8 2015

Previous version would shift the chart when using the Magnifying Glass.
Sorry.


TikDaddy
 
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Details: ScrollsRite - Seamless chart dragging for Ninja 7


February 3rd, 2015
Size: 3.17 KB
Ninjatrader 7 Point and Figure Indicator Suite 5 *
Indicator: PnF

This is a set of Point and Figure Indicators that I developed with the anticipation of NT8 fixes of PnF. NOTE: These are coded for NT7 and will need tweaked for NT8.

I followed Jeremy du Plessis method for Point and Figure to the best of my ability. That said, there may be errors in the logic in some situations. Use at your own risk!!

Indicator List:
  • PnFCongestion - Heat-map of horizontal count showing congestion points.
    PnFCount - Adds box counts above or bellow the XO bar.
    PnFMaxMin - Shows breakout point, the price level the next XO will be drawn.
    PnFXO - Simply tells you if you are in a X or O bar
    PointAndFigureCandles - Draws real-time candles around the XO's
    PnFTrend - Draws the 45 Degree trend lines
    PnFPoles - Shows 50% retracement used for quick exits of long XO bar.
    PnFHorizontalTarget - draws the Horizontal target for VU or W patterns
    PnFVerticalTarget - draws the vertical target from important highs or lows

I hope you enjoy these indicators!

Cheers,
SodyTexas

Rev 2

Added:
PnFSignalsV2 - Basic lines showing your standard PnF breakout
PnFDistribution - Know bugs on the counts, but its still shows a lot. Shows a session distribution of PnF Boxes.

Major enhancements on the Horizontal and Vertical targets. Mainly added dataseries for the nearest target and anchor points. Anchor points are the point that voids the targets if not met.

Thread: https://nexusfi.com/elite-circle/34569-working-point-figure-indicator-suite-12.html
 
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Details: Ninjatrader 7 Point and Figure Indicator Suite


January 16th, 2015
Size: 38.62 KB
RMO Oscillator 5 *
I took a few minutes to recode the version that was uploaded by Randy Terbush in 2009. This one uses a tiny fraction of the resources needed by the original. Here is a link to the original posting.

https://nexusfi.com/local_links.php?catid=4&linkid=120

Sorry, just the .cs file is provided.
 
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Details: RMO Oscillator


December 19th, 2014
Size: 14.12 KB
Local Order Manager - NinjaTrader Strategy Library 5 *
The [COLOR=#0066cc]Local Order Manager [/COLOR]has been designed to replace the internal NinjaTrader order management functions. It is based upon Unmanaged Order Management function. The goal is to create complex and flexible features that can easily be re-used, freeing the programmer of the strategy to focus upon the intended strategy and not getting bogged down with coding and debugging.

For more information about the NinjaTrader Local Order Manager please refer to the following section:
https://nexusfi.com/wiki/trading-wiki/NT-Local-Order-Manager-LOM-Guide
https://nexusfi.com/elite-automated-ninjatrader-trading/15563-njamc-local-order-manager-lom-collaboration.html

Revision History:

Rev 1:
As issued

Rev 2:
Added: [FONT="]public [/FONT][FONT="]bool[/FONT][FONT="] GoShortLimit([/FONT][FONT="]int[/FONT][FONT="] m_SharesTraded,[/FONT][FONT="]double[/FONT][FONT="] m_Limit,[/FONT][FONT="]int[/FONT] [COLOR=#0066cc]Limit Order[FONT="] m_PositionNumber) - To handle true , Rather than STOPLIMIT[/FONT][/COLOR]
[FONT="]Added: [/FONT][FONT="]public [/FONT][FONT="]bool[/FONT][FONT="] GoShortLimit([/FONT][FONT="]int[/FONT][FONT="] m_SharesTraded,[/FONT][FONT="]int[/FONT][FONT="] m_LimitTicks,[/FONT][FONT="]double[/FONT][FONT="] m_RefPrice,[/FONT][FONT="]int[/FONT] [COLOR=#000080]Limit Order[FONT="] m_PositionNumber) - To handle true , Rather than STOPLIMIT[/FONT][/COLOR]


Added: [FONT="]public [/FONT][FONT="]bool[/FONT][FONT="] GoLongLimit([/FONT][FONT="]int[/FONT][FONT="] m_SharesTraded,[/FONT][FONT="]double[/FONT][FONT="] m_Limit,[/FONT][FONT="]int[/FONT][FONT="] m_PositionNumber) - To handle true Limit Order, Rather than STOPLIMIT[/FONT]
[FONT="]Added: [/FONT][FONT="]public [/FONT][FONT="]bool[/FONT][FONT="] GoLongLimit([/FONT][FONT="]int[/FONT][FONT="] m_SharesTraded,[/FONT][FONT="]int[/FONT][FONT="] m_LimitTicks,[/FONT][FONT="]double[/FONT][FONT="] m_RefPrice,[/FONT][FONT="]int[/FONT][FONT="] m_PositionNumber) - To handle true Limit Order, Rather than STOPLIMIT[/FONT]

Rev 3:
Added: [FONT="]public [/FONT][FONT="]void[/FONT][FONT="] SetStatsBoxVisable([/FONT][FONT="]bool[/FONT][FONT="] m_Stats)[/FONT]
Added: [FONT="]GoShortStopLimit() Functions, depreciated functions that are misleading[/FONT]
Added: [FONT="]GoLongStopLimit() Functions, depreciated functions that are misleading[/FONT]

Rev 4: 4/1/2012
Added: Various Trailing Stop fixes
Fix: [FONT="]PartialFills improvements[/FONT]
Experimental: Timer functions for future features

Rev 5: 4/15/2012
Fix: [FONT="]Major Stability Improvements, Partial Fills almost flawless[/FONT]
Experimental: Timer functions for future features improved

Rev 6: 7/25/2012 (Beta Release)
Fix: Major Stability Improvements, Partial Fills almost flawless
Fix: Timer functions for Good Until, detects fast replay and autodisables
Added: Good Until by Time & #Bars
Added: Trailing Stop DataSeries Driven
Added: GoLimitBracket
Added: GetFillQuantity
Added: Rejected Order handling (started)
Improved: Entry/exit functions added object to contain rules/handling
Experimental: Timer functions for future features improved
Added: Version ID Current LOM:02b.01b.01a.01.01b.02.01.01a.01.0.0.2

Rev 7: 9/26/2013 (Beta Release)
Update done by contributor, not fully integrated but available.
Fix: Fixed a bug in dataseries based SetTrailingStop() in which the the wrong variable is used for calculating the tick offset.
Changed: Changed the behavior of the dataseries based SetTrailingStop() such that it will remain triggered after the price has moved beyond the trail trigger ticks and retrace back. The previous implementation is such that the trailing stop will be active only when the price remains beyond the trail trigger ticks.
Improved: Commented out the warning logs for non-value dataseries of the indicator based Trailing Stop. It is not necessary for trailing stop indicator to return a value for every bar. For example, a price action swing trailing stop indicator returns an update of a stop loss value after it makes a swing. Furthermore, it is more efficient to update the stop loss value as and when it is required.

Rev 8: 11/24/2014
Update done by contributor, not fully integrated but available.
General: Rolled up many improvements into the latest build
Added: Added new user contribution "SetStatsBoxVisable(bool m_Stats, string m_DebugString)" to enable and disable Stats box with Debugging String
Added: Version ID Current LOM:02b.01b.01b.01.01b.02a.01.01b.01.0.0.2
 
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Details: Local Order Manager - NinjaTrader Strategy Library


December 5th, 2014
Size: 40.29 KB
DuplicateBars 5 *
Ever wanted to add a second "chart" with a second series of identical Price Bars right below the main panel? Now, you can with the Duplicate Bars indicator. This allows you to view a whole new set of Price Bar-based indicators perfectly aligned with your first set. An inverse function has been added for special situations, as well, such as currency futures that trade in an opposite fashion from their spot pairs.

Instructions: Add the Duplicate Bars indicator to your chart like any other indicator (name: rDuplicateBars). The indicator settings allow you to choose colors for your Price Bars. Now add whatever additional indicators you want to display in the usual manner to the chart, BUT make sure their panel number (in the parameters section) is set to the same panel number as the Duplicate Bars indicator.


v1 uploaded 11/22/14
 
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Details: DuplicateBars


November 22nd, 2014
Size: 2.82 KB
"The 48 hour forex strategy" 5 *
This strategy is based on this article in Futures Magazine.

A couple of things to explain
  • The green background denotes when the stop is moved to break-even
  • The magenta background denotes when the max # of hours of the trade has ended (default 48 hours)
  • The yellow background is the same as the magenta, but the trade most likely spanned across a weekend or trading holiday

NOTE: sorry, the download link isn't working and the BMT website software is not allowing me to fix it, unless I'm doing it wrong. You can download it from this forum post if you want.
 
Details: "The 48 hour forex strategy"


September 24th, 2014

[Status unknown]
SoderstromCloud 5 *
As part of my journal found here:

https://nexusfi.com/trading-journals/32702-quant-s-perspective-building-trading-system-3.html

Here is the next indicator to my system.
Cheers,

Sody
 
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Details: SoderstromCloud


August 18th, 2014
Size: 5.88 KB
AhrensBB 5 *
In my journal a member requested a AhrensBB.

https://nexusfi.com/trading-journals/32702-quant-s-perspective-building-trading-system-3.html
 
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Details: AhrensBB


August 18th, 2014
Size: 5.77 KB
Ahrens Moving Average 5 *
This is a indicator associated in my journal:

https://nexusfi.com/trading-journals/32702-quant-s-perspective-building-trading-system-3.html

It is a adaptation of David Ahrens published in Stock and Commodities Oct 2013.
 
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Details: Ahrens Moving Average


August 17th, 2014
Size: 1.88 KB
Creating a synced data List between Strategy and Indicator
SORRY EVERYONE, the first file I uploaded was incorrect. Please find correct file now.

This was created with the help of Ninja support. What it was created for was to be able to create a List and is synced between a strategy and indicator. The original purpose was to be able to override the Plot method of an indicator and use data from a strategy's list to be able to draw custom items. You can loop through the List that is synced to the strategy and give the ability to "create" a way to override the Plot method in a strategy.

Hope this helps a few people out.
 
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Details: Creating a synced data List between Strategy and Indicator


August 12th, 2014
Size: 3.00 KB
BaBAR: Backfilling Bid/Ask Recorder to extend the usefulness of the GOMI toolset 5 *
BaBAR is a standalone application that creates live and historical tick data files for the GOMI toolset. Tab delimited output is also supported. ...

Please note: BaBAR will only work with an IQFeed connection as it is based on their proprietary data formats. (The IQFeed API)

I originally wrote this application to avoid the issue with GOMI toolset indicators and their derivations which required me to keep charts up all the time. NinjaTrader does not allow recording of historical Bid/Ask data, so disruptions for any reason would cause blank spots in my charts.

However once I got a ways into development, I realized it could be used for much more than that. This application is capable of grabbing Bid/Ask data from a wide range of instruments over a long time frame. Currently IQFeed provides 180 days of data, but as I store more data my sample size will continue to grow.

More recently, I extended the ability to write tab delimited files which include new fields provided by the latest IQFeed Client. These include millisecond resolution, market center and trade condition codes for each tick.

I now have Bid/Ask tick data in both GOMI binary and tab delimited format (with extended fields) for all futures contracts, the 100 most active ETFs and all of the equities that comprise the DOW, NASDAQ, and S&P 500 indices.

Besides having Gomi’s indicators ready to go on just about any chart I can think of, I can now use the GOMI family of indicators in strategy development for any of these instruments, as well as datamine using external applications.

I believe the tab delimited format can also be used for other purposes, including better tick aggregation, but I haven't fully explored that yet.

A NinjaTrader Export file format is also available, which is produces files for direct import into NinjaTrader.

If you like using BaBAR, please consider subscribing to the Official GomRecorder and QCollector Tick Data Sharing Thread, so that when other BMTers need data, you can help them out. Also in that regard, there is a folder in the BaBAR distribution called "Create Monthly Files for BMT Data Sharing Thread" which provides an automated way to create monthly data for the data sharing thread.


Current Version 1.4.5a

(Uploaded August 4, 2014)
  • The application remains the same, but the sample Gomfolder & related spreadsheets were updated, including a fix of a typo in the gold (GC) contract.

Support thread:

If you have any questions or comments, or run into any problems, please see the support thread.

Subscribing to this thread is suggested as it is where I will make announcements, etc.


Requirements:
  • This application requires an IQFeed data connection. A regular subscription will do however; it does not require a special developer or other license, and this app will run concurrently with your NinjaTrader or other trading platform. Note: Because data vendors have different APIs (internal data architectures) there is no way to adapt the application to other sources such as CQG, etc.

  • Gomi released an update of his toolset to version 2.6, which among other things has a change to help ensure that the indicators will be compatible with this application. If you use this application, be sure to update your GOMI toolset installation to the latest version, always available here: https://nexusfi.com/elite-circle/6802-gomrecorder-2-a.html

  • After installing version 2.6 of the Gomi Toolset, >>be sure to apply the patch<< included with the download.

  • If you currently have charts that use the GOMI toolset, the only other change required to use this application is to remove the GomRecorderIndicator from your charts as it is no longer needed, and to be sure that all other GOMI indicators on your charts have their “Write Data” property set to false.
Please Note:
  • Be sure to read the “READ ME FIRST” pdf file included in the package before installing or using the application. (And before asking for support please.)

  • This download is a ZIP file, but it is not a NinjaTrader import file. Do NOT import it into NT. Just open it with explorer.

Older Version 1.4.5

(Uploaded June 27, 2014)
  • This version fixes a problem that some users outside the US experienced.

  • Also the futures contracts in the sample instrument lists have been updated.

Older Version 1.4.1

(Uploaded December 6, 2013)
  • This version has a small change to take advantage of IQFeed extending tick storage to 180 days.

Older Version 1.4

(Uploaded November 1, 2013)
  • This version mostly fixes bugs, but it is more robust than the previous version. Documentation is updated as well.

  • This version gives the user the option to include implied trades or not. See the included document "BaBAR Tab Delimited Output Reference" for details.

  • The included patch to the Gomi Toolset is still required to ensure millisecond compatibility. Be sure to install it using the provided instructions.

Older Version 1.3

(Uploaded August 1, 2013)

In this version I took advantage of the new features of IQFeed Client Version 5.0.
  • Gomi Files now have millisecond resolution. For this to work correctly the current version (v 2.6) of the Gomi toolset must be used, and patched with the file included in the download.

  • Tab delimited file output now has a millisecond resolution option, and also supports extended trade information for each tick. The extended trade information includes the market center where the trade occurred, and up to 4 trade condition codes.
(Both of these features are discussed in the “Read Me First” document included with the download.)


Older Version: 1.2

(Uploaded June 26, 2013)

In this version I focused on output file formats.
  • For the Gomi output format, I added the ability to store each instrument in a separate folder, which I am finding is quite convenient for managing the various instruments in my GOMFOLDER.

  • I added Tab Delimited and NinjaTrader output formats. The former should be consistent with QCollector output.

  • I also fixed a number of small bugs, including one where the application appears to use a lot of CPU cycles.

Older Version: 1.1

(Uploaded Nov. 18, 2012)
  • I released this version mainly to ensure compatibility with the new IQFeed client (v4.9) which was released yesterday. Be sure to use this version if you update your IQFeed client.

  • Additionally, there is now more extensive error reporting and I made a number of small UI fixes.

Original version: 1.0

(Uploaded Oct 14, 2012)
  • Initial Version
 
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Lag Calculation for Octave (MatLab) 1 *
This script is inspired by John Ehlers works on using DSP for trading. His books and articles contain formulas that estimate lag for some indicators. However, how to estimate lag in general case?

This script uses the DFT Phase Response (PhR) to make this estimation. The negative shift in the PhR pushes the values to the right, thus delaying the signal. The raw PhR returns the angle value. However, we want to estimate lag in terms of bars (time delay). To do it, we need to take an account the frequency (or period) of the phase:

Lag = | min(Phase * Period) | = | min(Phase / Frequency) |

Then we need to take the minimal value and take its absolute value. We skip all frequencies above 0.5 (the maximum possible without aliasing).

Version: 0.1.1

Examples:

SMA(3):

>> a = [1];
>> b = [1/3,1/3,1/3];
>> lag(b,a)
ans = 1.0000


EMA(0.1):

>> a = [1,-0.9];
>> b = [0.1];
>> lag(b,a)
ans = 9.0000
 
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Details: Lag Calculation for Octave (MatLab)


June 30th, 2014
Size: 2.17 KB
LowPassCycle for ThinkorSwim
This is the ThinkorSwim version of the LowPassCycle indicator. It is set to stlm2 emulation settings and it seems to work well on these settings. It does have problems painting correctly on lower settings. Feel free to update or modify the code.

Thanks
 
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Details: LowPassCycle for ThinkorSwim


June 25th, 2014
Size: 1.19 KB


Keywords: cycles filter lowpass thinkorswim
LowPassFilter for ThinkorSwim
A trend indicator / filter that filters noise out.

Recommend you use 2nd order or 3rd order parameters.
1st order is just a sma presmoothed with another sma.

So for the "Order" Parameter the options are 1, 2, or 3.

Maybe someone can look into the code fix the calculation of bars on the left side of the chart.
 
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Details: LowPassFilter for ThinkorSwim


June 24th, 2014
Size: 1.09 KB


Keywords: filter lowpass thinkorswim trend
LowPassFilter v1 5 *
A trend indicator / filter that filters noise out.

Recommend you use 2nd order or 3rd order parameters.
1st order is just a sma presmoothed with another sma.

So for the "Order" Parameter the options are 1, 2, or 3.

Thanks
 
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Details: LowPassFilter v1


June 23rd, 2014
Size: 4.60 KB


Keywords: filter trend lowpass
LowPassCycle Indicator v2 3 *
A Cycle Indicator like the STLM2 but pliable.

Recommend 2nd order or 3rd order parameters.
1st order is just a sma presmoothed with another sma.

So for the Order Parameter the options are 1, 2, or 3.

Thanks
 
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Details: LowPassCycle Indicator v2


June 19th, 2014
Size: 4.62 KB
ShowMeTheMoneyFlow 5 *
This indicator plots up to ten additional instruments on the same chart using percent change from daily open as the y value. There are some limitations:

1. Minute Charts Only! You can select the period, though.
2. Period parameter MUST match BasePeriod of Chart.
3. All Instruments MUST be of the same type as the Base Instrument -- ie -- Futures/Stocks/Forex.
4. Instruments MUST already exist in Instrument Manager.

Note: Chart can take a while to load as it is loading data from up to ten instruments at once.

Version 1.5 Update:

Fixed some issues with the Legend:

1. Larger Font
2. Corresponds to customizable Plot Colors.
3. New Lower Legend shows most recent values.

Version 2 Update:

1. Instruments of different types can be used.
2. Better error-handling.
 
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Details: ShowMeTheMoneyFlow


June 6th, 2014
Size: 5.36 KB
Adaptive CCI using Ehlers calculated period 5 *
Put so much work into this that it seemed like a waste to leave it languishing in the Ninjatrader Indicators created free? thread. There are no dependencies on external indicators so all you need to do is put the cs file in your Indicator folder and compile (after removing any previous versions of this indicator that have the same CLASS NAME).

The Adaptive_CCI_db was developed by Mike Winfrey and Gumphrie in a galaxy far far away what seems like a long long time ago for NT 6.0. It needed to be completely recoded for NT7.

This indicator produces one plot, and one optional set of plots:
  1. A single plot of the CCI index, with the option to dynamically adjust the CCI period based on the market cycle length per a rather old John Ehlers algorithm that does have some shortcomings. To choose this option set the period to 1. Selecting a period other than 1 will cause a standard CCI to be plotted, with the period selected.
  2. Plots of alternate CCIs in addition to the primary CCI. The Alternate CCI's are standard CCI's with fixed periods. The number of alternate CCI's, the period value for the one with the lowest period, and the spacing of the periods are user selectable. Example: 10 alternate CCI's, fastest period = 20, spacing of periods = 2. This will plot CCI's with periods of 10 12 14 16 18 20 22 24 26 28.

Code is optimized to avoid unneeded calculations. All of the alternate CCI's are calculated by one algorithm. The alternate CCI's are completely optional. There don't need to be any, but there can be any number, within reason, please.
 
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Details: Adaptive CCI using Ehlers calculated period


April 28th, 2014
Size: 28.70 KB
Raff Regression Channel 5 *
This Indicator is the Raff Regression Channel or RRC. Some credit needs to be given to FatTails as I used his regression channel that painted bars as a starting point. You can find his code here:

https://nexusfi.com/download/ninjatrader-7/indicators/754-download.html?view

For more information on the Raff Regression Channel I suggest StockCharts.com here:

https://stockcharts.com:443/help/doku.php?id=chart_school:chart_analysis:raff_regression_chan

Let me know what you think, as feedback is always welcome.

Cheers,

SodyTexas
 
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Details: Raff Regression Channel


April 22nd, 2014
Size: 3.05 KB


Keywords: channel regression rrc raff
Trend Bars Hi Lo 5 *
Introduction:
Trend Bars Hi Low is a very simple trend indicator in the form of a Paint Bar study.

Bars trending up have higher highs and higher lows, bars trending down have lower lows and lower highs.

Options:
The indie has a couple of options

1. Period - this allows you to increase the lookback period to more than one bar
2. Ignore Inside bars - set this to true if you wish for smaller - less significant - bars that have lower highs and higher lows to be ignored in your trend path


How to use it:

1. Use it on time based bars - won't make sense on anything else.
2. Look to a higher timeframe - is the trend up or down and how advanced is it - too advanced => maybe time for a pulback
3. In your trading timeframe look for signals of pullbacks that suit your trading direction
4. Entries: Following a pullback enter on candles that have your trend color - i.e. enter long when the direction is starting to move up after a period of downtrending candles
5. Exits : Trail your entry and exit when the trend turns against you


Version:
1.0 - Original Version


Credits:
Ripped off from various indicators by @Silvester17, @Abde, @Dorschden
 
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Details: Trend Bars Hi Lo


April 3rd, 2014
Size: 3.48 KB
Universal Timed Alerts, for most bar types 5 *
The purpose of the Universal Timed Alerts is to provide early notification of up to 10 user defined time events, such as Market open, news, reversal periods, no trade periods, etc. The indicator will work on non-time based charts such as Range and Unirenko. It will also work on time based charts. It uses its own timer system to trigger without need of onbarupdates.
Each user defined event is preceded by two early alerts, by default set to 5 minutes before and 1 minute before event.

Features:
1) From 1 to 10 User definable events.
2) For each event, a user defined message.
3) Two adjustable pre-event time notification periods
4) Adjustable background color, text font/size, textbox location.

Notification methods/mean available:
1) Color background starting at the earliest pre-event time up to the event start time
2) On chart Text box showing user defined message and count down timer to event (showing minutes:seconds).
3) Two user definable audio alerts (one for each pre-event)
4) Can output to NinjaTrader Alert window.

Note 1: By default, indicator will open showing only 1 event. To add more events, change the first line (Number Of Events) from 1 up to 10. After pressing enter or clicking elsewhere in the indicator, the indicator will resize showing the selected number of events and messages.

Note 2: Text box color is fixed and will start with yellow background and black letters. When the final pre-event timer triggers it will change the text box background to red, with white letters. The text box opacity can be set from 1 to 10 (10% to 100%). the text box can be display in any of 5 positions, the 4 corners and center. Option: If you install the indicator in its own panel or overlay it on another indicator panel, the text box and coloring will stay in that panel.

Another use of this indicator would be to color the background at different times, like creating a no trade zone of time. To do this set the pre-event 1 to the duration of the zone and the Event time to be the end period of that zone. The pre-event time does apply to all events and is not individually adjustable, in this version.

Update 3/30/14 Version 1.1

Added ability to dynamically show and leave historical Alert Markers (Vertical line) with small text box.
 
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Details: Universal Timed Alerts, for most bar types


March 25th, 2014
Size: 11.13 KB
vvScreenShot 5 *
As the name suggests, this little indicator can save a screenshot of a chart (the chart the indicator is applied to) to a user selected folder. It can also upload the screenshot to https://www.bmcharts.com/ and copy the link to the clipboard.
And it can even post to BMT.
It works with a little button on the chart(see picture), a button on the toolbar or with the hotkey Alt+P (this can be changed in line 160 of the code).

There are only two parameters to be entered:
the path to the folder NT shall save the screenshots to, default is C:\NTScreenshots and an option to either use the button or the hotkey.
The indicator can easily be applied to many charts without having to fear performance issues.

Thread is here: https://nexusfi.com/elite-circle/23967-screenshot-utility-ninjatrader-vvscreenshot.html

Current version is v3.4

Changelog
Changelog archive can be found in the thread post#1

December 21 2012: v2.4
Fixed a bug where windows in front of chart got caught on the screenshot. Timer function will not work when chart is minimized.

December 29 2012: v2.5
Fixed a bug where window is not fitted on the screenshot.

January 1 2013: v2.6
Major update. Added a setting "Post". When you take a screenshot it opens a dialog where you have to specify the thread id and can add text. The screenshot will be taken right away, not when you press "Post". When you press "Post" it will be posted directly to BMT. For this to work you will have to enter your API key in the indicator settings dialog. It also has a checkbox so you can even select to post text without a screenshot.

January 1 2013: v2.7
Added the option to enter a default thread id. This is purely optional, if left blank it will show the same behaviour as before. If a default thread id is specified, it also can be overwritten manually when you make a post in case you want to post to a different thread than the default.

January 1 2013: v2.8
Multi-line posts now working.


January 2 2013: v2.9
The buttons show the methods now (text for taskbar buttons and color code for chart buttons).
Hot Key is now user selectable, so you can use different ones for different methods.
Bug fixes: post form will not maximize/minimize anymore and will be brought back to front when button is pressed again.

January 2 2013: v3.0
Bug fix in PostPic.
Bug fix messages were not always displayed correctly on chart.

3. Jan 2013 v3.1
Now also works on minimized charts.

15. Jan 2013 v3.2
Corrected bug where price axis got cut off under some circumstances.

17. May 2013 v3.3 Critical Update, update immediately
Changed addresses from http to https, should work again.

10. March 2014 v3.4
Added a new option to only print the chart area itself, no frames or so...
Red "P" does no more show on screenshot.

vvhg
 
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Details: vvScreenShot


March 12th, 2014
Size: 21.39 KB
MTFBarDirection V3.72 5 *
Multi Time Frame Bar Direction

The following actions must be completed before importing this release, otherwise you may get import error:

1. Please remove any previous version and restart ninja trader.
2. Open any indicator for edit via Tools > Edit NinjaScript, right mouse click and select References > Add, and find the following file, Open, OK.
"C:\Windows\Microsoft.NET\Framework\v2.0.50727\System.Design.dll"


Changes in this version:
1. Fix properties error while trying to change Fonts, No functional changes.

The indicator display up to four multi time frame visual bar direction modules and one current time frame bar timer/counter (real-time only).

Each multi time frame visual bar direction module includes the following features:
  • Valid for second, minutes and tick time frame.
  • Visual MTF bar direction for rising/falling/Doji.
  • Bar size counter in ticks per direction (close to open difference).
  • Bar timer for second/minutes and counter for ticks chart type.
  • Sound alert according to specific time/ticks threshold.
  • Flexibility in visual options.

Current time frame bar timer/counter module includes the following features:
  • Valid for second, minutes and tick time frame.
  • Bar timer for second/minutes and counter for ticks chart type.
  • Sound alert according to specific time/ticks threshold.
  • Flexibility in visual options.

The indicator works on any chart type except daily, weekly, monthly, yearly.

Release March 02, 2014 version 3.71
Updated March 09, 2014 version 3.72

Exported using NT version 7.0.1000.22
 
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Details: MTFBarDirection V3.72


March 11th, 2014
Size: 20.25 KB
FractalsSRLines V2.10 5 *
Fractals SR Lines

The following actions must be completed before importing this release, otherwise you may get import error:

1. Please remove any previous version and restart ninja trader.
2. Open any indicator for edit via Tools > Edit NinjaScript, right mouse click and select References > Add, and find the following file, Open, OK.
"C:\Windows\Microsoft.NET\Framework\v2.0.50727\System.Design.dll"


Changes in this version:
1. Add option to show historical horizontal lines (under section 1.5 Show Last Fractals Horizontal Lines).


This indicator draws dynamic support and resistance lines based on high/low fractals points, with the following features:

It enables to keep user defined number of historical lines only and delete all other obsolete lines.
Historical SR lines can be displayed with different opacity from current active lines, so it's easy to distinguish between them.
Background vertical lines alert to indicate SR line direction change,
Changing in line direction can be shown with different colors
Improved history mode for both SR lines and vertical lines alert.

Fractal point prediction mode, provides 1 bar early indication for possible new high/low point, its prediction accuracy is around 80%.

Release December 4, 2011 version 1.31
Update February 27, 2012 version 1.83
Update April 08, 2013 version 2.00
Update March 09, 2014 version 2.10
Exported using NT version 7.0.1000.22
 
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Details: FractalsSRLines V2.10


March 11th, 2014
Size: 12.77 KB
Risk Reward Spreadsheet v1 5 *
A risk reward calculator in .ods format (LibreOffice). All numerical cells in white can be edited. Up to five slots for entries (scaling in assuming 1 contract per entry). Future versions will be much more advanced, with automatic journal entry and account monitoring.

.xls format is forthcoming, I just need to get around to it :S

any suggestions are welcome!
 
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Details: Risk Reward Spreadsheet v1


March 6th, 2014
Size: 38.21 KB
Moving Averages Two Lines (White) V1 4 *
This is the same as the black version, with a change to the slow line to match the color of the cloud.

As in the black version "This is the default thinkorswim MovAvgTwoLines indicator modified. The two lines can now be different average types. Additional features include a cloud, vertical lines and arrows; all with on/off switches in the input parameters. Cloud color can be changed in the Globals option. For now the moving average types are the ones I use, EMA, SMA & WMA; might add more to the list later on."

Been liking the white background for charts, here is the tos link to my settings:
https://tos.mx/WX15Mg
 
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Details: Moving Averages Two Lines (White) V1


March 1st, 2014
Size: 2.42 KB


Keywords: movingaverage thinkorswim
Moving Averages Two Lines V1 5 *
This is the default thinkorswim MovAvgTwoLines indicator modified. The two lines can now be different average types. Additional features include a cloud, vertical lines and arrows; all with on/off switches in the input parameters. Cloud color can be changed in the Globlals option. For now the moving average types are the ones I use, EMA, SMA & WMA; might add more to the list later on.
 
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Details: Moving Averages Two Lines V1


March 1st, 2014
Size: 2.32 KB


Keywords: movingaverage thinkorswim
VWAP SD Bands V2 3 *
This is a modified version of the default thinkorswim VWAP indicator combined with the thinkscripter Chart Period VWAP and Standard Deviation Bands (https://www.thinkscripter.com/indicator/chart-period-vwap-and-standard-deviation-bands) to have three standard deviations rather than the default one sd. Has other options to calculate the bands but they may or may not be accurate.

* The "standard" Band Type is the default thinkorswim VWAP indicator formula.
* Cloud color can be changed under the "Globals" option.


Update 3/7/2014
* Available Time Frame was: Day, Week, Month, Chart.
Available Time Frame now: Day, Week, Month, Year, Minute, Hour, Chart, "Opt Exp", Bar.
* Added option to hide cloud.
* Added option to hide SD lines.
 
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Details: VWAP SD Bands V2


February 23rd, 2014
Size: 4.62 KB
PriceLine with Bid/Ask Color Option 4 *
Plots a Horizontal Line at Current Price with option of Color Coding based on Bid/Ask.

Price Marker needs to be set to "False" via Data Series window to allow Bid/Ask Colors to Paint on chart.

Thank You !
 
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Details: PriceLine with Bid/Ask Color Option


February 21st, 2014
Size: 2.24 KB
vvMiniTradePanel 5 *
This is an experimental indicator that can enter and exit live positions. Use entirely at your own risk and with extreme caution! You have been warned, so don't blame me! I will not accept liability for anything!

By now most of you probably have figured out my love for floating windows.

This is a little window with a few buttons that allows you to enter and exit trades.

Most stuff is pretty self-explanatory. The only thing worth mentioning is the Close button, which will first cancel all orders for the selected Instrument-Account combination and then close any open position for the selected Instrument-Account combination. Edit: Is now default NT behaviour when there is an open position, if flat it will cancel all working orders for that Instrument-Account combination.

Account, Instrument and Quantity are bootstrapped from ChartTrader, so if you want to change them, you will have to do it there. Edit: Now has dropdowns that always have the same value selected as ChartTrader, that means no matter where you change it the other one will also reflect that change. For that reason vvMiniTradePanel will enable ChartTrader when it starts up. You can hide, disable, show or enable it later. ChartTrader has to stay enabled, a warning will be shown if it is disabled.
The Account can also be set manually, however, Quantity and Instrument will still be bootstrapped from ChartTrader.
In terms of size, location and some other settings it is quite configurable.

In order to use the advanced buttons (Lim or Stop +Offset buttons) the AT Interface has to be enabled (ControlCenter ->File ->AT Interface)!

Please only download if you understand the risks of using such an indicator and accept that you will use it entirely at your own risk!

Thread is here: https://nexusfi.com/elite-circle/25431-vvminitradepanel.html

Current version is v3.6

Changelog


01.Feb.2013 v2.1
Fixed null reference bug in OnTermination.
Changed Close button logic, now exactly the same than the ChartTrader Close button.

05.Feb.2013 v2.2
Fixed bug where the first strategy change was not reflected by ChartTrader.
v2.3
Added dropdown for account selection.
Added Quantity up down for quantity selection.
v2.4
Fixed bug where quantity was not updated after strategy change.

06.Feb.2013 v2.5
Increased max value for quantity to 1m.
Fixed bug with quantity update.
Improved layout a bit, dropdows are larger now.
Put instrument label on Close button.
Added option to hide ChartTrader on startup.
v2.6
Fixed resizing issue.
v2.7
Fixed quantity increments for forex and stocks to NT defaults (.1m and 100).
Max quantity is now 50m for forex, 1m for stocks and 10,000 for futures.

07.Feb.2013 v2.8
Relocated show ChartTrader button so that it does not hide the "F" for unfixing the y scale.

12.Feb 2013 v2.9
Improved the handling of ChartTrader toggle, Button is now in the normal spot and the little "F" as well. If you use vvTrendLineTrader, please update that too.

05.Mar 2013 v3.0
Fixed a bug where button location got messed up on resize or minimize.

13.Mar 2013 v3.1
There was a problem with changing live orders as they might have the order state "Working" whereas the same order on an NT sim account has "Accepted". This version should now work correctly for live and sim.

02.Apr 2013 v3.2
Corrected quantity increment for currencies to 0.01M.

08.Apr 2013 v3.3
Added option to show reverse button.

15.Jul 2013 v3.4
Added functionality to "Close" button, left click same as ever, right click brings all targets to last traded price (i could do best offer too).

04.Nov 2013 v3.5
Fixed a bug (again) where button location got messed up on resize or minimize.

15.Feb2014 v3.6
Added some buttons to place stop or limit orders in an easy way. They are placed x ticks away from the current price, where x is a setting in the properties dialog.
Of course all this is optional, no need to have the buttons on there when you don't want them...
To use the new buttons the AT Interface has to be enabled (ControlCenter ->File ->AT Interface)!

vvhg
 
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Details: vvMiniTradePanel


February 15th, 2014
Size: 18.59 KB
vvDepthRadar 5 *
A little indicator that spawns a window showing the total depth over n levels. It can also warn when total depth drops below a threshold.

Thread for discussion is here: https://nexusfi.com/elite-circle/24373-vvhg-s-little-helpers-keeping-them-one-place.html

Current version: 1.0


vvhg
 
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Details: vvDepthRadar


February 15th, 2014
Size: 5.50 KB
DateChecker: Identifies possible data gaps
I build this indicator to help me identify possible data gaps after importing historical data.

At this point, v001 simply looks at the yearly and monthly changes to make sure that if there is a change that the change is predicted (ie, 2009 comes after 2008; month 1 after month 12; month 4 after month 3).

I could have gotten more fancy with for statements and such, but instead I opted for a simple if-else framework so you can easily see what's going on.

If there is a data gap (ie, current month is 4 but the previous month is 11; current year is 2009 but the previous year is 2007), the indicator gives you a text visual alert.

I set up tick offsets off the High for the alert, month and year labels.

At some point in the future I may add in daily checks (or less), as well, but for the time being this serves my needs.

I'm happy to answer any reasonable questions or consider any reasonable improvements.

Good luck,

Aventeren
 
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Details: DateChecker: Identifies possible data gaps


February 11th, 2014
Size: 2.31 KB


Keywords: alert date datechecker check year month
vvAggregatedTS 5 *
This indicator aggregates trades to approximate the original market orders that triggered these trades.

Columns:
1 Time (cutting off hours for easier visibility)
2 Size of the print
3 Price
4 # of penetrated price levels
5 Ticks
6 Dominant Limit

Special thanks go to (alphabetical order): Big Mike, ktrader, rounder8, Xav1029 and Zondor

Thread with detailed description and discussion is here:
https://nexusfi.com/elite-circle/22235-aggregated-time-sales.html


Current version: 6.3

Changelog:
(earlier changes can be found in post #1 in the thread)

April 16 2013: v5.8
Important Bug Fix: fixed rounding error that pretty much messed up everything, please ALL update to this version!
v5.9
Apparently v5.8 did not fix the issue, hence this update.

May 5 2013: v6.0
Fixed a bug that could result in large trace files.

June 10 2013: v6.1
Improved window position handling. Now has 5 modes:
Auto: Default location and size
Manual: location and size are set manually
DockRight: Docks to the right of the parent chart
DockLeft: Docks to the left of the parent chart
RememberPosition: this will remember position and size

Feb 07 2014: v6.2
Added option to show the Dominant Limit or Largest Limit in a print, setting for this is: Parameters-->#12
v6.3 Fixde a bug in the RememberPosition function.

vvhg
 
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Details: vvAggregatedTS


February 7th, 2014
Size: 29.17 KB
vvHideTitleBar 5 *
Modifies the Window style of NinjaTrader windows.
This indicator has a global scope (inside NT) and can influence nearly every window of NT.
Current Version is v3.1

Thread is here: https://nexusfi.com/elite-circle/22097-hidetitlebar-indicator-ninjatrader-title-bar-window-frame-modification.html

Changelog:
Uploaded new version with increased scope, now all windows (exception: vendor indicators) can be modified.
this does also work together with the FocusTitlebar indicator, in that case set Chart changes disabled to TRUE.

Changed the name to vvHideTitleBar.

September 3 2012: v1.5
Removed bug which led to link button reappearing after workspace change.

14 Sept 2012 v2.0
Fixed issue where reloading charts or reconnecting applied the original style
Added hotkey Alt+B to switch between Standard and user selected style (only charts)

14 Sept 2012 v2.1
Bug fix: indicator windows weren't handled correctly

15 Sept 2012 v2.2
Bug fix: multi-workspace visibility issues fixed

16 Sept 2012 v2.5
Bug fix: maximized windows are now treated correctly.
Toggling between Standard and user selected style now works for all windows.
Added the functionality of vvFocusTitleBar as an option, if chosen, charts and indicator windows will display the titlebar when they have focus.
Made the hotkey for toggling (Alt+b) global, so it will work regardless of which window has focus.

17 Jan 2013 v2.6
Added support for Jigsawtrading Depth&Sales Beta V4. Its border can now be manipulated too.

01 Feb 2014 v2.7beta
Hopefully fixes NT crashes on Windows8, lots of beta testers appreciated!
The only thing that changed is that I added some error handling blocks, so on Win7 and older it will behave exactly like v2.6.
Please note that this is a beta version that might still crash NT on Win8!

06 Feb 2014 v3.0
Changed hot key for toggle from Alt+B to Alt+W.
Fixed bug where indicator windows didn't get enabled again.
I expect it to work correctly on Win8 now.
v3.1
Disabled forcing Classic Theme for NT on Win8 machines as it messed with the buttons.

There is a known incompatibility with the indicator WorkSpaceChanger.

vvhg
 
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Details: vvHideTitleBar


February 6th, 2014
Size: 11.54 KB
vvVolumeAndRangeToAverage 5 *
Based on Fat Tails brilliant anaIntraDayVolume.

This indicator shows the session volume so far compared to the average for that weekday and time of day.

Thread for discussion: https://nexusfi.com/elite-circle/24373-vvhgs-little-helpers-keeping-them-one-place.html


Current Version: 1.0


Feb 04.2014
Renamed to vvVolumeAndRangeToAverage.
Now can also show (total) Range to average range.

vvhg
 
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Details: vvVolumeAndRangeToAverage


February 5th, 2014
Size: 6.77 KB
NT7.0 Chart Trader addon indicator 5 *
February 7 2014
version 1.3

Added a close position button and renamed flatten button to flatten account to be more precise.


////////////////////////////////
February 6 2014
version 1.2

Fixed a minor bug where it would not save button colors in settings when loading up new charts with script.


///////////////////////////////////////////
February 5 2014
version 1.1

First a big thanks to vvhg & Xav1029 for some awesome scripts and great ideas which I added to mine.

I completely rearranged the chart trader removing buttons I never use. The ONLY buttons left from the original panel are Buy & Sell Market. Those are the only two which will engage the ATM strategies.

In the custom strategies & entries I added break even +1 and nudge stop to previous low or high, both which will adjust stops accordingly once in a position. The flatten button will get you out of all positions in every chart.

The trail button will engage once pressed if you are in a position and trail via an EMA or SMA. Anything goes wrong the flatten button will get you out and cancel everything. Still doing more testing for bugs.

A nice added feature is the green box below the current profit/loss display, which will tell you the spread from level 2 data and cumulative bid and ask volumes. The box color will change from green to yellow to red if spread gets too large.

This script is still in beta, trade at your own risk. It should show you how easy it is to customize the chart trader to your liking. Sky is the limit in terms of juggling buttons and adding new stuff.

enjoy
/////////////////////////////////////
A big thanks to all the contributors.

Unsure where I originally found this script. I modified it to add two buttons to chart trader for entering buy and sell stops.

It will do so 1 tick above or below the bid/ask. It will insert an 8 tick stop loss & target. If you go on indicator settings and put the ticksTarget to 0, it will only add a stop loss to position.

Hope this helps some of you.

PS. Wishing NT8.0 will eventually let us add/modify ATM within an indicator.
 
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Details: NT7.0 Chart Trader addon indicator


February 5th, 2014
Size: 10.04 KB
vvSuperGaugeMiddleMouse 5 *
This is a spinoff of the vvSuperGauge, no button, controlled with the middle mouse button.
It shows position sizing and has two modes: R/R or fixed targets.
Supports up to 3 targets and one stop.

Current version: 1.7

Thread is here:https://nexusfi.com/elite-circle/9051-crosshair-gauge-stops-targets.html

Changelog:

August 18 2012: v1.2
Added option to use a fixed stop and added a user defined maximum stop which will not be exceeded.

September 6 2012: v1.3
Line width and length now configurable.
Lines stay in correct place when axes resize/move.
More stats display next to line.

September 7 2012: v1.4
Colors are now user selectable.

September 17 2012: v1.5
Corrected bug where stop ticks were calculated wrongly.
Added an option to display the labels on the right side above the lines.

January 12 2013: v1.6
Corrected rounding error in target calculation.
Corrected label display bug where label was displayed on wrong side.

January 31 2014: v1.7
Fixed bug with YM.
Allowed R:R smaller than 1:1.

vvhg
 
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Details: vvSuperGaugeMiddleMouse


January 31st, 2014
Size: 6.94 KB
BloodHound MACD/Keltner 20.5 v2 5 *
I was asked to updated the BloodHound MACD/Keltner 20.5 strategy to add a trend filter and a multiple time frame for the trend. The suggestion was for a 21 HMA. So I included a 5 minute chart for that and added it to the strategy. I backtested the strategy in Crude for January 2014 on a 233 tick chart, and it was profitable on that. I will post the performance report on the new BloodHound strategy post: https://nexusfi.com/elite-automated-ninjatrader-trading/29979-bloodhound-strategies-ninjatrader-trader-2.html
 
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Details: BloodHound MACD/Keltner 20.5 v2


January 24th, 2014
Size: 3.17 KB


Keywords: keltner macd strategy bloodhound
MACross 5 *
MACross version 1.0 - written by dynoweb

This indicator can be used to create a watch list and to let you know when it might be time to enter a position. Getting confirmation in the short, medium and long timeframes also gives you more confidence on the current direction.

This indicator uses a slow SMA and a faster EMA and plots those on a chart based on the time frame setting. There are three settings, Slow, Medium and Fast timeframes. Data exposed in this indicator can be used in a strategy or on a Market Analyzer. The values exposed are the number of periods back the last cross occurred and the direction of the cross. 1 indicates a cross above and the -1 indicates a cross below.

The EMA and SMA included indicators are just the standard Ninja indicators.
 
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Details: MACross


January 23rd, 2014
Size: 6.09 KB
Variable MA (VIDYA) 5 *
This old standby/classic/war horse has been recoded with every efficiency trick I can think of to minimize CPU use. It looks like it plots the same as the original, but I haven't checked. That can be your job.

Efficient indicators ensure the utmost in responsiveness with rock solid stability and dependability. Also added error trapping... just in case.

The techniques used include:
  • - incorporating all supporting calculations into the indicator to eliminate calls to external classes SUM and CMO.
  • - calculating only on FirstTickOfBar the variable values that depend only on previous bar data.
  • - removing redundant processing steps, eliminating intermediate, locally declared variables and combining calculations into a minimal number of algebraic expressions.
  • - allowing OnBarUpdate to execute only when it will affect the output result.
  • - providing the option of disabling the setting of plot values and colors when called by another indicator or strategy.
  • - providing a public data series to give the output values when called by another indicator or strategy, even it this indicator is running in the background with ShowPlot false, with no plot values being set.




The Variable Moving Average (VMA) or Volatility Index Dynamic Average (VIDYA), developed by Tushar S. Chande, uses a Volatility Index to adjust the smoothing period. When prices are congested the average slows down and when prices are trending the average speeds up (note steps in plot).

The indicator is completely self contained. There are no calls to external indicators.

If you call this indicator from another indicator or from a strategy, set the ShowPlot parameter to false to avoid wasting resources setting the values and colors of plots that are not being displayed, and get your outputs from the public dataseries that was provided specifically for that purpose.
 
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Details: Variable MA (VIDYA)


January 21st, 2014
Size: 3.77 KB
Clicker -- to enter ChartTrader orders with left mouse click, SPACE BAR press ChartTrader CLOSE Button programatically 5 *
This little indicator is given in humble thanks to the BMT community. Thank you!

No image....indicator has no plots and does not draw anything on the chart. except for debugging.

This BETA/Experimental code is intended to be used by other coders who want to customize it to their needs.

For example, the Quantity field on ChartTrader is converted in this code to an integer. This code does not know all the special cases possible for this Quantity field. It could be that, for example, Forex brokers use non numeric characters in this field, such as commas, or a code for 1 Million, et cetera. This code will fail with a string conversion error in these situations. It is up to you to provide the solution as you integrate this code to your usage.

USE AT YOUR OWN RISK on LIVE ACCOUNTS. Methods used to submit orders and cancel positions are not supported by NinjaTrader. Author provides no warranties of any kind.

You need to have "ATI Interface" selected on the Control Center / File / ATI Interface.

version: Beta V 1.2

Coded Actions:
Left Mouse + Shift = Place BUY with ChartTrader Account, Quantity, ATM at the price clicked on chart
Left Mouse + Control = Place SELL with ChartTrader Account, Quantity, ATM at the price clicked on chart
Space = Press ChartTrader CLOSE button (programmatically)

Change Log:
Beta 1.1 Added Globalization to set the decimal point to a period and not comma (ToString(usa))
Beta 1.2 Handle null object -- When ChartTrader is hidden Clicker will neither submit orders, nor close positions

Coders:
* There are print and draw line in code for debugging
* You will need to handle condiitions when selected ATM is Active, None, or Custom

Thanks noted in code to vvMiniTradePanel indicator and user decs0057.
 
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Volumes at Bid Ask & Buy Sell Ratio NT7 (revision) 4 *
This file contains two (revised) indicators:

Volumes at Bid Ask:
Buying volume at and above the ask is displayed on the top portion of the bar (green), and selling
volume at and below the bid is displayed on the bottom portion of the bar (red). Volumes in between
the ask and bid are displayed in between the buying and selling portion of the bar (gray).

Buy Sell Ratio:
A histogram with the ratio of buying to selling volume in percent form (values 0 to 100)
with a setting option for cumulative values. Volume above the ask and below the bid are also included as
buying and selling volume, respectively.

revision: data glitches fixed
 
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Details: Volumes at Bid Ask & Buy Sell Ratio NT7 (revision)


December 18th, 2013
Size: 77.30 KB
Volumes at Bid Ask (NT7) 4 *
This is a real-time indicator that fits buying and selling values into a single bar.

Buying volume at and above the ask is displayed on the top portion of the bar (green), and selling
volume at and below the bid is displayed on the bottom portion of the bar (red). Volumes in between
the ask and bid are displayed in between the buying and selling portion of the bar (gray).

Please let me know if you notice any glitches. From what I observed, not all of the indicator's total
volume values matched the values from Ninjatrader's default volume indicator. Check the data box
for accuracy.

I contacted the programmer back about these issues. He tested it again, and stated that it worked
fine from his end. So I'm assuming it's a data feed issue. I contacted the NT support forum, and sent
them my log and trace files. They didn't find anything problematic either. In the meantime, I'm going
to have this indicator tested by another programmer for a second opinion. If the programmer does find
any errors, I'll have it updated and post it here as a revision.

-Nick
 
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Details: Volumes at Bid Ask (NT7)


December 18th, 2013
Size: 2.38 KB
FatTail Candle Volume 4 *
FatTail_AdvBar is a paintbar study to show volume on advanced bar types. I have no idea where I got the original code which I chopped up and changed. I use this on a Kase Bar chart OHLC- makes a nice candle volume appearance. Use on a Renko chart with the box color completely transpareant to see gaps and highlight support and resistance areas. The bar width is determined by volume over n periods and the color gets brighter based on the uptick/downtick ratio. I have RedGreen set to false, show color= true, show Tails True. Mess around with the length to get the volume representaion you like.
 
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Details: FatTail Candle Volume


December 16th, 2013
Size: 13.77 KB
CCI Auto Trendline Break Alert 5 *
Version1: This indicator automatically draws trend lines on the CCI based on pivots. It shows an alert arrow when the average of the CCI breaks a trend line. It also has a configurable audio alert.

It took me a while to extrapolate the trend lines. That data isn't available as it is in easy language. You have to manually create the data points. I wrote my own formula for the slope. Its not just an X/Y conversion when you use an oscillator because some values are above 0 and some are negative. Bearing that in mind i do see a few instances where a trend line break was printed but didn't actually happen. I'm sure I will learn more as I work with this in the markets an make some refinements.

VIP members only please don't distribute this to anyone else!

Version 3: 3/9/2015:
Cleaned up code. Configurable audio alerts. Option for CCI Cross Up/ Down Dots, Arrow color choice, Thermite alert for trendline intersection. Output for bloodhound integration. Enjoy!
 
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Details: CCI Auto Trendline Break Alert


November 29th, 2013
Size: 11.23 KB
BloodHound Chart Template for Momentum Trading Strategy v 1 4 *
BloodHound chart template for momentum trading strategy currently being tested in the crude market. Users will need to test the strategy for performance and risk before trading. Use a 256 Tick Chart for entries and exits. Do not take additional trades if a trade is entered into.

The signals are from the TSI Oscillator, Ergodic Oscillator, and MACD 3/10/16 oscillator.

Note: Momentum style trading systems do not perform well in trading ranges. If price action is trading within a trading range, do not trade this strategy. A filter can be added to require 32 SMA sloping or TSI above 0 before entry. This may eliminate chop but reduce potential profits.

Entries: 256 Chart

1. TSI Crossover (Ergodic 3,5,32, Main x Signal) - OR -

2. SMI Slope 5-32-3 - AND -

3. TSI Slope (5/32 with nested EMA 5) - AND -

4. TSI Slope (5/32 with nested EMA 5) (156 Tick Chart Settings)

Exits: 256 Tick Chart

1. anaTSI Crossover (3/7/14/3)


Discretionary trading signals

Take entries when SMI Slope and TSI Slope are in the same direction and the TSI Slope on the 156 tick chart is also in the same direction. Or, entries can be taken when TSI crosses its signal line.

Note the MACD 3/10/16 oscillator with MACD 32/5/5 histogram is included on the chart template. The MACD signals usually occur after the Ergodic oscillator signals, providing confirmation or allowing a late entry. The MACD histogram also provides good divergence signals. A third trend filter can be added to trade long when TSI is above zero line, or short when TSI is below zero line, but this will diminish profits and may cause entries near exhaustion for shorter moves.
 
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Details: BloodHound Chart Template for Momentum Trading Strategy v 1


November 14th, 2013
Size: 2.57 KB
ECIDiv V7 : Divergence detector 5 *
Please remove old version before installing this one.

Current version is V7

This indicator tries to detect price/indicator divergence.

Any indicator in Ninja can be used and detection is possible on historical and real time charts.
To set the user indicator : goto ECIDiv parameters / Data / Input Series and choose your indicator.
When the user indicator data uses multiple periods, the Plot input is used.

ECIDiv was designed for standard Ninja period types. Usage of other period types is not guaranteed nor supported.

The divergence computation uses local turning points (called pivots) calculated on the price and the user indicator input.
When price and indicator diverge (regular or hidden divergences) an audio and visual signal is given.
Size of pivot (number of bars to the left and right) is adjustable (default size is 1).

Reminder :
Regular Divergence occurs when :
* Long signal : price makes LL and indicator HL.
* Short signal: price makes HH and indicator LH.
Hidden Divergence occurs when :
* Long signal: price makes HL and indicator LL.
* Short signal : price makes LH and indicator HH.
(LL = Lower Low, HL = Higher Low, HH = Higher High, LH = Lower High).

ECIDiv draws the input indicator. If you don't want it to be drawn, simply set it to transparent.

The input method introduced in the V7 is based on the one used by the indicator DivergenceInputSeries (that you can also find in Big Mike Forum).

TODO :
* Continue watching Big Mike Trading users feedback.

Changelog
V7 : November 1st 2013
* Major Change/Enhancement : new input method. any indicator is accepted.
* Removed : Divergence target (buggy).
V6 :
* Change : CalculateOnBarClose default is now false
* Change : Removed dots from divergence drawings (users request)
V5 :
* Added Divergence logging for internal compatibility checks
* Added Logging for internal performance logging
V4 : December 7th, 2012 + Update March 3 2013
* Added TSI, RSI, MACD
* Enhanced variable periods : slow, fast, smooth
V3 : November 21, 2012
* Added adjustable sound alert file path.
* Enhanced signal colors (separate colors for HD/RD, divergence line width).
* Added divergence price target helper.
V2 : October 3rd, 2011
* Added REGULAR Divergence detection
* Added RSI indicator to the compatible indicators list
* Added adjustable pivot left and right size
* Added adjustable signal colors
V1 : September 30th, 2011
* Initial release with HIDDEN Divergence signals for CCI/Momentum/DoubleStochastics.

Exported and tested with NinjaTrader 7.0.1000.16.

Happy trading
 
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Details: ECIDiv V7 : Divergence detector


November 1st, 2013
Size: 6.93 KB
BloodHound MACD/Keltner v1 4 *
Very simple MACD/Keltner system. Keltner bands are 20/0.5.

Entry: MACD crossover (OR) MACD higher than MACD average (AND) MACD slope rising for longs (AND) price above Keltner upper band (20/0.5) [discretionary: (AND) price higher than 8 MA]
(Reverse for short)

Exit: Keltner crossing midline, [Discretionary: MACD crossover average (OR) price cross under 8 MA]

I am back testing the system and it works best on 1000 tick charts. However, it performs on 150 tick charts, just takes too many losing trades. Key to the system is "let the winners run." You can incur lots of small losses before a winning trade on smaller time frames.

You can see the journal for more background on the system development at https://nexusfi.com/elite-trading-journals/28631-discretionary-trading-system-vs-mechanical-trading-system.html.

The system is still being tested, so users should be aware of this. If anyone else has success with the system, please let me know.
 
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Details: BloodHound MACD/Keltner v1


November 1st, 2013
Size: 3.19 KB
K_DirecVolumeOsc_v1 for ToS 5 *
Here's a simple Directional Volume Oscillator that is based on feedback I received on latest K_betterVolume study posted herehttps://nexusfi.com/download/vip_elite_circle/1401-download.html?view

the idea is to separate the Directional Volume in a simpler oscillator-type plot (+100%/-100%) for better tracking of net volume as it moves between buying and selling modes.

see the screencap for how this is sometimes easier to follow than the full BetterVolume study, especially when you're watching the ET market hours (will usually have very little volume than normal hours).. BetterVolume still provides much more insight and label values. the core calc is the same.

i'll post some remarks on different settings and study/usage observations on same thread here https://nexusfi.com/elite-circle/27433-k_bettervolume-tos-thinkorswim-trading-platform-new-version-downloads.html, and also be happy to receive feedback.

Best,
K
 
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Details: K_DirecVolumeOsc_v1 for ToS


October 19th, 2013
Size: 2.18 KB


Keywords: directional redk thinkorswim tos volume dvo
SMAv1 - Rounded Values 5 *
This indicator has an option that allows the moving average to be plotted using values rounded to the nearest tick. I find this very useful at times to reduce the whipsaws. There are 2 indicators available, SMA and EMA. SMA is the default with a period and a smoothing period. So a period of 14 with a smooth of 1 results in the standard SMA. A period of 1 and smooth of 14 results in a standard EMA. Could probably do better with that but it works and I don't feel like changing it. Setting "Use Rounded" to true results in a plot using the values rounded to the nearest tick. There are also a few other options that you can explore on your own by changing the parameters.

The picture shows both a rounded and normal version.
 
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Details: SMAv1 - Rounded Values


October 17th, 2013
Size: 5.01 KB
d9ParticleOscillator 5 *
Hi

d9ParticleOscillator for Sierra Chart

length is adaptive .

see this thread for more info:

https://nexusfi.com/elite-circle/659-d9particleoscillator.html
 
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Details: d9ParticleOscillator


September 17th, 2013
Size: 7.80 KB
Unscented Kalman Filter with adaptive length 5 *
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
 
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Details: Unscented Kalman Filter with adaptive length


September 17th, 2013
Size: 7.48 KB
ATRTarget V1.31 5 *
Changes from previous version:
Optimize code
Add additional MAs


The indicator creates target bands as an offset around selectable MA, for estimation of different price targets.
These bands are based on ATR which reflects instrument volatility.
I add the following features to enable maximum flexibility:
Three different target bands.
For each target different MA can be selected, different target percent and visual style.

Updated September 16, 2013 version 1.31
Release February 27, 2012 version 1.1
Exported using NT version 7.0.1000.15
 
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Details: ATRTarget V1.31


September 16th, 2013
Size: 37.87 KB
VolumeLadderMetroEditionV2 5 *
Imp: Extract VolumeLadderMetroEditionV2.cs file from Zip file Indicator.zip and place in
C:\Users\<userName>\Documents\NinjaTrader 7\bin\Custom\Indicator. Then Open any indicator for editing in NT7 and compile the indicator. This Process make , VolumeLadderMetroEditionV2 , to appear in indicator list on applying to chart. Without this process indicator will not be visible for apply.


prerequisite: Install latest or GomBase and Delta Package 2.6 before above step, if you are using first time Gom based indicator. For More detail on GomBase and Delta Package foloow the post

https://nexusfi.com/elite-circle/6802-gomrecorder-2-a.html

and

https://nexusfi.com/elite-circle/6802-gomrecorder-2-a.html

Date 12-Aug-2013:
------------------------
This is a basic startup cum test version of V2 ,build over V1Extn1.

Code has optimized for size and includes new features described in post

https://nexusfi.com/elite-circle/2100-volume-ladder-highlight-addition-82.html

Further new features will be added soon.


Update: 13 Aug-2013
----------------------------

VolumeOnly Center Ladder Type is replaced and converted to DeltaColoredVolume Type.


Update 20 Aug-2013
--------------------------

A major update of all time.
Many improvement, Custom Center Ladder Type etc introduced.

for detail follow to post,

https://nexusfi.com/elite-circle/2100-volume-ladder-highlight-addition-87.html


Update 22-Aug-2013
---------------------------

Two feature included.

1) Provision to show minus sign for delta data in CustomLadder if base is chosen as volume.
2) Prior High Volume Tick Price is can also be highlighted by rectangle around cell.


Update 11-Sep-2013
----------------------------

1) Mainly updated side ladders with numerous customization methods.
2) Removed Filtered Volume Tick bug on Bottom Graphics and corrected the side ladders filling volume.

For more detail

https://nexusfi.com/elite-circle/2100-volume-ladder-highlight-addition-99.html

Update 15-Jan-2016
-----------------------------

Corrected the error in calculation of Diagonal Delta.
Some small modification made in Diagonal Delta Representation.

For More detail

https://nexusfi.com/elite-circle/2100-volume-ladder-highlight-metro-addition-181.html
 
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Details: VolumeLadderMetroEditionV2


September 11th, 2013
Size: 26.50 KB
Plot dot bars with open, high low ,close the same
Can someone code this? Plot a dot when the bars with open, high low ,close are all the same. tick bars (say 500 tick bar).
For Ninja not Tradestation
 
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Details: Plot dot bars with open, high low ,close the same


August 17th, 2013
Size: 85.50 KB
Print Instrument Information 5 *
This in a NinjaTrader strategy that I use to output information and charts about an instrument, including:
-Range statistics (Including ON, RTH, and IB)
-Harmonic Rotation data
-Day Type data
-SQN Market Type data

When you run this strategy, it will output an Excel Spreadsheet to the directory you specify in the parameters.

There are multiple requirements to run this strategy. This makes use of Microsoft's Interop functionality to generate an Excel spreadsheet. Therefore you MUST have Microsoft Interop installed and add a reference to the Microsoft.Office.Interop.Excell.dll in NinjaTrader. You can learn more about how to do this here. And a big thank you to DionysusToast for his contribution.
 
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MACDColorsEmail2 5 *


This is an indicator I had written a while back that emails a screenshot and has audio alerts when the average crosses 0. There are a couple other ideas I was trying to make the cross more noticeable that's why its got some non standard features in it. Its the sister alert to the stochastic one I uploaded awhile back. I used it to send me alerts when I was at work Hopefully someone finds it useful.

Chris
 
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Details: MACDColorsEmail2


July 6th, 2013
Size: 6.46 KB
NewsGuard 5 *
This is an utility application which I wrote to keep me out of the markets when there is major news coming out (alarm sound). It is so damn easy to forget while you are heavily scalping the markets The application can download the latest news file (must be done at least once a week) from the DailyFx.com site and you can edit the news file to include your own news. You can minimize it to the system tray so it does not allocate your screen space. If you edit the news file remember to run the download again but answer "No" to the question so the app will use the existing/edited one.

How to install:
Create a folder and unzip the files to it.

How to run:
Run the NewsGuard.exe in the folder you just created (working directory must be the same). This is virus free !

Help:
Simple application needs a simple help ? I think you can understand easily the settings in this application. If you have something to ask please post a message in the support thread https://nexusfi.com/elite-circle/5033-newsguard.html

Latest version
Version 2.9 updated 2012-05-08
 
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Details: NewsGuard


July 1st, 2013
Size: 793.94 KB
SVAPO Oscilator V2.30 5 *
SVAPO is short term volume and price oscillator from Sylvain Vervoort, it show relationship between price and volume for short term trading.

The indicator translated from Metastock code and is well optimized to work on NT while COBC = false.

Additional information can be found here:

https://stocata.org/metastock/svapo.html

https://stocata.org/ta_en/proprietary.html

https://stocata.org/ta_en/proprietary2.html


Release July 01, 2013, Version 2.30
Exported using NT version 7.0.1000.14
 
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Details: SVAPO Oscilator V2.30


July 1st, 2013
Size: 18.48 KB
CandleQuarters 5 *
We have all studied price action of candles to try to predict what might be coming up. I have been studying and trading off of candle centers for quite some time and finally made a simple indicator to mark the 25%, 50%, 75% and Pivot of the candle to show me where pullbacks might go to. Bull Candles that close below 50% can indicate that the Bull move is ending. The reversing candles like to retrace to 50% on the new move, so you know where to jump in when the new move has started. Study it and see what you think. I use it and find it valuable on various time settings. The ZOrder is a function that is documented in the Ninja help files. ZOrder is the stacking of the drawing objects on the chart. It is not well controlled by Ninja but I found that 30006 seems to work pretty well.

Trade Well
 
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Details: CandleQuarters


June 30th, 2013
Size: 7.39 KB
Profit Monitor 3 *
This is a simple strategy that alerts you when you go over your daily loss limit. You can run it on a chart, keep it minimized so that you don't have to look at your profit if you don't wish. You can select the account, and the limit. It will alert in the alert window and play a sound too. I had this coded for me, so please let me know if there could be any improvements. I hope you find this of some benefit.

To highlight again, this runs as a Strategy, not an indicator.

Cheers,


XS
 
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Details: Profit Monitor


June 28th, 2013
Size: 4.77 KB
BrickBars 5 *
This is a bar type for NinjaTrader, based on the superb BetterRenko by Aslan. (I only changed the size of the reversal brick, the name and set the PeriodType to Custom9)
It simply paints evenly sized bricks/bars if the price fills the specified range of ticks up or down from the last close.
Instead of only creating ladders (like a regular Renko does) one also gets sideways movement if the market is flat or oscillating. I creates a bit more noise but also helps to identify possible turning points when the market hesitates.
Because these bars are drawn from real ticks, there are some times shorter bars or even small gaps. In my experience it does not influence the correct alignment of the bars.
The BricksBars should be as reliable in backtesting as are the original BetterRenko.

Check, whether you have any other PeriodType registered as Custom9 before importing the script. (If so, you can easily change the number in Notepad.)
If you have any suggestions how to improve the code, feel free to contact me.

For a comparison of similar bar types look here.
 
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Details: BrickBars


June 15th, 2013
Size: 2.30 KB
vvBMTAutoPost 5 *
This Indicator exposes two methods that can be called from any indicator or strategy to make a post to BMT.
Current Version: 2.6

There are various overloads to these methods, so you don't need to use all arguments.
The two methods are:


and
Changes:
makepicpost now needs "this.ChartControl" instead of just "this"as argument.
makepost will no longer require "this" as argument.

The first will post a screenshot of the chart it has been called from (with optional message), the second will post a plain message.

Edit: Added a third method, uploadimg(), as the other two it has some overloads.
It returns the url of the img (with image tags) with an event. The event can be used like:
 
Code
myposter.ReturnUrlChange += new vvBMTAutoPost.ReturnUrlChangedEventHandler(MyReturnUrlChangedEvent);
 
Code
private void MyReturnUrlChangedEvent(object sender, ReturnUrlChangeEventArgs returnurl)
		{
			//do whatever you want here...
			Print ("Change detected "+returnurl);
                        //this prints the returnurl, three values are possible: 
                        //"Working" , "Error" and the actual img wrapped url of the uploaded img.
		}
There is the possibility to use a specific file with your API key in it when API key is either "" or not specified in the calling method.
For this to work create the following file:..."Your Home Directory"\Documents\NinjaTrader 7\bin\Custom\BMTAPIKEY.txt
Then put your API key in it, nothing else.


To use these methods you first need to add this line to your variables:
 
Code
private vvBMTAutoPost myposter = new vvBMTAutoPost();
You then can call them like:
 
Code
myposter.makepost(...
and myposter.makeimgpost(...
There is a custom EventHandlerfor the response error code. You can implement it like this:
1. paste this line into OnStartUp (initializes the EventHandler):
 
Code
myposter.ErrorCodeChange += new vvBMTAutoPost.ErrorCodeChangedEventHandler(MyErrorCodeChangedEvent);
2. create the EventHandler method:
 
Code
private void MyErrorCodeChangedEvent(object sender, ErrorCodeChangeEventArgs error)
		{
			//do whatever you want here...
			Print ("Change detected "+error.ErrorCode);//this prints the change detect and the error code
		}
3. paste this line into OnTermination (removes the EventHandler):
 
Code
myposter.ErrorCodeChange -= new vvBMTAutoPost.ErrorCodeChangedEventHandler(MyErrorCodeChangedEvent);
The error codes are:
0 = no error
1 = Upload to BMCharts failed
2 = Web Client Exception
3 = Time constraint or wrong API key
4 = (not set yet)
5 = other not closer specified error in makeimgpost
6 = tried posting on historical data
9 = busy

Please use the provided EventHandler to do stuff on errors as an error will not occur the moment the method is called but maybe a few seconds later.

Thread for discussion: https://nexusfi.com/elite-circle/24223-big-mike-trading-api-programmers.html

There is also all the info on the API in that thread.


Changelog:

19 Dec 2012
Disabled posting on historical data.

21 Dec 2012
Fixed a bug where other windows in front of the chart got caught in the screenshot. Does not (yet) work with minimized charts.


29 Dec 2012
v1.5
added an error code variable that can be accessed (it is thread safe) from the calling indicator.
v1.6
extended errorcode with 9 = busy.
v1.7
Fixed some stuff in the screenshot code

1. Jan 2013 v1.8
Fixed line break issue. Please use <br> for line breaks.

3. Jan 2013 v1.9
Now also works on minimized charts.

4. Jan 2013 v2.0
Made various overloads of the two methods for easier implementation.
Introduced an EventHandler for the error code.
Possibility to use file with API key when API key is either "" or not specified.
For this to work create the following file:..."Your Home Directory"\Documents\NinjaTrader 7\bin\Custom\BMTAPIKEY.txt
Then put your API key in it, nothing else.
(all no code breaking changes)

15. Jan 2013 v2.1
Corrected bug where price axis got cut off under some circumstances.

01. Feb 2013 v2.2
Changed the indicator argument for makepicpost to ChartControl, so use "this.ChartControl".
Deleted indicator argument for makepost, so this will not require a chart to work.

04. Feb 2013 v2.3
Introduced new argument into all methods (historial) This is the historical check so that a strategy or indicator does not try to post 100 messages when it starts up! Please pass the "Historical" attribute like makepostI(.....this, Historical);
v2.4
fixed bug in makeimgpost()

13. Feb 2013 v2.5
Added method uploadimg()

17. May 2013 v2.6 Critical update, update immediately
Changed addresses from http to https, should work again.

vvhg
 
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Details: vvBMTAutoPost


May 17th, 2013
Size: 16.98 KB
K_BetterVolume for ToS 5 *
Update 20 Oct 2013: a variation of this study that tracks only the net avg volume ratio has been posted here https://nexusfi.com/download/vip_elite_circle/1449-download.html?view
thx, K


Posted some examples on how to use in reading charts and action
https://nexusfi.com/elite-circle/27433-k_bettervolume-tos-new-version-downloads.html

Here's an interesting view of volume that I've been watching for a while. Added to the K_BetterVolume indicator I posted here a while back.
Instead of watching the classic volume bar by bar plot, I started watching the average buy vs sell for a period, which I found much more insightful. A stronger/more sustained price move is usually associated with a net volume avg forming in the same direction, also moves with no strong volume supporting them will possibly be short-lived- this simple way to view volume is especially useful when there's no easy way to track volume at bid/ask level, or if you don't want to go that deep...

Changes in this version:
  • A simple way to track Buy vs Sell volume for a given length of bars, "Directional Volume, or Volume Pressure or VXNet", which is the net of ratio of buy vs sell avg volume (WMA) to the overall volume average. inspired by a similar concept in one of Elder's study
  • added a volume buzz label calculation (the closest I could get to a VolBuzz calc in ToS, impossible to do in custom WatchLists or scans). By Changing the chart aggregation, I can check the VolBuzz (basically current bar's volume vs longer average volume of same time interval)
  • VXNet can be displayed on top of the "classic" volume plot, or separately .. changing plot settings enables to view it as a histogram, or just a simple green/red cloud.. see screencap for examples of how this study can be set
  • VXNet is zero-lag smoothed, however keep smoothing as small as possible (3 to 5) not to lose traction to actual volume trend change
  • informative labels, can be turned on or off - Dynamic coloring


Changes in V3 - May, 2013
--------------

Changed the Algo that calculates Sell / Buy volume to the same one developed by Barry Taylor at EminiWatch for TradeStation, and mentioned in our VSA for thinkorswim thread here https://nexusfi.com/thinkorswim-programming/3477-vsa-thinkorswim.html

this algo does test well and provides a better signal (sometimes up to 3 bar improvment) than taking the whole volume bar as a buy or sell volume based on the close vs open technique in prior version..

The Dynamics coloring of the info labels still there, provides visual clue for major volume spikes that deserve attention

code is commented.. TOS Study setup "baloon mini-guide" also included.

RedK
 
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Details: K_BetterVolume for ToS


May 16th, 2013
Size: 3.57 KB


Keywords: bettervolume redk thinkorswim tos volume
Replay data week 1 2013
index ES,YM,TF,NQ,FGBL,FESX,DAX - all replay
NINJA TRADER 7
unpack in ..... Documents\Ninja trader 7\db\data
 
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Details: Replay data week 1 2013


May 3rd, 2013
Size: 113.26 MB
Multi-MA DMI 5 *
Hi guys,

With the help of Fat Tails, managed to get a Multi-MA DMI that uses the different MAs for the calculations of ADX, DM and ADXR.

From Fat Tails:

Quoting 
For the Period & Wilder's period

If you select "EMA / Wilder's period = true / average period = 14", then you will get the original ADX. The "Wilder's period = true" setting internally converts the period 14 to the value 27, which is then used by the moving averages.

If you select"EMA/Wilder's period = false/ average period = 27", then you will also get the original ADX. This time there is no conversion, but an EMA(27) is used, which is identical with the Wilder's average(14).

Some of Moving Averages:
Butterworth Filter
DEMA
Ehlers Filter
EMA
Gaussian Filter
HoltEMA
LowLag MA
SMA
SuperSmoother
T3
TEMA
TMA
VIDYA
VWMA
WMA
ZeroLag MA

You can specify the thresholds of the upper and lower lines, as well as the colors for the various DM and ADX lines (transparent if you don't want to see them).

Enjoy! =)

P.S. Click the Thanks button if it was helpful to you =)
 
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Details: Multi-MA DMI


April 21st, 2013
Size: 45.05 KB
vvHollowCandleChartStyle 5 *
This is a chart style for hollow candles. It is not an indicator, but a chart style! This means that it will not add CPU load, but in fact reduce it compared to the standard candlesticks.

Candles where Open=Close will color based on Hi/Lo rejection, so if the top wick is longer it will print as sell bar (as the high got rejected) and vice versa.

Thread is here:https://nexusfi.com/elite-circle/24373-vvhgs-little-helpers-keeping-them-one-place.html

Current Version: v1.0


vvhg
 
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Details: vvHollowCandleChartStyle


April 17th, 2013
Size: 2.05 KB
TVI 5 *
Version 2.0 code optimization (thanks zondors!)

William Blau TVI indicator

Based on the M4 code found at:

https://codebase.mql4.com/7980

This version does not issue alerts or display trend direction text.

Version 1.0 original coding
 
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Details: TVI


April 15th, 2013
Size: 4.56 KB
MACD Histogram with color change 5 *
Here is an old standby, Macd histogram with color change
 
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Details: MACD Histogram with color change


April 15th, 2013
Size: 3.53 KB


Keywords: change color histogram macd multicharts tradestation
NT7 Forex Tick Data - [28 Pairs - Part 5] - 200704 - 201304 5 *
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 06 years of data, starting from April 2007.

[28 Pairs Part 5] =
CHFJPY, EURGBP, GBPUSD, USDCHF, USDJPY
 
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NT7 Forex Tick Data - [28 Pairs - Part 4] - 200704 - 201304 5 *
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 06 years of data, starting from April 2007.

[28 Pairs Part 4] =
CADCHF, EURJPY, EURUSD, NZDCAD, NZDUSD, USDCAD
 
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NT7 Forex Tick Data - [28 Pairs - Part 3] - 200704 - 201304 5 *
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 06 years of data, starting from April 2007.

[28 Pairs Part 3] =
AUDUSD, CADJPY, GBPCHF, GBPNZD, NZDJPY
 
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NT7 Forex Tick Data - [28 Pairs - Part 2] - 200704 - 201304 5 *
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 06 years of data, starting from April 2007.

[28 Pairs Part 2] =
AUDCHF, EURAUD, EURCAD, EURCHF, EURNZD, GBPAUD
 
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NT7 Forex Tick Data - [28 Pairs - Part 1] - 200704 - 201304 5 *
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 06 years of data, starting from April 2007.

[28 Pairs Part 1] =
AUDCAD, AUDJPY, AUDNZD, GBPCAD, GBPJPY, NZDCHF
 
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PermaCode Fixed Moving Averages
This is a simple indicator that always shows the 3-min time-frame 20-bar EMA and the 60-min time-frame 50-bar SMA.

This allows switching between time-frames without losing those specific time-frame-based MAs.

Obviously when switching up to a higher time-frame from 3-min charts or 60-min charts, the MAs will disappear.
 
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Details: PermaCode Fixed Moving Averages


April 12th, 2013
Size: 5.06 KB
NT7 Forex Tick Data - [28 Pairs - Part 4] - 201202 - 201304
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 14 months of data, starting from February 2012.

[28 Pairs Part 4] =
CADCHF, EURAUD, EURCHF, EURJPY, EURUSD, NZDCAD, NZDJPY
 
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NT7 Forex Tick Data - [28 Pairs - Part 3] - 201202 - 201304
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 14 months of data, starting from February 2012.

[28 Pairs Part 3] =
AUDNZD, CADJPY, EURCAD, EURGBP, EURNZD, GBPCHF, GBPNZD
 
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NT7 Forex Tick Data - [28 Pairs - Part 2] - 201202 - 201304
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 14 months of data, starting from February 2012.

[28 Pairs Part 2] =
AUDJPY, GBPAUD, GBPJPY, NZDCHF, NZDUSD, USDCAD, USDJPY
 
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NT7 Forex Tick Data - [28 Pairs - Part 1] - 201202 - 201304
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 14 months of data, starting from February 2012.

[28 Pairs Part 1] =
AUDCAD, AUDCHF, AUDUSD, CHFJPY, GBPCAD, GBPUSD, USDCHF

(*) The file is now correct (250MB). Please re-download it.
 
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Details: NT7 Forex Tick Data - [28 Pairs - Part 1] - 201202 - 201304


April 5th, 2013
Size: 250.21 MB
NT7 Forex Tick Data - [06 Pairs] - 201110 - 201202
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 04 months of data, starting from October 2011.

[06 Pairs] =
AUDCHF, GBPAUD, GBPCAD, GBPNZD, NZDCAD, NZDCHF
 
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NT7 Forex Tick Data - GBPCAD GBPNZD - 200704 - 201110
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 54 months of data, starting from April 2007.
 
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Details: NT7 Forex Tick Data - GBPCAD GBPNZD - 200704 - 201110


April 5th, 2013
Size: 232.26 MB


Keywords: data forex nt7 tick gbpcad gbpnzd
NT7 Forex Tick Data - GBPAUD NZDCAD - 200704 - 201110
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 54 months of data, starting from April 2007.
 
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Details: NT7 Forex Tick Data - GBPAUD NZDCAD - 200704 - 201110


April 5th, 2013
Size: 224.59 MB


Keywords: data forex nt7 tick gbpaud nzdcad
NT7 Forex Tick Data - AUDCHF NZDCHF - 200704 - 201110
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 54 months of data, starting from April 2007.
 
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Details: NT7 Forex Tick Data - AUDCHF NZDCHF - 200704 - 201110


April 5th, 2013
Size: 220.15 MB


Keywords: data forex nt7 tick audchf nzdchf
PermaCode Bar Numbering
Finally sorted out the bar numbering to be a bit more useful than the plain old "DrawText()" on every bar update.

Set parameters for:
  • text font & color
  • number of pixels off-set from the bar (above or below)
  • turn them on or off quickly with click on toolbar
  • start numbers at a given number e.g. 0, 1 or 5 or any number (useful to set it to 0 when debugging script so that it displays the CurrentBar value)
  • how many bars between labels
  • when to increment bar number (good for syncing bar numbering on different time-frame charts, e.g. set it to every 3 bars on the 1min chart and normal every bar on the 3min chart, so their numbers are the same)
  • count resets at start of every session or not
  • displays bar number in the data box

This is version 1 and there probably won't be any more versions.

If it causes problems, send me a private message - don't put the message in the comments on this file download because it doesn't notify me. Thanks.
 
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Details: PermaCode Bar Numbering


March 25th, 2013
Size: 3.06 KB
K_WAve_v1 for ToS 5 *
This is my new "magnifier" Zero-Lag Weighted AVErage (K_WAve). the idea I was looking for is to create a moving average that magnifies the price moves and trend direction changes - with as minimum lag as possible.

the concept is mathematically simple, and is based on the same Zero-lag MA technique used in DEMA & TEMA. The values of the line should not be referred to - they mean very little, it's the color and relative position of the peaks/troughs that really matter. Also the intersection points with other MA's on the chart.

Interesting that the K_WAve will indicate trend change sometimes before the Zero-lag WMA. the base WMA and the Zero-lag WMA are exposed by default (can hide them from Study Settings)

  • K_WAve can be used for swing trading or integrated with trend-following techniques with entry on retraces - the retraces (hooks) can be made more obvious using the K_WAve line.
  • this works on time or tick charts and any aggregation.
  • added optional smoothing and adjustable "magnification factor". when set to Smoothing = 1, and Magnify = 0, K_WAve becomes a regular zero-lag WMA.
  • Up/Down colors adjustable from study settings.


Feedback welcome.
RedK
 
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Details: K_WAve_v1 for ToS


March 22nd, 2013
Size: 692 bytes


Keywords: tos trend wma zero-lag k_wave
CCI_BMTElite 5 *
Some of you may be using the Adaptive_CCI that I shared some time ago on this forum. This version of the CCI is a simpler version and optimized a bit.

Separate definable colors are available to distinguish between the above the zero line CCI and below the zero line CCI.
This version maintains the ability to select an adaptive period by placing a "0" in the period field.

That is all there is to it. Much simpler than the older version found at https://nexusfi.com/download/vip_elite_circle/988-download.html?view

Changelog:
March 20 2013: Reposted because thanks to @Taggart for noticing a serialization problem where the colors would not repaint after a chart was saved.
 
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Details: CCI_BMTElite


March 20th, 2013
Size: 6.96 KB
PermaCode Support and Resistance Lines, v003 5 *
This shows support and resistance lines including:

- swing highs and swing lows based on a swing defined as a bar with two bars to the left and two bars to the right which are all lower for a swing high (and vice-versa for a swing low)

- round numbers, e.g. 1.3500 in the EUR/USD. User-defined

- 2 sub-sessions/mini-sessions intra-day highs and lows, user-defined start & end times.

The lines are actually rectangles and I intend to add a function which will cause two close adjacent S/R lines to become just one zone.

I try to make the user-defined parameters self-explanatory from the description in the NT7 indicator set-up dialog underneath the parameter settings listing.

To discuss this indie and to offer advice or suggestions or ask what's what, please use this thread

Changelog:
2013-03-13: I just updated version 003 with some bug fixes
2013-04-24: another bug fix - version 003 r2 (because I have a version 4 already)

Last, a word of warning: I occasionally get mail from people asking what's gone wrong with the indicator because x, y or z is (or isn't) happening. This indicator has got pretty complicated and like I just said to someone just now, I'd need a full scale support operation to be able to help. All I can advise in this situation is to ditch the indicator off your chart and try reloading it. Sounds a bit like Microsoft Support, I know
 
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Details: PermaCode Support and Resistance Lines, v003


March 13th, 2013
Size: 8.68 KB
K_SVAPO_v1 for ToS 5 *
Got my hands on ToS again, and we're back in business.. - here's a come-back gift...

This is my own ToS port of SVAPO (Short-Term Volume and Price Oscillator), a trading system introduced by Sylvain Vervoort that combines both volume and price trends to identify tradable setups - full details on the concept, and trade rules that he suggests are herehttps://stocata.org/ta_en/proprietary.html

took the concept and re-wrote it for ToS, using my own preferred techniques for smoothing and averaging - to achieve less lag and make the final plot more "friendly and usable" - while maintaining the overall original concept. (let me know if interested in exact details of the differences). also changed the resulting oscillator to a restricted range -100/+100 - no longer need to use the StdDev upper/lower lines..

the code is commented - the full details of how the original SVAPO can be used for signal generation are on web site above.

I also added the option to view the resulting plot in a Stepped mode or with an Inverse Fisher Transform - we still get almost no lag as we don't use unnecessary smoothing here. you can see how the signal (in this case crossing the zero line) is in line with the K_TraderRibbon on top, sometimes ahead of it.

suggestions for use:
use K_SVAPO along with a long-term trend indicator. if you set K_SVAPO correctly, it will provide unambigious signals on ideal entry points when the price retraces before continuing the trend.
you can also use 2 K_SVAPO, one longer and one shorter to provide a similar combo. in that case, i suggest you change one of them to the "Stepper" for easier viewing


as usual, appreciate if you keep in the forum. all feedback & comments welcome, as i'm still testing this anyways,

RedK
 
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Details: K_SVAPO_v1 for ToS


March 11th, 2013
Size: 2.04 KB


Keywords: k_svapo oscillator price redk svapo tos volume
Market Strength/Weakness Snapshot Indicator 5 *
This indicator provides a quick visual of key market strength price concepts (various metrics contained in a table at the top middle of the screen). It is useful for determining the relative strength and weakness of different instruments using price relative to the following:

- Key volume profile concepts (price relative to the current day value area and POC and yesterdays value area and POC).

- vwap

- Initial balance range including extensions

- Retail Open (RTO) and yesterday's high and Low (YHL)

Attached picture shows a weak market.

See thread below for more details:

https://nexusfi.com/elite-circle/26322-volume-profile-market-profile-snapshot-indicator.html

update 1/14/2014

- Added initial balance and range extensions
- Added price relative to the Retail Open (RTO) above RTO open green up arrow, below retail open red down arrow.
- Added price relative to yesterday's high or low(YHL), price above yesterdays high green arrow and below yesterday's low red arrow and in between yellow dot.

To operate make sure the following supporting indicators are installed:

anaCurrentDayVWAPV42
anaIBRangeBandsV38
anaCurrentDayOHLV42
anaPivotsDailyV42
 
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Details: Market Strength/Weakness Snapshot Indicator


March 7th, 2013
Size: 42.50 KB
Volume Weighted MACD 3 *
After reading John Bollinger's book Bollinger on Bollinger Bands I thought to make one of the indicators he mentioned in the book. So here you have the VWMACD indicator with an EMA as a signal line. This indicator was developed by Buff Dormeier and popularized by this book. This one is for multicharts.
 
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Details: Volume Weighted MACD


February 23rd, 2013
Size: 6.08 KB


Keywords: multicharts vwmacd
Reversal Bars 5 *
This is my first shot at a custom bar type, so please report any issues in the discussion thread: https://nexusfi.com/elite-circle/26005-reversal-bars.html

Bar Logic
-When a new bar is formed, price must move "Direction Size" ticks to establish a bar direction.
-Once a direction is established, if price pulls back "Reversal Size" ticks, a new bar is formed.
-The previous bar does not include the final reversal tick. The final reversal tick forms a new bar.
-The opens and closes of bars are actual ticks. No fake opens or closes.


If you prefer the version that requires Reversal Size to be breached, change:

 
Code
//reversalSize = bars.Instrument.MasterInstrument.Round2TickSize(bars.Period.Value * bars.Instrument.MasterInstrument.TickSize);    //This gives you tips of Reversal Size
reversalSize = bars.Instrument.MasterInstrument.Round2TickSize((bars.Period.Value - 1) * bars.Instrument.MasterInstrument.TickSize);    //This creates a new bar on Reversal Size
to:
 
Code
reversalSize = bars.Instrument.MasterInstrument.Round2TickSize(bars.Period.Value * bars.Instrument.MasterInstrument.TickSize);    //This gives you tips of Reversal Size
//reversalSize = bars.Instrument.MasterInstrument.Round2TickSize((bars.Period.Value - 1) * bars.Instrument.MasterInstrument.TickSize);    //This creates a new bar on Reversal Size
Log:
- 10/27/13 : Fixed code causing issues in market replay. Thanks @devdas.
 
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Details: Reversal Bars


February 22nd, 2013
Size: 1.85 KB
vvTrendLineTrader 5 *
This is an experimental indicator that can enter and exit live positions. Use entirely at your own risk and with extreme caution! You have been warned, so don't blame me! I will not accept liability for anything!

This indicator can enter a position with a market order when price crosses a selected line.
It can also exit a position on a second line.
These operations have NO OCO LOGIC, so when one is executed the other one will remain armed.

The account can be set manually or the account set in ChatTrader will be used.
For this indicator to work correctly you must not disable the ChartTrader! Hiding the ChartTrader is no problem.

All logic is held locally, so if you lose connection, it can and will not execute. So never use this without a second "backup stop" held at the exchange or broker! Otherwise you will have a naked position on disconnect!

An armed buy line will show up as green, a sell line as red and a stop line as magenta. They are also labeled. Once they become inactive (either executed or expired) they will change back color to their original color before they have been armed.
Lines expire when the line ends in the past.
The buttons also change color on arm/disarm.

To arm a line:
1. select the line
2. press either the "Mkt" or the "Stp" button on the toolbar

To disarm a line:
Either (while no line is selected) press the "Mkt" or the "Stp" button on the toolbar, depending on which you want to disarm.
Or delete the line.

To switch the armed line:
1. Disarm the old line.
2. Arm the new line.

Armed lines can be manipulated just as normal lines.

Please only download if you understand the risks of using such an indicator and accept that you will use it entirely at your own risk!
Please also note that this is version 1.0 and not extensively tested yet!

Thread for discussion: https://nexusfi.com/elite-circle/24478-trendline-trader-ninjatrader.html

Current Version: v1.5

Changelog:

27. November 2012 v1.1
Now has a buy a sell and a stop button, so no confusion if a line sells or buys.
The bug with double entries should be gone too.
Added support to use buy@ask and sell@bid instead of market orders.

27. November 2012 v1.2
Fixed a bug where an error was thrown OnStartUp when starting the indicator without a connection, as there is no enabled account in that case (Account field greyed out in ChartTrader, even Sim101 not available)

04.Feb 2013 v1.3
Updated the strapping to ChartTrader.
Now has possibility to Buy/Sell Market, @Ask or @Bid.
Manual Account setting will affect all orders now.

12.Feb 2013 v1.4
Improved the handling of ChartTrader toggle, Button is now in the normal spot and the little "F" as well. If you use vvMiniTradePanel, please update that too.

13.Feb 2013 v1.5
Fixed bug that threw an error in OnTermination.

vvhg
 
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Details: vvTrendLineTrader


February 13th, 2013
Size: 6.85 KB
CCI4Jeff_NT70 5 *
I have fixed the great looking CCI4Jeff indicator for NT7
Enjoy.
 
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Details: CCI4Jeff_NT70


February 11th, 2013
Size: 33.72 KB
Chart Trader Quantity Buttons 5 *
This indicator will add buttons to the Chart Trader which will allow you to quickly change the quantity of the contracts. The buttons can be set to a custom quantity.

Please watch the video on how to use and post any questions here: https://nexusfi.com/elite-circle/25561-chart-trader-custom-quantity-buttons.html

Updated:
2-4-13
1.3 - added the ability to change the color of the buttons.
 
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Details: Chart Trader Quantity Buttons


February 4th, 2013
Size: 3.32 KB
cumulative volume price divergence 5 *
Candlesticks are formed by accumulative volume delta. Sell volume is subtracted from buy volume, and is mathematically expressed as: buy (positive values) + sell (negative values).

Buy volume, price divergence: Occurs when price ticks below the starting point price (from indicator running time), and there is accumulated buy volume delta (more buying than selling volume). Current candle's outline and wick is a thick magenta color during this time.

Sell volume, price divergence: Occurs when price ticks above the starting point price (from indicator running time), and there is accumulated sell volume delta (more selling than buying volume). Current candle's outline and wick is a thick cyan color during this time.
 
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Details: cumulative volume price divergence


February 4th, 2013
Size: 3.57 KB
Bootstrapped Monte Carlo Expectancy for Robust Optimization in NT7 5 *
Description:
This algorithm is a custom performance index for the Default or Genetic optimization methods in NinjaTrader 7. Optimization with this index maximizes the 20th percentile of noise-injected bootstrapped expectancy. This metric is designed for robustness against worst case conditions. Note that due to the mathematics, the solution is not deterministic (run it multiple times, and you will get slightly different solutions each time).

Installation:
Add this file to your ...\NinjaTrader 7\bin\Custom\Type\ directory, open any indicator or strategy, and compile.

Details (this math is in here):
1. For a given series of trades of length N, the top 10% are removed, creating a modified series of trades of length N*0.9.
2. This modified series of trades is sampled *with replacement* for 10*N*0.9 samples. This series becomes the bootstrapped trade series.
3. Gaussian noise is a given mean and standard deviation is added to each bootstrapped sample.
4. Expectancy for this bootstrapped + noise series is calculated.
5. Steps 2 through 4 are done 5000 times, with different sampling from the Gaussian noise. This creates a distribution of expectancy.
6. Finally, the performance index returns the 20th percentile of these 5000 runs (so, the 1000th worst expectancy) to the NT optimizer.

Discussion:
Removal of the 10% best performing trades is an attempt to be pessimistic by assuming that the best 10% trades observed in the past will never repeat. We do not want total system performance to hang a few high-yielding trades.

Injecting noise to the bootstrapped sample accomplishes two things. First, it adds uncertainty to each bootstrapped series, thereby simulating diversity in the bootstrapped series (hopefully the diversity we would measure in a much larger sample). Secondly, it makes each bootstrap series unique. This means that we way calculate a distribution from the ensemble of bootstrapped series.

Any percentile may be returned. We could return the mean. By returning a value to the left of the mean, the 20th percentile, we are maximizing 80% of the distribution.

Note: Because we are injecting randomly sampled noise to the bootstrapped series, the solution from this performance index is not deterministic!

Suggestions:
If you use this, you should be comfortable changing the parameters found at the top of the algorithm. Adjusting the value of the standard deviation of the noise may make or break the robustness and success of this algorithm.
 
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Gold GC Tick Minute Data 02/08-02/13 - CQG Ninjatrader NT 7 5 *
Shutdown Ninjatrader
Unarchive in the db folder, and place the tick and minute data in the correct folders (Default location is in your Documents folder, not Program Files)
Open Ninjatrader

If you have problems, delete the .sdf file in the Ninjatrader documents folder.

Gold is easy to trade and a good place to start for new traders.

Avoid mini contracts, especially mini forex contracts. They are very expensive and make it unlikely to be a successful trader. Trade a normal forex account if your funds are small, because margins are adjustable, unlike Futures.
 
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Details: Gold GC Tick Minute Data 02/08-02/13 - CQG Ninjatrader NT 7


February 3rd, 2013
Size: 49.20 MB
ChartTraderOrganize 5 *
This indicator will allow the user to hide and rearrange the Chart Trader buttons within Ninja Trader.

Important: This indicator is just out of the beta stage. There is some important things to know to get it to work properly. Please take 6 minutes to watch the video in the link below. Finally, this changes the default functionality of the Ninja Trader. This was tested with NT7 using the built in SIM account. Use at your own risk!

Please take 6 minutes to watch the video which can be found here. There is some important steps which will eliminate questions later.https://nexusfi.com/elite-circle/25463-customize-chart-trader-buttons.html
 
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Details: ChartTraderOrganize


January 22nd, 2013
Size: 3.77 KB
Seconds Per Bar 5 *
secondsperbar version 1.0

Simply summates the seconds required to draw a bar. Designed to be used with non-time based bars. Includes 2 horizontal lines, for example can have the 1st line represent 300 seconds (5 minute) and 2nd line set to 60 seconds (1 minute). Bars change to red if the number of seconds exceeds your desired threshold, for example turns bars red if 600 seconds (10 minutes) is exceeded. Includes ability to draw a SMA of the time as well that defaults to a 5 period.
 
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Details: Seconds Per Bar


January 19th, 2013
Size: 4.39 KB
volprofile 5 *
version 1.0

Creates a histogram of volume at price points using an additive 1 tick data series. The histogram can be drawn on the left hand or right hand side of the chart. The color and opacity of the bars can be defined. A scale factor is available to control the amplitude of the peaks and valleys. The volume summation can use all bars of the chart, bars starting at the left hand side of the chart or bars since the last session start as defined by the charts session setting. The summation of volume starts at the designated start bar and continues to summate until a refresh, at which point the starting bar location is redefined based on your settings (beginning of chart, left side of chart, session start). It uses the 1 tick data series volume which can differ slightly from the main bars volume, but it is very close, close enough for a volume profile. The advantage of being based on the 1 tick data series is this indicator will redraw/refresh and does not need an external file for data storage.
 
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Details: volprofile


January 16th, 2013
Size: 4.12 KB


Keywords: change simple word
Volatility Breakout Strategy, Economized Corrected version 2 *
I found this in the non-Elite Ninjatrader Strategy downloads posted by @minsalaco who said, "Not my personal work but that I'd share".

Considering the heavy resource requirements to backtest and optimize strategies, and the fact that they are intended to be used as money making tools, not playthings, it is hard for me to understand why many strategies, like the original version of this one, do not use any of the good coding practices that we have been discussing here on BMT for the last two years or so. The person who posted it on BMT did so with good intentions and is not to blame for the deficiencies in the coding.

As an experiment I applied some of those coding ideas to this strategy. It should run about a thousand times better than the original version unless I made some mistakes somewhere.

This strategy was coded with stocks in mind and trades a quantity of 100 by default. Many of the other parameters may also be inappropriate for futures contracts. I ran the latest version A.1 for several hours on CalculateOnBarClose false and it IS workng. It bought 100 cars of NQ at 5:50 AM PT on January 7 at 2708.995 (average overall basis). I sold them manually at 2709.7925 and shut down the strategy because I was afraid that my computer might start talking to Skynet®. However, I am sure we would all would appreciate if anyone backtesting this strategy would let me know, and post their results on the forum.

Thanks to user feedback I did some testing and corrected some mistakes that were in the original release. I could not upload the corrected file to the original post but as of 4:26AM Eastern Time on January 7, you can get it here. Replace the original version with this one.

The following text had been copied mostly verbatim from the entry in the Strategies download area but was in dire need of some editing.

Volatility Breakout Pattern
Description
The squeeze signals the end of low volatility periods where the market has built up energy for major moves. Periods of low volatility are the times when the Bollinger bands "move closer together". The width of the Bollinger channel is more sensitive to price volatility than the width of the Keltner Channel, so a Keltner Channel and a momentum index oscillator are added, as mentioned in John Carter's book Mastering the Trade. The momentum index oscillator is used to suggest the trade direction.
How does this Setup work?
The quiet period is when the Bollinger Channel width decreases to less than that of the Keltner Channel. The trade signal occurs when the Bollinger Channel moves back outside of the Keltner Channel. The value of the 12 period momentum index oscillator suggests whether to go long (oscillator>0) or short (oscillator<0).
Moves tend to be stronger when the BB Width is the lowest over at least the past 150 bars. Also choose BBWidth < 0.05 for better results on daily data.
This strategy includes trailing stop and stop loss as variables, so you can easily backtest and use the optimizer.
 
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Details: Volatility Breakout Strategy, Economized Corrected version


January 7th, 2013
Size: 10.23 KB
Volatility Breakout Indicator 5 *
This indicator is the basis for the Volatility Breakdown Strategy in the preceding post. There were a lot of changes to make it run MUCH faster, but there are still quite a few more things that could be done.

This time there is a screenshot so you can get an idea of the kinds of conditions this indicator looks for. While it's simplistic, some of the signals do look pretty good.
 
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Details: Volatility Breakout Indicator


January 5th, 2013
Size: 10.55 KB
Improved Donchian Channel Indicator 5 *
The download link was broken. I re-uploaded the installer file on March 14, 2016.


"The Donchian Channel indicator is an indicator that was created by Richard Donchian. The Donchian Channel indicator that was created by Richard Donchian is an indicator that uses the highest high and the lowest low of the price of a stock over a period of days to indicate the plot of a channel of the highest high and the lowest low of the price of a stock over a period of days."

To clarify that, "이 리차드 Donchian 만든 표시했다 Donchian 채널 표시. 이 지표가 가장 높은의 채널의 음부과 최저의 낮은 말을 일 기간 동안 가장 높고 주식의 저렴한 가격의 최저를 사용하는지 리처드 Donchian에 의해 생성 된 Donchian 채널 표시 일 기간 동안 주식의 가격".

This plots identically to the Ninjatrader version while using a fraction of the CPU resources. With COBC false, that would be more like a TINY fraction. (Even less than the fraction of truthful content in my newspapers. Or the signal to noise ratio of the indicator description, which has been rephrased as Gibberish and translated into two different languages.)

The MIN and MAX algorithms have been moved into the indicator and are called only when needed. Optimizing external classes is good, but eliminating the need for them is even better.

OnBarUpdate is not called for redundant intrabar ticks that would not affect the output.

If you want to use this to replace the Ninjatrader Donchian System Indicator you would have to rename this one and put it in a folder with the @prefix after deleting the original one. If you are not comfortable doing that, please don't.

This has a different name than the system indicator, so can be installed in the usual way using the Import Ninjascript utility.

Your satisfaction is important to me, so please report any problems.
 
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Details: Improved Donchian Channel Indicator


January 3rd, 2013
Size: 2.54 KB
The Ninjatrader CHAIKIN VOLATILITY System Indicator
An approach that reliably shows increasing volatility around market turning points. Once again, the code was changed to increase efficiency. This indicator uses an EMA calculation implemented internally.

This file is intended to replace the file, @ChaikinVolatility.cs.
 
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Details: The Ninjatrader CHAIKIN VOLATILITY System Indicator


January 3rd, 2013
Size: 6.59 KB
The Ninjatrader MIN System Indicator 5 *
Like its evil twin MAX, this was a notorious resource hog until rewritten by Ninjatrader a couple of years ago in response to postings on BMT. I just realized that there are some obvious further improvements that can be made.

Performance on COBC false will be better, but on COBC true there won't be any improvement. COBC false is now the default, and PriceTypes other than Close are now supported.

This indicator is important because it is called by so many other indicators. Most of the indicators that I use were modified to call MIN only once per bar, but that's probably not the case for the indicators you are using, in which case there will be a performance improvement.

Once again this file is intended to REPLACE the file @MIN in your indicator folder.
 
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Details: The Ninjatrader MIN System Indicator


January 2nd, 2013
Size: 7.01 KB
The Ninjatrader MAX System Indicator 5 *
This was a notorious resource hog until rewritten by Ninjatrader a couple of years ago in response to postings on BMT. I just realized that there are some obvious further improvements that can be made.

Performance on COBC false will be better, but on COBC true there won't be any improvement. COBC false is now the default, and PriceTypes other than Close are now supported.

This indicator is important because it is called by so many other indicators. Most of the indicators that I use were modified to call MAX only once per bar, but that's probably not the case for the indicators you are using, in which case there will be a performance improvement.


Once again this file is intended to REPLACE the file @MAX in your indicator folder.
 
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Details: The Ninjatrader MAX System Indicator


January 2nd, 2013
Size: 7.34 KB
The Ninjatrader EMA System Indicator 5 *
"The Exponential Moving Average (EMA) is an indicator that indicates the exponential moving average value of a security's price over a period of days. When calculating an Exponential Moving Average (EMA), The Exponential Moving Average (EMA) applies more weight to recent prices than the SMA. What IS the SMA, anyway?..."

Here's one that is often used by itself, as well as being called on by many other indicators. There are two variables that depend only on the period, therefore only need to be calculated once, when the indicator first starts up. For some reason they were being calculated on every incoming tick, which is trivial to fix. Also, the term that is dependent on the previous value of the EMA only needs to be calculated on FirstTickOfBar.

The reduction in CPU demand is small for each instance, but you might have a lot of instances. This will run very well on COBC false. The addition of code to screen out redundant intrabar ticks (no price change, as in NT8) would reduce CPU demand on COBC false by around 70%.

Once again I am providing a cs file which is intended to replace the system indicator file, @EMA.cs.

Everyone knows what this looks like so I skipped the screen shot.

Revision B is the latest version. If you downloaded this before about 11:20PM Pacific Time on January 1 you do not have the correct file and should download it again.

The changes that I made must be very difficult to understand since nobody ever thought of making them before. The only reason they occurred to me is that I have two Advanced Degrees. A PhD in Neckwear Design and a Masters in Gibberish.
 
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Details: The Ninjatrader EMA System Indicator


January 1st, 2013
Size: 7.14 KB
The Ninjatrader SUM system indicator 3 *
There is seldom any need to use it by itself, but the SUM indicator is important because it is often called upon by other indicators, which might be set to CalculateOnBarClose = false.

It is also inefficiently coded. Two logic tests that are performed on every tick only need to be performed once per bar.

Correcting this reduces the CPU load when CalculateOnBarClose is false. For COBC true, it does not make any difference.

Therefore consider REPLACING the existing file, @SUM, with this one, using Windows Explorer.. NOT the Ninjascript installation utility.

I don't think a screen shot is necessary for this one.

WRONG FILE had been uploaded. Corrected file uploaded at 2:45 PM ET January 3 2012. Thanks for bringing this to my attention, and please accept my apologies.
 
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Details: The Ninjatrader SUM system indicator


January 1st, 2013
Size: 5.19 KB
XavMTF - Multi-Timeframe Indicator 5 *
Pretty much, this indicator will create a MTF version of any indicator with 6 plots or LESS. In the indicator parameter just type in the name of the indicator you want with all the parameter exactly as it appears on a chart(excluding the input series). Choose your time frame and you are done

Debugging Thread: https://nexusfi.com/elite-circle/24875-xavmtf-debugging-optimization-thread-multi-time-frame-indicator.html

Enjoy

Current Version: V1.2
 
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Details: XavMTF - Multi-Timeframe Indicator


December 30th, 2012
Size: 5.34 KB
PeriodTypeInfo 4 *
PeriodTypeInfo plots all defined PeriodType's to output window. You can test if custuom period type is already used.
 
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Details: PeriodTypeInfo


December 23rd, 2012
Size: 1.77 KB


Keywords: periodtypeinfo
Tick Counter Custom 4 *
I added some functionality to the standard Tick Counter which comes with NT. The Tick Counter Custom allows you to set the size and font for the tick counter.

Additional Functionality:
I like to enter a trade when the tick count gets below a 100 ticks left on the current bar. However, watching the tick count was always cumbersome. So, I added functionality which changes the color of the bar once the tick count gets less than 100 ticks. Use the TickChange in the parameters to set to your custom level. The color of the bar is can be set to your preference.

Notes:
  • The % left no longer functions properly. So don't use it!!
  • If you don't want to use the warning bar color simply set it to 1.
  • More improvements to come!

Updates:
Ver1.2
  • Note: found a bug in ver1.1 code related to changing the Font. It seems when another indicator is added the tick counter disappears. Simplified this version to changing just the Font Size.

Robert
 
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Details: Tick Counter Custom


December 22nd, 2012
Size: 3.27 KB
MousePan 5 *
Version 3 - added PAN toggle button on tool bar, when pressed puts into "set" panning mode - no need to hold CNTRL key down. Select PAN button to exit this mode. Pressing and releasing CNTRL key exits "set" panning mode. ESC key press and release exits "set" panning mode.

Version 2 - code clean up and optimization

Many thanks to Devdas for the ScrollsLite code, my inspiration for MousePan.

For as long as I have used NT I have wanted the ability to pan around on the chart. I got used to using the control key to do the vertical and then use the control key to do the horizontal. I asked NT support why does the UI not offer the ability to hold the control key while on the graph and allow me to pan around... Panning around is what you do with google maps - we all know how to do that. Devdas introduced ScrollsLite the other day, but it did not offer exactly what I was looking for plus it has a little more than I need. So I started there and came up with MousePan. Install it on your Chart Panel, move the mouse to a location that you will not select a drawn item. For example don't move the mouse over a bar, keep it just off the bar. Next press the control key, then press the left mouse button. With both the control key and left mouse button pressed, drag the chart around, or pan around on the graph. Maybe someday the NT UI will have something like this built in. Again, many thanks to Devdas.
 
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Details: MousePan


December 15th, 2012
Size: 3.88 KB
Scrolls_Lite 5 *
Simplified Version of Vertical Drag and AutoScroll tool.
Read new features n discuss more about simplified version here,

https://nexusfi.com/ninjatrader/24723-scrolls_lite-drag-autoscroll.html

Orginal old version of Vertical Scroll Tools here,
https://nexusfi.com/download/vip_elite_circle/985-download.html?view


Update, Dt 10-Dec-2012 : A small bug removed.
 
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Details: Scrolls_Lite


December 11th, 2012
Size: 2.64 KB
Daily continuous VIX futures data
Continuous VIX futures end of day data, from the front to the 6th month. June 2007 to November 2012.  
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Details: Daily continuous VIX futures data


December 1st, 2012
Size: 59.69 KB


Keywords: vix
jdDonchianTraderV101 5 *
Here is a current version of the Donchian Channel indicator I had modified. You can change all the plot settings to color and sizes that work for you, also included in this is the ADXVMA indicator that can filter the Back Ground Color plots. There are so many ways to plot this indicator you will just need to play with it.

The Inputs are in alphabetical order so you will need to pay attention t what you are changing, I dont know how to change them in the programming....

In the jpeg you will see the 2 inputs that will need to match some preset ATM strategy you have already done, if you would like to be able to quickly place that ATM strategy order at the given Entry Dot location, this will not move the order once it is placed, that is up to you to manage, this is just a fast way to colorize your entry....I have used this alot but you are responsible for your own trades....PLEASE USE IN SIMM MODE UNTIL YOU KNOW HOW THIS WORKS....

Any additional questions feel free to ask, anyone who can make improvements please feel free to do that also....

Again a big thanks to all that post great trading tools in this area!
 
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Details: jdDonchianTraderV101


November 25th, 2012
Size: 13.17 KB
vvToggleGridLines 5 *
Probably has been done before...but anyways:

This indicator can toggle the grid line color to transparent (invisible) and back.
I made it switch colors so the price intervals stay the same as opposed to switching off the gridlines completely.
Toggling is done via toolbar button.

User settings allow to select horizontal, vertical or both gridlines.

Thread for discussion: https://nexusfi.com/elite-circle/24373-vvhgs-littl...ne-place.html

Current Version: 1.1

Changelog:

21. November 2012 v1.1
Changed Overlay to true to prevent a new empty panel.

vvhg
 
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Details: vvToggleGridLines


November 21st, 2012
Size: 2.41 KB
Heiken Ashi Delta 5 *
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
 
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Details: Heiken Ashi Delta


November 18th, 2012
Size: 3.76 KB
vvShowToolBar 5 *
Draws a button on the chart that toggles the toolbar.
This .zip contains two indicators:
vvShowToolBarLeft
vvShowToolBarRight

As the name suggests, one displays the button on the left, the other displays it on the right.

Thread for discussion: https://nexusfi.com/elite-circle/24373-vvhgs-littl...ne-place.html

Current Version: 1.0

vvhg
 
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Details: vvShowToolBar


November 16th, 2012
Size: 6.21 KB
vvColourBackgroundVariable 5 *
I guess it has been done 100 times, but anyways, here is my version.

It colors areas based on time of day.

Thread for discussion: https://nexusfi.com/elite-circle/24373-vvhgs-littl...ne-place.html

Current Version: 1.0

vvhg
 
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Details: vvColourBackgroundVariable


November 16th, 2012
Size: 2.88 KB
vvEMA
The normal EMA but with a setting for opacity.

The plot ignores the color set under "Plot" category and takes the one set under "Parameters"

Thread for discussion: https://nexusfi.com/elite-circle/24373-vvhgs-littl...ne-place.html

Current Version: 1.0

vvhg
 
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Details: vvEMA


November 16th, 2012
Size: 2.24 KB
Fisher Transform of Stochastic Oscillator 5 *
By applying the Fisher Trasform to the %K, the problems with the stochastic getting stuck near its extremes are eliminated. This indicator is designed for minimal use of CPU resources with COBC false.

This is a work in progress. Considering adding the Inverse Fisher Transform of the %K later. One of the better known guru trading rooms sells this for a high price, referring to it as the "Cyclone" indicator. It is doubtful that their expensive version is coded to run as efficiently as this one.

Maybe I will apply this to the Cumulative Delta.....
 
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Details: Fisher Transform of Stochastic Oscillator


November 14th, 2012
Size: 11.38 KB
vvHollowVolumeUpDown
This indicator draws hollow volume histogram bars.

Thread for discussion: https://nexusfi.com/elite-circle/24373-vvhgs-littl...ne-place.html

Current version: 1.0

vvhg
 
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Details: vvHollowVolumeUpDown


November 10th, 2012
Size: 2.54 KB
SierraCharts: Upload to BMCharts
This study, when added to a chart, will upload a screenshot to the chart to which it is added to bmcharts.

A url to the image on bmcharts is on the clipboard when the upload is finished, ready to paste into forum posts.

Discussion thread:
https://nexusfi.com/sierra-chart/23986-sierra-chart-auto-upload-screenshot-bmcharts-com.html

you have the option to:
- choose if a sound should be played when uploaded
- if the url to the image on bmcharts should be enclosed by [IMG] [/IMG]
- choose if the caption of the window should be hidden while taking the screenshot.
- choose the shortcut key
- use mouse to start the capture

default shortcut key is ctrl-alt-k

The zip contains source cdoe (must be compiled with visual studio)

and screenshot.dll (i precompiled this for those who doesnt have visual studio) - just put it in the sierrachart data directory and the custom study will be available

Changelog:
November 2 2012: Mouse button mapping as an option and a right-click context menu button
 
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Details: SierraCharts: Upload to BMCharts


November 2nd, 2012
Size: 16.10 KB
Email Screenshot Stochastics
Heres a cool indy I had written a while back. Its just a basic NT stochastics, but it sends email with a screenshot when the stochastics gets to a certin level. Its real picky about window size and will send a black image if its not happy. It might give you a base for something like it added to another indicator. It's great to get alerts to you phone while at the day job. ;-)

C
 
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Details: Email Screenshot Stochastics


October 30th, 2012
Size: 11.81 KB
strategy based on Sentiment Zone Oscillator 5 *
Strategy based on the Sentiment Zone Oscillator, as described in Stocks and Commodities - April 2012 (http://traders.com/Documentation/FEEDbk_docs/2012/05/Khalil.html)

This strategy is set up for long entries only and also has certain time variables (trade entries will only occur during these specified time periods) which can be modified or removed altogether.

Sentiment zone oscillator

The sentiment zone oscillator (SZO) is a leading contrary oscillator that measures the extreme emotions of a single market or share. It measures and defines both extremes, bullishness (overoptimism) and bearishness (overpessimism), that could lead to a change in sentiment, eventually changing the trend of the time frame under study.

The SZO was devised on the belief that after several waves of rising prices, investors begin to get bullish on the stock with increasing confidence since the price has been rising for some time. The SZO measures that bullishness/bearishness and marks overbought/oversold levels.
 
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Details: strategy based on Sentiment Zone Oscillator


October 28th, 2012
Size: 13.00 KB
semi-auto strats with buttons 5 *
These two strats -- one for long only entries one for short only entries -- allow a trader to, by simply clicking on the button for long entries or button for short entries, immediate initiate a position that will automatically also enter profit target and stop limit orders (which adjust on each tick).

The strats also have a red line for the stop order price and green line for the profit target order price, each that adjust on each tick.

These strats are helpful if you want to manual enter the market at a particular time, based on one or more indicators that guide you, but do so quickly and have your stops and profits automatically programmed. a way to make sound decisions on entries and still have limited human judgment and emotion play a role in exits.

The profit targets and stop order prices, once a trade is open, cannot be adjust like they can if you were using the Ninja chart trader function.

Very useful in fast moving markets too -- quick entries and continued quick move in your directions takes you out for a profit without having to waste time and energy thinking about exit prices.
 
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Details: semi-auto strats with buttons


October 27th, 2012
Size: 3.55 KB
strategy for "Congestion Box For Range Bars" indicator 5 *
On this site, someone posted a "Congestion Box For Range Bars" indicator. The attached is a strategy that takes signals based on the congestion box concept, but slightly different in that this strat takes a trade long or short on the bar immediately following the last bar in the congestion box. Currently, the strat is coded so that it runs on currency futures (6A, 6E, etc.) or crude futures (CL). You'd have to adjust the breakeven, stop and profit targets by multiplying by 10, I believe, to run on spot fx.

good luck.
 
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Details: strategy for "Congestion Box For Range Bars" indicator


October 27th, 2012
Size: 7.98 KB
strategy that allows scaling-in of positions 5 *
The strat entry condition is a (crappy, suggest replacing with something more reliable) ParabolicSAR signal. You can replace it with whatever you wish -- the intent here is to provide the "scaling-in" code/architecture.

Here's a link to a video that demonstrates this precise scaling-in strategy.

 
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Details: strategy that allows scaling-in of positions


October 27th, 2012
Size: 3.94 KB
jd Donchian Trader 5 *
Here is the Basic Version of the Donchian Channel that I had modified, as far as I know this version is working fine. The screen shot attached will show how I changed the plots as seen. I hope you might be able to use this on any market you trade and is not set to be only used on the ES, everything is rounded to the nearest tick and with the off set inputs you should be able to put on any chart or market.

Thanks to everyone that posts indicators in this section and I'm glad I am finally able to add something I find of value.

I am running this on NT7 so I don't know if it will run on earlier versions
 
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Details: jd Donchian Trader


October 26th, 2012
Size: 7.03 KB
DT Oscillator V1.10 5 *
DT oscillator is an efficient version of RSI and stochastic integration.
This version converted from MetaTrader code.

Additional information can be found here:

https://thehovistrader.wordpress.com/indicator-strategies/dtosc/




Release October 25, 2012, Version 1.10
Exported using NT version 7.0.1000.11
 
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Details: DT Oscillator V1.10


October 25th, 2012
Size: 6.20 KB
Oscillator, Elders Force Index 5 *
A simple and classic momentum oscillator from Dr. Alexander Elder. This optimized version has the same features as the one that was posted on the Ninjatrader forum, with the added option of using the WMA.

However, the version on the Ninjatrader forum, aside from the usual inefficient method of making calls to external classes (that people everywhere, including here are so fond of) also had a crude and primitive method for selecting the types of MA's to be used, which I replaced with Enums. This was one of the worst programmed indicators that I have found so far.
 
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Details: Oscillator, Elders Force Index


October 11th, 2012
Size: 9.33 KB
GoTo Bar ChartControl 4 *
There is an internal method GoTo in ChartControl class from NinjaTrader. With attached code you can use method to make bar at specified date visible on chart. This is a solution for thread https://nexusfi.com/ninjatrader-programming/3579-goto-bar-chartcontrol.html

Attached an example to use it on strategy analyzer for backtesting. Left mouse click will go to previous execution and right mouse click will go to next execution
 
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Details: GoTo Bar ChartControl


October 7th, 2012
Size: 4.58 KB
Unfinished Business 5 *
 
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Details: Unfinished Business


September 24th, 2012
Size: 2.11 KB


Keywords: unfinished business bid x ask
New: K_Trender_TopChart_v2a for ToS 5 *
Updated with V2a, corrected only the channel type names (for technical correctness).. Donchian Channel is the Highest/Lowest for a period, which produces a boxy-looking channel.. that's my favourite (google Donchain system). i don't know a technical term for the channel when you take an EMA of highest/lowest which produces a curvy-type channel, so i refer to it as DonchianEMA. the rest is the same .. no calculation changes...

Here's a "Swiss Army Knife" study for fellow ToS'ers .. big thank you to my good forum friend, HGuru, for helping me complete this ...

this is a many-in-1 study, that provides a choice of price channel of many that are commonly used (Keltner, Highest/Lowest, Elder, Keltner, Bollinger..etc), and provide 2 types of signals, based on momentum of 2 EMA lengths of price (Length & Fast_Length):

1 - the primary Momentum signal is based on the main length you set in the study, and is reflected in the color of the price channel itself (green = Up = go Long, red = Down = go short, yellow = retrace or "in-transition")
(pls remember this is momentum and not trend .. though the study has the word "Trender" in the name)

2 - the secondary signal is based on momentum of the fast length EMA. and is only Up or Down. (i would usually take Up position in a green channel or down position in Red channels, so maintain direction with the primary momentum)


there are many other settings we built-into the study to play with and customize for improved visualization. better visual = better decision.. you see in the screenclip how many "personalities" we can get with different options. from settings you can do anything from hiding all elements and leaving only the secondary signals, to fully using it as your trading system, if your system is built around ATR or BB, with the added benefit of the momentum signal. you can combine with other studies you have (i'd suggest a trend following study) for a compact system that won't require lower plots (beside volume if you need it).
the calculation/CPU load this study requires isn't that much, even though it looks packed.

Settings to change length, Fast, Channel Type, the factor for the channel (for BB this would be the StDev, for Keltner the ATR factor, for Shifted EMA's the percentage...etc) - Hide the channel shading, hide/show the lines (the EMA's, the mid-channel, channel bands..etc)


there's an aggressiveness factor built in that we can set - basically this is like saying, "if the Fast Trend is decreasing and becomes less than 10%, this is as good as a negative momentum, and i want to trigger a signal to go short". Leave at 0 until you test this in your own setup and get comfortable with it.

the code is commented, and i'd ask to please keep this study only within BMT as it took a lot of work.

feedback appreciated, happy trading.
RedK
 
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Details: New: K_Trender_TopChart_v2a for ToS


September 23rd, 2012
Size: 9.46 KB


Keywords: momentum topchart trend redk tos trender
XavPriceActionTrend V2 5 *
This indicator identifies different market phases based on price action.

Phases
1. Up-Trend: An up-trend is a confirmed range breakout to the up-side, a consolidation continuation, or a down-trend that pulls back Initial Range ticks over n-Periods.
2. Up-Trend Consolidation: An up-trend consolidation period is when a new trend high has not been set in Consolidation Periods, but price has not pulled back Pull-Back Ticks.
3. Up-Trend Pull-Back: An up-trend pull-back is when price has moved down Pull-Back Ticks from the trend high. If price pulls back Initial Range ticks over n-Periods, the market is considered to be in a new down-trend.
4. Up-Trend Breakout: An up-trend breakout is when price moves Breakout Ticks above the current range high. If price remains above the range high for Confirmation Periods, the trend is considered an up-trend.
5. Upper Range: If the current range is at least Tradeable Range wide, and price is in the upper Range Percentage of the range, the market is in the upper range phase.
6. Range: The market is ranging if price is consolidating OR pulling back, BUT has not broken out of the previous high or low n-Periods from that high or low AND price has not moved Initial Range ticks over n-Periods in the same direction as a pull-back.
7. Lower Range: If the current range is at least Tradeable Range wide, and price is in the lower Range Percentage of the range, the market is in the lower range phase.
8. Down-Trend Breakout: A down-trend breakout is when price moves Breakout Ticks below the current range low. If price remains below the range low for Confirmation Periods, the trend is considered a down-trend.
9. Down-Trend Pull-Back: A down-trend pull-back is when price has moved up Pull-Back Ticks from the trend low. If price pulls back Initial Range ticks over n-Periods, the market is considered to be in a new up-trend.
10. Down-Trend Consolidation: A down-trend consolidation period is when a new trend low has not been set in Consolidation Periods, but price has not pulled back Pull-Back Ticks.
11. Down-Trend: A down-trend is a confirmed range breakout to the down-side, a consolidation continuation, or an up-trend that pulls back Initial Range ticks over n-Periods.

Parameters
Periods, Initial Range, Tradeable Range, Pull-Back Ticks, Breakout Ticks, Confirmation Periods, & Consolidation Periods: See Above Description
Color Outlines: Colors candle outlines according to the current phase.
Range Lines: Draws lines at the current range high and low. Note: This indicator updates the highs and lows based on price action. These lines could move in real time.
Range Zone: Draws a Range Color rectangle during ranging periods from the current range start period to current bar,
Zone Opacity: Opacity of the Range Zone rectangle.

Message Parameters
Phase Message: Draws a text box with the current phase in the in the selected position.
Message Position: Positions phase message in desired corner. 1=Upper-Right, 2=Lower-Right, 3=Lower-Left, 4=Upper-Left
Message Font: Font used for phase message.
Font Size: Font size used for phase message.

MTF Parameters
MTF: If true, a custom MTF data-series is used to calculate market phases.
Periods: Periods or value of custom MTF input series.
Period Type: Type of periods used for custom MTF input series(Day, Minute, Range, Second, Tick, or Volume).

Colors
-The colors for the 11 market phases can be set by the user.

Please visit the discussion thread for a sample MTF template.

Discussion Thread:https://nexusfi.com/elite-circle/23149-xavpriceactiontrend-discussion.html

Enjoy

Change-log:
9/16/12 - V1b released. Added Range Zones and Phase Message. Fixed 1 bar lag for range.
9/17/12- V1c released. Fixed pull-back to new trend bug.
9/22/12- V2 released. Added MTF capabilities. Made range max and min public dataseries. Made message customizable.
 
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Details: XavPriceActionTrend V2


September 22nd, 2012
Size: 10.78 KB
Ultimate Oscillator 2 5 *
Took a few minutes to improve the function and performance of this "stock" Ninjatrader® indicator. This should give the same results as the Ninjatrader® version but is a lot more efficient and has multicolor plotting. Aside from that there is nothing new here.


Quoting 
Developed by Larry Williams in 1976 and featured in Stocks & Commodities Magazine in 1985, the Ultimate Oscillator is a momentum oscillator designed to capture momentum across three different timeframes.

https://stockcharts.com:443/school/doku.php?id=chart_school:technical_indicators:ultimate_oscillator
 
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Details: Ultimate Oscillator 2


September 19th, 2012
Size: 4.57 KB
K_TraderRibbon_v1 for ToS 5 *
Update: see journal link below for more details on using K_Tarder_Ribbon in multi timeframe.

https://nexusfi.com/trading-journals/21136-learning-journal-redk-trading-options-3.html

This study was inspired by the 9/30 method setup... hope others will find it useful. it's amazing how few lines of code can produce something as effective and nice looking (they don't have to be ugly, you know... )

  • The K_Trader_Ribbon is a trend following setup based on 2 crossing-MA's concept.
  • we use WMA and an EMA of shorter length of that WMA.
  • the "ribbons" shade the area between the EMA, the WMA, and the midline of the Hi/lo Channel of the WMA.
  • the price/WMA will be on either sides of that channel depending on up/down trend ..
  • visualizing it this way hides a lot of unnecessary noise..
  • we can also better visualize the "buy" area (light shading) and the "exit loss" areas (inside the darker shades or if price penetrates the TrendLine)
  • added a buy/sell signal (up/down arrow) based on the crossing of the WMA with it's EMA (it provides the earliest signal) beside the color clue (red/Green) for an established trend up or down.


couple of nice visual enhancements to expereiment with(hi-contrast clouds and hide/show all lines) - see screenshots

try different length settings.. i liked 4/3 and 6/3 on a 5min chart..

Adjust length settings based on underlying & time aggregation until you see the price bars penetrating the ribbon to the other side of current trend *just before reversal*, and staying within the ribbon during retraces.. this will be the best settings in most cases..

feedback welcome.. pls keep within BMT.

Thank you,
RedK
 
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Details: K_TraderRibbon_v1 for ToS


September 11th, 2012
Size: 2.14 KB


Keywords: ma redk ribbon thinkorswim tos trend wma
XavGlassBoxV1
This indicator is used to analyze the effectiveness of simple automated strategies. The GlassBox dynamically monitors the maximum favorable excursion (MFE) and maximum adverse excursion (MAE) of a recent sample of trade signals produced by those strategies. By manipulating the Target %Profitable, Minimum MFE, and Minimum MFE/MAE variables, the user can then determine which strategies' trade signals are plotted on the price chart.


The Strategies

The strategies tested by the GlassBox are based on eight signals. Four of the signals are "fast" signals; four are "slow" signals. Each of these eight individual signals is itself a strategy, and by combining each fast signal with each of the four possible slow signals an additional sixteen combination strategies are generated.


Signal Inputs

Each of the eight basic signals has five potential inputs.

1) Indicator: The name of the indicator, with its parameters in parentheses.

2) Plot: If the indicator entered in (1) has multiple plots, the name of the plot used for the signal is entered here.

3) Slope Signal: If set to "true", the slope of the indicator plot selected in input (2) is used as the signal. A positive slope will trigger a long position, a slope of zero will signal a flat market position, and a negative slope triggers a short position.

4) Price Cross: If set to true, a long position will be triggered when price crosses above the indicator plot chosen in input (2). If price crosses below the indicator plot a short position will be triggered.

5) Cross Value: If neither the slope signal approach nor the price cross is chosen, the final option is the value cross. When the indicator plot chosen in input (2) crosses above the Cross Value a long signal is generated; when it crosses below a short signal fires.


Strategy Analysis Parameters

1) Trade Memory: The number of trades stored in memory for each strategy.

2) Minimum Bars: The minimum number of bars a trade must be active before it is stored in memory.

3) Target %P: The target percent profitable desired by the user. This is the percentage of the trades stored in memory that reach the Target MFE without going beyond the Target MAE.

4) Slippage: The slippage in ticks per turn used to adjust the Target MFE and Target MAE calculations.


Strategy Plot Parameters

1) Min MFE: The minimum Target MFE that a strategy must reach in order to be plotted.

2) Min MFE/MAE: The minimum Target MFE / Target MAE ratio required for a strategy to be plotted.

3) Plot Averages: If true, the Average MFE and Average MAE of the profitable trades will be plotted as triangles, but only for those strategies that meet the conditions set by Strategy Plot Parameters (1) and (2).


Strategy Plots

The GlassBox will plot entry signals that include an arrow on the entry bar, the Target MFE for the corresponding strategy, and the Target MAE for that strategy. If Plot Averages is set to true it will also plot Average MAE and Average MFE. The plots themselves are coded according to color (for fast signal strategies) and dash style (for slow signal strategies). This allows the user to identify the strategy that is signaling based on its plot.

Fast Signal Strategies
Indicator1 is red
Indicator2 is green
Indicator3 is blue.
Indicator4 is fuchsia

Slow Signal Strategies
Indicator5 is dashed
Indicator6 is dot
Indicator7 is dash-dot
Indicator8 is dash-dot-dot

Combination strategies can be recognized on the chart by combination plots. For example: a combination strategy involving Fast Signal 1 and Slow Signal 1 will be plotted as a red dash.

Signal plots will be removed from the chart if the signal condition fails to remain valid for the minimum bars set by the minimum bars parameter. A sound alert will play if an entry signal is removed from the chart to let the user know that the original signal is no longer valid.

For more a more detailed explanation and discussion visit this thread:https://nexusfi.com/elite-circle/22818-xavglassbox-discussion-automated-signal-analysis-discretionary-trading.html
 
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Details: XavGlassBoxV1


September 9th, 2012
Size: 11.48 KB
XavICDv1 4 *
This indicator creates a convergence-divergence indicator, similar to a MACD, using any two indicator plots.
Parameters:
Fast Indicator: Enter the fast indicator name and parameters here. Ex: Stochastics(7,14,3)
Fast Indicator Plot: Enter the name of the plot you want to use as an input for the fast indicator. Ex: D
Slow Indicator: Enter the slow indicator name and parameters here.
Slow Indicator Plot: Enter the name of the plot you want to use as an input for the slow indicator.
Smooth Periods: Number of SMA periods used to smooth the ICD plot.

The three plots are Avg, Diff, and ICD which are exactly like the MACD plots.

Big thanks goes out to @gomi and @NJAMC for their indicator instantiating code.

Discussion thread: https://nexusfi.com/elite-circle/22946-xavicd-discussion.html

Enjoy
 
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Details: XavICDv1


September 7th, 2012
Size: 4.87 KB
MASlopeMTF V1.51 5 *
Changes from previous version:
1. Change slope calculation to normalized, so it's now compatible with MASlopeMulti.
2. Add additional MA.


MASlopeMTF, it display MA slope (only) of different time frames, it doesn't display the MA line itself.
Colored background colored by slope.
User defined text for slope box.
Currently it displays only real-time slope, no history at this version.

Release December04, 2011 version 1.40
Release September 03, 2012 version 1.51

Exported using NT Version 7.0.1000.10
 
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Details: MASlopeMTF V1.51


September 3rd, 2012
Size: 59.00 KB
MTFAnalyzer V1.72 5 *
Changes from previous version:
1. Advanced divergence removed, simple divergence optimized, fix divergence bug.
2. Add DM trend filter to all time frames.
3. Add additional MA.
4. Improved markers mechanism with the addition of dynamic offset based on ATR.
5. Add background options.
6. CPU performance should be approximately 20% better after code optimization.


The indicator provides real time analysis of user defined set of conditions which can be enabled separately for up to four time frames simultaneously, the result is real-time true/false signal for the selected combination.

Features:
  • Current intra bar trend direction.
  • Current intra bar counter trend direction.
  • Four selectable MAs for each TF with user defined slope or rising/falling.
  • Two MAs divergence for each TF.

This new version comes as protected assembly.
Release February 27, 2012 version 1.59
Release September 03, 2012 version 1.72
Exported using NT version 7.0.1000.10




 
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Details: MTFAnalyzer V1.72


September 3rd, 2012
Size: 171.65 KB
MAPackage V1.41 5 *
Changes from previous version:

1. Add additional MA.
2. Add color MA line by slope option.

The indicator plots 8 MA's with different functional and visual properties for each one.

Release February 27, 2012 version 1.1
Update June 30, 2012 version 1.3
Update September 03, 2012 version 1.41

Exported using NT version 7.0.1000.10
 
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Details: MAPackage V1.41


September 3rd, 2012
Size: 61.48 KB
MASlopeMulti V3.42 5 *
Changes from previous version:

1. Advanced divergence removed, simple divergence optimized
2. Separation to second MA is now available also when second MA is disabled.
3. Additional options at section 6.1 Paint Bars Type.
4. Additional options at section 5.4.1 Background mode.
5. DM filter is improved with more advanced options, filter result can be reflected to the followings: Paint Bars, MA line, Background, all options are listed at section 7.1.2
6. Fixed few minor bugs, also CPU performance should be slightly better after optimizing several parts in code.

Compatibility to previous templates: it depends on the options are used, changed properties may not keep its previous value.

Existing features:
1. Double MA capability (optional), each MA type can be doubled with any other MA type except momentums, which can be doubled with itself only.
2. Display real-time and history MA slope (normalized).
3. Divergence with second MA mode.
4. Display MA line colored.
5. Optional colored background.
6. Optional colored Paint bars.
7. The following coloring modes are enabled independently for MA line, background and paint bars:
1. By slope threshold.
2. By rising/falling.
3. By support/resistance mode (when time bar closes above MA line, it become a support, and vice versa).
8. By support/resistance mode with slope threshold.
9. By support/resistance mode with rising/falling.
10. Paint bars contain additional filter for specific trend type.
11. User defined text for slope box.
12. DM filter

Please remove previous version and restart ninja trader, before installing this release.
This new version comes as protected assembly.

Updated December 25, 2012 version 2.83
Updated February 28, 2012 version 3.10
Updated June 30, 2012 version 3.35
Updated September 03, 2012 version 3.42
Exported using NT version 7.0.1000.10
 
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Details: MASlopeMulti V3.42


September 3rd, 2012
Size: 168.73 KB
Trend Status V1.64 5 *
1. Show real time trend direction, based on the following features and help to visualize underlying trend.
1. Display long/short status based on main MA is above/below second MA
2. Optional, Display how many support/resistance MA's are above/below main MA(up to three MA's).
3. Optional DM direction trend filter.
4. Optional N bars high above/low below, reference MA as trend direction/filter.
5. Selectable 14 MA types
6. Selectable price type for each MA.

Release September 03, 2012 version 1.64

Exported using NT version 7.0.1000.10
 
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Details: Trend Status V1.64


September 3rd, 2012
Size: 50.04 KB
Update(2): KR_Trender_v5 5 *
updated .ts file to reflect correct version # and add a quick change log.. no code changes. thanks to Hguru for the feedback...
Another update from previously posted KR_Trender_v4 for ToS. Inspired by some research around the 9/30 method, i needed something to show me the fast price move on the short-term compared to the prevailing longer-term trend to better identify entry points. initially i used Slow/Fast Stoch & Stoch Momentum but wasn't convinced. I went ahead and added a Fast_Momentum to KR_Trender.

for me, this is a 3 in 1. The concpet behind the calc of Fast_Mom and Trender lines is close to MACD (but more elaborate as we look at 3 EMA's not 2 - and Trender is bounded -100 to 100, where MACD isn't). then we have a representation of fast momentum (save the space of my SMI), and we have the "full trend flag" indicator when the price AND all the 3 EMA's align in a full trend formation.

on the top screen, i show the actual 3xEMA setup i used to originally develop the concept of KR_Trender, the shading is based on a BB, but has nothing to do with Trender, but it changes color based on the Trend state (Full up, Full Down, or in-Transition).

- Fast_Mom is calculated as score of the fast EMA vs it's own Hi/Low Channel. this is the same concept used by Stoch & Stoch Momentum, but then it's scaled to same scale as the main trend line - enabling mathematically comparing the 2 as rate of change of price taken from 2 diferent views.
- a crossing between Fast_Mom and Trender means the rate of price change on the short term has started to exceed, slow, or change direction from the longer-term rate of change. A crossing of zero means the shorter-term trend is reversing. if that's strong enough of a move, the longer trend will follow.
- once you get to use it, you will see the 2 lines sort of pull each other. retraces and pullbacks that provide good position entry points are much clearer as identified by the Fast_Mom line (that was my main issue)
- i kept PPS (Person's) indicator on top chart - Fast_Mom compares very well against PPS signals. many times beats it to indicate a change up or down. so that made me happy.

Other improvements:
- can show/hide Fast_Momentum plot
- can change length of Long_term Trend period. if equal to or below the main length, it will be ignored.
- Adjusted smoothing calc to only use EMA smoothing, as HMA causes an issue with chart labels in ToS
- Fast_Price_weight now 0 by default to allow focus on long-term trend and Fast_Momentum.
- Fast EMA is always taken as half of the main length

suggested Length/Long_Trend settings: 10/20 or 8/16 for intraday and 20/40 or 20/50 for longer term. Should not use Length lower than 4.

i used KR_Trender on a 5min chart as well as on daily/week . initial results are positive and tested well in live trading.

feel free to use, comment and feedback, and please keep only within BMT.

RedK
 
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Details: Update(2): KR_Trender_v5


August 31st, 2012
Size: 5.03 KB


Keywords: kr_trender momentum redk thinkorswim tos trend
MVTC_Vol_Ver1 5 *
This volume indicator is based on Gail Mercer's article in the Sept. 2012 issue of TASC. It colors the volume bars based on whether the price bar is an up, down, outside, or inside price bar.

The logic is as follows:
- Up bar = current high > previous high and current low >= previous low (green vol bar)
- DownBar = current high <= previous high and current low < previous low (red vol bar)
- OutsideBar = current high > previous high and current low < previous low (gray vol bar)
InsideBar = current high <= previous high and current low >= previous low (transparent vol bar)

Any suggestions for improvement are welcomed.

Ron
 
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Details: MVTC_Vol_Ver1


August 28th, 2012
Size: 3.51 KB


Keywords: color volume
KR_PriceLevels_v1 for ToS 5 *
here's a quick one.. inspired by range charts, but simplified and still painted on regular time charts..

i needed something to help me spot common S/R levels and also watch price moves between levels of either % of price or in blocks of a certain dollar value (0.2, 0.5, 1.0 ... etc)

default is to show moves in increment of 0.5% of all-time (based on chart) mid-price, but can be changed to better suit the time aggregation and the underlying price range we're looking at (for shorter timeframe, you may want to look at $.25 levels, for a stock like AAPL you want to look at a $5.0 increments and so on)

The percentage level value is always approximated to the nearest multiple of $0.1 to make it meaningful.

if there's a setting in Override Range Unit, then that's the one the study will use as a unit for the incermental levels.

you can show/hide the levels calc details labels on top using the study settings.

found it interesting and it helps hide a lot of noise from price - also comes closer to my own view of Darvas so thought to share for the Range Chart & breakout trading fans..
Cheers,
RedK
 
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Details: KR_PriceLevels_v1 for ToS


August 23rd, 2012
Size: 1.58 KB


Keywords: breakout levels price range redk thinkorswim tos
ALTOGomMP --> Several enhancements/features to GOM MP including Naked VPOC and Naked GAP. 5 *
Enhancements to GOM MP :

1. Added new SPLIT session mode, that will show AH and RTH profiles together in one chart. Works with other types as well.
2. Added Display profile levels such as Trading Session High, Trading Session Low, Mid, VPOC, Value Area High and Value Area Low
3. Added IB minutes parameter to allow you to set initial balance of your preference. IB parameter is turned off for AH session. IB won’t show if you have bar set to more than IB minutes.
4. Enhanced Developing VPOC function. Displays now straight progressing line for clear visibility.
5. Added Naked Vpoc levels with an option to display closed naked vpocs
6. Added Naked Close (GAP) levels with an option to display closed GAPS
7. Added option to display the naked level date and price level to the right panel
8. Added Summary section below the Profile that displays total profile volume with an option to format kilo, million and no formatting.
9. Added Summary section below the Profile that also display Initial Balance range and Daily range.
10. Added option to compute profiles for all bars on the chart vs on screen bars. This is important for naked levels in the past computation and display on screen without a need to squeeze the chart to naked level day.

Updated 05/21 :
Fixed IB settings for 24/7 & RTH Template;
[IB] summary level display adjustment dynamically to the top of the range.

Updated 05/22 :
Upgraded to GOMi's 4.6 version- Thanks to TimeTrade@BMT
Added a separate Pen style for dVPOC.

Updated 05/23 :
Fixed issue with the price display for currency and Bond markets

Updated 05/25 :
Added option to turn the status message off <8.13>
For this to work, additionally download and compile Hot Key Manager file from here GomHotKeyManager

Updated 05/26 :
Fixed Serialization problem for Fonts

Updated 05/27 :
Added toolbar buttons to set profile attributes.
Added option to show IB for overnight session
Added option to set color for summary text
Added option to set color for naked level text
Added option to show Continuous VA/VPOC/VWAP

Updated 05/28 :
Fixed the screen flicker issue

Updated 08/21 :
Attempt to fix performance problem reported during the RTH session start

First read details here : https://nexusfi.com/elite-circle/20321-altogommp-several-enhancements-features-gom-mp-including-naked-vpoc-naked-gap.html
 
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vvFocusTitlebar 5 *
An indicator that adds title bar auto hide function to NinjaTrader.
As soon as the chart window loses focus the title bar gets hidden, when the chart gains focus the title bar appears again.
Option to chose between three styles when the window has no focus:
Standard
Sizable with Border
Fixed with single line Border

Thread is here: https://nexusfi.com/elite-circle/9051-crosshair-gauge-stops-targets.html

Also works together with HideTitleBar indicator. In that case set the HideTitleBar-indicator-option Chart changes disabled to TRUE.

Changelog:
Changed name to vvFocusTitlebar.
Aug 7 2012: v1.2, Got rid of the timer and now use focus events.
Aug 19 2012: v1.3 Fixed bug when scrolling chart with arrow keys
vvhg
 
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Details: vvFocusTitlebar


August 19th, 2012
Size: 3.03 KB
vvCrosshairGaugeWithPrice 5 *
The CrosshairGauge now with added prices on the lines.

Version1.0

Thread is here: https://nexusfi.com/elite-circle/9051-crosshair-gauge-stops-targets.html

There are several other versions in the thread.

Changelog:
Changed the name to vvCrosshairGaugeWithPrice.

August 17 2012: v1.1
when applied to a chart it is hidden by default now.


vvhg
 
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Details: vvCrosshairGaugeWithPrice


August 18th, 2012
Size: 5.31 KB
KR_SMI_v2: based on Stochastic Momentum Index (SMI) for ToS 5 *
if you use a Momentum study to identify swings, or start/end of a price move, you may like this one.
in KR_SMI, i try to improve the visulaization and signal of ToS's Stochastic Momentum Index

1. i didn't like that it uses double EMA, so i changed that into a single-time EMA.

2. K Period, d Period .. confusing.. in reality SMI tries to identify the recent movement compared to a longer-term price shift. so i changed that into Look_Back_Period and Length

3. Signal is generated thru a crossing with a slower/smoothed EMA of SMI line. in reality, we can see the change of SMI line trend using colors and get an earlier signal for swings or price move shifting direction (Green = momentum up, red = momentum down, Yellow = possible swing detected)

4. crossing the zero line means a lot (momentum reversing). this is ignored in original indicator. so we added a zero line. Overbought/oversold are at +/-50% by default - but you can change that

screenshot shows how this compares vs the classic SMI in ToS

Best used together with a trend following indicator for a confirmed entry/exit signals.

just realized all the indicators i posted are optimized for dark chart background color. they will look ugly on light-color charts. sorry for that.
beware of a bug in ToS, when you use Inertia or Hull smoothing with AddChartLabel, and you try to enter a lower smoothing value in study settings, the indicator calc behaves erratically. if that happens, remove/re-add the study to your chart. i just found out about that and will report it.


as usual, please do not share outside BMT.
All feedback welcome,
RedK
 
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EuroStoxx50 data from GOM
Here is a zip file with data recorded using GomRecorder. It is not 100% perfect as I run it on my single PC that I travel around if needed (without internet connection) but I thought at least something...

The data are from November 28, 2011 till July 23, 2012.
 
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Details: EuroStoxx50 data from GOM


August 12th, 2012
Size: 12.55 MB
Gradient Color Bars Indicator 5 *
NT 7.0.1000.10

**Do not share, distribute, or modify the Gradient Color Bars Indicator or the idea for use outside the BMT Elite community or for commercial purposes**

Gradient Color Bars:

The concept of coloring bars is nothing new and everyone does it for certain filters. However, the idea for using gradient color bars to spot price divergence may not be new, but has gone un-noticed by many.

The fact that no one (I know, there will be some claims to the contrary) has been able to write a decent divergence indicator is because computers can only follow rules and limits. Human eye on the other hand can spot a bird in the sky whether it is 100 yards away or 99.99999 or 100.00001, regardless of the number of decimals (yes, provided the person is not blind).

So, it makes sense if one can spot divergence by subtle changes in the gradient coloring of the bars where a computer might miss because it was not instructed to “see.”

What I think is original about this indicator (for future claims) is applying the concept to a variety of conditions and filters to spot divergences (among other price behaviors) where the usual indicators and computers will miss most of the time.

This simple indicator has much potential. The current version is based on one filter. The goal is to bundle a number of filters and let the coloring be done based on the most relevant and promising filter. So, future versions will include other methods and filters for gradient color bars.

As with any indicator (Stoch, RSI, etc.), this filter cannot be used on its own alone. I am considering to use one version of this indicator for confirming price action and formations at different time frames as a trading tool.

This version includes candle outlines to better determine if a bar is an UP bar or a Down bar. The indicator is best viewed on a chart with Silver background.

Please refer to a thread with the same name for Color Gradient Divergence rules here:

https://nexusfi.com/elite-circle/20413-gradient-color-bars-6.html

Cheers!!

July 24 2012: New color options.
August 12 2012: Bugfix, Apparently a couple of members are having issues with the option for candle outline.
 
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Details: Gradient Color Bars Indicator


August 12th, 2012
Size: 11.33 KB
vvSuperGauge 5 *
Based on the RRforcory, this also shows position sizing and has two modes: R/R or fixed targets.
Supports up to 3 targets and one stop.
v1.0

Thread is here:https://nexusfi.com/elite-circle/9051-crosshair-gauge-stops-targets.html

vvhg
 
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Details: vvSuperGauge


August 8th, 2012
Size: 5.30 KB
Update: KR_Trender v4 for ToS 5 *
Here is my big update of previously posted KR_Trender_v3 for ToS (aka, the Rainbow_Trender). My goal is to put together a trend detection indicator (based on multi-EMAs - the most basic and enduring concept), that makes it simpler to visualize good trends to ride, and more reliable to take positions, "add to position" in case of possible continuation, and exit if trend is found to be slowing down.

pls feel free to try with different instruments, timeframes, and provide feedback. (good & bad all welcome)...

full post where this started here
https://nexusfi.com/stocks-etfs-trading/21886-how-do-you-define-bullish.html

RedK

So what represnts an ideal trend, when is a "Full Trend Alignment" detected?
this is based on the calculation of an average "score" of price relative to 3 EMA's of different lengths, and of these EMA's each to the next longer one. to explain in chart terms: a full up trend is detected when the price (P, i use HLC3 by default) moves and stays above EMA10, AND the EMA10 crosses above EMA20 AND EMA20 crosses above EMA40. otherway around for an established down trend. now I don't have to plot all these EMAs on my price charts . i can also add more weight to score of price action relative to fast EMA for reduced lag of signal

Note: the EMAs are hardcoded in the study. i set only one in the study settings, and then it takes half length of it as the faster EMA, and double length as the slower length .. i thought of making all 3 lengths adjustable from study settings, but preferred to keep this part simple. for bigger timeframe trend, i can set to 100, knowing it will take 50, 100 and 200 EMAs into the calc


Key changes for v4:
Simplify visulaization: removed vertical lines (found them nice but confusing), replaced with Chart Labels.

Better position decision making:
Added visual clue when a full trend alignment is detected (small green/red squares)

Chart Labels reflecting:
  1. Trend Status Up, Down, or Retracing (Trend is slowing down or possibly reversing)
  2. Strength of price move: Weak, Medium, and Strong
  3. Position Recommendatoin: Long, Short, Break (this is where things get interesting. The position recommendation is made more strict. KR_Trender will only give a go "Long" or "Short" if a full trend alignment is detected (the Green/Red small squares) AND the move is sustained or getting stronger (in either directions up or down). otherwise, the recommendation is a "Break !" which means i should close the position, or add to it if other PA analysis tells me there's a chance of trend continuation.

Other changes:
exposed settings for desired Trend Level. i would keep it between 30 & 40, but you can try different values. also we still have an optional weight for score of fast price action relative to the 3 EMA's

Please do not share outside of BMT.. feel free to send me any feedback if you find this helpful in capturing trends (or not, or if you think i should simplify or add something i missed)
 
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Details: Update: KR_Trender v4 for ToS


August 7th, 2012
Size: 4.19 KB


Keywords: momentum redk stochastic thinkorswim tos trend trender
vvHideTitleBarSingleChart 5 *
Modifies the Window style of NinjaTrader windows. Like its big brother HideTitleBar, but only influences the chart it is on.

Current version is v1.1

Thread is here:https://nexusfi.com/elite-circle/22097-hidetitlebar-indicator-ninjatrader-title-bar-window-frame-modification.html

Changelog
Changed name to vvHideTitleBarSingleChart.

14 Sept 2012
Fixed issue where reloading charts or reconnecting applied the original style
Added hotkey Alt+B to switch between Standard and user selected style



vvhg
 
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Details: vvHideTitleBarSingleChart


August 6th, 2012
Size: 3.23 KB
XavNPDDOv3 (Normalized Price and Delta Divergence Oscillator) 5 *
This indicator normalizes price-delta and delta using a moving average and standard deviations. These normalized outputs are plotted on the same indicator panel, as well as the difference between the two. Please read this post for more details:
https://nexusfi.com/elite-circle/21837-xavnpddo-discussion-normalized-price-delta-divergence-oscillator.html

Enjoy

***This indicator utilizes the GOM Framework***

Edit:
7/29/2012 - Changed logic for normalization to make it statistically accurate
 
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Details: XavNPDDOv3 (Normalized Price and Delta Divergence Oscillator)


July 29th, 2012
Size: 26.52 KB
T3 Dual MA using Fulks-Matulich Algorithm 5 *
A version of this was posted in the "Get your free Ninjatrader Indicators here" thread. https://nexusfi.com/elite-circle/1261-want-your-ninjatrader-indicator-created-free-549.html

It colors the region between two T3 moving averages. They are not Fulks-Matulich moving averages. I think it makes more sense to say that they are T3 moving averages calculated by a method developed by Fulks and Matulich.


I saw possibilities for improvement so took the liberty of revising it. This version will have a drastically lower usage of CPU cycles than the version that I found in the pot luck thread.
 
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Details: T3 Dual MA using Fulks-Matulich Algorithm


July 28th, 2012
Size: 7.09 KB
KR_Trender V3 Experimental for ToS
this is a test version of KR_Trender. pls test and provide feedback. this is not a final indicator (yet).

pls see full post here
https://nexusfi.com/stocks-etfs-trading/21886-how-do-you-define-bullish.html

RedK

quick update to V3b.. still experimental and awaiting tester's feedback
1. Fix Typo (HL3 to HLC3), the calculation was correctly using HLC3.
2. trender will be yellow in the "no-trend" zone. Cyan when positive trend detected, and Magenta when negative trend is detected. you can still trade the no-trend zone, beside being more risky and unconfirmed, profit won't be as high as within a confirmed trend.
3. added an optional "weight factor" for the fast price action. this serves to magnify the short-term move vs the longer term trend (can be set to equal weight =1 in the study options)

my kids call this "the Rainbow" - so it's aka Rainbow Trender ..
all the best,
RedK
 
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Details: KR_Trender V3 Experimental for ToS


July 27th, 2012
Size: 3.49 KB


Keywords: redk thinkorswim tos trend trender
mahBradientColorBars 5 *
There seems to be a problem here: I uploaded the code as mahGradientColorBars2 but it is posting it without the 2 so I am not sure why it would do that. Easiest thing to do is just edit aligator's code.

I really like this indicator so hopefully aligator doesn't mind my version. I just like having my upcolors going green and downcolors colors going red. So if you are like me, then all you have to do is open the code and change 3 things in 2 lines;

downColor = (int) (255*(Value)/100);
upColor = 255-downColor;

to;

upColor = (int) (255*(Value)/100);
downColor = 255-upColor;

Obviously, the whole rationale that aligator has posted still stands but you just have the colors plotting in the opposite direction.
 
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Details: mahBradientColorBars


July 25th, 2012
Size: 6.04 KB
Cleaned up SharkTrend 5 *
Zondor was kind enough to go over my code for the SharkTrend and cleaned it up for me. I am not a programmer so I can assure you that this version is better than mine.  
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Details: Cleaned up SharkTrend


July 25th, 2012
Size: 7.74 KB
SharkTrend
There is nothing really new in the coding here as all I did was create an indicator from the ZSharkTrendStoch that paints the background of price based on the ZSharktrendStoch being under 10 or greater than 90. I am more of a visual trader so if I can modify things into arrows, lines on price or whatever makes things easier for me to see, then that is what I do.
 
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Details: SharkTrend


July 24th, 2012
Size: 8.06 KB
K_betterVolume_V1 for ThinkOrSwim
This is my modified version of the default VolumeAvg study in ThinkOrSwim.

the way my simple mind interprets volume move, i expect to see the volume bar Red for "down-days" (closing below the Open) and Green for "up-days" (Closing higher than Open).
  • Default logic in ToS's VolumeAvg study is different where volume bar color is based on trend, so compares today's close to yesterday's - or prior period's - close. Green of closes higher, red if closes below.
  • this quick customization enables me to switch between the 2 logics (Day vs Trend), default is "Day", so the Volume bar is colored based on period's open/close. (see a comparison in screenshot). you can use with any period or aggregation.
  • A double moving average has been added as an extra. i can see short-term (7 day EMA by default) volume vs long-term EMA(200 by default). for a better clue on sudden shifts in volume.
  • you can change settings for the study (Fast Period, Slow, and Volume Bias logic).
hope other fellow traders will find this as useful as i do,
RedK
 
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Details: K_betterVolume_V1 for ThinkOrSwim


July 23rd, 2012
Size: 915 bytes


Keywords: redk thinkorswim tos volume
KR_DMI_V4b for ToS 5 *
a small visual enhancement from KR_DMI_V4:
  • since we practically care about the Net DI (difference between DI+ and DI-), which shows what price pressure is prevailing (buying vs selling) and causing the move, i removed the original lines, and replaced with a zero-base cloud that represents that Net Difference.
  • removed smoothing in calc from DI lines and Net difference. allowing it to act as a "relatively" leading indy for price move.
  • it's now easier to spot divergence between that net DI difference "cloud", and Price Action or ADX movement, suggesting current trend move maybe about to end or ease down. see attached screenshot.
  • ADX line is still the same.
  • Default "trend" level changed to 25.
thanks, RedK
 
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Details: KR_DMI_V4b for ToS


July 21st, 2012
Size: 2.22 KB


Keywords: adx dmi redk thinkorswim tos
ToolBarOHLDataByThatManFromTexas 4 *
This is a simple indicator that displays the O,H,L of the day data and the distance in ticks the current Price is from each, in the toolbar.
 
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Details: ToolBarOHLDataByThatManFromTexas


July 20th, 2012
Size: 4.67 KB


Keywords: data ohl toolbar box
KR_DMI_v4 for ToS 5 *
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
 
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Details: KR_DMI_v4 for ToS


July 20th, 2012
Size: 2.11 KB


Keywords: adx dmi redk thinkorswim tos
XavDeltaOscillator 5 *
XavDeltaOscillator

This indicator is a Market Delta Oscillator. It plots Delta (Dark Gray and Silver), a fast HMA of Delta (Green and Red), a slow HMA of Delta (Cyan and Fuchsia), and the difference between the fast and slow HMA's.

The Moving Averages are colored based on whether they are rising or not. The difference is colored based on whether it is increasing or not. Market Delta is also colored based on whether it is increasing or not. You can turn off the Market Delta plot.

I have started a thread called Delta Oscillator Discussion where anyone can post comments or suggestions.

Enjoy

Edit 7/20/2012: Fully functional GOM Framework version can be found here:
https://nexusfi.com/elite-circle/21773-delta-oscillator-discussion.html
 
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Details: XavDeltaOscillator


July 18th, 2012
Size: 7.08 KB
Market Profile (dValueArea) 5 *
Since i couldn't find this indicator i will post it here.

Based on Market Profile, easy to spot Value areas, it works better on 30 min charts, to draw the lines to other charts, use global draw.
 
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Details: Market Profile (dValueArea)


July 15th, 2012
Size: 14.20 KB
XavPackV3 5 *
XavPackV3

This file includes four simple TS based. "Buys" are at or above Ask price, "Sells" are at or below Bid price. XavVolumeV3 breaks total volume down into "Buys", "Sells", "Buys" above Ask, "Sells" below Bid, and Total Volume. It also lets you know if there were more buys or sells, and if volume is greater than a set value. XavVisualTapeV3 helps you see "Lot" trades, "Block" trades, and all the volume information from XavVolumeV2. "Lot" trades are continuous buys or sells that have the same time stamp. From my understanding of TS, "Lot" trades indicate big orders being filled against smaller orders, and "Block" trades indicate big orders being filled against big orders. XavFilteredTimeAndSalesV2 takes time and sales, groups trades into "Lots", and then filters them by a user defined size (Similar to how the CME used to report trades). It also alerts you when Lot trades are made, and can tell you how many price levels the trade went through. This information is plotted directly on the chart. XavDeltaVolume plots Buy/Sell Delta, and Above Ask/Below Bid Delta.

XavVolumeV3:
-A simple TS based volume indicator
-"Buy" Volume - trades at or above ask price (Plotted as positive)
- Above Ask Volume
-"Sell" Volume - trades at or below bid price (Plotted as negative)
-Below Bid Volume
- Total Volume - Buys plus Sells (Plotted as positive)
-HighVolume: Volume level that will change the color of the TotalVolume Plot if reached.


XavVisualTapeV3:
-A simple TS based indicator that looks for Buys above Ask, Sells below Bid, "Lot" trades, and "Block" trades
-BlockSize: Minimum size for Block trades.
-ChartDisplay: Displays above ask volume(black), lot buy volume(green), block buy volume(blue), block sell volume(blue), lot sell volume(red), below bid volume(black), Buy Volume, and Sell Volume around current bar(% of total volume in parentheses).
-HistoricalPlot: Keeps the ChartDisplay on all bars, not just current bar.
-LineWidth: Width of the PlotBlock and PlotLot lines
-LotSize: Minimum "Lot" trade size.
-PercentMode: Plots all values in indicator panel as a % of total volume
-PlotBlocks: Plots small horizontal lines where block trades occur.
-PlotLots: Plots small horizontal lines where lot trades occur.
-PlotOffset: Offset multiplier for ChartDisplay based on ATR(14).
-Sound Alerts: Plays selected sound file when a Lot trade, or Block trade occurs.
-BigLotSize: Minimum size for a bigger lot trade. Plots triangles where these trades occur


XavFilteredTimeAndSalesV2
-This indicator takes time and sales, groups similar trades("Lots"), and filters them.(Similar to how the CME used to report trades)
-Output is plotted directly on chart
-FilterSize: The minimum size "Lots" you want to display
-TradeRows: Number of rows to display
-LotSizes: Different levels for trade sizes that will make the trade bold, change the color, and play sound alert.
-FontSize: Font Size
-Precision: Decimal precision of price
-PriceLevels: If set to true, it will plot a "*" for each price level crossed by the trade.
-Colors and Sound Alerts are customizable

***New algorithm for grouping trades fixed the lag issue, and more accurately spots bigger trades. I changed the algorithm because I found out NT removes millisecond information from timestamps***

XavDeltaVolume
-Plots Buy/Sell Delta and AboveAsk/BelowBid Delta


***Some Lot and Block trades will be missed if you do not use time based charts(Range, Renko, Volume,... etc)***

***Set your right margin to around 250***

Please feel free to improve these indicators if there is anything you would like to add to them. I started a thread called XavPack Discussion were anyone can post comments or improvements.

Enjoy

Version Changes:
6/29/2012 - XavPackV1: Changed lot and block plots from dots and diamonds to horizontal lines.
6/30/2012 - Added color options. Added sound alerts. Added line levels.
7/1/2012 - XavPackV2: Added more options. Changed ChartDisplay features.
7/4/2012 - XavPackV2a: Added XavFilteredTimeAndSales to XavPack and a few minor code changes.
7/14/2012 - XavPackV3: XavVolumeV3- added HighVolume, added line levels, code cleaned up. XavVisualTapeV3 - Added PlotOffset, higher values on ChartDisplay are highlighted, cleaned up code, changed grouping algorithm. XavFilteredTimeAndSalesV2 - Changed algorithm, added sound alerts, added size levels, added price levels, cleaned up code, added font size. Added XavDeltaVolume to XavPack.
 
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Details: XavPackV3


July 15th, 2012
Size: 17.25 KB
Perfect Divergence Indicator 5 *
This Indicator rules!!! why??!! it lets you choose any indicator you want to look for Divergence with price, you just have to go to indicator window, select the indicator and go to "Imput Series" and choose any indicator you want to look for divergence.

I have added some details and images on how to use this indicator, you can check it out here, https://nexusfi.com/trading-journals/20983-crude-oil-trading-6.html
 
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Details: Perfect Divergence Indicator


July 13th, 2012
Size: 6.23 KB
[double post]
[double post]  
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Details: [double post]


July 3rd, 2012
Size: 190.00 MB
Time Alerts Indicator 5 *
Exported: NT 7.0.1000.10

Time Alerts Indicator

Note: This Zip file includes the zip file for the indicator and four sound files. Please unzip twice then import the indicator zip file into NT and copy the sound files in NT Sounds folder.

This indicator plays up to 4 alerts at diffrent times of the day specified by the user. The alerts are simply reminders of whatever the user wants to hear at certain times. The default Sound files are designed for:

1. Reminder for open time,
2. Reminder not to over trade,
3. Reminder to let Market come to you, and
4. Reminder to make sure proper setups are in place.

To play the attached default audio files, they need to be installed in NT Sounds folder. To play sound files of your choice, simply edit the code and replace the audio file names with file names of your choice and recompile.

Please do not share or distribute outsides BMT Elite Circle or use for any commercial purposes.

Enjoy!

Revision 1, June 24, 2012
 
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Details: Time Alerts Indicator


June 25th, 2012
Size: 483.29 KB
Functions to draw rectangles with MultiCharts - v1
MultiCharts has functions to draw trendlines and arrows on a chart.
But functions to draw rectangles are missing.

The enclosed package provides for 18 simple functions which allow drawing, modifying and deleting rectangles, with a syntax similar to trendlines (TL_*).

Details are given in a PDF document available in the related discussion thread:
https://nexusfi.com/elite-circle/21084-multicharts-functions-draw-rectangles-multicharts.html

Nicolas
 
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Details: Functions to draw rectangles with MultiCharts - v1


June 18th, 2012
Size: 30.38 KB
Sierra Chart Session Merge
This version 0.1 of a session-merge customchart study for sierrachart.

Currently works for daily bars , but it does work with volumestudies too.

This version merges sunday with monday.

It is work in progress.
 
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Details: Sierra Chart Session Merge


June 14th, 2012
Size: 3.69 KB
Range Charts - position of the next close and the next open (for MultiCharts) - v1
This indicator can only be used for Range Charts with MultiCharts.

It indicates the possible location of the close of the current bar, and the open of the next. Either in case of up move or down move. So it draws 4 lines all together.

Let's take the example of a 8-range chart (8-point in MultiCharts' terminology).
Let L and H be the current Low and the current High of the bar under formation.

If the price moves up and reaches L + 9 ticks, the current bar will be closed at L + 8 ticks, and the next bar will open at L + 9 ticks.
If the price moves down and reaches H - 9 ticks, the current bar will be closed at H - 8 ticks, and the next bar will open at H - 9 ticks.

So, when a bar is under formation, the indicator draws 2 little dotted lines above the bar, at L+8 and L+9, as well as 2 little dotted lines below the bar, at H-8 and H-9. They correspond to the possible levels of the close of the current bar, and the open of the next, either in the case of an up move, or in the case of a down move.

It has to be underlined that, by definition of a range chart, these positions are not final. If the current H or the current L of the bar under formation moves, the dotted lines will move also.

However, as soon as current H-L of the current bar equals 8 ticks, we know for sure the position of the 4 above-mentioned open and close, and the line becomes solid.

Related discussion thread: https://nexusfi.com/elite-circle/20941-multicharts-indicator-range-charts-position-next-close-next-open.html
 
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Font Changer for NT Control Panel 1.1
Version: 1.1
Strategy Name in NT: ChangeFontNinjaTrader
Only tested for NT7

This code makes use of a strategy to change the default font within Ninja Trader. Add the strategy to the Strategy tab within the control panel. Choose your font and enable the strategy. The font will stay on whatever you choose until Ninja Trader is restarted. To reset back to the original font choose Default from the strategy and re-enable. Disable the strategy once the font is set.

Couple of notes:
- The code makes use of the active window condition. This means if you keep in enabled then goto a chart or a edit strategy it will change some of the fonts within the menus and options boxes.

- The code is setup to add additional fonts. See the "Font Types" section of the code.

- when adding additional fonts be sure to use a "_" underscore where ever there is a space.

- Add a comma to the end of the font name.

- The name spelling must be exact or it will change the font to the default setting.

Example of an entry:
Comic_Sans_MS,

Instructions can be found here on how to add a font type: https://nexusfi.com/ninjatrader-programming/20711-change-font-control-panel-ninja-trader.html

Final note:
Although this should not mess anything else up within Ninja Trader, be sure to use caution when using code which changes the default settings of a program. In other words: use at your own risk!!

SD
 
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Details: Font Changer for NT Control Panel 1.1


June 3rd, 2012
Size: 1.27 KB
CADF (Cointegration - Augmented Dickey-Fuller Test) 5 *
Augmented Dickey-Fuller Cointegration Indicator, Version 1.01
5/23/2012: Moved ALGLIB routines to separate ALGLIB "Indicator". No functionality changes.

This is posted for BMT Elite Members Only. Please do not share or distribute.

This indicator plots the augmented Dickey-Fuller statistic for residuals from a cointegrating regression. It can be used to show the probability that the prices of 2 instruments are "cointegrated". It would normally be used on daily data with a fairly long period.

It is based on (and was tested against) MATLAB code by James P. Lesage, posted at https://www.spatial-econometrics.com

Some numerical methods use code from ALGLIB (required ALGLIB "Indicator" included)
See https://www.alglib.net/

Recommended Reading: "Quantitative Trading" by Ernest P. Chan
also his blog at https://epchan.blogspot.com

The horizontal lines plotted by the indicator are the "Critical Values" for 1% (lowest line), 5% and 10% (highest line) levels. The indicator plots the statistic; lower values represent increasing likelihood of cointegration.
 
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Details: CADF (Cointegration - Augmented Dickey-Fuller Test)


May 16th, 2012
Size: 647.11 KB
ES (S&P 500) tick/minute 2004/2007 part 3 of 3 - Ninjatrader compatible 4 *
No holes - going back to when the ES started to become super popular.

Be certain to read the instructions before importing. Hit 'thanks' if it works for you
 
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ES (S&P 500) tick/minute 2004/2007 part 2 of 3 - Ninjatrader compatible 1 *
Part 2 of 3  
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ES (S&P 500) tick/minute 2004/2007 part 1 of 3 - Ninjatrader compatible 4 *
No holes - going back to when the ES started to become super popular.

Be certain to read the instructions before importing. Hit 'thanks' if it works for you
 
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6E (Euro) minute/tick going back to 2006/2009 - NT compatible 4 *
Don't forget to follow the instructions included.  
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Details: 6E (Euro) minute/tick going back to 2006/2009 - NT compatible


April 26th, 2012
Size: 161.13 MB
Sidhu Moving Average - Ninjatrader 5 *
Well Sidhu Moving Average takes best from all the different Adaptive moving averages and combines it into One Average.It utilizes FantailVMA1, FantailVMA3, Kaufman AMA and Chande 's VMA.While these averages have their own merits , however i couldnot be satisfied using just anyone of these because one exceled at smoothing the other at reponsiveness so i decided to adopt the middle path.This gave birth to SidhuMA.Its has option to select any one average to all the four different averages and what it does is, it plots the half of it on chart i.e (( Avg1 + Avg2 +Avg3+Avg4)/2) with WMA as smoothing factor.

The different averages can also be plotted on the chart along with the SidhuMA, just change the default color from transparent ot whatever you like.

This average gives you the best that is out there!



P.S :Special thanks to the creator of FantailVMA for doing an amazing job!
 
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Details: Sidhu Moving Average - Ninjatrader


April 25th, 2012
Size: 20.45 KB
DAX (FDAX) - tick and minute data - NT7 compatible 5 *
FDAX, the Eurex future of the DAX index, a blue chip index in Germany (EU).  
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Details: DAX (FDAX) - tick and minute data - NT7 compatible


April 22nd, 2012
Size: 95.03 MB
Swiss Frank (6S) future - minute and tick data - NT7 compatible
The swiss franc is not as popular, but add this data to your arsenal so you can try out some of the rarer vehicles out there.

Follow the read me.txt instructions carefully before installing to your platform. Ninjatrader compatible.
 
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Details: Swiss Frank (6S) future - minute and tick data - NT7 compatible


April 21st, 2012
Size: 66.80 MB
Corn (ZC) tick and minute data - Ninjatrader compateable
ZC minute data going back to 2007 and tick data going back to 2009.

Corn is a less popular contract that I think you'll find is very unique and easy to trade . Follow the instructions in the readme.txt file carefully (just 6 steps). Enjoy!
 
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Details: Corn (ZC) tick and minute data - Ninjatrader compateable


April 21st, 2012
Size: 62.76 MB
OBMFI - part 3 of 3
Here is the MFI version.  
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Details: OBMFI - part 3 of 3


April 19th, 2012
Size: 6.45 KB
OBRXX - part 2 of 3
Here is the RXX version (RSX on RSX).
 
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Details: OBRXX - part 2 of 3


April 19th, 2012
Size: 6.47 KB
On-balance moving average - part 1 of 3
This is identical to the VMA, but replaces the CMO with the RSX. While the VMA is a boarderline inferior indicator IMO, it does make a very great concept of implementing a second indicator into a moving average. You can play around with the coefficients in this one and make your own equations that can make.

You'll need the RSX indicator, which may possibly be already uploaded around here.

I recommend trying this with a JMA or on-balance volume.

I have also made an RXX version of this, and an MFI version as well. Will upload in parts two and three.
 
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Details: On-balance moving average - part 1 of 3


April 19th, 2012
Size: 6.46 KB
t4tSpreadSym11[10.4.]: SpreadSymbol Chart for NT7, optional weighted and full syncronized with any primary bartype 5 *
changelog:
2012 Apr 10. -> initial "t4tSpreadSym11" on chart/dialog of NT7

A alternate method for a simple way to use a true tickbased calculated spreads as IndicatorChart, with the primary bartype full syncronized. The time scale is not changed and only based on the primary instrument / bartype. With the syncronized ticks for the additional symbol i create and draw a candle chart.

The Advantage:
- The indicator can work with any (intraday) bartypes and give the best results with tickbased calculated bartypes.
- For time based charts (sec/min) please use as t4tBetterBars, t4tMagicBars or a other bar type with true non future time stamps and tickbased calculations, alternate you use NT7 timecharts only as seconds (60sec as 1min, 300sec as 5min,...)

Features in Version11:
- different timezones and trading sessions work (draw a line while no data)
- simple and secure instrument selection over a standard combobox/dropdown list prefilled with all NT7 symbols.
- nice c# code for a runtime filled instrument list property (inspired by gomi)
- prepared to use a very fast tick access without dataseries direct over the NinjaTrader tick files as ProVersion inspired by gomi
- plot a zeroline and a open line, if not the transparent color selected

The public result plot values can be used as Input for many other indicators... (only limited by the high cpu load)
The screenshot view as complex sample a FDAX chart with sync a (5x)FGBL/(3x)SI spread.

Please use a PM or the t4tCum thread for any questions.

----------------------------

This indicator is intended for TRUE ELITE users at BMT.

PLEASE DO NOT STEAL AND SELL TO OTHERS, YOU KNOW WHO YOU ARE (and we know too!).

Written by TimeTrade ([email protected])
Version 1.1 (Apr. 10, 2012)
https://www.tools4trading.de
 
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PrintDate on charts (for MultiCharts) - v1
Just for convenience, this simple indicator prints the date on the chart at each new session.

(If the change of date occurs in the middle of a session, it also prints it at that time, together with a vertical line showing the change of day.)

The indicator adjusts the location of the date label in order that the date not be printed on the price bars.

The indicator uses the function FormatDate which relies on your computer settings. It is why, on the picture, the dates appear in French. On your computer, it will appear in your language.

Related discussion thread: https://nexusfi.com/elite-circle/19161-multicharts-indicator-print-date-chart.html
 
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Details: PrintDate on charts (for MultiCharts) - v1


April 6th, 2012
Size: 2.86 KB
TimeWindow (for MultiCharts) - v1
This very simple indicator for MultiCharts just displays 2 vertical lines to identify a specific time window every day.

For instance, let's suppose that you live in Europe and would like to perform a visual backtest and easily identify each morning session (European time) of 6E. This indicator can be used to display a line at 02:00 and 05:00 (Exchange Time) every day.

Related discussion thread: https://nexusfi.com/elite-circle/19160-multicharts-indicator-time-window.html
 
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Details: TimeWindow (for MultiCharts) - v1


April 6th, 2012
Size: 2.19 KB
ALTO Areas of Business 5 *
Attached is a zip file the code for the indicator + helper code and the DLL for the color selections. Plus some images to help understand.

Instructions in case needed. (Please do not share outside Elite group of BMT)

1. Regular import of the assembly should work
2. In case it does not, I have included the referrence DLL in the indicator zip
3. Copy DLL in your $NINJAHOME\bin\Custom folder.
4. Add reference to "LaMarvin.Windows.Forms.ColorPicker.dll" before you compile the indicator
5. If need copy "PriceTradingZones.txt" to $NINJAHOME director (e.g C:\Users\user_name\Documents\NinjaTrader 7)
6. Compile and add indicator. Refer images
7. Add price value, tick size, pick color, opacity (0-255) and Note, if necessary
8. Click the save button
9. Reload indicator in the chart. Click anywhere in the chart when you make changes to AOB values in the band.

Thanks to Gomi/Zondor and Timmy for their help to debug serialization issue.

Enjoy friends.
 
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Details: ALTO Areas of Business


April 3rd, 2012
Size: 24.25 KB
t4tBetterBarsC8[25.3.]: One true tickbased NT7 BarType with user selection of Time(sec/min),Tick and Volume mode 5 *
A alternate full tickbased NT7 bar type for time frame charts without wrong future timestamps. The functional logic and results full comperable with the NT7 bartypes. I have no problems with only use this types with all other indicators and strategies and is full compatible with better results for CumUD/CumMP and GomCD/GomMP tools.

The basic advantage of this code for any TimeBars:
Calculation is full tickbased, the Close[0],Volume[0] and the Time[0] is exact the last Tick!
This give better and right results with all t4tCum... and t4tMultiSym tools. For live trading and backtest with any bar duration logics with "COBC=false" this BarType give now right and repeatable results
(The screenshot view a 5min chart with true 300sec bar duration recalc by my BarValues indicator over a additional syncronized 1tick data series.)

The additional advantage for programmers:
I think the C# code is a good base concept for any user switchable multiple bartype functions inside ONE custom bar type.
The NT7 has the GUI limitation for only useable pre defined "named" parameter types and values. In this code i have as additional demo code realized the select/switch between "Tick"/"Volume"/"Second"/"Minute" mode.
I self use for my "ProVersion" of this concept the same code base to realize a select/switch and use current over 21 different bar type logics, combinations and alternate options with a additional numeric GUI parameter "trick" as my (commercial) AllInOneBarType

Attention:
- Please restart the NT7 after the import with success result.
- This bar type use the "Custom8" class of NT7... if you have import errors while a other bartype allready use this base class, then see the code comment on the first lines and change the Custom8 to a free unused class on your system. Or write in the t4tCum thread for request a different version.

----------------------------

This bartype is intended for TRUE ELITE users at BMT.

PLEASE DO NOT STEAL AND SELL TO OTHERS, YOU KNOW WHO YOU ARE (and we know too!).

Written by TimeTrade ([email protected])
Version 1.1 (Mar 25, 2012)
https://www.tools4trading.de
 
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Backtesting Script 4 *
Here is a script that I had my programmer write up for backtesting Renko bars, it uses the close of this bar instead of NinjaTraders default setting "open of next bar" This is very useful for system backtesting Renko bars.

The .cs file needs to be put inside of your "type" folder in NinjaTrader 7.

JAM
 
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Details: Backtesting Script


March 18th, 2012
Size: 4.51 KB
t4tBarValues01: TRUE tickcount and other values and relations for any bartypes without GomCD data 5 *
A alternate method calculation the TRUE tickcount and other values and relations for any bartypes.
(use a MultTickChart and you can simple compare the true result values with the fixed real and calculated tickcount)

The indicator can draw a +/- Historgamm for one or two selectable Values from this list:
TradesOfBar,Volume,Seconds,Power("H-L+Abs(O-C)" as number of ticks)

Both of the selected Values can have a selectable divisor(one of the value list) and a additional fixed factor as multiplicator for better visual scaling. A PeriodValue>0 draw a additional SimpleMovingAverage.

The screenshot view this:
Panel1:FGBL with a non standard BarType as example
Panel2:+"VolumePerSeconds" with a SMA[14] AND -"TradesPerSeconds"*10(for better scaling) with a SMA[14]
Panel3:+"TickCount" as TradesOfBar AND -"Seconds" as DurationOfBar (no SMA's, no Divisor's, Factor's=1)

The public results (BVRpositive&BVRnegative...) can external use as DataSeries with any strategy rules or as internal input for other indicators... (only limited by the high cpu load)

The indicator is based of the t4tBarStat01 logic with a part of my own in any strategies used values and relations for using with market dynamic rules

----------------------------

This indicator is intended for TRUE ELITE users at BMT.

PLEASE DO NOT STEAL AND SELL TO OTHERS, YOU KNOW WHO YOU ARE (and we know too!).

Written by TimeTrade ([email protected])
Version 01 (Mar 18, 2012)
https://www.tools4trading.de
 
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t4tMultiSym13[1.4.]: True MultiSymbol Chart for NT7, full syncronized with primary bartype without using GomCD data 5 *
(This update version use the same 'old' file names for simple replace... please redownload and confirm the overwrite, if loaded before 1.4.2012)

changelog:
2012 Apr 1. -> update "t4tMultiSym13" on chart/dialog of NT7
2012 Mar 17. -> initial "t4tMultiSym12" on chart/dialog of NT7

A alternate method for a simple way to use a true, with the primary bartype full syncronized, MultiSymbolChart. The time scale is not changed and only based on the primary instrument / bartype. With the syncronized ticks for the additional symbol i create and draw a candle chart.

The Advantage:
- For any not timebased bartypes this method work right and better in compare to the default MultiSymbolChart of NT7!
- The indicator can work with any (intraday) bartypes and give the best results with tickbased calculated bartypes.
- For time based charts (sec/min) please use as t4tBetterBars, t4tMagicBars or a other bar type with true non future time stamps and tickbased calculations.

New in Version13:
- different timezones and trading sessions work (draw a line while no data)
- simple and secure instrument selection over a standard combobox/dropdown list prefilled with all NT7 symbols.
- nice c# code for a dynamic property inspired by gomi
- cleanup many lines of source for factor 2 faster work
- prepared to use a very fast tick access without dataseries direct over the NinjaTrader tick files as ProVersion inspired by gomi

The public result plot values can be used as Input for many other indicators... (only limited by the high cpu load)


Please use a PM or the t4tCum thread for any questions.

----------------------------

This indicator is intended for TRUE ELITE users at BMT.

PLEASE DO NOT STEAL AND SELL TO OTHERS, YOU KNOW WHO YOU ARE (and we know too!).

Written by TimeTrade ([email protected])
Version 1.3 (Apr. 1, 2012)
https://www.tools4trading.de
 
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MACD Up Down Color Bars 4 *
Colors the bars of the price series based on a request in the "Want Your Indicators Created Free" thread. The version posted there was improved.

The coloring is based on whether the underlying MACD is rising or falling. The MACD is the difference between two EMA's.

This version allows user selection of the MACD fast and slow periods and is optimally coded for minimal CPU usage. The calculation of the EMA's and the MACD is done within the indicator, eliminating any dependence on external indicators. Error trapping has been added.

I copyrighted it with a prohibition of commercial distribution. Please let me know if you find it turning up for sale anywhere.

If you downloaded this before 7:30PM ET on March 16, comment out line 94.
 
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Details: MACD Up Down Color Bars


March 16th, 2012
Size: 3.09 KB
t4tMultiSym11[16.3.]: True MultiSymbol Chart for NT7, full syncronized with primary bartype without using GomCD data 5 *
This version has problems with error handling for missing tick values on different trading session times!

! Please NOT longer use/download this version !

=> download 2 items upper now the new version12 from 17.3. and confirm the overwrite/replace question by the import dialog, hopefully now without raise unhandled exceptions
 
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t4tBarCalc01: true "TicksPerTimeFrame" and other bar stat values for NT7 5 *
A alternate method calculation the TRUE tickcount and other stats of any bartypes.
(use a MultTickChart and you can simple compare the true result values with the fixed count)

Sorry, the @MWinfrey version has WRONG results, its missing the needed 1Tick based sync logic !?...

The multiple public results of my version can external use as DataSeries with any strategy rules or as internal input for other indicators... (only limited by the high cpu load)

For visualize different values i use a little trick to "normalize"... i add 90000..50000 steped by 10000... this give 5 separate result lines. Over the databox you can check this. For "using" the value you need only a Modulo 10000... for example: 70168 % 10000 = 168 and this is the right tick count. Equal way for bar time and tick volume and bar power ("OC+HL tick movement")
The state value is only for check the sync state (blue or cyan say "InSync")

If needed, i can add a selectable normal ResultValue for simple drawing a tickcount histogram
----------------------------

This indicator is intended for TRUE ELITE users at BMT.

PLEASE DO NOT STEAL AND SELL TO OTHERS, YOU KNOW WHO YOU ARE (and we know too!).

Written by TimeTrade ([email protected])
Version 1.0 (Mar 15, 2012)
https://www.tools4trading.de
 
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TicksPerTimeFrame 4 *
TicksPerTimeFrame was written by Mike Winfrey 3/15/2012
The intent of this indicator is to count the number of ticks in a non-tick based bar. So, placing this indicator on a 5 minute chart will count the number of ticks during that bar and display it as a histogram in it's own panel. There is also a plot representing the average number of ticks over a period that is specified in a parameter. You also have choice of how you count the ticks. The default is to count every tick but can be changed to count the number of times price actually changes.

This indicator works on historic as well as live data.

Again, this indicator can be used on any bartype.

Actually I have no idea if this information is useful at all. I think it might be to help identify areas where activity might indicate momentum.

Note: @TimeTrade mentioned that this indicator only gives wrong results. So, I did some research to figure out why he said that. I contacted him and got his point of view then I compared the tick count in his t4tBarCalc01 indicator with my TicksPerTimeFrame indicator and noticed a discrepancy on some bars by a few ticks. I physically counted the ticks on those bars where there was a discrepancy and found that my indicator counts correctly.
 
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Details: TicksPerTimeFrame


March 15th, 2012
Size: 4.14 KB
t4tTradeSizeAnalyzerUD4L : Trade Size Analyzer for NT7 without GomCD 5 *
A alternate method for a simple way to use the volume(or tick count) as colored trade size histogram (per direction or cumulative).
Based only on 1Tick data with compare the ticks with price movement.

The group trades into size categories based on user controlled cutoff points that define small, medium, large and extra large trades. (comperable to Zondor's GomCD based logic)

Gomi use OnBid/OnAsk and has more informations for ticks without price movement (hold ticks). I think, for the ticks with real price moves, my "simple" version work nerly comperable/equal
The advantage is: i no need any recorded database, i use the NT7 tickhistory with a additional 1Tick DataSeries inside the indicator for working with any bartypes.
(As internal special feature i use my own sync method for use the correct real count of tick/volume per bar)

The indicator and the logic can work with any bartypes and intraday timeframes, not only with my t4tReversal bars.
The public results can external use as DataSeries with any strategy rules or as internal input for with any other indicators... (only limited by the high cpu load)


----------------------------

This indicator is intended for TRUE ELITE users at BMT.

PLEASE DO NOT STEAL AND SELL TO OTHERS, YOU KNOW WHO YOU ARE (and we know too!).

Written by TimeTrade ([email protected])
Version 1.0 (Mar 13, 2012)
https://www.tools4trading.de
 
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t4tBlueWave01 : SuperTrendM1@FatTail as ATR based composed indicator 5 *
! Please NOT longer use/download this version !

Load and use FatTails org. Version: SuperTrendM1
https://nexusfi.com/download/ninjatrader-7/indicators/841-download.html?view
 
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t4tCumUDv13[25.3.]: Cumulative volume/trade analysis without GomCD 5 *
(This update version use the same 'v12' file names for simple replace... please redownload and confirm the overwrite, if loaded before 25.3.2012)

changelog:
2012 Mar 25. -> update "CumCDv13" on chart/dialog of NT7
2012 Mar 11. -> initial "CumCDv12" on chart/dialog of NT7

A alternate method for a simple way to use the volume(or tick count) of cumulative trades per direction. Based on 1Tick data with compare the ticks with price movement.

Gomi use OnBid/OnAsk and has more informations for ticks without price movement (hold ticks). I think, for the ticks with real price moves, my "simple" version work comperable/equal
For right results on time based chart (sec/min) please use a full tickbased bar type (free t4tBetterBars or full t4tMagicBars or any other types without future timestamps...)

The advantage is: i no need any recorded database, i use the NT7 tickhistory with a additional 1Tick DataSeries inside the indicator for working with any bartypes.
(As internal special feature i use my own sync method for use the correct real count of tick/volume per bar)

The public result plot value can be used as Input for any other indicators... (only limited by the high cpu load)

new V13: The screenshot view two t4tCumUD with the new modes of added lines... if reinit per session = true, then all session starts with "0", if "false" then one line draw the open value per session and one as zeroline.
(Lines can be disabled with setting the line color as "transparent")

For any problems give a response over the t4tCum thread.


----------------------------

This indicator is intended for TRUE ELITE users at BMT.

PLEASE DO NOT STEAL AND SELL TO OTHERS, YOU KNOW WHO YOU ARE (and we know too!).

Written by TimeTrade ([email protected])
Version 1.3 (Mar 25, 2012)
https://www.tools4trading.de
 
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Trade Size Analyzer for Ninjatrader - Latest Update 5 *
Here is the most recent version of the Trade Size Analyzer, which groups trades into size categories based on user controlled cutoff points that define small, medium, large and extra large trades. (Sorry, no Jumbo® or Colossal® categories.)

I uploaded the .cs file to avoid making an installation package that would have needed to include the entire Gom Framework.

Do not install this indicator without having first installed the complete Gom Framework consisting of the GomRecorderIndicator and related classes.
 
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Details: Trade Size Analyzer for Ninjatrader - Latest Update


March 11th, 2012
Size: 25.58 KB
FibRetTool v1.1 Alert Sounds 5 *
Please place these 3 .wav sound files in the C:\Program Files (x86)\NinjaTrader 7\sounds folder.  
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Details: FibRetTool v1.1 Alert Sounds


March 1st, 2012
Size: 249.38 KB


Keywords: alert sounds
FibRetTool v1.2 (with Alerts and Hide Button, Fixed Marker Color) 5 *
Written by Dr Ben.
Please, do not share outside the Elite Circle!


FibRetTool will automatically draw and update a Fibonacci Retracemets Tool.
When you apply this indicator to a chart, it will place a '+' marker in the 'hidden' far right (drag the chart to the left if invisible) at the current Close, where it will remain inactive.
To activate the tool simply drag the + marker to the bar where the Anchor1 should be and it will draw the extension levels defined in your Default template.
If the + marker is placed anywhere below and within +/- 2 bars of the intended pivot bar It will draw the Fib Retracemets using the Highest High after that bar.
If this end point 'ratchets' it will automatically update the levels.
Similar operation to draw down, place the + somewhere above the high of the pivot bar.
To remove the Fib levels simply drag the + marker back past the current bar to its 'hiding place'. You use the Show/Hide button (press the Shift key before clicking on the button) to make the Fib tool active or inactive. You can open several instances of the indicator to draw different possible starting extensions levels.
The default marker symbol + can be replaced by any other text and style from your choosing and displaced right by the MarkerShift parameter from the indicator panel.
For proper operation you must set up your Fib Extensions levels in the Fibonacci Extensions Default template. Draw a Fibonacci Extension using the F9 shortcut, double-click on it, select Default in the template drop down. Change the %s and styles to your preferred settings, then Right-Click on the panel to save them as the new Default settings, and you are ready to use it." You can also set up alerts (Fixed 38.2% and 61.8% and a user chosen LevelX, default 50%), with audio if you place the 3 sound files in the C:\Program Files (x86) \NinjaTrader 7 \sounds folder .

Marker Color works on this version.
 
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FibExtTool 4 *
Written by Dr Ben.
Please, do not share outside the Elite Circle!

A simple but very useful NT7 indicator, it will automatically draw and update a Fibonacci Extensions NinjaTrader Tool. When you apply this indicator to a chart, it will place a "X" marker in the "hidden" far right (drag the chart to the left if invisible) at the current Close, where it will remain inactive.

To activate the tool simply drag the "X" marker to the bar where the Anchor1 should be and it will draw the extension levels defined in your Default template. If the "X" marker is placed anywhere below and within +/- 2 bars of the intended pivot bar, it will draw the Fib Extensions using the Highest High after that bar as Anchor2 and the Lowest Low after Anchor2 as Anchor3. If this end point "ratchets" it will automatically update the levels.

Similar operation to draw down, place the "+" somewhere above the high of the pivot bar (Anchor1), and it will draw and update the Fib Extensions Levels using the Lowest Low (Anchor2) after that bar and the Highest High (Anchor3) after it.

To remove the Fib levels simply drag the "X" marker back past the current bar to its "hiding place". You can open several instances of the indicator to draw different possible starting extensions levels. The default marker symbol "X" can be replaced by any other text and style from your choosing and displaced right by the MarkerShift parameter from the indicator panel.

For proper operation you must set up your Fib Extensions levels in the Fibonacci Extensions Default template. Draw a Fibonacci Extension using the F9 shortcut, double-click on it, select Default in the template drop down, change the %s and styles to your preferred settings, then Right-Click on the panel to save them as the new Default settings, and you are ready to use it.
 
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Details: FibExtTool


March 1st, 2012
Size: 2.48 KB
FibRetTool with Alerts 5 *
Please use the more recent post of FibRetTool with Alerts.
 
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Details: FibRetTool with Alerts


March 1st, 2012

[Status unknown]
SchaffRmiLaguerreByTMFT 5 *
This is a 3-in-1 indicator composed of the Schaff Trend Cycle, mahRMI and Laguerre Filter. There is an option to print Up Triangles if all 3 are > Up Line and Down Triangles if all 3 are < Down Line. This is related to work done by others in https://nexusfi.com/elite-circle/17614-getting-schaff-trading-methods-4.html
 
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Details: SchaffRmiLaguerreByTMFT


February 29th, 2012
Size: 10.13 KB
Directional Bias Super Trend 5 *
This Tool is based on Logic of Directional Line.
For more detail see.

Exported using NT 7.0.0.2

https://nexusfi.com/elite-circle/18100-directional-bias-super-trend.html
 
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Details: Directional Bias Super Trend


February 27th, 2012
Size: 3.10 KB
Hilbert SW V2 for Ninja 4 *
update hilbert sinewave to include s/r dots
 
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Details: Hilbert SW V2 for Ninja


February 26th, 2012
Size: 3.64 KB


Keywords: hilbert sinewave
Hilbert Sine Wave SR V1 for SierraChart 5 *
Support Resistance levels for Hilbert Sine Wave. It is derived from pbeguin's source code.
 
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Details: Hilbert Sine Wave SR V1 for SierraChart


February 24th, 2012
Size: 4.93 KB
FP_Taylor Trading Book for NinjaTrader V1.0 3 *
This indicator will quickly create and format a Taylor Trading Book in Excel......with any data you have on a chart in NinjaTrader.

NOTE: You will need to install MS Office Interop Files for this indicator to work properly. Do not install without following the instructions at the link below. You will ALSO need the Excel sheet as well.

Information on installation, and the sheets needed can be found in THIS thread.

2May2012: The dlls are now posted in the 2nd post of the thread listed above in the 'Quick Links' section. So now all you will need to do is paste these dlls in the folder listed in Step2, then reference the dlls as shown in Step3, then install the indie as you would any other indicator.
 
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Details: FP_Taylor Trading Book for NinjaTrader V1.0


February 22nd, 2012
Size: 6.48 KB
BigBars3 4 *
Written by Dr Ben, ben_dot_szapiro_at_gmail_dot_com
Hide/Show coding from MindSet's EmaHide.cs script.

Please do not share the script outside the Elite Circle!

Superimpose Range, Renko or Minute Bars to a smaller bar size chart. I use it to look at larger bar sizes without distorting the equidistant bar spacing, and to confirm longer term trends. You can mix and match using BigBars on Range charts, minute charts, etc. The results will vary in live operation depending on COBC = true or false. The Show/Hide Button is activated by pressing the Shift key; after that the button will toggle between Show and Hide the BigBars' plots and boxes. The Show/Hide button makes the OHLC plots Visible/Transparent, and the High-Low,Open-Close boxes get shifted up by the HideOffset value. The default setting for HideOffset=200 Ticks would move the boxes outside the visible chart, but you can choose a smaller HideOffset to merely shift them slightly from the price bars. The "***" markers at the Current Bar location show where would the BigBar close Up or Down based on current price range, if applicable. You may override the first price of the session to some other value; specially useful to better align the BigBarsRenko Bricks with the significant price action/price levels. If StartingValue is left at zero the indicator will use its default Close[FirstBarOfSession].
Enjoy!
 
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Details: BigBars3


February 21st, 2012
Size: 9.14 KB
Number of seconds in trade, trade timer (for MultiCharts) - v1 4 *
This indicator counts the number of seconds since a trade (long or short) is open.

This indicator uses MC function "I_MarketPosition_At_Broker" so the use of this indicator relies on the following requirements:
a) MultiCharts shall be connected to the broker (possibly in demo mode)
b) A MultiCharts signal shall be active (possibly a "void" signal with only comments inside, and no instructions)
c) MultiCharts AutoTrading mode shall be activated
Note: this AutoTrading mode is required only for the use of MC function "I_MarketPosition_At_Broker" but you do not need to perform autotrading. This indicator works also with discretionary trading.

Warning. This indicator is updated at each tick (and not at each second). So, if there are not a lot of transactions (a new tick each few seconds and not several ticks per second), there is a risk that the timer does not fluidly.

How does it work? When "I_MarketPosition_At_Broker" becomes non-null, the indicator takes note of the hour of the computer. Then, at each ticks, it reads again the current time of the computer, compares it to the noted time (of the computer), and displays the difference.

Do not forget to tick Properties / Update on every tick in MultiCharts for this indicator.

Related discussion thread: https://nexusfi.com/elite-circle/17730-multicharts-indicator-number-seconds-trade-trade-timer.html
 
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Details: Number of seconds in trade, trade timer (for MultiCharts) - v1


February 14th, 2012
Size: 4.56 KB
Number of seconds before next bar, timer countdown (for MultiCharts) - v1
This function and this indicator count the second before the closure of the bar, and consequently emulate the countdown timer of MultiCharts.
It works with seconds, minutes or hours time-charts.
It could be used, for example, in order to do something 15 seconds before the closure of each 1-minute bar.
CRUCIAL WARNING: Multicharts built-in countdown timer is updated at each second. However, the present function and indicator are updated at each tick (and not at each second). So, if there are not a lot of transactions (a new tick each few seconds and not several ticks per second), there is a risk that the countdown does not work fluidly and reliably.

Function SecondsBeforeNextBar
It returns the remaining seconds before the closure of the bar or -1 in case of problem.
It also returns -1 while the first bar is on-going.
How does it work? When a new bar begins, the function takes note of the hour of the computer. Then, at each ticks, it reads again the current time of the computer, and compare it to the noted time (of the computer) at the beginning of the bar, and to the overall number of seconds per bar.

Indicator DisplaySecondsBeforeNextBar
It emulates MultiCharts built-in countdown timer. See snapshot.
Do not forget to tick Properties / Update on every tick in MultiCharts for this indicator.

Related discussion thread: https://nexusfi.com/elite-circle/17714-multicharts-indicator-number-seconds-before-next-bar-timer-countdown.html
 
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NT7 Forex Tick Data - [22 Pairs - Part 2] - 201110 - 201202 5 *
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 04 months of data, starting from October 2011.


[22 Pairs Part 2] =
CADCHF, CADJPY, CHFJPY,
GBPCHF, GBPJPY, GBPUSD,
NZDJPY, NZDUSD,
USDCAD, USDCHF, USDJPY
 
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NT7 Forex Tick Data - [22 Pairs - Part 1] - 201110 - 201202 5 *
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 04 months of data, starting from October 2011.

[22 Pairs Part 1] = AUDCAD, AUDJPY, AUDNZD, AUDUSD,
EURAUD, EURCAD, EURCHF, EURGBP,
EURJPY , EURNZD, EURUSD
 
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OHLC Lines v0 5 *
This indicator draw horz lines at OHLC. It also lets you find larger than normal bar by H-L value or O-C value. You can specify drawing on group of bars instead of a single bar. Large bar can be divided into smaller levels by using big bar divisor.
 
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Details: OHLC Lines v0


February 11th, 2012
Size: 3.28 KB
DoubleZero, customizable indicator showing '00 lines (for MultiCharts) - v1
This indicator for MultiCharts displays '00 lines.

Features:
- The '00 is customizable through the "MultiplesOf" parameter. The prices of the '00 lines are actually multiple of this parameter. For instance, if you want to draw all levels as 1350 (for ES), choose MultiplesOf = 10. If you want to draw all levels as 1.3200 (for EUR.USD), choose MultiplesOf = 0.01.
- All '00 lines are shown from two '00 levels above the highest candle of the whole chart down to two '00 levels below the lowest candle of the whole chart. So the relevant '00 levels are always available when you scroll the chart to the left or to the right.
- The lines change color when they are above and below the candles (switch between potential support and resistance).
- The lines have the politeness not to "cross" the candles, for a better display.

Related discussion thread: https://nexusfi.com/elite-circle/17630-multicharts-indicator-showing-00-lines-customizable.html
 
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TradeLink TickData EURUSD 200704 201110
This is essentially the NT_TickData__EURUSD__200704_201110.7z data converted from NinjaTrader format to .tik files for use with TradeLink. I converted it for my use but figured as I originally got the data from here, I should share my work.  
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Details: TradeLink TickData EURUSD 200704 201110


February 7th, 2012
Size: 73.94 MB
Custom Support and Resistance Lines (for MultiCharts) - v1
This small indicator displays custom lines of S/R. It could be used during live trading.
For the sake of clarity, the S/R levels are not automatically calculated (for instance with swing pivots). The price levels and names are directly set by the user in the input fields.
The lines change color when they are above and below the candles (switch between support and resistance).
The lines have the politeness not to "cross" the candles, for a better display.

The input fields allow defining price level and title for 10 lines.

Related discussion thread: https://nexusfi.com/elite-circle/17162-multicharts-indicator-showing-custom-support-resistance-lines.html
 
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Details: Custom Support and Resistance Lines (for MultiCharts) - v1


February 5th, 2012
Size: 9.81 KB


Keywords: custom resistance support
Custom Coming Events (for MultiCharts) - v1
This small indicator displays coming events at the future time. Their times are manually input by the user. It could be used during live trading, in order not to forget news, end of session or personal obligations.

The input fields allow defining time and title for 10 coming events.

Related discussion thread: https://nexusfi.com/elite-circle/17161-multicharts-indicator-showing-coming-events-their-future-time-customcomingevents.html
 
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Details: Custom Coming Events (for MultiCharts) - v1


February 5th, 2012
Size: 11.80 KB


Keywords: economic events
Middle of the day and middle of the range (Al Brooks) for MultiCharts - v1 4 *
This is a basic indicator prepared while reading Al Brooks' first book.

Al Brooks advises to be very cautious when trading the ES in the middle of the day and in the middle of the range of the day, especially in case of Barb Wire.

This indicator simply identifies the zone which are "in the middle of the day and in the middle of the range of the day". It is supposed to be used for past data, just in order to "have a look".

"Middle of the day" is defined by the user through the beginning time and the end time of the period (default values: 1130 and 1330)

"Middle of the range of the day" is defined by the height of this mid-range compared to the current Hi-Lo of the day. The default value is 0.33 (33%). It means that the "middle of the range of the day" is the range which is at the middle of the current Hi-Lo of the day and the height of which is 33% of the current Hi-Lo of the day.

Discussion thread: https://nexusfi.com/elite-circle/17426-multicharts-indicator-middle-day-middle-range-historical-al-brooks.html
 
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G24TT with history and more customisable colours 5 *
For NinjaTrader 7.
This is a customised version of the G24TT High / Low Indicator (similar to BrooksBars) indicator. I added extra display options and ZOrder -1 to place this Indicator behind other objects on the chart. Shadows are now behind candles so can be almost any colour and opacity you want. Helps make it easier to set the shadow colour without obscuring other objects.
This version includes historical readings.
Several more user editable settings for colours.
 
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Details: G24TT with history and more customisable colours


January 20th, 2012
Size: 8.27 KB
TSI Bollinger Bands Indicator 5 *
Here is an indicator that I had coded for me last year. I recently made a few additions to it.

It's a lot like a MACD Bollinger Band Indicator, but different.

It will paint short, long and neutral bars.

It has a countertrend indicator built into it, which can be turned off (I usually turn it off as it produces lots of signals.)

It has the ability to email the user a trigger signal, which might be useful if you are trading in longer time frames, such as 4 hour or daily.

When I had it coded I was trying to recreate the RMO signals that are available in Metastock. I wanted to switch to Ninja, but at the time I was using the RMO for my trading signals.

I find it most useful when used with a longer term trend filtering indicator.
 
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Details: TSI Bollinger Bands Indicator


January 13th, 2012
Size: 15.22 KB
High / Low Indicator (similar to BrooksBars) 5 *
This Indicator is been made after i have seen the BrooksBars Indicator from Photog53. - (lot of Thanks to him !!!) It counts the Highs and Lows and i´ve got a shadow inclued. I have wrote a description in German so that a professional programmer made the job for me. After much interests in a Threat here in the Forum, i decieded to share it to Elite Members. The most of you speak englisch, so i´ve tried to translate the description, hope you can understand...it was not so easy.... so i ask for a little lenient. :-)

unfortunately the indicator count or paint only after you have start it in the chart, it don´t look back. Maybe some guys could modify this. the shadow-color and the count text (H1/L1) is also not changeable.

i am pleased if it is a help for anyone. i´ve got many benefits here by big mike so its fine if i could give something back to you.

please don´t ask me about the code, but if someone have question about the idea/definition or about the use of the indicator, i am pleased to get message. I use it very helpful in my private trading

pullbacktrader
 
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Details: High / Low Indicator (similar to BrooksBars)


January 12th, 2012
Size: 7.90 KB


Keywords: bars brooks high indicator low shadow
Elliott Wave Engine 4 *
Here is an indicator that I spent quite a bit of money building. It still needs some work in my opinion so have fun and lets see what it can become. The only thing I will ask and trust everyone here for is please don't hand these out beyond the Elite club. Thank you!

Description for each parameter are at the bottom of the settings window when highlighted.

Please keep in mind as stated when I posted this, "THIS STILL NEEDS WORK", however, this is a great start for someone to take and run with. As I found out when I asked my program to build this, after many many tries, this is not an easy task. This is as far as he could take it and as much as I was willing to spend

This indicator might be best in a separate forum where you guys can work on it as a team!

JAM
 
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Details: Elliott Wave Engine


January 12th, 2012
Size: 9.23 KB
AutoTrendline With History True/False 5 *
While the Auto Trendline tool has already been done, this twist adds a true/false for historical trendlines. The benefit is you can add it to your chart several times with different pivot strengths showing more relevant trendlines across multiple synthetic timeframes without all of the historical lines all over the place.

Again as always, you will find it under the J's for JAM as that is how I organize my indicators that my programmer builds for me. Feel free to rename it.
 
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Details: AutoTrendline With History True/False


January 11th, 2012
Size: 6.21 KB
Chop Zones 5 *
Here is an indicator that I had my programmer whip up for me as I was looking at adding time and volatility for use with Range and Renko bars.

Average Bars per minute - if the average time per minute then smoothed by a moving average is over x period of time - don't trade.

Period and Signal are from the ADX component of the DM, the reason I had my programmer use DM instead of just the ADX is to experiment with the +DI and -DI. But the + and -DI and not functional in this version but instead time per bar is used. As always my indicators have JAM in front so I can keep them in one place. Feel free to rename for your own organization process.
(Vendor License taken out sorry)
JAM
 
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Details: Chop Zones


January 11th, 2012
Size: 7.46 KB
MACD BB with Paint bar feature 4 *
V.1.1 for NINJA 7 and above

Here is another version of the MACD BB with paint bars added. Nothing earth shattering by any means, but the Paint bars are a nice feature.
When the MACD moves outside of the BB's the bars change colors. You will need to make sure bars look back is on infinity and not 250 for historical data.

Fixed Vendor license is out sorry for that, please re-download and let me know if you have any other issues.

JAM
 
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Details: MACD BB with Paint bar feature


January 10th, 2012
Size: 10.81 KB
Momentum Smoothing V1 4 *
This indicator is based on tradestations free momentum indicator but I added a feature that is a histogram by default, smooths the histogram, adds a moving average to the histogram and reference lines in the suubgraph.
 
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Details: Momentum Smoothing V1


January 4th, 2012
Size: 8.99 KB


Keywords: momentum smoothing tradestation
Market Stats Indicator V1.1 with VWAP and POC from JPerl Thread 5 *
This is an update the the original posted HERE.

Details about what the indicator is and does can be found at the above link. This version is a minor update, and the script was updated by @Zondor. Thanks to him for that!

He made some changes to the original for optimization, and cleaned the script up a bit. There is still plenty that could be done to make the indicator better which I have not done yet.

Note: This indie still uses the old version of FT's VWAP(version33).
 
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Details: Market Stats Indicator V1.1 with VWAP and POC from JPerl Thread


January 4th, 2012
Size: 15.35 KB
TMFT Dual MA 5 *
ThatManFromTexas (I lived in Texas for four years, too!) created this useful indicator that colors the region between two moving averages.
I applied extremely aggressive optimization techniques that should reduce the CPU cycles on COBC false by 90% or more compared to the original version. I used every trick I could think of: moving code that was executing on every tick to OnStartUp(), using predefined instances of the external indicators, and redundant tick rejection. If you select EMA's, they will be calculated within the indicator, without any need to use an instance of the EMA class.
This is provided as a protected assembly. I don't have to give away all of my secrets, do I?
Why do this? Optimally coded indicators load faster, and use less computer resources while running. CPU cycles are not free. Using less of them makes Ninjatrader more responsive and reliable. Charts load faster, and lag less in fast markets. Crashes and freezes become less frequent.
Have you noticed how quickly this indicator loads, and how responsive it is? Please leave comments regarding your experience with this version. Maybe some day ALL of your indicators can be coded like this.....
 
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Details: TMFT Dual MA


January 2nd, 2012
Size: 41.56 KB
Ichimoku Essentials 5 *
A very basic version of the Ichimoku from the Ninjatrader® forum, with only the essentials. Nothing special except for the code optimization which makes it want to run with CalculateOnBarClose = FALSE. Seems to work okay in replay... at 500x actual market speed.

This is good enough for now, but further optimization is possible. The MIN and MAX functions are being called more often than actually necessary, and redundant intrabar ticks are being processed.
 
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Details: Ichimoku Essentials


December 31st, 2011
Size: 6.98 KB
MASlopeMulti V2.83 5 *
This version includes few additional features:
  • MA line dash style can be used now to reflect all existing coloring modes like slope, rising/falling, support/resistance etc…
  • MA line width can be used now to reflect all existing coloring modes like slope, rising/falling, support/resistance etc…
  • These new visual modes works in harmony with existing modes, so now it is possible to compress more information into the MA line.
  • MA Text tag includes now auto mode and manual mode (user defined text tag)
All other existing features in previous version (V2.76) without change.



Templates saved with "MASlopeMulti" versions prior to V2.83, may not


keep same parameters value after installing this version.


  1. Double MA capability (optional), each MA type can be doubled with any other MA type except ADX, ADX can be doubled with ADX only.
  2. Display real-time and history MA slope.
  3. Display MA line colored.
  4. Optional colored background.
  5. Optional colored Paint bars.
  6. The following coloring modes are enabled independently for MA line, background and paint bars:
  7. By slope threshold
  8. By rising/falling
  9. By support/resistance mode (when time bar closes above MA line, it become a support, and vice versa)
  10. By support/resistance mode with slope threshold
  11. By support/resistance mode with rising/falling
  12. Paint bars contain additional filter for specific trend type.
  13. User defined text for slope box.
Revised version V2.83 uploaded on December 25 2011.

Exported using NT Version 7.0.1000.8
 
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Details: MASlopeMulti V2.83


December 25th, 2011
Size: 54.22 KB
NT7 Forex Tick Data - USDJPY - 200704 - 201110 5 *
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 54 months of data, starting from April 2007.
 
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Details: NT7 Forex Tick Data - USDJPY - 200704 - 201110


December 12th, 2011
Size: 146.36 MB


Keywords: data forex nt7 tick usdjpy
NT7 Forex Tick Data - USDCHF - 200704 - 201110 5 *
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 54 months of data, starting from April 2007.
 
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Details: NT7 Forex Tick Data - USDCHF - 200704 - 201110


December 12th, 2011
Size: 145.22 MB


Keywords: data forex nt7 tick usdchf
NT7 Forex Tick Data - USDCAD - 200704 - 201110 5 *
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 54 months of data, starting from April 2007.
 
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Details: NT7 Forex Tick Data - USDCAD - 200704 - 201110


December 12th, 2011
Size: 101.20 MB


Keywords: data forex nt7 tick usdcad
NT7 Forex Tick Data - NZDUSD - 200704 - 201110
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 54 months of data, starting from April 2007.
 
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Details: NT7 Forex Tick Data - NZDUSD - 200704 - 201110


December 12th, 2011
Size: 86.10 MB


Keywords: data forex nt7 tick nzdusd
Lentz Volatility Indicator_V1 5 *
I wrote this indicator based on an article in December 2011 Active Trader magazine on Lentz Volatility Indicator used for non-directional premium selling strategies.

The indicator is basically a measure of volatility where positive values suggest favorable conditions for non-directional premium selling. Negative values provide a warning against non-directional premium selling.

The indicator can also be used to determine whether the market is trending, ranging, or undecided.

Enjoy!

Exported using: NT7.0.1000.7
 
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Details: Lentz Volatility Indicator_V1


December 12th, 2011
Size: 6.15 KB
NT7 Forex Tick Data - NZDJPY - 200704 - 201110
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 54 months of data, starting from April 2007.
 
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Details: NT7 Forex Tick Data - NZDJPY - 200704 - 201110


December 11th, 2011
Size: 137.50 MB


Keywords: data forex nt7 tick nzdjpy
NT7 Forex Tick Data - GBPUSD - 200704 - 201110
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 54 months of data, starting from April 2007.
 
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Details: NT7 Forex Tick Data - GBPUSD - 200704 - 201110


December 11th, 2011
Size: 152.52 MB


Keywords: data forex nt7 tick gbpusd
NT7 Forex Tick Data - GBPJPY - 200704 - 201110
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 54 months of data, starting from April 2007.
 
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Details: NT7 Forex Tick Data - GBPJPY - 200704 - 201110


December 11th, 2011
Size: 177.72 MB


Keywords: data forex nt7 tick gbpjpy
NT7 Forex Tick Data - GBPCHF - 200704 - 201110
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 54 months of data, starting from April 2007.
 
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Details: NT7 Forex Tick Data - GBPCHF - 200704 - 201110


December 11th, 2011
Size: 165.21 MB


Keywords: data forex nt7 tick gbpchf
NT7 Forex Tick Data - EURUSD - 200704 - 201110 5 *
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 54 months of data, starting from April 2007.
 
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Details: NT7 Forex Tick Data - EURUSD - 200704 - 201110


December 11th, 2011
Size: 171.17 MB


Keywords: data forex nt7 tick eurusd
NT7 Forex Tick Data - EURNZD - 200704 - 201110
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 54 months of data, starting from April 2007.
 
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Details: NT7 Forex Tick Data - EURNZD - 200704 - 201110


December 11th, 2011
Size: 105.55 MB


Keywords: data forex nt7 tick eurnzd
NT7 Forex Tick Data - EURJPY - 200704 - 201110
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 54 months of data, starting from April 2007.
 
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Details: NT7 Forex Tick Data - EURJPY - 200704 - 201110


December 11th, 2011
Size: 184.19 MB


Keywords: data forex nt7 tick eurjpy
NT7 Forex Tick Data - EURGBP - 200704 - 201110
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 54 months of data, starting from April 2007.
 
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Details: NT7 Forex Tick Data - EURGBP - 200704 - 201110


December 11th, 2011
Size: 153.67 MB


Keywords: data forex nt7 tick eurgbp
NT7 Forex Tick Data - EURCHF - 200704 - 201110
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 54 months of data, starting from April 2007.
 
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Details: NT7 Forex Tick Data - EURCHF - 200704 - 201110


December 11th, 2011
Size: 140.11 MB


Keywords: data forex nt7 tick eurchf
NT7 Forex Tick Data - EURCAD - 200704 - 201110
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 54 months of data, starting from April 2007.
 
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Details: NT7 Forex Tick Data - EURCAD - 200704 - 201110


December 11th, 2011
Size: 103.76 MB


Keywords: data forex nt7 tick eurcad
NT7 Forex Tick Data - EURAUD - 200704 - 201110
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 54 months of data, starting from April 2007.
 
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Details: NT7 Forex Tick Data - EURAUD - 200704 - 201110


December 11th, 2011
Size: 161.07 MB


Keywords: data euraud forex nt7 tick
NT7 Forex Tick Data - CHFJPY - 200704 - 201110
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 54 months of data, starting from April 2007.
 
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Details: NT7 Forex Tick Data - CHFJPY - 200704 - 201110


December 11th, 2011
Size: 160.98 MB


Keywords: data forex nt7 tick chfjpy
NT7 Forex Tick Data - CADJPY - 200704 - 201110
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 54 months of data, starting from April 2007.
 
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Details: NT7 Forex Tick Data - CADJPY - 200704 - 201110


December 11th, 2011
Size: 135.59 MB


Keywords: data forex nt7 tick cadjpy
NT7 Forex Tick Data - CADCHF - 200704 - 201110
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 54 months of data, starting from April 2007.
 
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Details: NT7 Forex Tick Data - CADCHF - 200704 - 201110


December 10th, 2011
Size: 94.57 MB


Keywords: cadchf data forex nt7 tick
NT7 Forex Tick Data - AUDUSD - 200704 - 201110 5 *
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 54 months of data, starting from April 2007.
 
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Details: NT7 Forex Tick Data - AUDUSD - 200704 - 201110


December 10th, 2011
Size: 131.14 MB


Keywords: data forex nt7 tick audusd
NT7 Forex Tick Data - AUDNZD - 200704 - 201110 5 *
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 54 months of data, starting from April 2007.
 
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Details: NT7 Forex Tick Data - AUDNZD - 200704 - 201110


December 10th, 2011
Size: 100.62 MB


Keywords: data forex nt7 tick audnzd
NT7 Forex Tick Data - AUDJPY - 200704 - 201110
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 54 months of data, starting from April 2007.
 
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Details: NT7 Forex Tick Data - AUDJPY - 200704 - 201110


December 10th, 2011
Size: 160.32 MB


Keywords: audjpy data forex nt7 tick
NT7 Forex Tick Data - AUDCAD - 200704 - 201110
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 54 months of data, starting from April 2007.
 
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Details: NT7 Forex Tick Data - AUDCAD - 200704 - 201110


December 10th, 2011
Size: 100.68 MB


Keywords: audcad data forex nt7 tick
FractalsSRLines V1.31 5 *
This indicator draws dynamic support and resistance lines based on high/low fractals points.
It enables to keep user defined number of historical lines only and delete all other obsolete lines.
Changing in line direction can be shown with different colors.
 
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Details: FractalsSRLines V1.31


December 4th, 2011
Size: 6.46 KB
ColorInputSeriesSlopeChanges 1.0 5 *
version 3.0 - changed colors save correctly and restore correctly

Version 2.0 - in previous version, upon restart, the color selector parameters came up empty, in this version I made it so they default to Red, Yellow, and Green even if you had saved your workspace with other colors selected. I will keep investigating for a proper fix.

ColorInputSeriesSlopeChanges 1.0

I created a universal indicator that will alter the color based on slope change of "ANY" distinct, single-value dataseries in any panel. (I was reading Sharky’s thread and could not find the one he mentioned so I made one)

To use this, you need to learn how to define the input series for the indicator (all done via the NT7 UI). I created a thread in BMT that walks through this concept. You can also use NT7 help to learn how to do this.

In the supplied screen shot, the default input series is the 6E 12-11 (4 Range. For the indicator I changed it to be the EMA(20).

You can use “ANY” other available dataseries as input and the color change will be applied. No programing required; upper Bollinger band, lower Keltner band, HMA, TSI, MACD, etc… any indicator you have on your system can be used as the input dataseries for this indicator.

You can change the colors used, the defaults are Red (down), Yellow(same or peak), or Green(up).

Yellow can indicate values that are identical but it can also represent what I call Peak. The Peak value is the bar that is the apex of the slope change (ie from up to down). You can also toggle the display of Peak off or on.

be happy to help, pm me
 
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Details: ColorInputSeriesSlopeChanges 1.0


November 25th, 2011
Size: 2.63 KB
Sine Weighted Moving Average 5 *
The Sine Weighed Moving Average is, as they say, "an indicator that indicates the sine weighted moving average of a security's price over a period of time". (Why do people put descriptions like that in indicators, anyway?)

I found a rather sloppily coded version of this indicator on the Ninjatrader forums so I fixed it.
 
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Details: Sine Weighted Moving Average


November 25th, 2011
Size: 2.45 KB
Volume Oscillator 5 *
Revised the Ninjatrader @VolumeOscillator for better performance and multi color plotting. Will appear in your indicator list as Volume Oscillator 2.

Minor corrections included in v2 uploaded at 10:52 AM ET 11/17.
 
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Details: Volume Oscillator


November 17th, 2011
Size: 4.34 KB
FisherCyberCycle for Ninjatrader 7 5 *
This is the FisherCyberCycle from John Ehler's Book i decided to code it because i never seen it anywhere.
Enjoy.

extract the 3 indicators inside ninjatrader indicators folder, and then compile.and then enjoy

indicators included: Median, HilbertTransform2
 
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Details: FisherCyberCycle for Ninjatrader 7


November 14th, 2011
Size: 5.73 KB
tsipeASCTrend's for Ninjatrader 7 5 *
Hey guys..this is my attempt to create the famous ASCTrend indicator.
What i've done is get the asctrend1 and asctrend2 that i've found somewhere on the net, and applied the igor methodologies on them and maybe a tweak or two !
i hope you like it, i think it works pretty well!Enjoy


to install: extract the zip inside the indicators folder, and complie from ninja!then use


update: i added arrows at the start of an eASCTrend2 signal to make it more easy to read for the eyes
 
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Details: tsipeASCTrend's for Ninjatrader 7


November 14th, 2011
Size: 4.62 KB
Percentage Price Oscillator 4 *
A simple and useful price oscillator. Continuing on my crusade of updating the built in Ninjntrader indicators, it has been optimized for operation on COBC false and given multi color plotting.

Thanks RJay for RangeNoGap bar type used in example.
 
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Details: Percentage Price Oscillator


November 8th, 2011
Size: 4.36 KB
Fisher Transform 5 *
I happened to take a look at the @FisherTransform Indicator that comes with Ninjatrader and it was such an embarrassment that I decided to make some easy fixes.

This one is for COBC FALSE and has a multi-color line plot as the default. See comments in code for list of changes. It does plot the same results as the original.
 
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Details: Fisher Transform


November 5th, 2011
Size: 6.49 KB
Mean and Median 5 *
This indicator plots the statistical means and medians of the Master Instrument price series.
  • The mean is the sum of all price values that occur during the life of the bar, divided by the number of prices. (Simple arithmetic mean)
  • The median is the price in the middle of the series. Half of the prices are above the median, and the other half of those prices are below the median. (Statistical median)
  • The smaller the difference between mean and median, and the closer they are to the vertical midpoint of the bar, the more symmetrical is the distribution of the prices over the life of the bar.

Because the historical calculation uses an ADDed one tick secondary data series, this indicator is slow to load. The backfill setting should be DAYS back, not bars back. Minimize the number of days that you go back. Start with ONE.

Because the means and medians are Plots, you should be able to access them for use as inputs to other indicators. Keep me posted on how well that works.
 
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Details: Mean and Median


November 3rd, 2011
Size: 14.76 KB
NoGapPrice_NT7 5 *
simple virtual close price are coded which produces a new
virtual prices exactly similar in swings but without gaps.
its used where and on those indicator where i like to see continuity of indicator shapes/patterns on opening gaps. Logic behind this continuity is almost every indi is based on window/lookback period and believe me i strongly feel thier values do primarily depends on relative positioning of Input Prices rather then actual absolute value. So as long as relative positioning is without gap..indicator will show good usable continuity.
it should be used as long as calculation depends "only" on close prices.
One may find some time advantage of early entry by 2-3 bars but not to bother as i primarily used this for visual continuity.
 
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Details: NoGapPrice_NT7


October 31st, 2011
Size: 2.08 KB


Keywords: nogapprice
ADXVMA Indicator V1 for SierraCharts 5 *
This is a SierraChart port of the original NinjaTrader/Easylanguage code for the ADXVMA Indicator.
 
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Details: ADXVMA Indicator V1 for SierraCharts


October 29th, 2011
Size: 3.56 KB
Update of "Awesome Oscillator" but now it's a different animal -- Version2 4 *
Only change in this version is the renaming of the public class from bwAO to bwAO2 as a lot of us still have the original bwAO and this version will not conflict with the original indicator we allready have..

All credits still go to Bill Williams , Zondor and other members who helped to make this modifications....
 
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Update of "Awesome Oscillator" but now it's a different animal 5 *
Another find from the Ninjatrader Forums, attributed to the legendary Bill Williams but the version I found there was coded so poorly as to be useless.

  • Changed the plot to a multi-color line.
  • Added user selection option for MA periods. Defaults are 9/12, original was 5/34.
  • Added the choice of using the SMA or the LLMA.
  • Added the choice of using the actual statistical median, computed on a bar by bar basis, or the Ninjatrader median which is just the average of the High and Low.

Thanks to aslan for LLMA and FatTails for help with medians.

Note that the plots have only very minor differences whether the actual, or Ninjatrader estimated H+L/2 medians are used.

REVISED VERSION 3 uploaded on November 2 2011 at 3:00 PM ET. General code cleanup and implemented a corrected calculation of the median. Will now work on time based charts.

REVISED VERSION 4 uploaded on November 2 2011 at 7:10 PM ET. Fixed bug of not updating intra-bar with COBC=false. PREVIOUS VERSIONS OF THIS INDICATOR SHOULD NOT BE USED!

Since this has little relation to the legendary Bill Williams version the name has been changed to AwesomePlus®. If you have any questions about the coding methods, feel free to contact me.
 
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Details: Update of "Awesome Oscillator" but now it's a different animal


October 28th, 2011
Size: 9.92 KB
Dev Stop from Ninjatrader Forum 5 *
This indicator caught my attention on the Ninjatrader Forum. The idea is good.. REALLY good!- but the coding left a lot to be desired.

I predefined instances of 13 external indicators to slash the resource load while running on the new default setting of COBC=false. Some of the calls to the MIN and MAX functions were moved to an area where they only need to executed on FirstTickOfBar, not on every tick. Also changed the moving average type from EMA to LLMA.

Some of the old code was commented out, with the replacement code immediately following. Use this as a guide for the correct and efficient way to invoke external indicators. It's frustrating to see other coders continuing to handle this so poorly.

The plots look similar to those generated by the indicator on the Ninjatrader forum. Aside from the optimization the program logic is the same. However, some well founded questions have been raised about the validity of that underlying program logic.


There is also a different, very well coded version of this indicator by Fat Tails which appears to give superior results. https://nexusfi.com/ninjatrader-programming/10725-devstop-indicator-need-fixed-2.html

So, this should be considered to be a work in progress.
 
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Details: Dev Stop from Ninjatrader Forum


October 26th, 2011
Size: 16.48 KB
CANDLE OUTLINE COLOR FOR NT7 3 *
This indicator allows to add a different color to the candle outline down and to candle outline up. Uploaded using NT 7.0.1000.7
 
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Details: CANDLE OUTLINE COLOR FOR NT7


October 22nd, 2011
Size: 1.92 KB
Hilbert SW v0 5 *
This is Hilbert Sine Wave that uses calculation from Hilbert indi for SierraChart. Note that it has no input to tweak.

export using NT7 .7
 
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Details: Hilbert SW v0


October 15th, 2011
Size: 2.82 KB
ADX Strength V2.7 5 *
This ADX version is based on JeffsADXv2, I add to it rising and falling strength alerts with adjustable threshold and various visual options for convenience.
More details can be found at this thread: Perry's Trading Method - Elite Members.
https://nexusfi.com/elite-circle/13189-perrys-trading-method-elite-members-67.html

Updated to V2.7 15.10.2011
Exported using NT Version 7.0.1000.7
 
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Details: ADX Strength V2.7


October 14th, 2011
Size: 8.28 KB
Hilbert Sine Wave Indicator V1 for SierraCharts 5 *
This is a quick SierraChart implementation of the interesting Hilbert Sine Wave Indicator based on the Easylanguage and NinjaTrader versions. I wasn't able to find a version for Sierra anywhere so I made it into a little project.
 
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Details: Hilbert Sine Wave Indicator V1 for SierraCharts


October 14th, 2011
Size: 4.20 KB
TWO MA Crossover with User Selectable INDIVIDUAL MAs, Alerts and Arrows - V1.4 5 *
This is an update to the original I posted HERE. I am not updating as I want it to remain in the 'elite downloads.'

This indicator simply allows the user to choose between several MA types INDIVIDUALLY, for each Moving Average, and input periods.

The user also has the option to enable alerts or arrows.

---UPDATE 6Oct2011----- a few hours after initial upload
Someone requested to be able to INDIVIDUALLY select price type for each Moving Average Independent of each other. So that functionality is now there.

---UPDATE 7Oct2011-----
By request, added:
  • LLMA
  • LinReg

---UPDATE 7Oct2011 #2-----
Fixed a bug for the LLMA and LinReg
 
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Trend GRaBer 5 *
I wrote this indicator based on a chart setup used by Raghee Horner for trading currency pairs but it can be applied to any instrument. So, credit for the idea goes to Ms. Horner.

Although this indicator is very simple, it is very powerful when used correctly. The indicator is a trend following setup that will keep one out of choppy markets and on the right side of the trend.

It is helpful to watch one of Raghee's seminars on IBFX to understand how this indicator is applied.

Enjoy!!

Added on October 10, 2011:

Here is a link to free Raghee Horner's eBook on this setup.

https://www.dailyforextradingedge.com/sites/default/files/ebook.pdf

Added on November 2, 2011

When I see Raghee in a couple of weeks in Traders' Expo in Las Vegas I will discuss specifics of this setup and report back.

Also, will tell her that "Tiberius" said" You didn't tell me that Raghee was so good looking. Because she is."

Added on November 6, 2011
Revised to add shading to show EMA as a band. Just replace the older version.

Exported using:

NT 7.0.10000.7
 
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Details: Trend GRaBer


October 7th, 2011
Size: 4.50 KB
Bollinger Bands with User Selectable MA, v1.0 5 *
This indicator simply plots up to 4 Bollinger Calculations about the average. You can select from several MA plot types as well.
 
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Details: Bollinger Bands with User Selectable MA, v1.0


October 7th, 2011
Size: 13.47 KB
bThinkPlanAction 5 *
This is a simple tool to plan a trade and then push the button.


Be prepared to experience the unexpected and be ready to resolve the unexpected as you use undocumented features. It is all at your own risk.

Update: 10/04/2011 bugfix marketorder short

More info: https://nexusfi.com/elite-circle/13607-btpa-thinkplanaction.html

A version with contingent orders: https://nexusfi.com/elite-circle/13607-btpa-thinkplanaction.html

NT 7.0.1000.7
 
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Details: bThinkPlanAction


October 4th, 2011
Size: 6.63 KB
Median Indicator
This is the median indicator that is used for HilbertTransformation2, and is widelly used in center of gravity computations.

*****THIS INDICATOR IS COMBINED WITH: https://nexusfi.com/download/vip_elite_circle/1000-download.html?view ******
 
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Details: Median Indicator


September 29th, 2011
Size: 6.25 KB
HilbertTransform2 5 *
This is the hilberttransformation for the Ehlers indicators to work *LIVE* not on BarClose= False.

*No need to post pic. this is the same indicator as HilberTransform modified to work with Ehlers live*

******THIS INDICATOR IS COMBINED WITH: https://nexusfi.com/download/vip_elite_circle/1001-download.html?view *******
 
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Details: HilbertTransform2


September 29th, 2011
Size: 8.53 KB
tsipAdaptiveCyberCycle
This is the correct adaptive cyber cycle from Ehler's i re-coded and edited!

*****THIS INDICATOR WILL ONLY WORK LIVE WITH:
https://nexusfi.com/download/vip_elite_circle/1000-download.html?view ******


AND WITH : https://nexusfi.com/download/vip_elite_circle/1001-download.html?view ********
 
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Details: tsipAdaptiveCyberCycle


September 29th, 2011
Size: 7.34 KB
tsipCG (Ehlers Center of Gravity)
Hey i just wanted to share the center of gravity i re-coded and fixed yesterday. It's the original from Ehlers. The ones i've found everywhere did not seem right to me!so here you go.

*****THIS INDICATOR WILL ONLY WORK LIVE WITH:
https://nexusfi.com/download/vip_elite_circle/1000-download.html?view ******


AND WITH : https://nexusfi.com/download/vip_elite_circle/1001-download.html?view ********
 
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Details: tsipCG (Ehlers Center of Gravity)


September 29th, 2011
Size: 6.19 KB
Moving Average Compilation 5 *
A compilation of many Moving Averages in a single indicator. You can select from:
SMA, simple
EMA, exponential
WMA, weighted
DEMA, double exponential
HMA, Hull
T3,
TEMA, triple exponential
TMA, triangular
VMA, variable
VWMA, volume weighted
ZLEMA, zero lag exponential

and use colors for rising and falling regions.

NinjaTrader 7.0.1000.6
 
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Details: Moving Average Compilation


September 20th, 2011
Size: 25.79 KB


Keywords: average
Strategy Framework 4 *
This is the 1.0 version of a general framework with exits to use with every kind of strategy. The main idea is that the trade exits, in general, are very simililar, so we can divide, modularize and reuse the exits. The same idea is applied to position sizing and signal tracking (is how your strategy reads the indicators). A small manual is inlcuded, and I believe that this framework can evolute to a real reusable piece of software for almost every strategy. The onExit() method is called to reset and manage the signals, LookForTrade() to open positions, and ManagePositions() to build your own custom exit. Below you can see some example methods. The public are invited to upgrade it.

public class MyStrategy : StrategyFramework {....

protected override void MyInitialize() {
base.Add(RSI(rsiPeriod,3));
base.Add(SMA(10));
base.Add(SMA(20));
}
protected override void LookForTrade() {
if (Close[0] > Open[0])
positionManager.Position1.EnterLong();
}
protected override void UpdateSignals() {

if (CrossAbove(RSI(rsiPeriod, 3).Avg, rsiHigh, 1))
rsiSignal = -1;
if (CrossBelow(RSI(rsiPeriod, 3).Avg, rsiLow, 1))
rsiSignal = 1;
}

protected override void OnExit(object sender, int positionID) {
rsiSignal = 0;
}


regards,
Henry
 
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Details: Strategy Framework


September 19th, 2011
Size: 47.60 KB
Workspace Changer 5 *
7/2/2012 - Version 2, Added functionality.

1. Select from available workspaces instead of typing them in.
2. Create a new WS by entering a new WS name in a blank cell and clicking the 'Open' button.
3. Close the currently open WS.

9/22 : Resolved numerous issues.

Updated to resolve scaling problems and to include room for 10 workspaces. It will also now open a closed workspace, but not close an open one.


A simple indicator that opens a persistent form (note button on right of toolbar) in which up to 5 workspace names can be entered. Click the button next to the workspace name to switch back and forth amongst them.

If some kind soul can tell me how to test for an open workspace, I can turn this into Open then Switch if the workspace isn't open.

NinjaTrader 7.0.1000.6
 
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Details: Workspace Changer


September 16th, 2011
Size: 7.27 KB
Adaptive_CCI 5 *
The Adaptive_CCI was developed by Mike Winfrey and Gumphrie what seems like a very long time ago for NT 6.0.
As of 9/16/2011, this version runs on NT 7 and was cleaned up a bit. Still unused code out there but left it for posterity reasons.

There are 2 components of this indicator...
1. Use of John Ehlers code to measure the market cycles and calculate an adaptive period OR set a static period.
2. Plot alternate CCIs in addition to the primary CCI.

The alternate CCIs is kind of neat I think. It was originally designed to show longer timeframe CCIs when looking at a faster timeframe chart. For example, at the time I created this, I was using a 5 minute chart but wanted to use a 1 minute chart to trade from. So, I put up a 1 minute chart and set the Alternate CCI parameters to plot 4 CCIs of 2, 3, 4, and 5 minutes. By using the 1 minute chart, can see the 2, 3, 4, and 5 minute intrabar values. That's really all it amounts to.

Works with all chart types but there are obviously some chart types where there is no direct correlation between the slower and faster periods.
 
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Details: Adaptive_CCI


September 16th, 2011
Size: 13.43 KB
Delta EMA Indicator V1.0 5 *
Delta EMA indicator based on Gomi's excellent contributions. I built this indicator to normalize delta for any instrument and provide delta user inputs for the following categories:

1. Extreme positive delta
2. Strong positive delta
3. Neutral Delta
4. Strong Negative delta
5. Extreme Negative Delta

I mainly modify the midtop 10.25 and midbottom of 9.75 settings to tweak the neutral delta and utilize different EMAs. Candle colors can be turned on and off. Very useful for spotting divergences or when order flow could be weakening. Attached chart shows trading with the order flow than against can result in higher probability trades.

A label based on the above parameters is plotted in the right hand side of the indicator if you set your chart properties to Right Hand Side Margin of 85.

This indicator has only been used/tested with Renko charts and users need to have the latest version of the GOM package installed.

Ninja 7.0.1000.7 version

Please email if there are any questions.

ps: I had difficulty exporting this to a zip so have included as a .cs file
 
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Details: Delta EMA Indicator V1.0


September 14th, 2011
Size: 13.68 KB
Vertical Scroll Tools_NT7 (Scroll/Drag) 5 *
This small indicator tool serve to scroll the chart vertically in NT7.
Its designed mainly for single data series to make things simple.
On applying, it make use of Fixed Scale attributes of NT's Chart Scale
for scrolling and have in mind its tied to right side scale. If by mistake
'F' is clicked on chart's upper right corner , it needs to be again make
"Fixed" scale either simply stretch/compress scale or set it via right scale
context menu. Scoll works smoothly except a not much noticable jump
on first scroll click after scale stretch/compress.

For vids see :


Exported using NT 7.0.1000.2

Update ( 16 Sep -11): A small logical bug removed which was causing jump/jerks even in normal scrolling during live market.

Update ( 22 Sep -11 ): Previous minor bugs fixed, and added new feature of
Auto Scrolling. As name suggest, it will scroll the chart itself if last bar ( CurrentBar ) goes off the screen by decreasing critical margin, either from
lower chart boundary or higher chart boundary. In other word it will maintain
and adjust itself to keep last bar always in chart area on prices making new session low/highs in case price bars try to overflow from boundaries.

Update ( 25 Sep -11): Following Additions:
* Two Mode of Auto Scrolling- Extreem and Center. while Extreem Mode is
normal AutoScroll as described in previous update, while Center Mode
keeps current price near center of chart always.
* Vertical Drag Feature added, which makes possible to drag the chart
vertically like default horizontal drag of NT.
* Added option to show/hide the Vertical Scroll Bar.
* Added button to turn-off/on Vertical Drag temporarily in case if it conflict
with Drawing Tools. By Default vertical drag is enable even if Button is not
made visible. It can only be turn-off after button made visible.
* Added button to turn-off/on AutoScrolling. By Default AutoScrolling is off.
* Rectified button location updation with chart resizing.
*Some minor code changes.

Update ( 08 Oct -11 ):
*Instrument change Fix .
*Some Code improvements.

Update ( 19 Nov -11 ):
Its not a new update, but only entry of latest build developed on 14-Oct-11.
More about this in post https://nexusfi.com/elite-circle/13209-vertical-scroll-experimental-8.html

CS file is named VerticalScrollTools. Displace old VerticalScroll.cs file before importing this to be safe from enum conflict.



see for vids : https://www.screencast.com/t/0sQTKwbasPx

Discuss here : https://nexusfi.com/elite-circle/13209-vertical-scroll-experimental.html
 
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Details: Vertical Scroll Tools_NT7 (Scroll/Drag)


September 11th, 2011
Size: 8.54 KB
Note Panel 5 *
Update: I got tired of needing to go into the indy in order to change font and color, so added some buttons to mod them for each note in the form.

This is a very simple indicator that doesn't do a lot. It simply adds up to 10 customizable notes to a side panel of user defined width. I am posting it because it illustrates how to place a button on the toolstrip and how to call an external form from said button.

With multi-timeframe charts a refresh of one indicator cause all real time indicators to reconfigure as historic indicators, causing the plots to change slightly. Being able to call a form from an indicator allows the user to change the parameters of that indicator w/o disturbing any other indicators.

I have attached the indicator and will post the VS project files if anyone is interested. To install the indicator, extract NotesPanelFull.zip to your Custom folder w/o NinjaTrader running. Start NT and import NotesPanel. Because it is a .dll based form you will need to edit the indicator and right click in the window to Add NotesEditor.dll reference. Compile the indicator and add it to a chart.

When you want to change a note, News @ 10?, just click the Notes button on the right of the toolstrip. Change your notes and OK, or just leave to Form open. Unlike other NT forms, it is not modal.

V0.1a
NT 7.0.1000.6
 
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Details: Note Panel


September 3rd, 2011
Size: 7.78 KB
JeffsADXv2 5 *
New version
 
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Details: JeffsADXv2


August 27th, 2011
Size: 5.04 KB
SwingModded 5 *
This indicator was modified and exported via NT7. Will not work in NT 6.5. Only for NT7
 
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Details: SwingModded


August 16th, 2011
Size: 3.74 KB
MultiCharts 7 - Visual Presentation of Daily P&L 5 *
Exported: PowerLanguage 3.0 - MC 7 build 4510
The original code was written by Capital Evolution, LLC. and I've found it on a public website. I've done some changes to satisfy my own needs.
The P&L is presented via 3 colored lines and showing how a strategy is performing through the day.
Red - lowest negative P&L for the day
Yellow - highest positive P&L for the day
Blue - running P&L for the day
 
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Details: MultiCharts 7 - Visual Presentation of Daily P&L


August 7th, 2011
Size: 8.69 KB
Stoch Cycle for Sierra Chart 5 *
Ported from Ninjatrader, discussion starts on this page. https://nexusfi.com/elite-circle/1261-want-your-ninjatrader-indicator-created-free-277.html Zip file includes both cpp and dll files.

Special thanks to Saroj, there are no superlatives sufficient to describe how her genius, dedication, selflessness, and compassion for all BMT members have taken this indicator...at this point I must digress because I am not sure I feel comfortable using the word "indicator", as it somehow demeans this work of art in a manner analogous to stating the Mona Lisa is a mere "painting". Accordingly, I retract and rephrase...her genius, dedication, selflessness, and compassion for all BMT members have taken this work of art to levels heretofore unknown or even imagined by retail and institutional traders alike.
 
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Details: Stoch Cycle for Sierra Chart


August 7th, 2011
Size: 36.91 KB
Multi-Time Range Background for Sierra Chart 5 *
Multi-Time Range Background to color multiple sessions. Modification of the canned indicator. Was tired of having to add and setup 3 indicators on every chart to separately highlight the lunch, afternoon and overnight sessions. Zip file contains cpp and dll files.
 
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Details: Multi-Time Range Background for Sierra Chart


August 7th, 2011
Size: 38.79 KB
Note Pannel 5 *
Exported using NT7.00006.

Here is an interesting indicator for placing notes on a chart. Credit goes to Snaphook on Ninja Forum. It can be dropped on the main panel or a panel of its own. You can write up to 10 comments in various color and font sizes.

I find it very useful to list my rules as a reminder on my trading chart.

The attached example screenshot shows Roger Felton's entry and money management rules discussed in his last BMT webinar. Here I have used a Panel Left Edge offset of 530.

I am posting in BMT Elite Section to show Roger's trading rules, otherwise the indicator is public on Ninja Forum downloads.

Enjoy and thank Snaphook!
 
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Details: Note Pannel


July 29th, 2011
Size: 3.76 KB


Keywords: panel note
FiveMinuteOdysseySignals_v2 5 *
FiveMinuteOdysseySignals_v2 is the indicator I refer to and describe in my thread, https://nexusfi.com/elite-trading-journals/8035-mwinfreys-5-minute-odyssey.html. This indicator encapsulates rules 1, 2, and 4 as described in the quick summary of that thread. There is accommodation for rule 3 stuff in the indicator but isn't implemented other that a simple filter. However, anyone knowing how to program can find that portion of the code and add some filters if you like.

The indicator can be used for backtesting and accounts for intrabar wiggle. I won't go into detail on how I did that. You can view the code and see for yourself. The main thing is that you understand that what you get in backtesting is what you get forward testing. Of course slippage in live trading exists but not accounted for with this indicator.

You can only use this indicator with COBC = true. Trying to use it set to false does not work. I coded a fail-safe so you can't set it to false.

Parameter Description:
1. You can set up to 4 different trading sessions.
2. Either show PNL or not.
3. Use a trailing stop if you want which triggers with one tick of profit and trails behind profit by the amount you have set for the stoploss.

Indicator colors CAN NOT be customized. Encourage you to use this indicator as-is to prove a concept before you start asking for customizable colors. I really don't intend to spend the time making it any prettier than it is. So, please adjust the colors on your chart so you can see the graphics that I use. Their colors are white, black, red, lime, and blue. However, if you have ideas for rules then please forward them to me and I'll take a look.
 
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Details: FiveMinuteOdysseySignals_v2


July 11th, 2011
Size: 15.12 KB
RSI+Vol Bands 3 *
RSI with Volatility Bands formula by Manning Stoller

---
Note that one have to adjust the indicator for each market, since each market has a different momentum "mean". The indicator in the picture is adjusted for the CL where it has a pretty good fit. Only on very high momentum should the RSI have a clean breakout of the volatility bands. Otherwise it should as best as possible be fitted so that RSI is accurately "kissing" the bands on high momentum.

Since markets have a tendency to fall quicker than rising, the factor for the lower volatility band should be greater than the upper.
---

MultiCharts
 
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Details: RSI+Vol Bands


July 3rd, 2011
Size: 3.27 KB
EMA_Slope_Color 3 *
I found this indicator and it is a slightly different version than anything on the website. I find it really useful for entry and exit points while daytrading. Normal setting is 14, if your daytrading, set it to 7. it overlays over the price.
 
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Details: EMA_Slope_Color


June 14th, 2011
Size: 2.38 KB


Keywords: ema
LineBreakWicked Bar Timer 4 *
06/21/2011: (Ver 1.4) Added the option to show "repeat counter" on main chart beside price in the right margin (optional) and to only have the repeat counter pop up when the value goes over 1. (per request from members).
NOTE: Will look at adding Minute based bars to the counter on next release...

None of the Ninja counters/timers will work with LineBreak or LineBreakWicked bars. For example, Bars.TickCount and Bars.PercentComplete return un-useable values for LineBreakWicked.
The standard Ninja supplied bar timers/bar counters also demand that a bar complete and then move on the next bar when total ticks/volume have been hit, but a LineBreakWicked chart can stay on the same bar for many ticks, until it completes by "breaking" the number of bars parameter.

This indicator works around these problems.
It works with either Tick or Volume based LineBreakWicked bar types.
Configurable.....
- Displays either either the ongoing "count" or the "count remaining" value
- Displays either actual count or the percentage
- Displays a graphics bar that visually shows the fill progress of the bar
Also
- Displays a second count (to the left) of how many times this LineBreakWicked bar has hit it's tick/volume "limit".
(Ex: how many times a 150tick LineBreakWicked actually went through 150 ticks before breaking a level and moving on)

Last but not least....
- The entire Bar Counter can be moved to TopLeft, TopRight, BottomLeft, BottomRight, or Center
- The entire Bar Counter can be 'shifted' up or down by xx pixels.
- Text Font and Plot colors are configurable

Original graphics code is based on the FancyBarTimer (by tobbe...2010)
 
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Details: LineBreakWicked Bar Timer


June 12th, 2011
Size: 5.55 KB
Trade Size Analyzer for NT7 4 *
Updated version V3 as of 8:14 AM PT June 3, 2011.

This is a simple application of the GomRecorder framework that gets the exact size reported for every trade, then sorts the trades into two types, (at or above the ask and at or below the bid). Then within each type the trades are sorted into four groups based on the volume per trade.
  • Note that the way the CME reports trade sizes nowadays may be misleading - I think that many single trades are being reported as multiple smaller trades.
  • The cutoffs for the size groups are user selectable.
  • Can display either relative volume in the trade groups, or relative number of trades.
  • There is a user setting to adjust the widths of all the bars.
  • I have added error trapping and updated calls to the methods of the GomRecorder.
The problem on Volume based charts seems to be fixed now. If you downloaded this before about 11:15 AM ET on June 3 you will not have the latest version and should download again.
 
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Details: Trade Size Analyzer for NT7


June 3rd, 2011
Size: 19.09 KB
JeffDots_Alerts7 5 *
JeffDots for Ninja 7

Includes.....6 moving average choices/alerts/paint bars
 
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Details: JeffDots_Alerts7


May 31st, 2011
Size: 14.60 KB
LineBreak Wicked bartype 5 *
This version fixes the issue of the wicks not showing the full price movement on historical bars.

As a reminder, Ninja requires a restart after importing a bartype.

For NT 7.
Not compatible with NT 6.5
 
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Details: LineBreak Wicked bartype


May 18th, 2011
Size: 5.24 KB
ADXVMA for ThinkorSwim 5 *
This is a port of the EL version of the ADXVMA indicator to ThinkorSwim.
 
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Details: ADXVMA for ThinkorSwim


May 18th, 2011
Size: 1.77 KB
Volatility Pack 5 *
This is a collection of indicators I use with NT for volatility studies. It includes:

HistoricalVolatilityRainbow: 10/20/30/60 Day HV plot.
HistoricalVolatilityZScore: ZScore of the HV, with default 2 SD markers.
LogReturns: Useful for a lot of things.
LogRetrunsZScore: ZScore of the above, with markers at 2, 3 and 4 SDs.

Some of these were floating around in threads, now they are all updated and available as one download.

Note the HV studies use the "traditional" definition of HV, and therefore only work on daily bars.

NT 7.0.1000.5 compile.
 
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Details: Volatility Pack


May 17th, 2011
Size: 12.96 KB
HLC Bars 5 *
This is HLC (High-Low-Close) Bars indicator for NinjaTrader 7.
Update v1.1: Use 0 for bar width to use Data Series bar width settings.
 
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Details: HLC Bars


May 13th, 2011
Size: 2.67 KB
ChartTraderIndicator 5 *
NinjaTrader by default disables the Chart Trader when one uses any strategy. This is a limitation which often bogs traders. Chart Trader indicator demonstrates how to send orders via an indicator.

Here in the sample indicator you can send Limit orders, through two additional buttons in the chart trader. The orders can be modified/cancelled from the chart or from the SuperDom.

for more pls visit https://www.volumedigger.com/NinjaTrader/Indicators/ChartTraderIndicator.aspx

Exported with NinjaTrader 7.0.1000.4

The indicator is tested in Sim and Interactive Brokers DEMO account. Trade it live entirely at your own risk.

Use the indicator entirely at your own risk. Under no circumstances the author be held responsible for any damages, whatsoever, arising out of the use of this indicator.
 
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Details: ChartTraderIndicator


May 9th, 2011
Size: 2.44 KB
MyBBs tempate
See the discussion here. (Note this thread goes back to an earlier time and the template has evolved slightly... for instance the 540BB is white since I use a black background; but these changes are minor and you can get the idea from them).

There is no version number as this is a comilation of all the custom indicators used in this template. It is what I use as of the date of this submission.
 
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Details: MyBBs tempate


April 26th, 2011
Size: 64.14 KB


Keywords: cci stochastics "bollinger bands" "multiple timeframes"
d9ParticleOscillator_V2 5 *
Updated April 14, 2011.

I found (or someone pointed out & I remembered) that this version could plot Green bars below zero (when they should have been Red) or Red bars above zero (when they should have been Green). I found the error in the code & corrected it.

Once imported, it will appear in your indicator list as "d9POV2".

NinjaTrader 7.0: YES
 
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Details: d9ParticleOscillator_V2


April 23rd, 2011
Size: 10.42 KB


Keywords: d9 oscillator thewizard d9particleoscillator sefstrat particle
Gomi's Cumulative Delta Volume indicators from MultiCharts 4 *
Gomi's Cumulative Delta Volume indicators from MultiCharts.

The collection consists of:
GomCD
GomCDHA
GomDeltaMomentum
GomDeltaVolume

NOTE; These are Up/Down Volume Type and not Bid/Ask
 
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Details: Gomi's Cumulative Delta Volume indicators from MultiCharts


April 22nd, 2011
Size: 21.19 KB
Heiken Ashi with colored tails 5 *
I found this HA indicator on NT site. Colors HA candle wicks with the actual candle color. Also allows HA to be viewed as an indicator line and lets you choose the amount of smoothing.

NT 7 compatible
 
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Details: Heiken Ashi with colored tails


April 16th, 2011
Size: 28.07 KB
GWTriDiffNT7 5 *
NinjaTrader Version 7.0.1000.4

This is an NT version of the GW TriDiff indicator Glennw created for Think or Swim platform. See his post and description here:

https://nexusfi.com/free_downloads/vip_elite_circle/862-download.html?view
 
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Details: GWTriDiffNT7


April 6th, 2011
Size: 5.97 KB


Keywords: 7 for gwtridiff nt
ZigZagUTC Price 4 *
ZigZag with prices instead of bar counts.
 
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Details: ZigZagUTC Price


March 28th, 2011
Size: 9.46 KB


Keywords: price zigzag
BigMike's BMT_Envelop in Easy Language Version 5 *
This is the EasyLanguage version of BMT_Envelop BigMike came up with.

I like the Averages & Fib Levels & since I use Tradestation, here is my version.

I made very minor changes for my use:
1. I changed 76.4% to 61.8%
2. I have commented the 100% & 161% plots (I find scaling of charts an issue with Tradestation)

Either of these changes can be un-commented very easily.

The inbuilt function in TS to get OHLC for the day is based on time so I had to customize to use sessions & have new functions attached as a part of ELD.

Enjoy!
 
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Details: BigMike's BMT_Envelop in Easy Language Version


March 27th, 2011
Size: 22.59 KB


Keywords: bmt easylanguage tradestation bigmike envelop
SampleMACrossOverWithButton 5 *
A quick example, to show how to add a simple ON/OFF button in a strategy.

Edit: March 22, another version added, with some cleaning in Dispose().
 
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Details: SampleMACrossOverWithButton


March 21st, 2011
Size: 2.90 KB


Keywords: strategy button
GW_TriDiff 5 *
Name: GW_TriDiff Version: 1.0

Platform: TOS (Use import function in TOS)

Description:

I use this indicator every day in my futures trading on 3min charts. It works on all time frames, and I often consult a higher timeframe to verify the more durable and lasting trend. You can scalp and take trend trades with it. I've used Woodie's CCI, but this indicator is sooooo much easier to read! It is totally unambiguous with extremely sensitive and clear cut signals that will keep you in a trend if you want. Simply stay long while the orange line stays above zero, and short while the orange line stays below zero. This one indicator is a complete trading system unto itself. It makes me $$$. You need to paper trade it a while to get used to it.

Here's the documentation from inside the indicator:

###################################
# Author = glennw forum: bigmiketrading.com
# Indicator Name: GW_TriDiff Version: 1.0
# Timeframe: Any
# This indicator is the plot of the difference
# between a triangular moving average and a
# weighted moving average. There is a fast and slow plot
# The slow plot denotes the longer term trend (cyan line)
# being above or below zero line.There is a cloud function to
# help visulize the longer term trend above and below the
# zeroline. (Red = downtrend, yellow = uptrend)
# You can use it to scalp by playing crossovers of the cyan
# line and the signal line (gray). The orange line being
# above/below zero is confirmation of the trade direction.
# You must wait for bar to close. Don't try to catch the
# exact top/bottom. Stop is low/high of signal bar or whatever you use.
# For higher probability trades only take setups in the
# direction of the longer term trend. I always exit when price breaks
# the low/high of the previous bar and crosses the 5 period offset moving
# average or crosses and closes above/below the 5 period ATR Stop with a
# 1.5 range multiplier.
###################################
 
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Details: GW_TriDiff


March 13th, 2011
Size: 1.87 KB
Ping Indicator 5 *
I've created this indicator, which pings various websites provided by the user at the end of each bar, based on the ConnectionMonitor from MXASJ ( see this thread).

Features
This indicator has the following features:
  • Ping as much websites as entered by the user,
  • Display an error to the NinjaTrader Control Center Log tab when an ping fails,
  • Custom number of milliseconds for the timeout of the ping,
  • The results of the pings (successful and unsuccessful) can be displayed in the Output Window,
  • Text box with data from the last pings (time of last pings and roundtrip time in milliseconds for each site),
  • An configurable text box (opacity, font size, background color, and an on/off setting).
As soon as there is a ping time out, you'll see an spike downwards in the indicator (i.e. there is no milliseconds response time) and a red dot drawn on the indicator panel to highlight the error. Also will the textbox print 'error' besides the website which failed to ping successfully. In that way, you can see if it's just an website which couldn't be contacted or, if all websites give errors, an potential problem with your internet connection.

Any feedback or questions are more than welcome.

Version 1.0 - exported with NinjaTrader version 7.0.1000.2.

(A special thanks for MXASJ for providing an great example with the ConnectionMonitor to learn from).
 
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Details: Ping Indicator


March 9th, 2011
Size: 3.67 KB


Keywords: ping
D9PO-V1 for Sierra Chart 5 *
Basic port of Sefstrat's D9PO-V2 from Ninjatrader to Sierra Chart including the RawTrend and Predictor plots only. If you would like to add the other stuff, then feel free to create V2. I validated the outputs, but didn't perform any other testing, so please let me know if you identify any bugs. Zip file includes the DLL and CPP file if you would like to make edits.

Special thanks to @Sefstrat for creating the original and to @omaha786 and @cory for helping me with the conversion, they are no less than gods among mortals.
 
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Details: D9PO-V1 for Sierra Chart


March 1st, 2011
Size: 39.85 KB
Murrey Math Lines Mid Points 5 *
This was done at the request of TheWizard. The indicator creates midpoints between the Murrey Math Lines. Place it in the same panel with the Murrey Math Lines indicator and be sure all the settings are the same between the two. There is an option to turn the midpoints off with a menu selection , "Show MidPoints?".

This was exported with NT v7.

Disclaimer: I am not a programmer, coach, trainer or self appointed guru and do NOT hold myself up to be a good example for anything. I do not have a book, trading room or seminar.

Have a professional review any code you receive from me before you trade real money with it.
 
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Details: Murrey Math Lines Mid Points


February 28th, 2011
Size: 10.10 KB
xcMovAvg2 5 *
(Ver 3.1.0) updated 04/01/2014
Added option for chart Type UniRenko....(per request from BMT member)
NOTE: The UniRenko MUST get it's chart parameters in the following format...(UniRenko requirement not mine)
...for the bar type to recognize what 'time' parameters you are passing.
- Three digits (with leading zeros) for the first UniRenko parameter
- Three digits (with leading zeros) for the second UniRenko parameter
- Three digist (with leading zeros) for the third UniRenko parameter
This means 9 digits total...,NO SPACES
-----------------------------------------------------
I also added capability for TEMA and DEMA moving averages


10/16/2011...Added option to color Up/Dn/Neutral....for xcMovAvg2 averages.
Also.....refined the algorithm to smooth out the 'stairsteps' on the chart where the main chart continues to paint bars but the larger-time-frame on which xcMovAvg2 is running...has not yet painted it's new bar.

06/05/2011... Added BetterRenko as an option for alternate chart time frame
(per request from forum members).
NOTE: Be sure BetterRenko is loaded as "Custom4" in bartype....(Custom4 is the default setting in the BetterRenko download).
05/22/2011 ... Added optional bands (per request from forum members)
Option to select Fibonacci bands...or percent bands...or
Std Deviation bands...from any moving average from any period.

04/11/2011 .... Added SMMA (per request from a forum member)

Multi Time frame indicator....(xc = 'cross chart' Moving Average)

Will allow you to plot an EMA, WMA, HMA, SMA, BMTCollectiveMA, or ADXVMA from another time period on your chart.

Typical usage has been to plot a larger time frame EMA on a smaller time frame chart....for example the 5 and 15 EMA (20) are popular EMAs, and folks sometimes like to see this plotted on a 1min, or 6 range, (or other) smaller time frame chart.

Plots are configurable for color, size, dashstyle, etc.
The ADXVMA is configurable with 'rising' 'falling' and 'neutral colors.
 
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Details: xcMovAvg2


February 27th, 2011
Size: 26.61 KB
Three Bars Inside Bar 4 *
This indicator is an adaptation of the Three Bars Inside Bar concept discussed in a related article in March 2011 issue of Technical Analysis of Stocks and Commodities. I have very little experience with NinjaScript and just experimented with programing this indicator. I am sure someone can check it out for potential improvements.

The indicator draws buy and sell arrows on any price chart (time and tick bars) with high, low, and close data. The three Bars Inside Bar is an old concept and trading method used by many well known old timer traders.

Exported in NT7.0.1000.2
 
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Details: Three Bars Inside Bar


February 16th, 2011
Size: 1.30 KB
Bollinger_v1 for NT 7 5 *
This Bollinger Band indicator is the same as the one that comes with NT. However, it has several capabilities added.

Choose from the following Moving Averages
1. EMA
2. SMA
3. LinReg
4. TMEA
5. LLMA
6. ZeroLagEMA
7. ZeroLagTEMA
8. Regression Channel

Can use an adaptive period by setting the period parameter to "1".
Choose your own colors.

Color the lines based on
1. moving average rising and falling
2. moving average is above or below price,
3. combination of both of number 1 and 2
4. outer bands compressing/decompressing
 
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Details: Bollinger_v1 for NT 7


February 3rd, 2011
Size: 26.96 KB
Multi MA Price Channel V2 4 *
Inspired by my time in Felton Trading live trading room, this ind. is a multi selectable MA(currently BMCollectiveMAv2, EMA, EMADouble, TEMA, EMAZeroLag, HATEMAZeroLag, TEMAZeroLag, HMA, HoltEMA, JMA, LinReg, SMA, TMA, TSF, VWMA, WMA) with offset bands based on ATR, Range, or Tick. Besides being pretty, this ind. when properly "matched" to the instrument it gives a good indication of direction change. Obviously, no guarantee for how long.
Exported from NT.0.1000.2

V2: Added more MAs as listed above. Can now access MA value. Added some extra options. Upper & Lower plots change color to match shading, when not set to Transparent.
 
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Details: Multi MA Price Channel V2


January 31st, 2011
Size: 36.93 KB


Keywords: channel ma price multi
Tsi4JeffFrom TMFT 5 *
I pulled this together at the request of Jeff Castille. It is the Trade Strength Index with a histogram and color changes for all sorts of stuff including changing the background color and a MA slope bar on line Zero which lets you select a double or single MA to calculate the slope on. I think Jeff and crew found most of the bugs and I corrected them. As usual YMMV. Exported in NTv7.
 
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Details: Tsi4JeffFrom TMFT


January 29th, 2011
Size: 61.97 KB
Better Line Break 5 *
Here is a Line Break chart with sticks and wicks. The chart shows the normal Line Break Type on the left and the Better Line Break type on the right.

You can join us on this thread for discussion about the line type usage.

This is version 7.1. [I inadvertantly deleted the original posting when I tried to update the line types...sad face]

To add this Data Series to your machine, download the file and Import it through NT's File Utilities. Then RESTART NinjaTrader. (Yes you have to restart because this is a Data Series, not an indicator). Once you've started back up, BetterLineBreak will show up in your Data Series Type options.

This is NT7 only. It took me longer than I wanted to figure out NT7, someone else will have to get an NT6.5 version running.

Enjoy!
Gordo
 
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Details: Better Line Break


January 28th, 2011
Size: 4.86 KB
Mattz's 3-bar ES Pullback Strategy from his Webinar 4 *
This is an incomplete implementation of the strategy @mattz used as an example in his webinar. Take it and do what you want with it. See more about it's Todo's and remaining issues here.

NT 6.5: Not sure
NT 7.0: YES
 
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Details: Mattz's 3-bar ES Pullback Strategy from his Webinar


January 17th, 2011
Size: 7.84 KB
DoubleMANT7 v3 5 *
I found a couple of glitches in the code (SEE... I TOLD you I wasn't a professional programmer...). I uploaded the corrected version 19 January 2011. The "None" choice wasn't working correctly.

This is an updated version that includes the JMA moving average, None (No ma type, so you can plot a regular MA) and the option to draw an Arrow on the price panel when the trend changes.
 
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Details: DoubleMANT7 v3


January 13th, 2011
Size: 33.93 KB


Keywords: double doublema nt7
Chart Buttons NT7 5 *
Several people have asked me about the buttons on my NinjaTrader charts, So I extracted the buttons code from my trading tools indicator and upload the code here. It allows you to put user defined push buttons on the chart to perform customized actions.

Note: This is for NinjaScript programmers who want to add customized buttons to their chart to perform customized actions. This is just the user click-able interface. You will have to provide your own code to customize the actions performed by the buttons.
 
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Details: Chart Buttons NT7


January 12th, 2011
Size: 10.92 KB


Keywords: buttons monpere chartbuttons
CCIcolor_NT7_v1.1 Corrected Version 5 *
There was something wrong with the export I did 6 January 2011. If you downloaded before 8 January 2011 the version you downloaded probably will not import. Sorry for any inconvenience.

The original version colors the background depending on the user set threshold but does not change the lines on the Histograph. This version sets the lines according to the threshold as well as changes the background color.
 
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Details: CCIcolor_NT7_v1.1 Corrected Version


January 6th, 2011
Size: 5.22 KB


Keywords: backcolor cci color
RJay's Total Volume Splitter Suite NT7 5 *
A greater than "X" number of contracts in a single trade - indicator.

A lesser than "X" number of contracts in a single trade - indicator.

And a Between "X" and "Y" values number of contracts in a single trade - indicator.

These Indicators display total Market volume transacted, at or below Bid, and at or above Ask, for ranges specified.

Original thread - https://forum.bigmiketrading.com/elite-circle/650-rjays-total-delta-volume-splitter-suites.html

All three indicators are in the same zip file.

THESE INDICATORS ARE FOR NT7 ONLY !!!!

These indicators has the latest updates available.

Upload Date 12/15/2010
 
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Details: RJay's Total Volume Splitter Suite NT7


December 15th, 2010
Size: 6.27 KB


Keywords: rjay volume
RJay's Delta Volume Splitter Suite NT7 5 *
This Delta Volume Splitter Suite has 3 indicators.

A greater than "X" number of contracts in a single trade - indicator.

A lesser than "X" number of contracts in a single trade - indicator.

And a Between "X" and "Y" values number of contracts in a single trade - indicator.

These Indicators display The delta Market volume transacted, at or below Bid, and at or above Ask, for ranges specified.

Original thread - https://forum.bigmiketrading.com/elite-circle/650-rjays-total-delta-volume-splitter-suites.html

All three indicators are in the same zip file.

THESE INDICATORS ARE FOR NT7 ONLY !!!!

These indicators has the latest updates available.

Upload Date 12/15/2010
 
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Details: RJay's Delta Volume Splitter Suite NT7


December 15th, 2010
Size: 6.32 KB


Keywords: rjay volume
RJay's Total, Delta and Churn Tick Indicators NT7 5 *
These indicators, originally posted in a thread, are being relocated here in the download area for easy access.

Accompanying thread is here.

https://nexusfi.com/elite-circle/763-rjays-trader-volume-trader-tick-indicator-suites.html

All three indicators are in the same zip file.

THESE INDICATORS ARE FOR NT7 ONLY !!!!

These indicators has the latest updates available.

Upload Date 12/15/2010
 
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Details: RJay's Total, Delta and Churn Tick Indicators NT7


December 15th, 2010
Size: 5.92 KB


Keywords: rjay volume
RJay's Total, Delta and Churn Volume Indicators NT7 5 *
These indicators, originally posted in a thread, are being relocated here in the download area for easy access.

Accompanying thread is here.

https://nexusfi.com/elite-circle/763-rjays-trader-volume-trader-tick-indicator-suites.html

All three indicators are in the same zip file.

THESE INDICATORS ARE FOR NT7 ONLY !!!!

These indicators has the latest updates available.

Upload Date 12/15/2010
 
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Details: RJay's Total, Delta and Churn Volume Indicators NT7


December 15th, 2010
Size: 6.04 KB


Keywords: rjay volume
RJay's AboveBelowMarket Volume Indicator NT7 5 *
It appears that a number of large traders are choosing to place their trades, buying above and selling below the current best market prices.

With this volume indicator, you can clearly see them trading.

THIS INDICATOR IS FOR NT7 ONLY !!!!

This indicator has the latest updates available.

Upload Date 12/15/2010
 
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Details: RJay's AboveBelowMarket Volume Indicator NT7


December 15th, 2010
Size: 2.15 KB


Keywords: rjay volume
ADXVMA_KBands_Color 5 *
Here's a ADXVMA indicator with bands (similar to Keltner Channel). I've put this together in NT 6.5, but I've checked and it imports into NT 7 without any problems, and as far as I can tell it does not repaint. Please let me know if you have any comments.

Profit from it,
John
 
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Details: ADXVMA_KBands_Color


December 9th, 2010
Size: 5.12 KB
Bollinger Bands in multiple timeframes 5 *
The BB's are based on a 20 SMA and 3x multiples thereof: 20 (green), 60 (blue), 180 (red), 540 (White or Black). They create natural SR levels since they are based on the statistical distance from the SMA.

A BB Cluster is when two or more outer BBs are synchronous... the more the stronger; the higher the TF, the stronger; the longer the chart TF, the stronger.

Good for seeing trend (or not); good for seeing possible SR (support/resistance); good for deciding when to exit (hint... HVS - high volume spike - on a 30 sec chart and price goes outside the bands on whatever TF you are watching... drop all but one and wait for the PB).
 
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Details: Bollinger Bands in multiple timeframes


December 7th, 2010
Size: 23.69 KB


Keywords: bands bollinger multiple timeframes support/resistance
BMT Envelope Expansion Fib Bands v2.03 5 *
Attached is version 2.03. It does NOT work in NT 6.5 but does work in NT 7 with beta 22 or later.

Again, this is a major rewrite. Backup your old copy first, this one will overwrite it. If you don't like the new one you can go back to the old one this way.

There are two parameter options.

Multiplier - 1.0 is normal. If you feel the bands are too tight, you can raise this value, but it will no longer represent the real retracement levels of the daily ATR.

ATR Length - 7 is default. Lower will adapt more quickly to a changing market (like the recent huge fluctuations on CL). Higher will adapt slower.

I've added two extra bands to show the 100% and 161.8% levels. I've set the default colors the way I like them, which is different than the last version so take note. I also like the bands to blend into the chart, so the Alpha opacity is set for each plot.

You'll need to redo your template as the Plot names and settings have changed.

The histogram has been removed.

As far as I can tell, I've solved the math bugs. Please report any problems.

Mike

COMPATIBILITY:
NinjaTrader 6.5: NO
NinjaTrader 7.0: YES beta 22 or later only
 
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Details: BMT Envelope Expansion Fib Bands v2.03


November 19th, 2010
Size: 8.20 KB


Keywords: bands envelope fibonacci
gecT3Color 5 *
This is the T3 indicator displayed with a serialized multicolor single plot that will not re-paint. It is exported with Ninjatrader version 7.0.0.23. Enjoy.
 
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Details: gecT3Color


November 19th, 2010
Size: 4.01 KB
MAMulticolor for nt7 4 *
This indicator is a Swiss Army knife of several moving averages providing color for rising and falling.

Anyone downloading this indicator prior to Nov 12, 2010 need to download again with this version. I caught a bug that presents a problem when selecting the JMA or JMASlope.

You can check the date on the zip file to make sure you have the right one. If the date is prior to Nov 12, 2010, download this one and replace the one you have.
 
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Details: MAMulticolor for nt7


November 12th, 2010
Size: 35.74 KB
MAMulticolor for nt6.5
This indicator is a Swiss Army knife of several moving averages providing color for rising and falling.

Anyone downloading this indicator prior to Nov 12, 2010 need to download again with this version. I caught a bug that presents a problem when selecting the JMA or JMASlope.

You can check the date on the zip file to make sure you have the right one. If the date is prior to Nov 12, 2010, download this one and replace the one you have.
 
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Details: MAMulticolor for nt6.5


November 12th, 2010
Size: 34.04 KB
d9Particle and POMA bands for ThinkOrSwim 4 *
hey guys, here are the d9 versions for think or swim, don´t know if the work is right, specially in the last part, but the result is very similar to the NT version...

enjoy!!!


ps. the code is in plain text format...
ps 2. they only work with minute bars, can´t tell why... (any idea?)
 
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Details: d9Particle and POMA bands for ThinkOrSwim


November 8th, 2010
Size: 7.14 KB
WMA and VWMA, Multi-Color Plot Versions 5 *
These are simple modifications of the Weighted Moving Average and Volume Weighted Moving Average for NT7 ONLY.

The Ninjatrader versions of these two indicators plot in one color. These versions plot different colors for rising, falling and neutral (NON-repainting).,

The Ninjatrader versions run through iterative loops on every tick. In these versions the loop processing is only done once per bar. So, these can be run with CalculateOnBarClose=false without bringing your computer to a standstill.

Working to kill NT6.5 every chance I get...
 
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Details: WMA and VWMA, Multi-Color Plot Versions


November 2nd, 2010
Size: 4.77 KB
BFScalping 4R 4 *
I posted the 2 sound files in the following thread though you're free to use yours:

https://nexusfi.com/journals-daily-charts-chart-reading/2630-beths-journey-make-her-millions-116.html

Enjoy!

Beth
 
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Details: BFScalping 4R


October 28th, 2010
Size: 76.99 KB
BFScalping 8R (Version 6.5)
I have a request to share my set-up (4-Range for entry and 8-Range for confirmation). Sincerely hope that the enclosed zip will work. For the templates, please check the Template Download section.

Happy & Successful Trading!

Beth
 
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Details: BFScalping 8R (Version 6.5)


October 28th, 2010
Size: 74.67 KB
jhlTDSetup for nt6.5 5 *
Converted this from the nt7 version and made only necessary changes to make it run under nt6.5.

Mike Winfrey
 
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Details: jhlTDSetup for nt6.5


October 28th, 2010
Size: 6.16 KB
ADXVMA 1.5.2 for NT7 5 *
True multi color plotting is available in NT7 so it is no longer necessary to use the ridiculous workaround of switching between three different colored plots. Therefore I have correctly implemented multi-color plotting in this version of the ADXVMA that was posted over a year ago. There is no way it can ever repaint anything, no matter what style of line is plotted.
 
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Details: ADXVMA 1.5.2 for NT7


October 26th, 2010
Size: 38.08 KB


Keywords: adxvma multi-color non-repaint
Generic Strategy version 2 for nt7 5 *
I have written many strategies and finally came up with a decent, imo, engine for testing rulesets. This engine incorporates 3 Session Start and End times for evaluating different timeperiods, 4 different targets and a runner (each can be selected separately or together), initial stop, move to breakeven, and trailing stop. Each of these parameters can be enabled or disabled. I am providing this code for Elite members only. So please don't share this with others without getting my permission.

To use, connect to your datafeed, and put this strategy on a chart. You don't have to use strategy analyzer. However, it works in strategy analyzer as well. You will notice a PNL summary in the lower left of the chart which makes it nice for quick analysis of rulesets without having to use the strategy analyzer.

Please contact me via private message if you have questions as opposed to leaving a comment here. I won't get the comments.

The only thing I ask is that you share your profitable rules with me if you use my code. Additionally, I'm willing to work with anyone who has a system they are currently trading successfully.

Good luck,
Mike Winfrey

Version 2 is now a bit more functional that version 1. I found several things that were less than desirable and hope I've fixed them.
This version allows for:
1. selection of either long, short, or both entries.
2. stop and reverse (this is not an option provided by a parameter. it automatically reverses postion if an opposite signal appears.
3. Fixed miscellaneous other issues that I won't detail.
 
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Details: Generic Strategy version 2 for nt7


October 26th, 2010
Size: 6.58 KB
Generic Strategy for nt6.5 5 *
I have written many strategies and finally came up with a decent, imo, engine for testing rulesets. This engine incorporates 3 Session Start and End times for evaluating different timeperiods, 4 different targets and a runner (each can be selected separately or together), initial stop, move to breakeven, and trailing stop. Each of these parameters can be enabled or disabled. I am providing this code for Elite members only. So please don't share this with others without getting my permission.

To use, connect to your datafeed, and put this strategy on a chart. You don't have to use strategy analyzer. However, it works in strategy analyzer as well. You will notice a PNL summary in the lower left of the chart which makes it nice for quick analysis of rulesets without having to use the strategy analyzer.

Please contact me via private message if you have questions as opposed to leaving a comment here. I won't get the comments.

The only thing I ask is that you share your profitable rules with me if you use my code. Additionally, I'm willing to work with anyone who has a system they are currently trading successfully.

Good luck,
Mike Winfrey
 
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Details: Generic Strategy for nt6.5


October 26th, 2010
Size: 4.21 KB
ZscoreHistogram 5 *
This is based on the Zscore Indicator submitted by MXAS, located in this section. This variation is a colored histogram reflecting overbought, oversold and above/below zero. The price input is enabled, the default is Weighted. When weighted a lot of the chop is eliminated and is very similar to the CCI with the variable factor set to .0125 instead of .015. One of the problems I have with the CCI is it's tendency to exit a trend too early. The ZcoreHistogram does a much better job of keeping me in the trend.

This was exported with NT v7.

I am not a programmer, use at your own discretion.
 
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Details: ZscoreHistogram


October 25th, 2010
Size: 6.99 KB
TDi setups for NT7 4 *
See preceding post by Cory, who deserves the credit for this.

Somehow I managed to find the time in my busy schedule to make sure that this would work in NT7. However, I don't have any idea how to use it! Perhaps those who have success can post their experiences with this in a thread.
 
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Details: TDi setups for NT7


October 22nd, 2010
Size: 10.32 KB
TD Setup 5 *
found it on the net in text form, no guarantee I did a correct conversion or its authenticity export using nj6.5
 
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Details: TD Setup


October 17th, 2010
Size: 9.31 KB


Keywords: 6.5 nj setup td
NinjaTrader ControlCenterForm
Find NinjaTrader ControlCenter Form with Getter to

StrategyGridDisplay
OrderGridDisplay
PositionGridDisplay
AccountGridDisplay
ExecutionGridDisplay

It is possible to hook into Grid Display's and do C# stuff

Works with NT 6.5 and NT 7
 
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Details: NinjaTrader ControlCenterForm


September 30th, 2010
Size: 21.91 KB


Keywords: controlcenterform
IchoMoku Kinkyo Ho Pack for NT7 5 *
I converted this pack to run on NT7.

The original work and explanation is here.

There are a lot of files.

Exported using NT7(b20).
NOT 6.5 compatible ( see original for that)
 
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Details: IchoMoku Kinkyo Ho Pack for NT7


September 9th, 2010
Size: 57.30 KB
MACD/Bollinger/CollectiveMA signals 4 *
MACD/Bollinger band/CMA setup explained by FredyMegaG in the Elite Trading Methods.

Ninja 6.5: YES
Ninja 7.0: Not tested

9/2 - Added Color parameters for buy and sell signal bars, and also for non-signal bars. Added a setting whether or not to paint non-signal bars a certain color.
9/6 - Updated the non-trending bars, up bars are hollow, down bars are filled
 
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Details: MACD/Bollinger/CollectiveMA signals


August 31st, 2010
Size: 11.63 KB
Better Brick Chart Style for NinjaTrader V2 5 *
BetterBrick chart style to display BetterRenko charts with classic Renko bricks.

Just import into NT, and restart NT. You should then have a "BetterBrick" type available in the chart styles in the data series window. BetterRenko bars can use any type of chart style, but this style shows the bar with Renko bricks in addition to the wick data and the correct open value for the bar.

NT 6.5: NO
NT 7.0: Yes

V2 changes the way the "live" bar is drawn. It now draws the live bar as an OHLC bar until it closes.
 
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Details: Better Brick Chart Style for NinjaTrader V2


August 8th, 2010
Size: 2.04 KB
Better Renko for NinjaTrader V2 5 *
BetterRenko bars for Ninja Trader.

Just import into NT, and restart NT. You should then have a "BetterRenko" type available in the intervals in the data series window. The brick size is specified in number of ticks.

New twist on Renko to fix some of the quirks of Renko. All data is real data, so should be able to backtest with these bars. A new bar style is also available as a different download called BetterBrick, but it is not required as CandleSticks or OHLC can be used.

V2 changes alignment of first bar to be mod brickSize. In NT65, this is first bar, in NT7 it is first bar of each session.

See forum thread for more information.

NT 6.5: Yes - does not support new bar at session boundary, or new bar style
NT 7.0: Yes
 
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Details: Better Renko for NinjaTrader V2


August 8th, 2010
Size: 2.35 KB
OBVDriver with Colors for NT7 4 *
This is an adaptation of Big Mike's original indicator here.

This version will only run in NT7.

The following changes were made:
  • Selectable background flooding colors.
  • Selectable background flooding criterea.
  • Divergence arrows moved off the indicator line (color selectable).
Thanks to Big Mike for the original indicator!

Enjoy.
G
 
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Details: OBVDriver with Colors for NT7


July 31st, 2010
Size: 13.70 KB


Keywords: obv
Dynamic Fib Lines 5 *
This is an indie that plots dynamic fib lines on the chart. It is courtesy of https://www.coiledmarkets.com/ They gave me permission to share it here on the site.

Basically, in real time, the key fib levels are plotted. It is similar to the BigMike's FibEnvelope but it only changes if a new high/low is made, otherwise the fib lines remain flat.

I use it for possible chop identification and in theory, possible targets for intrafib trades. Once prices close and hold below/above extreme fib lines, a possible mega bearish/bullish run is in the works. Not always, but it is a good signal to perhaps look for bigger runs.

I use it on NT7, not sure if it works on 6.5 or not.

Works on any range chart, time based chart, volume or tick chart.

Includes plots for HOD and LOD.

This indie requires a restart of Ninja.

The indicator shows up in the indicator window as "MyDynamicPivots" NOT Dynamic Fib Lines.

Here is a video on how to use it.

https://www.coiledmarkets.com/070910-WS/CM%20DynamicPullback1/CM%20DynamicPullback1.html

EDITED by max :

NT 6.5: not tested - not sure if it works on 6.5 or not.
NT 7.0: Yes
 
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Details: Dynamic Fib Lines


July 29th, 2010
Size: 8.18 KB


Keywords: fibs aztrader9
Kase Bars for Ninja Trader V5 5 *
Kase Bars Type for Ninja Trader, as described in video-interview-kase-bars

Just import into NT, and restart NT. You should then have a "Kase" type available in the intervals in the data series window. The target range is specified in number of ticks.

Note: latest is V5, which undid the NT65 changes in V4 as it was causing problems, but left the new sortId intact.

NT 6.5: Yes - does not support new bar at session boundary
NT 7.0: Yes
 
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Details: Kase Bars for Ninja Trader V5


July 22nd, 2010
Size: 2.29 KB


Keywords: aslan kase kasebars kasebarstype nt65 nt7
RBI (RenkoBarsIndicator) 5 *
I recently wrote this RBI indicator and found it very useful for my trading. I got frustrated of fighting the bugs of different BarsTypes (for instance Tick and Renko charts of the same instrument), and the ugly superposition of different Bars Types in NT7.

So what I am doing now is calculating and plotting as an INDICATOR the "LineOnClose" of the Renko Bars on top of 1 Range and 1 Tick Charts (I also use others), so that the nice "big picture" noise filtering view of the Renko bars combines well with the detailed price action. Works great on strategies, no need to use "AddRenko" or Add(PeriodType.Renko), they run much faster.

See attached screen capture, the Black plots are the LineOnClose of the 1 Range or 1 Tick Bars, the Blue plots are the LineOnClose of the RBI. You can select the BrickSize, Reversal amount (Renko's default is 2 Bars) , and to color the backgound based on the RenkoTrend. It also has a RenkoTrend +1 / -1 output for strategy integration uses. I hope you find it useful, I have "borrowed" so much good stuff from BMT!

Compiled on NT7 b18, works also on NT 6.5.
 
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Details: RBI (RenkoBarsIndicator)


July 20th, 2010
Size: 2.66 KB


Keywords: renko drben
Picky Inside Bars (shPickyIB) 4 *
Detects inside bars and colors them "good" (black) or "bad" (orange) depending on if they are (using the default settings)

- Inside of a Keltner Channel
- NR4
- Range < ATR(14)

The Keltner, NR look back and ATR period are all configurable. You can turn off any one of these filters by setting their related parameters to 0.

It also has a DataSeries called GoodBar if you want to use it in a strategy look for GoodBar[0] == 1.

NT 6.5 only, may or may not work in NT 7

See this post for more details
 
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Details: Picky Inside Bars (shPickyIB)


July 20th, 2010
Size: 7.20 KB
HighLowv1065 5 *
LATEST UPDATE SEPT 7 2010 V11 6.5 compliant.
Exported using 6.5.1000.16.
Review video of features here & here.
Further enhancement of my High Low Indicator.
Shows prior bar high and low and detects breakouts from it highlighting them visually and/or with sound.

The image saves me a thousand words

v10 Aug 12 2010
Added Inside Bar detection.
Added Key codes to make removing rectangle and/or text easier.
Added Bid Ask Lines Display.
Removed C = Current Ticks on range charts - seems redundant and takes up screen estate.
Widened rectangle.


v11. Sept 7 2010
Added HighestHigh/LowestLow of NBars as new type.
Added ability to displace box 1 bar to the left.
Widened Rectangle so there is no interference with Candlesticks.
Please remove all prior versions before installing the latest version.





There may be an issue where the alert sound does not fire. You will still, however, get the message on the chart.
Please read the notes at the top of the download if you find there is no sound or
see https://ninjatrader.com/support/forum/showthread.php?t=25099&highlight=PCM
else pm me

PLEASE READ NOTES IN CODE IF YOU WANT TO CUSTOMISE AND LET ME KNOW IF YOU COME UP WITH ANYTHING USEFUL

Please look at my other indicator (Execution Marker Toggle)
here

COMPATIBILITY:
NinjaTrader6.5: YES(16)
NinjaTrader7: YES

Category The Elite Circle
 
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Details: HighLowv1065


July 14th, 2010
Size: 12.90 KB
Price Action by Stealth Trader 5 *
This is a collection of ST talking about how he traded.  
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Details: Price Action by Stealth Trader


July 11th, 2010
Size: 65.50 KB
Jeffs CCI 5 *
CCI with paint bar study.

Ninja 6.5
 
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Details: Jeffs CCI


July 7th, 2010
Size: 6.66 KB
Big Mike Triple Smoothed EMA Optimized 5 *
I don't deserve much credit for this as it is simply a straightforward modification of Mike's Triple Smoothed EMA using predefined instances of the external indicators for code optimization. Elite only, please.

The EMA needs to be optimized too, for best results. That may have been done in latest version of NT7.. not sure, please check release notes. I did a quick check but did not find anything on EMA.
 
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Details: Big Mike Triple Smoothed EMA Optimized


July 7th, 2010
Size: 4.25 KB


Keywords: bmt ema zondor
TrendLineAlertCustom v 2.0
NT7 Only

Please Be Aware: This can only be imported if the PC has System.Speech

see Let's Teach Ninja Trader to Talk.

Produces Alerts to the output window as as a spoken message.

Uses Extended Line tag as the name.
 
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Details: TrendLineAlertCustom v 2.0


July 5th, 2010
Size: 3.64 KB


Keywords: alert trendlinealert zondor spoken
HeikenAshi - AUtomated 5 *
Here is a system i had programed fully working - but would like to have it improved by adding additional safety parameters like athe atr and trend line - maybe being able to use the MM or stochastics or the grail to also make decisions - this is more for the automated
 
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Details: HeikenAshi - AUtomated


June 27th, 2010
Size: 1.94 KB


Keywords: ashi bizman70 heiken
Reversals V6_1 (6.5 only) with High/Low Prices printed for Yellow Inside Bar 5 *
I personally prefer to have the High and Low prices printed on the chart upon completion of a Yellow Inside bar. The price labels will help my placing a pair of breakout trades.
 
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ConnectionMonitor for NT7 5 *
This Strategy does not trade, but instead does three things:
- Checks that your PC clock is accurate
- Alerts you if the delay in your receipt of exhange data exceeds a threshold
- Optionally ping a remote IP host and alert you or get flat if the host is unreachable.

This has been tested on Zen-Fire and IQFeed data.

Version 2.32. NT7b17 compile. Feedback welcome!
 
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Details: ConnectionMonitor for NT7


June 24th, 2010
Size: 5.31 KB


Keywords: mxasj connectionmonitor
Zero Lag Double Stochastic Optimized 5 *
Gumphrie recently posted a Zero Lag Double Stochastic on the Ninjatrader forums. I optimized the code and modified it to use an external call to my super fast Double Stochastics Optimized instead of the inefficient "stock" version.

You will note that this Zero Lag Double Stochastic is much more responsive than the normal Double Stochastic, and that because of the code optimization, it loads and refreshes practically instantaneously.

For NT7 only, sorry.
 
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Details: Zero Lag Double Stochastic Optimized


June 22nd, 2010
Size: 9.10 KB


Keywords: stochastic zondor zero lag
Average Daily Range NJ 6.5 5 *
This indicator calculates historic average daily range, just make sure you load enough days for the calculation Sat, Sun included.

Note: at the minimum make sure session starts at 12AM in order for it to work.

6/24/10
-take out session has to start at 12Am restriction


dicussion link:
https://nexusfi.com/elite-group-trading-methods/4287-average-daily-range-adr.html
 
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Details: Average Daily Range NJ 6.5


June 21st, 2010
Size: 3.35 KB
Reversals V6 for NT 7 4 *
Here's the zip for the Reversals V6 for Ninja Trader 7

Updated 6/24
 
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Details: Reversals V6 for NT 7


June 21st, 2010
Size: 1.78 KB
LogReturnsZScore 4 *
This indicator plots the z-score of the log returns of a time series. It can be used to indicate periods of high and low volatility.

Ver 1.00 posted 20 June 2010

NT7b17 compile
 
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Details: LogReturnsZScore


June 19th, 2010
Size: 5.97 KB


Keywords: mxasj volatility zscore
Sampled Indicator
This indicator offers the user a trade-off between recalculating indicator values at every tick versus calculating them at bar-close. You control the number of times the indicator values are calculated in a bar via the Sampling Frequency Parameter. This is useful for indicators which perform a lot of calculations but do not require the value to be updated at every tick, especially when used for larger time-frame bars.

To create a sampled indicator, derive your custom indicator from the AviatSampledIndicator class. Replace the standard NT virtual functions with their corresponding Aviat versions (e.g. OnBarUpdate => AviateOnBarUpdate). The download contains the base indicator and an illustrative example which shows how to convert the TSI indicator to its Sampled version.

The indicator has been tested on NT7 ONLY, and only on single time-frame indicators. https://nexusfi.com/platforms-indicators/3565-anyone-have-any-hints-optimizing-c-code-7.html has some more details.
 
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Details: Sampled Indicator


June 19th, 2010
Size: 4.50 KB


Keywords: sample aviiat72 rate onbarupdate
ReversalsV6.1 5 *
This indicator does three things: #1 paints an inside bar at bar close #2 paints an outside bar in real time (does NOT wait for bar close) and #3 paints reversal bars at bar close. The reversal bar is calculated by the size of the wick. This wick size is adjustable. (2/3 +- bar size for wick)

NT 6.5 ! Updated.......6/24
 
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Details: ReversalsV6.1


June 18th, 2010
Size: 1.68 KB
OBVDiver with BBands for NT7 5 *
For NT7 compatibility, there were 2 new parameters added to one of the DrawText() statements.

I added a compiler switch that will select the correct version of the statement of the DrawText method for either 6.5 or 7.

Indicator should now work in either version of Ninjatrader. However this zip package was created by NT7 so may not import into NT6.5. However, the previous version works fine in NT6.5 so that should not be a problem.

See Post:

https://nexusfi.com/elite-circle/694-balance-volume-balance-volume-divergence-indicator-8.html

The attachment is a .cs as I did not want to load this unoptimized code. ZTR
 
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Details: OBVDiver with BBands for NT7


June 18th, 2010
Size: 12.42 KB


Keywords: bmt divergence obv zondor
BMT Wave Indicator 5 *
Please refer to Wave Indicator,

https://nexusfi.com/free_downloads/vip_elite_circle/487-download.html?view



This is identical to the above indicator posted very recently except for the optimization that makes it load and run much faster. Was edited in NT7 but should also work in NT6.5... delete the info.xml file from the installer before importing into 6.5

There is a compiler switch that will set calculate on bar close = false if using NT7.

Again thanks to Richard of MoveTheMarkets.com for his valuable posts on Ninjacator optimization.
 
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Details: BMT Wave Indicator


June 17th, 2010
Size: 4.59 KB
JeffsADX 5 *
ADX with adjustable threshold and alerts !
 
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Details: JeffsADX


June 13th, 2010
Size: 2.84 KB


Keywords: adx alerts jeff jeffadx jeffsadx jeffs
Minute data time zone conversion tool 4 *
I converted the minute data cunparis uploaded to the Pacific time zone using this attached tool. If you want the data converted to another time zone you can use this tool yourself. This is a Visual Studio C# project. If you don't want to deal with Visual Studio you can just run the .EXE file in the /bin/Debug folder. Once it converts your data it saves it in the same folder as your source file with the same name with the extension ".converted" appended to it.
 
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Details: Minute data time zone conversion tool


June 13th, 2010
Size: 44.75 KB


Keywords: shodson time conversion
Continuous Minute data for ES, 6E and CL from cunparis - Pacfic Time Zone Edition
I took the data cunparis posted here but when I import it the times of the data are all based on US Eastern time zone time, but all of my data in Ninja is local to my time zone (US Pacific time zone) so merging my local, current data to this historical data would be a mess. So I wrote a program that reads in the .txt file, subtracts X hours from the time and writes out a new file. The result is attached here. I used this tool to convert the data, which you can download and use yourself if you want to convert it to a different time zone.  
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Wave indicator 5 *
From https://nexusfi.com/elite-circle/693-wave-indicator.html

The inspiration came from websouth's template, which I started a discussion on here:
https://forum.bigmiketrading.com/general-discussion/691-websouths-shared-price-action-templates.html

The indicator works a little different than websouth's implementation, because he was using the displacement chart feature which puts lines behind (historical) price. Within the indicator, I just painted the line using historical data, but it still plots real-time.

At any rate, it is a very interesting indicator. Sometimes it is a thing of beauty, others the visual aesthetics are not appealing but that usually means chop. If the indicator looks like shit then the price action is probably shit, too.

All colors are fully configurable, as is the shading, and opacity. You can also control the historical period rate.

Attached are a few screens plus the indicator. It's the top panel stuff.

I look forward to your input

Mike
 
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Details: Wave indicator


June 13th, 2010
Size: 4.12 KB


Keywords: bmt wave
TheWizardMethod v1 5 *
From https://nexusfi.com/elite-group-trading-methods/2804-wizard-method-automated.html

This comes from is an entire thread devoted to this method.

The Wizard produced the following on a 1-year backtest for YM (4-tick MedianRenko):

$231K Gross Profit (almost $164K after commission assuming $5 rt)
close to 13,500 trades / 37 trades per day (hope to reduce it w filters to minimize choppy trades)
66.2% win rate
Trade Size: 1 contract/trade
Profit Target: 25
SL: 15

I believe the following filters will make this strategy a very profitable one when running live:

- minimize choppy signals and
- adjust the initial 15-tick SL to B/E when the trade starts working
 
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Details: TheWizardMethod v1


June 13th, 2010
Size: 29.43 KB
d9HarrWavelet v1
From https://nexusfi.com/elite-circle/2601-wavelet-indicator.html

This is a linear undecimated Haar transform implemented via lifting.

I had intended on posting this indicator here a while back but at the time I was getting swamped with questions about the particle oscillator and I didn't want to add fuel to the fire considering that this indicator is significantly more complicated with a large number of options and different ways it could be used.

I made two annotated screenshots that explain the basic options and some background on wavelets. The third screenshot shows a time decomposition as well as another colorscheme.

I don't mind fielding questions about this indicator or wavelets in general but please try and ask good questions, ie not 'what settings do i use for intstrument xx'

While this indicator can be used 'as is'.. I would still encourage any who are interested in wavelets to read up on the theory behind them and how to construct other wavelet transforms via lifting. The more you understand wavelets the more useful they will be for you. A good place to start learning about more advanced techniques would be to research nonlinear transforms commonly used for 'edge detection'.
 
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Details: d9HarrWavelet v1


June 13th, 2010
Size: 15.96 KB
VSR Indicator v1 5 *
Volume/Stochastic/Reversal Bars
wanted to go ahead and share something that Big Mike wrote for me that may help you in your trading. This indicator utilizes Volume, Stochastics, and Reversal Bars, to plot out potential reversals in the market.

I have found that it works especially well with Range Charts. I will say the Volume component has to be tuned down under 1.00 or a lot of triggers get filtered out. Probabably some enhancements could be made in that arena.

Caution should be taken on Trending days as a lot of false signals will be generated. It is best used as a supplement to other indicators.

https://nexusfi.com/elite-circle/769-vsr-indicator-volume-stochastic-reversal-bars.html
 
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Details: VSR Indicator v1


June 13th, 2010
Size: 13.09 KB
Phantom of the Pits 4 *
From https://nexusfi.com/traders-hideout/4042-phantom-pits.html  
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Details: Phantom of the Pits


June 12th, 2010
Size: 371.46 KB


Keywords: book
Murray Math Lines Description v1
TrendBars2 v2
From https://nexusfi.com/elite-circle/636-trendbars-trendbars2-paint-bars.html

Here is a new export of TrendBars2 v2.2. It's faster and fixes a few quirks from the last version. Import like normal with Ninja.
 
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Details: TrendBars2 v2


June 12th, 2010
Size: 6.04 KB
Party Pack V1 5 *
From https://nexusfi.com/elite-circle/977-favorite-combinations.html

This one has -
slingshot
stepmaSharky
OBV Diver
TripleEMA Dots (sharkys variation)
d9 PhaseShift

This uses the classic several indicators showing different things but confirming mantra -
ma stuff, price with detrended price(cycles), volume

partyPack has all the indicators. Just import with ninja utility.
The d9 Phaseshift is a variation with colorbars and cunparis' S/R lines (nice job cunparis)
 
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Details: Party Pack V1


June 12th, 2010
Size: 45.89 KB
Colored MAs by Slope V1 4 *
From: https://nexusfi.com/journals-daily-charts-tape-reading/560-all-you-need.html

To me simple is better..... I don't want to look at too many indicators. Besides, all indicators are doing is telling me is what the price is doing so.... why not learn to read price action? Some of the tools that help me do this are the 50 EMA and the 14 HMA with Sharky's ECO bars and a swing high/low.....that's it. Knowing what time of day is best to trade is also very helpful. 85% of daily price movement happens in the morning. So, for what it's worth.... here's my 2 cents. Check it out and let me know what you think.
 
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Details: Colored MAs by Slope V1


June 12th, 2010
Size: 11.66 KB
Bar Timer Flash/Sound Alert 5 *
This version of Ninja's Bar Timer will work with NT7.
Code will not work on NT6.5.
v3 Some Minor alterations and code tidying. Jan 24 2011.

v Forum Major change - now use Ctrl + Numbers to move clock around chart - see Notes inside code.
There is a video review ( 2 mins) here.
Update 8 Jan 2013. Corrected minor Font serialisation issue.
Features

Shows Clock and Bar lapsed time.
Alerts can be visual or sound based ( or both).

Clock works independently of OnBarUpdate().

The visual alert can 'flash' the whole screen, the clock area or just the text from a user defined interval before the end of the bar.
 
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Details: Bar Timer Flash/Sound Alert


June 11th, 2010
Size: 6.00 KB
clock timer nj 6.5 5 *
this is a count down clock for a time bar
 
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Details: clock timer nj 6.5


June 10th, 2010
Size: 4.75 KB


Keywords: clock cory timer
JeffsDotsPackage 5 *
Here's 3 versions of the JeffsDots. Your choice of 6 different moving averages/paint bar study and audio alerts.
 
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Details: JeffsDotsPackage


June 10th, 2010
Size: 20.80 KB


Keywords: jeff jeffsdots castle
Stochastic Momentum Index 5 *
Stochastic Momentum Index Indicator.


Exported Using NT 7.0.0.16
 
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Details: Stochastic Momentum Index


June 4th, 2010
Size: 6.79 KB


Keywords: cbratton stochastic
MACD Scalp 5 *
MACD Scalp indicator.


Exported Using NT 7.0.0.16
 
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Details: MACD Scalp


June 4th, 2010
Size: 3.89 KB


Keywords: cbratton macd
Buy/Sell Pressure Color Bar 5 *
A real time only version of this indicator was posted on the Ninjatrader forums by Dave S. in February. Naturally I couldn't resist the temptation to make it work with the GomRecorder.

The bars are colored blue for positive deltas and red for negative deltas. The saturation is proportional to the ratio of delta to total volume. Lighter color bars have lower deltas, and white bars have deltas near zero.

The trades that are counted can be filtered by the Minimum and Maximum Trade Size settings.

It seems to work well on Renko charts, where you can see the balance of power shift at congested areas that become reversals.
 
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Details: Buy/Sell Pressure Color Bar


June 2nd, 2010
Size: 12.88 KB


Keywords: zondor buysellpressure
Ergodic Candlestick Oscillator 5 *
An optimized, ultra fast loading version using optimization techniques from the article on MoveTheMarkets, as referenced in the Optimize C# thread of the Forums.

Version 1.4 uploaded on May 30 should work with NT6.5 as well as NT7. Tested out OK here, please send me a PM if any problems.


Adapted from Blau's Momentum/Direction/Divergence by zoltran (Wes S.) and optimized by Zondor (Zondor®)


Here are the "rules" for using this.. take them with a grain of salt! Never rely wholly on indicators, nor on a single time frame!

  1. Enter or hold position only when slope of ECO2New3 Signal line has the same direction as the trend
  2. Stand aside when slope of ECO2New3 Signal Line is in the opposite direction of trend
  3. Enter or exit position when ECO2New3 and its Signal Line cross
  4. The magenta dot shows when the ECO2New3 is 'inside' its signal line, indicating failing momentum.
 
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Details: Ergodic Candlestick Oscillator


May 26th, 2010
Size: 11.05 KB


Keywords: zondor ergodic
Double Stochastic Optimized 5 *
LATEST VERSION V1.4 uploaded on May 30 at 5:06 PM ET !

This version of Ninja's Double Stochastics should work with NT6.5 as well as NT7.

This is an experiment to see how far I can push the optimization. If you encounter any problems, please let me know. Seems to work OK here....

https://nexusfi.com/platforms-indicators/3565-anyone-have-any-hints-optimizing-c-code-6.html

Instances of all external MA's that are used by this indicator are pre-instantiated and the instances are defined before use.

Calls to the external MIN and MAX indicators have been replaced by calls to new internal private functions that give the minimum and maximum values.
The calls to those functions can only be made on the first tick of each new bar, and then ONLY when the maximum or minimum value of the applicable series is known to have changed. This eliminates a great deal of unnecessary loop processing.


Special thanks to Richard of MoveTheMarkets.com for the optimization strategies, at least SOME of which should be used whenever an external indicator is called from a Ninjacript INDICATOR or STRATEGY... it's a Paradigm Shifter.



This version should work on NT6.5 or NT7, but I have not tested it on NT6.5.
 
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Details: Double Stochastic Optimized


May 26th, 2010
Size: 6.86 KB


Keywords: stochastic zondor
Buy/Sell Volume G40 Version 5 *
Revised May 25 2011: This is an updated G40 version. The installation package includes the GomRecorder and related files from latest Gom Package version 2.3b.


Revised at 4:50 PM ET on May 27:
Added user selectable values for the fast and slow smoothing parameters of the Tick Volume Index, and changed the default values that previously had been hard coded.

We've come a long way since version G35. This one includes bar by bar values of Delta, Delta Momentum, and the Tick Volume Index. There were some optimizations to make it run a little faster, but it was still relatively slow to load.

On Tuesday May 26 I did some further code optimization and it now loads much faster. If you downloaded prior to around 7PM ET on that date, you should download and install the updated version posted at that time.

NT7 ONLY!
 
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Details: Buy/Sell Volume G40 Version


May 26th, 2010
Size: 32.52 KB
BMT Divergence Indicator, Optimized 5 *
VIP Only, please do not distribute outside of the Elite Circle.

This an optimization of the December 2009 BMTDivergence Indicator. The code has been optimized by predefining the instances of the external indicators that are used.

For more complete information about this indicator including instructions for use, please see Big Mike's posting of the original version.: https://nexusfi.com/free_downloads/vip_elite_circle/207-download.html?view
 
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Details: BMT Divergence Indicator, Optimized


May 25th, 2010
Size: 49.50 KB


Keywords: obv optimzied zondor obvdiver diver
Big Mike's Volume Graph, Optimized 5 *
VIP Only, please do not distribute outside of the Elite Circle.

Mike's version, posted in June of 2009, was downloaded almost 700 times!

It colors the volume bars based on a sophisticated linear regression analysis without using bid ask volume data. It corresponds well with Delta Momentum generated from GomRecorder buy/sell volume.

I applied Richard's optimization method from his article, aboot the right way to call external indicators, at MoveTheMarkets.com. (eh?)

This greatly improves the performance, so much so that in NT7 it can run with CalculateOnBarClose = false. However, DO NOT run it this way. CoBC must be true for it to calculate correctly... for now.

.....click on Magnifier for screen shot
 
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Details: Big Mike's Volume Graph, Optimized


May 25th, 2010
Size: 7.88 KB


Keywords: optimzied volume zondor graph
BMT Collective MA Envelope Bands, Optimized 5 *
VIP Only, please do not distribute outside of the Elite Circle. It's based on Mike's Version 2.02 from February. This plots the same as Mike's except for two differences.
  • Quick Start Modification causes value of CMA to rapidly converge to the correct value within a few bars of startup.
  • The method of calling the EMA's was changed for greater efficiency. This causes initial loading to be much faster, and resource use while indicator runs to be much lower. Thanks to Richard of MoveTheMarkets.com for his excellent article about this subject.
  • To see the envelope bands, chart must go back at least one day. Bands begin to display on the second day.
  • As in original version, all band colors are hard coded and are best for a chart with a dark background.
... click on Magnifier for screenshot.
 
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Details: BMT Collective MA Envelope Bands, Optimized


May 24th, 2010
Size: 8.66 KB


Keywords: bmt collective envelope ma optimzied zondor
Gom Volume Ladder for NT v3.4 5 *
Please See:

https://nexusfi.com/elite-circle/1342-volume-ladder-ninjatrader-31.html

Volume Ladder for NT
Here's an indicator based on GomRecorder framework ( see NT forums).

It's a volume ladder that includes cumulative delta stuff, documented in the thread: https://nexusfi.com/elite-circle/1342-volume-ladder-ninjatrader.html

It works with 6.5 and 7Beta5


GomVolume ladder holds 2 main types of info :

On the right and the left there are 2 ladders with their own setup
In the middle there are the bid/ask ladders that are plotted on the price bars.

Also See: V olume Ladder Highlight Addition

& Volume Ladder for NT - patterns and setups "journal"

& Webinar: Gomi Volume Ladder Technical Walk-through & Examples
 
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Details: Gom Volume Ladder for NT v3.4


May 16th, 2010
Size: 11.75 KB


Keywords: gom gompackage gomrecorder volumeladder gomi
GomMP Market Profile indicator v2.1 5 *
See Thread:

https://nexusfi.com/elite-circle/3737-gommp-market-profile-indicator.html

This indicator which requires GomPackage plots volume profiles.

User can select Bar or Daily profiles
User can plot profile of all volume since a certain date
Profiles can be colored to indicate time of the trades
Profiles can plot delta of the bar
Profiles can be smoothed to filter noise
Profiles can be plotted left to right or right to left.
Profiles can include/exclude AH volume
POC, VAH, VAL, VWAP can be plotted
High and Low volume Nodes can be plotted

GomPackage can be found here:
NinjaTrader Support Forum - View Single Post - All GomRecorder Indicators

Also see Volume Ladder For NT Thread

Works in NT 6.5 and NT 7
 
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Details: GomMP Market Profile indicator v2.1


May 16th, 2010
Size: 8.77 KB


Keywords: gom gomi gompackage gomrecorder marketprofile
Original_MTF 2 *
Coded to my interests at the time, MultiTimeFrame Strategy: also has some interesting code for Profit Targets and Trailing Stops. One interesting thing (at least for me lol) I had included was an option that if the bar closed over a trigger for moving the trailing loss, not just if it hit the trigger value. Audio and Visual Alerts. Works on historical data.

edit: moved in Elite as asked
 
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Details: Original_MTF


May 14th, 2010
Size: 10.55 KB


Keywords: mtf multitimeframe strategy trader.jon
tradestation Globex/24 hour midpoint/previous ohlc/etc...
this is pretty simple one that i pasted together in easy language a while back and i find it useful for tracking the 24 hour midpoint --- i added some other lines/zones (previous ohlc) etc... but these can be modified in the code for whatever you want projected from the midpoint ---

i am new to ninja and was wondering if there was any recommendations for ninja script consultants that do quality work but price was reasonable for recoding this and other indicators to ninja --- any recommendations appreciated.
thanks

i attached a picture of part of the indicator -- you will have to go under style and set it to your own liking...
 
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Details: tradestation Globex/24 hour midpoint/previous ohlc/etc...


May 11th, 2010
Size: 10.71 KB


Keywords: tradestation
Show Execution Markers (Toggle) 5 *
Exported using NinjaTrader 6.5.15

Uses the key command Ctrl + Insert to toggle the state of the Execution markers on a chart between the 3 states of
1 .DoNotPlot
2. MarkersOnly
3. TextAndMarkers

Very quick and easy.

The text box in the bottom right serves as a reminder of what state you are in ( you would be surprised how often this is useful!) and disappears after 10 seconds.

Do ensure that you don't have the same key combination used in the Hotkey Manager.

Please check out my other indicator (High Low breakouts) here. NB further down the page

COMPATABILITY
NinjaTrader 6.5 - YES
NinjaTrader 7 b19 - YES. But see here for different version
 
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Details: Show Execution Markers (Toggle)


May 10th, 2010
Size: 2.45 KB
CCI4Jeff 5 *
This indicator was written according to the trading method developed by Jeff Castille (Jeff's CCI thread). It is a 50 period CCI histograph with an additional 6 period CCI plot. It has Jeff's Dots plotted on the zero line and two, angle of the moving average thresholds, plotted on the 100 and -100 lines. The hisograph and the CCI(6) change colors above and below the zero line. The CCI(50) changes colors above the 100 line and below the -100 line. This was written in v6.5. I am NOT a programmer. Have a professional check the code before trading real money with it.

EDIT: MOVED TO ELITE CIRCLE -- BM
 
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Details: CCI4Jeff


April 22nd, 2010
Size: 33.10 KB


Keywords: cci jeff cci4jeff
ZScore
A ZScore indicator for NT7. ZScore looks at deviations from the moving average, and this plots an oscilator in a new panel. Note in the attached chart where Bollinger channels are breached and where ZScore lines are breached. Help make it better!

Changelog:

4 March 2010: Version 2.00 posted.
22 April 2010: Version 3.00 posted. Revamp of code, same calculation logic.

Compatability:

NT7 Only
 
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Details: ZScore


April 22nd, 2010
Size: 5.80 KB


Keywords: oscilator zscore mxasj bollinger ma
View the winning 'starred entries' Converter to nt6.5
Winning Entry January 1st, 2024 to February 1st, 2024 [1 votes]

Converter program for csv files format to nt65 file format.


CSV files ( OIH.csv 5min)

Date,Time,Open,High,Low,Close,Vol
03/10/06,11:30,12744.00,12744.00,12711.36,12725.76,506


NT 6.5 files

20060310 113000;12744.00;12744.00;12711.36;12725.76;506


java -jar DesktopApplication.jar


bye.-
 
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Details: Converter to nt6.5


April 15th, 2010
Size: 138.92 KB
Historical Data 3 *
Attach historical data for test strategy and indicators. (Ascii format)
5min 1000 days

GOOG
AAPL
OIH
BIDU

Bye.

Fix bidu and goog ( 5 min 1000 days)

timezone GMT-3
 
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Details: Historical Data


April 14th, 2010
Size: 3.24 MB
JeffsADX for ThinkorSwim 5 *
Thanks Jeff and all the others who contributed to the JeffsADX v1 indicator. This is a port to ThinkorSwim.

The ToS study has been uploaded as a txt file. If you want to import it ToS, then change the extension to .ts. Alternatively, copy the content of the txt file to a new study in ToS.
 
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Details: JeffsADX for ThinkorSwim


April 14th, 2010
Size: 1.43 KB


Keywords: adx thinkorswim
Cash Market indicator 5 *
 
 
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Details: Cash Market indicator


April 10th, 2010
Size: 2.36 KB


Keywords: cash peteman
VMAZones for ThinkorSwim
Conversion of Mike's VMAZones NT indicator to ToS.

I uploaded this file as a .txt file. You can save it and rename it to .ts then import it to ToS or copy/paste the content of the file into a new study.
 
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Details: VMAZones for ThinkorSwim


April 7th, 2010
Size: 1.54 KB


Keywords: thinkorswim vmazones
Price Momentum Oscillator
This is a price momentum oscillator for ThinkorSwim. It is computed by taking the rate of change over N bars, then smooths that with an averaging function. In this case, it uses the Hull Moving average with a given period M.

It can be used as an indicator of relative strength, internal strength or price movement.

The indicator is a txt file, so you can either copy/paste the content into a new study in ToS or rename the file to a .ts extension and import it.
 
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Details: Price Momentum Oscillator


April 6th, 2010
Size: 271 bytes


Keywords: momentum oscillator price thinkorswim
TRIX2v3New.zip 5 *
I obtained this from the NinjaTrader Forums. It is a variation of the Trix indicator with a histogram and colors

https://ninjatrader.com/support/forum/showthread.php?t=11487&highlight=trix&page=4
 
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Details: TRIX2v3New.zip


April 2nd, 2010
Size: 2.56 KB


Keywords: histogram trix trix2v3new
Select parameter list from combo box 5 *
To select parameters from combo box you have to define enum's.
But if parameters are variable at runtime you can't do it.

Attached is a solution to select parameters from a list defined at runtime. Parameters can be string, int or double.
 
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Details: Select parameter list from combo box


March 28th, 2010
Size: 2.13 KB
CMA for Market Delta 4 *
guys,

This is the collective MA ported for Market Delta

Enjoy

ben
 
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Details: CMA for Market Delta


March 19th, 2010
Size: 1.31 KB


Keywords: benbrooke bmt bmtcma cma marketdelta collective
ADXVMAv1.05.2 5 *
This is a NO REPAINT version courtesy Art Roonius. Everything else is just the original ADXVMAv1.05.1 alert version.
 
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Details: ADXVMAv1.05.2


March 19th, 2010
Size: 5.95 KB


Keywords: adx adxvma eone
DoubleZ Trading Suite FOR NT7 ONLY 5 *
Trading Suite Developed by Zondor and ZTrade101. Makes extensive use of the GomRecorder so once again, merci beaucoup, Gomi !!
(Note: When a trade occurs at or above the ask it's a "buy", and when at or below the bid, it's a "sell".) Package contents:

BetterBuySellVolume2
BMTCollectiveMAQuikStart
BMTEnvelopeExpansion301
DailyATR
DOMBandsHybrid
GomRecorderIndicator
JMA7MC
JT_RealStats_RJ7v106
TickMFOscillator_GR_
TradeSizeDistribution
TrendLineAlarmCustom
ZondorRecorderV2

BetterBuySellVolume: Based on Barry Taylor's Better Volume concept, but instead of using upticks and downticks, it gets buy and sell volumes from the GomRecorder. Use with calculate on bar close = false and watch it evaluate each bar in real time, often changing its mind right up until the bar completes. Equivolume mode must be used for charts with Constant Volume intervals. May load very slowly on charts with more than a few hundred bars back. X=climax (local maximum of product of buy volume or sell volume times range), u=Up, D=Down, C=Churn, Lo=Low Volume. Set markers = True to mark the bars with these legends right on the Price Panel. There are various different ways of detecting the criteria. I hope you will look at the code and let me know what you think!

This one has a lot of potential for improvement. The criteria detection algorithms could be refined. Additional conditions, such as volume patterns and stopping volume, could be tested for. The method of storing condition status in a string is clunky and can be streamlined. Please share your ideas so that we can make this MORE Better.

TickMoneyFlowOscillator Using GomRecorder data, calculates the product of buy volume and price, or sell volume and price, adding or subtracting the product from a cumulative total. Then an MA of the total is subtracted from the total to make it oscillate. The color is based on whether the cumulative total, not the oscillator, is rising or falling. I like to overlay this on the price panel, with the price scale on the right and the TMFO scale on the left. Sometimes this gives nice clues about which way things will go out of a sideways congestion zone.

TradeSizeDistribution Using GomRecorder data, looks at each incoming trade and sorts its volume into one of several "buckets" based on whether the trade is a buy (plots above zero) or a sell (plots below zero). Then the trades on each side of zero are grouped and summed within 4 size ranges (small, medium, large, extra large) and grouped together. The breakpoints for the size groups are the lower volume limit... etc user settings which you must set based on the way your instrument trades. A medium size trade in the ES would be an extra large trade in the YM, etc.. You have the option of either displaying the VOLUME of trades within each size range, or the NUMBER OF TRADES within each size range!

DomBandHybrid is a persistent version of ZTrade's Dom bands indicator that achieves data persistence with a data recorder. The new ZondorRecorder (based on the GomRecorder, of course!) is customized to record LEVEL 2 data. When run in real time, the Level 2 data come directly from the OnMarketDepth Method. This avoids the errors that the GomRecorder is subject to under certain conditions (because of Ninja Trader's coarse time stamping). If the chart is changed or refreshed, the previous bars in a real time only indicator would disappear. But in this version, they are reloaded from the ZondorRecorder; then from that point forward until the next refresh, all data will come directly from the OnMarketDepth Method. This indicator generates run time errors, but they are handled, and appear in the Output Window as Trapped Exceptions. Therefore they do not crash the program. Would certainly appreciate if anyone can help me diagnose the cause of the errors.

JMA7MC is a version of the JMA moving average with true multi color plotting of a single plot using the PlotColors Method. That method does not exist in NT6.5.

The BMT CollectiveMA and Envelope Expansion were modified to force the Collective MA to rapidly converge upon the price series. However when setting these up, you need to go back at least one previous day, or they will not plot anything.

See These Posts for Trendline Alert Info & TrendLineAlertCustom & NT Video near minute 21 explains this new feature.

See discussion about recording in Binary vs Flat for GOM & Zondor Recorders.

Instructions for the ZondorRecorder: This is a customized version of the GomRecorder for LEVEL 2 data. The recording and playback work almost the same. The ZondorRecorder stores data in files prefixed with DOMBANDS, so a typical file name would be DOMBANDSCL-05-10_binary.dat. The DOMBANDS prefix ensures that these files will not have the same names as files made by the GomRecorder. By default the files will be placed in the My Documents folder. If you want to store them somewhere else, create a Windows Environment Variable with the Name ZONDORFOLDER and the Value being the valid path to your designated storage folder. ( Refer to Lines 207 and 236 of the .cs file.)
 
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d9 ParticuleOsc v1.1 5 *
It's base on the d9 ParticuleOsc from sefstrat. It has the inputs:

Period: 10
Phase: smoothing parameter(ex:-50 or 50)
Price_typeclose)
ZLRcolordown(red) it's for the divergence signal of extreme point
ZLRcolorup(green)
ZLRsensibility(3) reference of how many bar to look to compare the divergence
PLotZLRfirstArrow(true) If you want only the first dot appear chose true othervise choose false for all signal.

It's a conversion from ninjatrader to multichart.

Hope people will enjoy

Philloo

V.1.1 change the display of the dot. It was causing some of them not seing it. I change tick scale to Bolllingband.
 
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Details: d9 ParticuleOsc v1.1


March 8th, 2010
Size: 14.99 KB
ChannelThis with LinReg v1 4 *
Note1: ChannelThis is from ChannelThis and DoubleMA package in public download section but I was unable to select LinReg from ChannelThis thus this ChannelThis version.
Note2: Its prudent to backup your indicators before installing this one

template link as I dont see how to include a template here
https://nexusfi.com/elite-circle/2839-template-use-channelthis-linreg.html
 
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Details: ChannelThis with LinReg v1


March 7th, 2010
Size: 42.43 KB


Keywords: channelthis doublema
d9PhaseShift
In an attempt to collect Indicators from Treads, Big Mike has asked me to post the Post popular indicators here. I have credited the Author, to allow editing or deletion.

See Post https://nexusfi.com/12927-post166.html

d9phaseshift
 
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Details: d9PhaseShift


March 7th, 2010
Size: 8.98 KB


Keywords: shift phase d9phaseshift d9
ParticleOscV7
In an attempt to collecct Indicators in a common location Big Mike has asked me to post indicators, etc. found in threads in the downloads secition. The Original poster is credited for editing and updating.


https://nexusfi.com/20692-post388.html
 
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Details: ParticleOscV7


March 6th, 2010
Size: 9.69 KB
Ergo CCI 5 *
In an attempt to collecct Indicators in a common location Big Mike has asked me to post indicators, tec. found in threads in the downloads secition. The Original poster is credited for editing and updating.

[COLOR=#800080]https://nexusfi.com/6512-post1.html[/COLOR]
 
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Details: Ergo CCI


March 6th, 2010
Size: 3.86 KB
6E package 5 *
In an attempt to collect Indicators from Treads, Big Mike has asked me to post the Post popular indicators here. I have credited the Author, to allow editing or deletion. ZTrade101.

See https://nexusfi.com/13384-post275.html

As requested by member: Alinghy. - 6E package
Includes (.zip):
PriceLineIndicator_V2
d9ParticleOscillator_V2
jtEconNews
TSSuperTrend_V2

also includes:
Halloween 2009_6E template (.xml)

Halloween 2009_6E screenshot.

As requested. Have fun!
 
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Details: 6E package


March 6th, 2010
Size: 47.99 KB
Stochastics Alert 3 *
it is 2 seperate Stochastics - one .K and one .D - line -
with visualisation of a choosable OB / OS - value via bakccolor.

Also it is able to play an audio-alert of a .wav-file of your choise if it crosses these values - just copy y .wav-filename you have in your Ninjatrader-soundfolder in the alert-indicatorsettings.
Have Fun!

NT 6.5 export
 
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Details: Stochastics Alert


March 6th, 2010
Size: 18.58 KB


Keywords: alert backcolor stochastic
Adaptive Laguerre QuickStart MultiColor for NT7 5 *
Thanks, itguy, for posting the Adaptive Laguerre MA. It is the best MA of this type that I have seen. I use it as a trailing, stepped MA to suggest entry and exit areas.

NOTE: The major parameter that controls this indicator is the L_Period, NOT the AdaptLength. Try slowing down the L_Period from 4 to around 10 and note what happens.

I made two minor tweaks. So most of the credit for this goes to itguy, who did the hard stuff.

The original version would start with a very low initial value and take many bars to converge upon the price series. This version will converge almost immediately after starting up.

The original version used the familiar method of switching between different colored plots to simulate a multi-color plot. This version uses the PlotColors method to change the color of a single plot, which is now a true multi color plot. That's why this indicator will work for Ninjatrader 7 ONLY.

Updated on Oct 28, 2011. Plot colors and line properties have all been moved to the PlotAttributes area near the bottom of the indicator properties. Have not yet checked regarding report of performance issues on COBC false.

Ninjatrader 7 ONLY. Ninjatrader 6.5 does not support multicolor plotting. Another reason to take the leap.
 
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Details: Adaptive Laguerre QuickStart MultiColor for NT7


February 27th, 2010
Size: 5.07 KB
ConstantZonesNT7 5 *
This indicator draws user defined zones. The lower the opacity value, the more see thru the zone.

General Inputs

* AutoScale --> NinjaTrade autoscale feature as applied to all indicators.
* FontColor --> The color of the font which displays the region upper / lower values
* FontSize --> The size of the font which displays the region upper / lower values
* SpaceCount --> The amount of spaces between the end of the zone and the price text

Specific Inputs (ConstZone 1 - 9, A - E)

* CZ_Upper_zonenumber--> The upper bound of the region
* CZ_Lower_zonenumber --> The lower bound of the region
* CZ_Opacity_zonenumber --> The opacity of the region
* CZ_ShadeColor_zonenumber --> The color of the region

NinjaTrader 7b9: Yes - ZTrade101 ( see 6.5 version for chart)
 
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Details: ConstantZonesNT7


February 20th, 2010
Size: 3.96 KB


Keywords: drawing itguy levels
MA Slope Line Histogram V2 5 *
-add BMT slope to this indicator

NinjaTrader 6.5: YES - ZTrade101
NinjaTrader 7.0: YES - ZTrade101
 
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Details: MA Slope Line Histogram V2


February 17th, 2010
Size: 6.87 KB


Keywords: cory cma slope
Historical SR version 1.0 5 *
Here it is, my first indicator.

This indicator looks for levels where price has 'bounced' off of before. It then filters these levels by several user-controlled settings and groups nearby levels together to create SR zones (known as Groups in the parameters), and displays a rectangle to represent the SR zone. A single line within each SR zone represents the average price of the levels within.

By default the indicator looks at as much history as possible, so you will want to adjust the settings of your mt4 to hold as much historical data as possible.

You could also use this indicator with less history, to locate only levels where price has reacted recently.

Keep in mind that on charts without much history to the left, such as when price is breaking new ground, there will be fewer lines than on charts where price is revisiting areas recently traded.

Thread with information on the settings is here: https://nexusfi.com/elite-circle/2676-historical-support-resistance.html

I should mention that this is for mt4 not NT. An NT version is in the works.
 
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Details: Historical SR version 1.0


February 15th, 2010
Size: 15.09 KB


Keywords: goldstandard sr
HollowCandleColor 4 *
This is similar to BMT PaintBar_Close indicator, but this one lets you choose the colors you want. It decides if it's an up or down bar based on the open/close relationship, not the close only. It also does not paint Doji bars, it just paints the bar based on the open/close, and what the bias of the bar is. The original creator of this is eDanny, I just modified it a little.

NinjaTrader 6.5: NO - ZTrade101 (Will work if cut and pasted, not imported)
NinjaTrader 7.0: YES - ZTrade101
 
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Details: HollowCandleColor


February 13th, 2010
Size: 2.15 KB


Keywords: cbratton paintbar candlesticks candle
Volume Spike 2 with MA 5 *
Hi there guys,

I like this indicator a lot and trying to make it to a scalping Strategy.
I can.t program it to a strategy or even as an indicator to plot something i can use as a strategy entry.

Can somebody please use it and create a Strategy for scalping with 2-3 ticks target and a stop please ?

Or just an indicator that when i adress the plot from the strategy wizard i can use it as a trigger.

Sincerelly and thankfully,

Isa

COMPATIBILITY:
NinjaTrader 6.5: YES - ZTrade101
NinjaTrader 7.0: YES - ZTrade101
 
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Details: Volume Spike 2 with MA


February 9th, 2010
Size: 5.55 KB


Keywords: ma isarhodes spike volume scalping
Gold Pattern Alert 5 *
Utilizes a number of indicators to mark turning points, pullbacks, pivots, and continuation entries.

Inputs:
BBPeriod - Bolinger Band Period Value (20)
BufferTicks - + Value above or - Value below bands to be considered a pierce (-0.3)
CCI Period - CCI Period Value (10)
NumStdDev - Bolinger Standard Deviations (1.9)
PeriodD - Stochastic Period D - Slower Line (5)
PeriodK - Stocastic Period K - Faster Line (3)
SMAPeriod - Simple Moving Average Period (50)
Smooth - Stochastic Smooting Value (2)
StochLong - Value of Low Extreme that has to be met before going long (20)
StochShort - Value of High Extreme that has to be met before going short (80)
UncertaintyBarNum - Number of bars that signal criteria have to be fully met (3)
UseBBSMALoc - Requires the bands to be above or below the SMA in the direction of the trade (False)

StoTType - Slope uses direction of Stochastic PeriodD line, PriceRelation uses the actual values of the Stochastic PeriodD line
TType - Slope uses direction of the SMA, PriceRelation requires price to be above or below the sma in the direction of the trade

UseRule1 - Checks the SMA/Price parameters are met
UseRule2 - Checks the Bolinger Band Pierce parameters are met
UseRule3 - Checks the BBSMALoc value parameters are met
UseRule4 - Checks the Stochastic parameters are met
UseRule5 - Checks for CCI coming off of extremes
UseRule6 - Checks for SMA2 parameters are met

(commissioned by me, non - copyrighted)

COMPATIBILITY:
NinjaTrader 6.5: YES - ZTrade101
NinjaTrader 7.0: YES - ZTrade101
 
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Details: Gold Pattern Alert


February 5th, 2010
Size: 14.34 KB


Keywords: bands patterns itguy
Zorro 5 *
Looks for a specific Heiken Ashi bar.

* Bear Bar w/ Bull HA ; Low of HA covering Low of Bar
* Bull Bar w/ Bear HA ; High of HA covering High of Bar

This was inspired as a warning indicator of potential reversal from a methodology called RandyCandles that was popular many years ago. There is a long thread at another forum. Just Google RandyCandles - Information


(Commissioned by me, non - copyrighted)

NinjaTrader 6.5: YES - ZTrade101
NinjaTrader 7.0: YES - ZTrade101
 
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Details: Zorro


February 5th, 2010
Size: 2.62 KB


Keywords: heiken itguy
Colored Stochastics with Alert 4 *
Stochastics colored by slope with alerts for user defined overbought and oversold levels.


(Commissioned by me, non - copyrighted)

NinjaTrader 6.5: YES - ZTrade101
NinjaTrader 7.0: YES - ZTrade101
 
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Details: Colored Stochastics with Alert


February 5th, 2010
Size: 11.09 KB


Keywords: itguy stochastics
Double Defined 4 *
Identifies double tops and bottoms with audio alerts.

Inputs.
NumBarsMax -- The maximum number of bars acceptable between a double top / bottom.
NumPlotsBarsMax - The maximum number of bars acceptable to plot once a double top / bottom is found
NumTicksMax - The maximum number of ticks acceptable to correlate a double top / bottom.
PatternType - Future expansion. leave at default for now.
SoundAlertDown - The audio alert played if a bottom is broken
SoundAlertUp - The audio alert played if a top is broken.
Strength - The swing strength to find a single top / bottom
UseAudioAlert - Audio alerts on / off?
UseChartMarket - Chart markers on / off?

(Commissioned by me, non - copyrighted)

NinjaTrader 6.5: YES - ZTrade101
NinjaTrader 7.0: YES - ZTrade101
 
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Details: Double Defined


February 5th, 2010
Size: 6.54 KB


Keywords: doublebottom doubletop itguy
Constant Zones 3 *
This indicator draws user defined zones. The lower the opacity value, the more see thru the zone.

General Inputs

* AutoScale --> NinjaTrade autoscale feature as applied to all indicators.
* FontColor --> The color of the font which displays the region upper / lower values
* FontSize --> The size of the font which displays the region upper / lower values
* SpaceCount --> The amount of spaces between the end of the zone and the price text

Specific Inputs (ConstZone 1 - 9, A - E)

* CZ_Upper_zonenumber--> The upper bound of the region
* CZ_Lower_zonenumber --> The lower bound of the region
* CZ_Opacity_zonenumber --> The opacity of the region
* CZ_ShadeColor_zonenumber --> The color of the region

NinjaTrader 6.5: Not Sure - ZTrade101 - No errors in Output, but nothing happens
NinjaTrader 7.0: Some type of conflict on my system:Unknown- ZTrade101
Can someone else try it and report?
 
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Details: Constant Zones


February 5th, 2010
Size: 3.79 KB


Keywords: drawing itguy levels
Adaptive Laguerre Moving Average 5 *
A special class of filters which "warps" short data arrays to provide extremely responsive, but very smooth movement.

This indicator also includes coloring based on slope, alerts both audio and visual chart markers. All parameters are configurable and by changing the signal mode from between 1-4 you can make the alerts happen faster.

This works on all instruments, the buffer ticks (used to determine crossovers) are based on the instruments digits so ES one tick is 0.25 where as EURUSD would be .0001

(I commissioned this indicator and it is not copyrighted feel free to modify the code)

NinjaTrader 6.5: YES - ZTrade101
NinjaTrader 7.0: YES - ZTrade101
 
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Details: Adaptive Laguerre Moving Average


February 5th, 2010
Size: 4.16 KB


Keywords: average itguy laguerre
BMT Envelope Expansion Fibonacci Bands v2.02 5 *
Attached is version 2.02. It works in NT 6.5 and NT 7 prior to beta 23.

For NT7 after beta 23, go here: https://nexusfi.com/free_downloads/vip_elite_circle/737-download.html?view

Again, this is a major rewrite. Backup your old copy first, this one will overwrite it. If you don't like the new one you can go back to the old one this way.

There are two parameter options.

Multiplier - 1.0 is normal. If you feel the bands are too tight, you can raise this value, but it will no longer represent the real retracement levels of the daily ATR.

ATR Length - 7 is default. Lower will adapt more quickly to a changing market (like the recent huge fluctuations on CL). Higher will adapt slower.

I've added two extra bands to show the 100% and 161.8% levels. I've set the default colors the way I like them, which is different than the last version so take note. I also like the bands to blend into the chart, so the Alpha opacity is set for each plot.

You'll need to redo your template as the Plot names and settings have changed.

The histogram has been removed.

As far as I can tell, I've solved the math bugs. Please report any problems.

Mike

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES prior to beta 23 only

For NT7 after beta 23, go here: https://nexusfi.com/free_downloads/vip_elite_circle/737-download.html?view
 
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Details: BMT Envelope Expansion Fibonacci Bands v2.02


February 5th, 2010
Size: 7.79 KB


Keywords: bands bmt envelope fibonacci
DOM_Bands_v2 by ZTrade101 updated for NT7 5 *
The upper plot is the total number of shares or contracts offered for sale in the Level 2 order book. The lower plot is the total number of shares or contracts bid to buy in the Level 2 Order Book. The yellow plot is the bids minus the offers.

Maxrows is the user setting that controls how many rows of the order book are counted. In panel 2 we have the totals for all ten of the bid and all ten of the ask rows. In panel 3, with Maxrows set at 5, we see the totals for the 5 inside rows of bid and ask.

This will work in realtime or market replay mode. Changing any chart settings deletes existing plots, and there is no backfill. This limitation is because of the way Ninjatrader stores data. I started working on a DOMRecorder indicator to correct this. May take a while.

Thanks ZTrade for the idea of this indicator, and for the original implementation which worked fine in NT6.5 but had problems because of undocumented changes in NT7.

NinjaTrader 7.0: Yes - Zondor
 
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Details: DOM_Bands_v2 by ZTrade101 updated for NT7


February 1st, 2010
Size: 3.32 KB


Keywords: dom tape zondor ztrade101
RJay's jtRealstats_v2 for Ninjatrader 7 5 *
NEW! Updated on March 1 because of run time errors in NT7B10. Cleaned up the code in the OnMarketDepth method, and removed list row creation from Plot method.

The Histogram Width Factor gives you full control of that width, and is a double, not an integer. For the ES you might want to go as low as 0.15. Also note that the bar opacity is on a scale of 0 to 255.

The histogram will auto scale according to the width of the chart, to always leave some space to the left of the longest histogram bar regardless of your Histogram Width Factor setting.

You can also select the number of rows to display with MaxRows, under Level II Settings. For most instruments, you can get a maximum of ten levels of bid and ask.

Thanks to John Thom for the original version and to RJay for the updated version. All I did was make it run in NT7. I am a strong advocate of migrating to NT7 ASAP.

NinjaTrader 7.0: Yes - Zondor
 
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Details: RJay's jtRealstats_v2 for Ninjatrader 7


January 27th, 2010
Size: 9.92 KB
RJay's Level 2 Bid/Ask Supply Total (Line Version) 5 *
This is a level 2 indicator. It measures market supply, not market volume.

This indicator can display all levels, a range of levels, or just a single level of supply in the level 2 book.

There are three variables with this indicator that can be set.

Beginning level, ending level, and smooth.

The first two sub panels are displaying all levels, raw data, then smoothed.

The last two sub panels are displaying just level 0, raw data, then smoothed.

( Note: Level 0 supply is the supply that current best price Market Orders transact with.)


Because of the spike nature of book levels, I have built in the optional smooth feature which takes an EMA of the last 5 bars, minus the highest and lowest values of the five.

In the smooth setting, this indicator begins plotting after the fifth bar.



THIS INDICATOR IS FOR NT7 ONLY !!!!

Upload Date 4/10/2011
 
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Details: RJay's Level 2 Bid/Ask Supply Total (Line Version)


January 22nd, 2010
Size: 8.04 KB
RJay's Level 2 Bid/Ask Supply Total (Bar Version) 5 *
This is a level 2 indicator. It measures market supply, not market volume.

This indicator can display all levels, a range of levels, or just a single level of supply in the level 2 book.

There are three variables with this indicator that can be set.

Beginning level, ending level, and smooth.

The first two sub panels are displaying all levels, raw data, then smoothed.

The last two sub panels are displaying just level 0, raw data, then smoothed.

( Note: Level 0 supply is the supply that current best price Market Orders transact with.)

Because of the spike nature of book levels, I have built in the optional smooth feature which takes an EMA of the last 5 bars, minus the highest and lowest values of the five.

In the smooth setting, this indicator begins plotting after the fifth bar.


THIS INDICATOR IS FOR NT7 ONLY !!!!

Upload Date 4/10/2011
 
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Details: RJay's Level 2 Bid/Ask Supply Total (Bar Version)


January 22nd, 2010
Size: 8.03 KB
RJay's Level 2 Bid/Ask Supply Delta 5 *
This is a level 2 indicator. It measures market supply, not market volume.

This indicator can display all levels, a range of levels, or just a single level of supply in the level 2 book.

There are three variables with this indicator that can be set.

Beginning level, ending level, and smooth.

The first two sub panels are displaying all levels, raw data, then smoothed.

The last two sub panels are displaying just level 0, raw data, then smoothed.

( Note: Level 0 supply is the supply that current best price Market Orders transact with.)

Because of the spike nature of book levels, I have built in the optional smooth feature which takes an EMA of the last 5 bars, minus the highest and lowest values of the five.

Also, the bar colors reflect the raw data direction, even on the smoothed version. This accounts for some red bars above and green bars below the center line in the smoothed version.

In the smooth setting, this indicator begins plotting after the fifth bar.


THIS INDICATOR IS FOR NT7 ONLY !!!!

Upload Date 4/10/2011
 
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Details: RJay's Level 2 Bid/Ask Supply Delta


January 22nd, 2010
Size: 8.08 KB
BuySellVolumeTotal with Data Persistence 5 *
Feb 18: Version Update

NEW! Version G35 updated on Feb 18. (If you already have an older version, please remove it before importing this latest version, or the import may fail. The installer was prepared by NT7. If the import into NT6.5 fails, remove the info.xml file from the zip folder and try the import again.) All volumes now display as integers. In zero centered mode, trades above the ask and below the bid are overlaid on the buy and sell bars in colors you can select. Set those colors to transparent if you do not want to see those trades. In the new BelowBidAndAboveAsk filtermode, ONLY the volumes of trades meeting those criteria are shown.

Zero-Centered display option shows buy volume above, and sell volume below, the zero line. PaintSpecialColor setting assigns a different color to bars having buy and sell volume within 5% of each other. The buy, sell, and total volumes can be set to any desired widths without hiding each other. You can choose to show the actual values from the zero line of buy and sell volume, or show the bar composition, where the buy and sell volumes are stacked to equal the total volume.


This screen shot has FIVE instances of the indicator showing the different display options. If you change the colors, note that BuyVolume and BuyVolume2 should be the same color.

For data persistence it is best to have an environment variable named GOMFOLDER, which designates a destination folder that can be located and named any way you choose. If there is no GOMFOLDER Environment Variable, the data files will be stored in your My Documents folder. You also need a GomRecorderIndicator that is "Recording OK". You can turn on recording from the settings panel of THIS indicator without having to run a separate GomRecorder.

Only Total Volume will be plotted for periods when the GomRecorder was not "Recording OK".

Gomi made this possible, with his outstanding, incredible, generous contributions. Note the "Recording Off" text in the lower left corner of the indicator windows. That shows that this indicator is a subclass of the GomRecorder Indicator.

Many thanks to ZTrade101 for great ideas and inspiring feedback, and to RJay for valuable insights into market action.

I recommend running CalcuateOnBarClose=false. Ninjatrader 7 is more efficient, so is preferred to keep CPU usage reasonable.



NinjaTrader 6.5: YES
NinjaTrader 7.0: YES (sam028)
 
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Details: BuySellVolumeTotal with Data Persistence


January 22nd, 2010
Size: 13.94 KB
RJay's Total, Delta and Churn Tick indicators
These indicators, originally posted in a thread, are being relocated here in the download area for easy access.

Accompanying thread is here.

https://nexusfi.com/elite-circle/763-rjays-trader-volume-trader-tick-indicator-suites.html

All three indicators are in the same zip file.

This file has been updated to latest revisions for NT 6.5 10/30/2010

THESE INDICATORS ARE NOT NT7 COMPATIBLE!!!!

These indicators has been updated to improve their overall accuracy.

Upload Date 11/01/2010


New versions has the same name with a 2 at the end.

NinjaTrader 6.5: YES
NinjaTrader 7.0: NOsam028)
 
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Details: RJay's Total, Delta and Churn Tick indicators


January 21st, 2010
Size: 5.47 KB
RJay's Total, Delta and Churn Volume Indicators
These indicators, originally posted in a thread, are being relocated here in the download area for easy access.

Accompanying thread is here.

https://nexusfi.com/elite-circle/763-rjays-trader-volume-trader-tick-indicator-suites.html

All three indicators are in the same zip file.

THESE INDICATORS ARE NOT NT7 COMPATIBLE!!!!

These indicators has been updated to improve their overall accuracy.

Upload Date 11/01/2010


New versions has the same name with a 2 at the end.



NinjaTrader 6.5: YES
NinjaTrader 7.0: NO (sam028)
 
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Details: RJay's Total, Delta and Churn Volume Indicators


January 21st, 2010
Size: 5.39 KB
RJay's AboveBelowMarket Volume Indicator 5 *
It appears that a number of large traders are choosing to place their trades, buying above and selling below the current best market prices.

With this volume indicator, you can clearly see them trading.

THESE INDICATORS ARE NOT NT7 COMPATIBLE!!!!

This indicator has been updated to improve its overall accuracy.

Upload Date 11/01/2010


New version has the same name with a 2 at the end.

NinjaTrader 6.5: YES
NinjaTrader 7.0: NO (sam028)
 
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Details: RJay's AboveBelowMarket Volume Indicator


January 21st, 2010
Size: 1.93 KB
CCLBands
This is the final version of the older CCLFibBands. I took Fib out of the title because it is much more than Fibs and indeed Fibs are not necessarily a core component. Users can input Fib ratios for the band widths but apart from that it's really a multi-band-type tool which can be used in a wide variety of ways.

1. Mean price based on various types of MA including BMT collective and other collectives, vwap (24 hr).
2. Mean based on day-range midprice or manually input price such as the Open, Yesterday Close or whatever you like.
3. Several types of band: ATR-based, StD based or custom default which is combination of ATR and percentage of price; also can be more or less responsive to short-term volatility; also can be based on looking back to see average maximum ranges over time to fix the outer bands and work the inner ones back from there.
4. One more minor wrinkle: can average any midline with the vwap. Also dynamic PVP is available as a mean.
5. Has target printing capability as DataSeries onetime plot dots or more extended text prints (which cannot be autoscale = falsed unfortunately), based on instant crossover of a band or later confirmed swing points (in Calc Bar Close mode only for swing option).

As far as I can tell, the indicator works well with no errors. When choosing any option involving the targets based on swing, have to keep indy in CalconBarClose = true; that confused me for a while. This because the Swing Indicator used to determine swing prices is calconbarclose only.

The attached picture shows Jan 6 am action in Gold with the mean price based on the POC/PVP price from yesterday afternoon. This is using the Manual MAtype and having a price typed into the ManualOverridePrice input. Also in this case I had the Lookback option on the band calculations. The Std bands probably would have contained price better but the purpose of this setup was to gauge whether or not the morning was looking like a rangebound day or a trend day. The price charging way above the old PVP and the outer bands clearly indicated a trend day. So in this case not used for trading signals per se, simply perspective on market situation.

There are many ways this indicator can be used. Hopefully the comments are helpful given how many options there are, but hopefully also anyone who finds bands helpful will take the time to simply experiment with different options.




NinjaTrader 6.5: YES
NinjaTrader 7.0: NO (sam028)
 
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Details: CCLBands


January 6th, 2010
Size: 85.01 KB


Keywords: collectivema envelope vwap cclsys
OBV_Split_Cory V.1 5 *
I think this OBV short term with buy volume/sell volume splited will go well with Ztrader indicator.

NinjaTrader 6.5: YES
NinjaTrader 7.0: YES (sam028)
 
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Details: OBV_Split_Cory V.1


January 5th, 2010
Size: 1.99 KB


Keywords: buy/sell obv split cory
Continuous Minute Data for 6E CL ES from 2000-2009 5 *
Continuous Minute Data for 6E CL ES from 2000-2009 exported from TradeStation.

ES from 2000, CL & Euro slightly less

20100106 - There was an error in the CL data that I just corrected (invalid open).
 
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Details: Continuous Minute Data for 6E CL ES from 2000-2009


January 5th, 2010
Size: 47.83 MB


Keywords: data continous contract minute historical
Predictive Moving Average 5 *
John Ehlers' Predictive Moving Average (PMA) from his book, 'Rocket Science for Traders' (p. 213). He provides a comprehensive description of it there.

Set Panel display to '1' to display it on the price chart.

Use: The signal and trigger crossovers indicate turning points.

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES
 
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Details: Predictive Moving Average


January 3rd, 2010
Size: 1.90 KB


Keywords: ehlers pma quasar
Volume Ladder for NT 5 *
Here's an indicator based on GomRecorder framework (see NT forums).
It's a volume ladder that includes cumulative delta stuff, I'll document it below.

Details here.

01/05/2010: v3.3 added

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES
 
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Details: Volume Ladder for NT


December 15th, 2009
Size: 23.33 KB


Keywords: volume ladder ninjatrader
RJay's Delta Volume Splitter Suite
This Delta Volume Splitter Suite has 3 indicators.

A greater than "X" number of contracts in a single trade - indicator.

A lesser than "X" number of contracts in a single trade - indicator.

And a Between "X" and "Y" values number of contracts in a single trade - indicator.

These Indicators display The delta Market volume transacted, at or below Bid, and at or above Ask, for ranges specified.

Original thread - https://forum.bigmiketrading.com/elite-circle/650-rjays-total-delta-volume-splitter-suites.html

THESE INDICATORS ARE NOT NT7 COMPATIBLE!!!!

These indicators has been updated to improve their overall accuracy.

Upload Date 11/01/2010


New versions has the same name with a 2 at the end.

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: NO
 
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Details: RJay's Delta Volume Splitter Suite


December 6th, 2009
Size: 5.84 KB
RJay's Total Volume Splitter Suite
This Total Volume Splitter Suite has 3 indicators.

A greater than "X" number of contracts in a single trade - indicator.

A lesser than "X" number of contracts in a single trade - indicator.

And a Between "X" and "Y" values number of contracts in a single trade - indicator.

These Indicators display total Market volume transacted, at or below Bid, and at or above Ask, for ranges specified.

Original thread - https://forum.bigmiketrading.com/elite-circle/650-rjays-total-delta-volume-splitter-suites.html

THESE INDICATORS ARE NOT NT7 COMPATIBLE!!!!

These indicators has been updated to improve their overall accuracy.

Upload Date 11/01/2010


New versions has the same name with a 2 at the end.

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: NO
 
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Details: RJay's Total Volume Splitter Suite


December 6th, 2009
Size: 5.82 KB
CCL SR & CCLATRDonch - SR and expansion/contraction guages 5 *
This is a work in progress although probably mainly done.

Two indicators, the first based on the second which has limited helpfulness although it does show things that the first (SR) does not.
...

Details here.

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: NOT TESTED [feedback]
 
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Details: CCL SR & CCLATRDonch - SR and expansion/contraction guages


December 4th, 2009
Size: 19.23 KB


Keywords: cclsys channel donchian sr
VSR Indicator (Volume/Stochastic/Reversal Bars) 5 *
Hey Elite Circle Members!.. I wanted to go ahead and share something that Big Mike wrote for me that may help you in your trading. This indicator utilizes Volume, Stochastics, and Reversal Bars, to plot out potential reversals in the market.

Details here.

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: NOT TESTED [feedback]
 
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Details: VSR Indicator (Volume/Stochastic/Reversal Bars)


December 4th, 2009
Size: 13.09 KB


Keywords: reversal volume stochastics
MTF momentum strategy focused on the ADXVMA 4 *
I've been working on a multi-timeframe momentum strategy focused on the ADXVMA for a few months now. It uses 4 Range bars for entries and 11 range bars for filters. No secrets, the code is below (keep it amongst the Elite brothers and sisters please).

Details here.

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: NOT TESTED [feedback]
 
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Details: MTF momentum strategy focused on the ADXVMA


December 3rd, 2009
Size: 4.08 KB


Keywords: adx adxvma mxasj mtf
BMT Divergence 5 *
VIP members only! Do NOT distribute this to anyone else!

This is an improvement over the OBV Diver previously released to VIP members. The new BMT Diver has a lot of additional options as you can see from the screen shots below. There are more too but I only wanted to take so many screen shots.

Let me also say it will not repaint unless the Plot Style is Line. Using Dot or Hash for plotstyle will prevent repainting (which by default is uses a Dot).

** DO NOT DISTRIBUTE **

Thanks to the VIP members for all their support!

This will show divergence with the following:
SMA, EMA, HMA, JMA, WMA, VMA, ZeroLagEMA, VWAP, CCI, RSX, R, RSI, Bollinger, MACD, Elliot, LinReg, and ADL.

The zero line is important. It is wise to only take longs above the Zero Line, and shorts below it. Please note, the Diamonds/Squares below are different than the OBV Diver indicator previously released, I swapped them around a bit.

Blue dot = no divergence, buy - take note of zero line
Red dot = no divergence, sell short - take note of zero line
Cyan diamond = divergence, buy with caution or look for failure then sell short
Magenta square = divergence, short with caution or look for failure then buy long

Mike

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: NOT TESTED [feedback]
 
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Details: BMT Divergence


December 3rd, 2009
Size: 47.80 KB


Keywords: bmt divergence
BMT PaintBar Close 5 *
This is the paintbar study I am using now, it colors bars based on Close -- nothing else, and it is hollow so works well for me with the bands.

Mike

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES(sam028)
 
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Details: BMT PaintBar Close


December 3rd, 2009
Size: 4.81 KB


Keywords: close paintbar bmt
BMT MAGIC 5 *
Moving Average Group Interactive Convergence (MAGIC)

I wrote this for VIP Members Only.

I noticed several members using multiple moving averages and looking for convergence between them. So, I wrote this indicator to combine up to six moving averages into a single display.

- Six moving averages in one
- Independently select Moving Average length, type, and use of Double*
- Scoring model: If >= 3 of 6 rising = Up, if >= 3 of 6 falling = Down, otherwise Neutral

* Double means extra smoothing by double-averaging the MA

The selectable MA types are: SMA, EMA, HMA, VMA, EhlersFilter, ADXVMA, ZeroLagEMA and JMA.

Attached are a few screen shots (MAGIC is the bottom panel). I was in a bit of a hurry so I didn't make the MA's an enum drop-down but it gets the job done. Also haven't done a lot of testing so let me know if bugs...

Enjoy.

Mike

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: NOT TESTED [feedback]
 
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Details: BMT MAGIC


December 3rd, 2009
Size: 25.02 KB


Keywords: bmt magic ma
BMT TripleEMA 3 *
Hi guys, another indicator to meet your "fix" for today.

This is VIP only, please do not share or distribute.

This is a KISS mentality indicator (keep it simple, stupid). But I am now using it instead of TrendBars2 because it really does a fantastic job. You can turn off the paintbars if you just want a moving average line, but I am using it for paintbars.

It's a Triple EMA but it does not calculate like TEMA for Ninja. I am cramped for time so didn't Serialize the colors, so if you don't like my choice of candle colors you'll need to edit the indicator directly.

Enjoy. It's the paintbars in the top panel.

PS - The strategy trades shown are me testing a new CL theory

Mike

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: NOT TESTED [feedback]
 
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Details: BMT TripleEMA


December 3rd, 2009
Size: 3.64 KB


Keywords: bmt tripleema triple
BMT Wave 5 *
Inspired by websouth, I wrote this indicator.

This is for VIP Users Only. So please don't distribute or post elsewhere.

The inspiration came from websouth's template, which I started a discussion on here:
websouth's shared Price Action templates

The indicator works a little different than websouth's implementation, because he was using the displacement chart feature which puts lines behind (historical) price. Within the indicator, I just painted the line using historical data, but it still plots real-time.

At any rate, it is a very interesting indicator. Sometimes it is a thing of beauty, others the visual aesthetics are not appealing but that usually means chop. If the indicator looks like shit then the price action is probably shit, too.

All colors are fully configurable, as is the shading, and opacity. You can also control the historical period rate.

Attached are a few screens plus the indicator. It's the top panel stuff.

I look forward to your input

Mike

Optimized by Zondor for NT7: 6/17/2010

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NinjaTrader 7.0: YES
 
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Details: BMT Wave


December 3rd, 2009
Size: 4.56 KB


Keywords: bmt wave zondor
BMT CollectiveMA 5 *
UPDATED FEB 6 2010: v1.05 now includes Slope feature

(this is included in BMT Envelope Fib Bands)

The purpose of BMTCollectiveMA was to take the most commonly used moving averages and combine them into one. It is my belief that SMA 9, SMA 34, SMA 100, EMA 20, EMA 34 and EMA 100 are the most widely used.

While it is possible for people to use JMA and ZeroLagEMA and etc etc lately I've been focused on and moving towards trading a bigger picture, and part of that journey has taken me to trading only a 5 minute chart (or bigger) and focusing on what the most successful traders in the world are looking at.

So the idea was to collectively combine what "the collective" (these successful traders) are using to average them into one. It works terrifically with the BMT Envelope Fib indicator, which is what I use it with.

Why did I create it, or why do I think it's useful? Because I found EMA 20 to be very useful. But I also found EMA 100 useful. Oh, and SMA 9, and etc etc etc. They each have very useful properties. So I decided to put them all together and trade it that way.

I think it's most useful when used with the BMT Envelope Fib indicator because that indicator measures multiple S/R areas (envelopes) around price, and the very nature of the CollectiveMA means it will find more confluence in these areas than a single MA would.

Even though the idea behind BMTCollectiveMA is a simple one, please keep it for VIP members only. As you know, I try to reward VIP members for their support and want to keep these just between the group that has vested interest in the site.

Mike

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Details: BMT CollectiveMA


December 3rd, 2009
Size: 5.39 KB


Keywords: collectivema bmt
BMT Envelope Fib Bands 5 *
Feb 5 2010: Version 2.02 is available here and is also NT7 compatible.

This is for VIP users only.

Please do NOT distribute!

As always, I spend my time developing indicators to give to the VIP community, since it is those within the VIP community that are supporting BMT. If you share this indicator with someone else or on another website, it hurts me.

This indicator allows you to choose an SMA, EMA, HMA, WMA, VWMA, JMA or ZeroLagEMA and then paint fibonacci levels above/below that price.

You can choose two calculation methods. Method 1 uses 34, 55, and 89 for bands. Method 2 uses 38.2, 50.0, and 61.8.

Attached are some screens.

Please give me some feedback and let me know what you think.

BTW, this indicator does not repaint and it does work correctly with COBC false.

Mike

COMPATIBILITY:
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NinjaTrader 7.0: NO [feedback]
 
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Details: BMT Envelope Fib Bands


December 3rd, 2009
Size: 26.87 KB


Keywords: bands envelope fibonacci bmt
BMT OBV Divergence 5 *
Hello all,

Some recent posts have been talking about OBV. I have been on a Divergence kick lately, so decided I wanted to write an OBV Divergence indicator. It turned out pretty well, so I am releasing it here.

This is for VIP Users Only. Please do not share it or post it elsewhere.

Divergence is when one thing is doing the opposite of another thing.

Here, if OBV is rising, yet the period price is falling, that is a divergence down. It will print a Magenta square.

If OBV is falling, yet the period price is rising, that is divergence up. It will print a Cyan diamond.

What does this mean? It means 'watch out'. When divergence is printing you should be very careful with your trades. Once divergence STOPS printing, it is important to see how the divergence was reconciled. Was the next print afterwards a DOWN movement, or an UP movement? In general, you should trade in that direction.

But, there are a few things to remember. The zero line here is important. Below zero typical means shorts only, above zero typically longs only. As always you should rely on more than one time frame to make trade decisions.

In the screen shots, the OBV Diver is the bottom panel. Attached is the indicator as well. I look forward to your input. (btw, the top panel shows the Wave indicator which I also just published).

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Details: BMT OBV Divergence


December 3rd, 2009
Size: 12.05 KB


Keywords: divergence obv volume bmt
BMT Chart Label 5 *
This is for VIP use only, please do not distribute it.

I've been toying with both 24h and cash only charts (session times) and wanted a quick way to visually make sure I knew which chart was which.

So I created this indicator that lets you put a chart label on the chart. It allows you to configure all the colors, font size, opacity, position, etc.

I know others have used another method of renaming an indicator label to show the "Chart Name", but this seems better.

Enjoy!

Feedback encouraged...

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Details: BMT Chart Label


December 3rd, 2009
Size: 2.12 KB


Keywords: bmt chart label
 


 
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