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Indicators in this section are compatible with NinjaTrader 7


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MACD3 5 *
Here is my modification to the standard NT7 MACD. MACD vs MACD one bar ago.
 
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Details: MACD3


May 5th, 2020
Size: 2.29 KB
Downloaded: 169 times
CandleStickDoctor_NT8
This was uploaded in Error to the NT7 site. This is an NT8 indicator, please see NT8 downloads for information and to download the indicator. Sorry for the confusion.
 
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Details: CandleStickDoctor_NT8


April 4th, 2020
Size: 14.75 KB
Downloaded: 48 times
MEF - RSIOMA v1.0 5 *
Feb 11 2020: NT8 version is here: NT8 indicator

RSIOMA MetaTrader indicator port — this indicator takes two moving averages, calculates their RSI (Relative Strength Index) and then also adds a moving average of the calculated RSI. These two lines now can accurately signal the trend changes. They are shown in the separate window where they change from 0 to 100. Additional histogram indicator is shown for quick reference below the lines.

On the picture the bold blue line is RSI of the moving averages, the thin violet line is its moving average. RSI above MA and RSI above level 50 is a signal of a bullish trend. RSI below MA and RSI below level 50 is a signal of a bearish trend. One can also buy when the RSI breaks level 20 from below and sell when RSI breaks level 80 from above, but those are weaker signals. Histogram provides quick reference. Green lines signal BUY, red signal SELL, magenta mean overbought, blue mean oversold.
 
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Details: MEF - RSIOMA v1.0


February 11th, 2020
Size: 4.36 KB
Downloaded: 554 times

Keywords: mef rsioma
Rainbow Tool for NT7 - Latest before site was taken down. 5 *
Hi,

I have the latest version before this awesome tool was deleted and the site was taken down.
Sad to see, i really like the CTRL and Alt function to be able to see SL and Targets preview before i took the trade.

I wish there was a way to convert this to NT8, i really miss this tool.

It has some bugs, like the built in drawing calc tool, it calcs wrong of 1 Tick, not a big deal but still.

Tried it again now and it doesn't seem to work as well as it did in earlier versions of NT7

IF someone could get a hold of the source code to this that would be a killer to convert for NT8, would really love to see that happen. IF SO PM RIGHT AWAY

Enjoy, whats left of this great neet tool

/Mberg
 
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Details: Rainbow Tool for NT7 - Latest before site was taken down.


October 26th, 2018
Size: 1015.52 KB
Downloaded: 335 times

Keywords: nt7 rainbow
HiLoCurrentPrice 5 *
HiLoCurrentPrice indicator
Exported with: ----- NinjaTrader 7.0.1000.39
Release Date: ------ 8/27/2018
Indicator name: ---- fpgHiLoCurrentPrice

Description:
This indicator displays how much the Highest, Lowest, and Current price has moved from an opening value as follows:

1. The value is in ticks
2. The opening price is determined either from opening bar at market open or from the first day.
3. The opening price neutral zone is determined by the user.
4. The price movement is spread across 5 zones Above and Below (as required) with each zone representing 20% of the move.
5. Either the inactive and active zones or only the active zones can be displayed. In the only active zone display option, the hiding and un-hiding is controlled by when two MAs cross the neutral zones.
6. The current bar color represents up and down bars and above or below the opening price.
7. Zone coloring and opacity is controlled by the user
8. Informational messages can be displayed


Notes

1. Opening Price: The way opening price is determined is a user option. It can either be the close price of the first bar at each market open or the close price of only the first bar. Choosing the market open (Daily_MO) will cause a reset at every market open whereas the first bar option (FromFirstBar) is continuous. If the setting “Load data based on” is set to anything other than “Days” FromFirstBar is forced.

2. Opening Price Neutral Zone: This zone is a specified number of ticks above and below the opening price and is the base value for the Above and Below Zones. It acts as a visual buffer for direction change and is used in the hiding and un-hiding of zones.

3. Zone Creation: The zones are created when the price moves 5 (the number of zones) * the zone tick size (default 3) but only after the neutral zone is created for the current direction. All five zones are create at one time. The zones are only expanded and that occurs when the price moves 5 ticks. Until it does the excess ticks (those less than 5) are displayed above the highest zone or below the lowest zone.

4. Zone coloring options: Several templates are provided to assist in creating the zones
4.1. AsSpecified – uses the colors and opacity setting specified for each zone.
4.2. Replicate_A1_and_B1 – sets all of the Above zone colors to the A1 color and all the Below zone colors to the
B1 color. The A1 & A2 opacity values are used to set the other Above Zone opacity on an alternating basis.
The same process is used for the Below zones. The zone display in the screen shot uses this method.
4.3. Replicate_AIA2_and_B1B2 – uses the color and opacity of the A1and A2 Zones and replicates to the other Above zones and likewise for the B1 and B2.
4.4. A_Sets_B – the Above Zone settings are replicated to the Below Zones.
4.5. None: – technically not a template, this option turns off zone coloring.
5. Zone Display Options: This option controls if the both the active and inactive zones (the area of the current bar) is displayed or only the active zone (hiding and un-hiding). The hiding and un-hiding is controlled by the MA lines. While the hiding and un-hiding works well with non-time-based bars it is possible that volatile price movements (when using low value time-based bars) might cause unnecessary hiding and un-hiding. Altering the MA periods or chart settings may help. If not, it can be turned off.

6. Bar Coloring: There are 4 bar coloring options (1) Above Up and Down, and (2) Below Up and Down. The default uses the lightest bar colors for the up direction and the darker ones for the down direction, regardless of bar location.

7. Moving Average coloring: The MAs can be turned off, or independently colored according to locations (Above, Below, In Neutral zone). Only the MA periods can be changed. The Fast Ma is a LinReg and the Slow is an EMA. These MAs are based on the current bar values. Although not the intended use in this indicator it may be possible to use these the same way as the Trigger lines by @FatTails as they are of the same type, however no visual or external signals are provided.

8. Background color: A background color for the indicator region can be independently set. Default colors assume a dark chart background, the indicator’s background color option is not enabled


Please do not report any problems in the remarks section but PM me instead.

Change Log
8/27/2018 - Initial release
 
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Details: HiLoCurrentPrice


August 28th, 2018
Size: 18.59 KB
Downloaded: 434 times
Bars In A Row V1 5 *
This indicator counts the number of bars that have moved in the same direction, plotting a positive histogram for rising bars and a negative one for falling bars. I forget how I handled dojis, but I did.

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

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


August 6th, 2018
Size: 3.97 KB
Downloaded: 144 times
ADXVMAColorBands 5 *
Hello Traders, I thought that I uploaded this a few years ago...

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

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

Trade Well...
Bob
 
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Details: ADXVMAColorBands


July 26th, 2018
Size: 5.84 KB
Downloaded: 395 times
TradeTimer - NT7
May 31st 2018 v1.0
This Indicator displays the time elapsed since last execution and was inspired by the work of Lucas (Rainbow from the the NT forum) and an open source indicator he offered which toggled trades.

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


May 31st, 2018
Size: 4.05 KB
Downloaded: 171 times

Keywords: execution timer trade
MultiREMA Extended 5 *
Exported with NinjaTrader 7.0.1000.37

Updated Version: 01.01.000 Updated: 04/11/2018

Named: fpgMultiREMAExtended


Enhancements

This version includes the previous bug fix and has several enhancements (some of which might have slipped into the previous fix release) as described below:

1. Reorganized the indicators parameters section
2. Version and release date included in the indicators parameters section
3. Changed the C-Rema and T-Rema OB and OS plots so that when they expand the new values are recorded immediately rather than waiting for a pull back. This results in the plot lines being a curve rather than being step-wise. However, because the OB/OS channel lines exactly match the C and T Rema plots they may be hidden until those plots pull back.
4. The OB and OS can be optionally and independently set to contract. When enabled (disabled by default), the rules for contraction are as follows:

Once the C or T Rema plot cross their respective midlines the indicator records the highest value and checks them against the outer or inner line offset value (as set by the user). If the plots fail to reach either of the offset values the highest Rema (C or T) value(s) become the new outer or inner channel line respectively. In the event of choppy plot lines, to avoid unnecessary changes the new outer or inner lines are not set until the Rema plot lines cross opposite the midline again, resulting in a step-wise contraction. All of the other lines are adjusted as required.


Updated Version: 04/09/2018, bug fix only

This version fixes a problem when the indicator is used with certain currencies. In these situations the various lines indicating Overbought and Oversold channels are not calculated. Because the OB/OS channel lines are not calculated the Breakout lines are not calculated either.

Note: If you are not having this problem then it isn't necessary to install this version as a new one will be out shortly that includes this fix and some new enhancements.

Release Data 3/21/2018

This indicator is an extension of the indicator found here. It was release separately rather than updating the existing one because of the experimental nature of some of the enhancements. These enhancements should be considered experiment because:

1. None of these enhancements were described in Ehler’s article, (this includes plotting the Cycle and Trend REMAs in the same panel as in the MultiREMA and using the crossing as a potential signal)
2. The value of them in trading has not been determined.
3. Although it has been tested with most all bar types most of the testing was done using only Renko bars (shown in the screenshot)

Note: The REMA indicator included is unaltered from the one installed with the MultiREMA and need not be installed again.


Enhancements

1. Dynamic Overbought (OB) and Oversold (OS) channel lines based on historical values with a midline for each
(disabled by default). Both the Inner and Outer Channel lines automatically expand only away from the zero line.
2. Short and Long Breakout lines as determined by the user (more below).
3. Optional markers indicate when the cycle RFEMA crosses (in both directions) the inner line of the Overbought or
Oversold channels.
4. Expose potential trade signal codes to IntSeries that identify Cycle/Trend line crossing.
5. Control of how/when to begin calculating the OB/OS lines. The default is “Daily” which causes the OB/OS lines to
be reset every new day at midnight (except for Sunday USA which happens at market open).

Descriptions
1. Expansion
a. Dynamic OB and OS Channel Expansion. The outer line moves higher (lower) each time the Cycle Plot line attains a new higher (lower) value.
b. The Inner channel works in a similar manner except the Trend Plot line is used rather than the Cycle Plot line.
2. Contraction - Neither the inner or outer OB or OS channel lines contract at this time, except when reset.
3. Breakout lines
a. The Long and Short breakout lines are calculated using a user specified percentage and is the value of distance between the inner OB/OS line times a user specified percentage.
b. Both the Long and Short breakout lines are calculated using the same percentage.
c. The breakout lines are recalculated when the inner channel lines are adjusted.
4. Exposed Signals - A code is sent to an IntSeries when the Cycle REMA crosses the Trend REMA. Different codes
are used for the crossing depending on where the crossing occurred relative to the zero line.

Change Log
Date Description
03/21/2018 Initial Release
03/22/2018 Correct Numbering in Indicator Parameters
04/09/2018 Correct problem calculating OB/OS channels for certain currencies.
04/11/2018 Enhancements as described above
 
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Details: MultiREMA Extended


March 21st, 2018
Size: 11.84 KB
Downloaded: 632 times
Choppy Market Index V1 5 *
Ranging or trending? From 'Tackling trending and ranging markets with CMI', by Daniel Fernandez, currencytrader.com 8/11.

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

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

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

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


December 22nd, 2017
Size: 7.78 KB
Downloaded: 320 times
Export Chart Data to a .csv file 5 *
Update for Bug Fix -- 12/11/2017

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


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

Indicator Name: fpgExportCsvData

Updated 12/6/2017

Fixes and Enhancements are as follows:

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

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

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

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


Original Post Starts here

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

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

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

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

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

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

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

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


November 17th, 2017
Size: 67.33 KB
Downloaded: 217 times

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

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

I hope some of you find this indicator handy.

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


November 5th, 2017
Size: 3.29 KB
Downloaded: 171 times
True Slope Indicator V5 5 *
After explicitly and laboriously adding various moving average types, linear regression, etc. to subsequent versions of my slope angle indicator, I finally realized that, in the indicator code, Input[0] refers to whatever price or indicator data series the user puts in the "Input series" field of the indicator parameters window. Duh. I reiterate: duh.

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

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

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

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

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

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


October 25th, 2017
Size: 2.00 KB
Downloaded: 309 times
Mutli Reverse EMA (REMA) 5 *
Exported with NinjaTrader 7.0.1000.34


Release Date 9/4/2017

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


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


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


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



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


September 4th, 2017
Size: 5.39 KB
Downloaded: 429 times
Scalpel Signal_v2 4 *
This indicator was designed to provide an entry signal, in either a trending configuration using an EMA filter, or via a countertrend formation (especially in range bound markets) using a higher sensitivity threshold.

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

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

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

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


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

Keywords: and scalping stop trend reverse
Oscillator Alert Indicator 4 *
I had this built to help ultilize the information that was locked up in the Ninjatrader oscillator list. Now you can specify what oscillator you want to monitor, and look for reversals inside of a threshold to see where that oscillator has formed a reverse delta.

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

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

Notes:

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

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

PM me with any questions, and enjoy.
 
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Details: Oscillator Alert Indicator


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

Keywords: oscillator
HIGH VOLUME ALERT 4 *
A simple indicator that shows the high volume. You can change the volume alert depending the time frame used.
 
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Details: HIGH VOLUME ALERT


July 9th, 2017
Size: 2.70 KB
Downloaded: 380 times
OnBarVolumeSurge Indicator 5 *
This Indicator show a dot or any symbol you choose when the volume exceeds the moving average of the running volume .
Thereby giving yo a heads up indication of when volume jumps to new relative highs, indicating a possible imminent increase in volatility.
In the set up you can choose the size of the dot/square/triangle etc. I have found 3/5/7 pixels for hi/ higher/ highest a nice size . You can also choose the volume surge levels appropriate to your instrument.

Have fun, stay focused and Mindfull of reality:.
 
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Details: OnBarVolumeSurge Indicator


May 30th, 2017
Size: 5.39 KB
Downloaded: 1188 times
Market Stats indicator V2. JPerl Tools for NT7. VWAP Shows historical PVP with histogram, and VWAP. Price MODE for FX. 4 *
This is a tool for use with the JPerl thread from a while ago on Traders Laboratory.

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

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

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

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

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

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

Updates to come as I am interested in studying this data in tabular form, so I'll post updates when I think about it.
 
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Confluence Of Time. "Fibonacci Counter"
Fibonacci counter or whatever number you want to use, there show confluence for numbers of bars. And future bars.

For MarketAnalyzer be aware of amount of data.!

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

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


Maybe some one can convert this for NT8.
 
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Details: Confluence Of Time. "Fibonacci Counter"


April 28th, 2017
Size: 14.23 KB
Downloaded: 170 times
Confluence Of Time. "Fibonacci Counter"
Fibonacci counter or whatever number you want to use, there show confluence for numbers of bars. And future bars.

For MarketAnalyzer be aware of amount of data.!

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

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


Maybe some one can convert this for NT8.
 
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Details: Confluence Of Time. "Fibonacci Counter"


April 28th, 2017
Size: 126.53 KB
Downloaded: 40 times
Taylor Trading Book Tool for NT7 5 *
This is a tool which will create a Taylor Trading Output that can be copied from the Output Window in NT7, and pasted into Excel for further analysis.

The benefit is that it is much faster than creating one manually by hand for many days.

The thread for this indicator can be found HERE.

Explanation on how to set this indicator up, and copy values into excel are here:



The specs for the indicator are as follows:

Quoting 
1) Excel sheet : Columns
Date , Volume , High , Low and Closing Prices

2) Day types : Buying Day (1) , Selling Day (2), Sell Short Day (3)

3) Collect the data as stated in step 1) for the past 10 days . Lowest price of the 10 day's Low column can be named Buy Day (1)....from there naming is automatic .. Next day (2) is Sell day and following day (3) is sell short day

4) Ideally on Buy Day (1) , low needs to be made first . (Buy day column cell can turn green if this condition is true) . For other 2 days high needs to be made first (Buy day column cell can turn red if this condition is true)

5) Once Sequence is identified, it should continued for every day market Opens, even for few hours . Holidays should not be counted.

6) The (D) Decline Column : The difference between previous day high and today's low
7) The (R) Rally Column : The difference between previous day low and today's high
8) The (BH) buying High Column : The difference between today's high and previous day high
9) The (BU) buying Under Column : The difference between today's low and previous day low

 
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Details: Taylor Trading Book Tool for NT7


April 22nd, 2017
Size: 6.05 KB
Downloaded: 258 times

Keywords: book nt7 taylor ttt
Intelligent ZigZag for Minute/tic/Range/Vol Charts NT 5 *
There are many ZZs in existence.

This one starts at the beginning of each session and plots through the session. It includes a small bit of 'intelligence' in that it is made specifically to deal with ambiguous situations when a bar spans across the length of your desired ZigZag. In this case some ZZs don't know wether to plot an Up or Down move. This ZZ figures most of those situations out correctly. Although there are times it can be wrong if the desired ZZ is set too small for the volatility of the instrument.

Included are "real time" options so that the latest developing swing will plot Live, once it has reached the based threshold set by the user.

This will plot both the Swings INtraday, as well as the Daily Swing or Main Move. All of which can be toggled on off.

The ShowPreswings option when set to true, will plot swings that occur BEFORE the minimum ZZ length has occurred. An arrow will plot once that minimum swing length has occurred.

Many customizable options included with this, to include full customization of all of the lines, colors and widths, distance the labels and lines appear from the highs/lows etc.
 
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Details: Intelligent ZigZag for Minute/tic/Range/Vol Charts NT


April 21st, 2017
Size: 8.22 KB
Downloaded: 668 times

Keywords: session swing zigzag zz swings
The Adam Theory of Markets for NT7 5 *
This is an indicator based on a read many years ago by THIS book.

The indicator simply plots a reflection that is flipped about the X AND Y axis, which is a forward projection of the path of price.

You can set the lookback period, which is how many bars back to plot the forward projection. There are also "Entry Arrows" which simply paint based on the conditions in the book.

Basic idea is to capture trends and not chase the tops/bottoms.

I have the pdf, and you can likely find it online pretty easily if need be. Details of the theory is best found there.

My Take: Absolutely nothing special about this, as anything publicly available or sold is likely rubbish. But just cleaning out some things on my PC so figured I'd post in case anyone else was ever interested in such a thing.
 
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Details: The Adam Theory of Markets for NT7


April 21st, 2017
Size: 2.62 KB
Downloaded: 336 times

Keywords: theory adam
RSI5 5 *
RSI value on chart. Able to set how many bars back to show.
 
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Details: RSI5


April 18th, 2017
Size: 5.84 KB
Downloaded: 215 times
Fibonacci Count 4 *
Highlight Fibonacci Count from swing point
 
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Details: Fibonacci Count


April 18th, 2017
Size: 7.99 KB
Downloaded: 346 times
CCI5 5 *
CCI with value on chart. And able to set how many latest bar to show.
 
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Details: CCI5


April 18th, 2017
Size: 6.02 KB
Downloaded: 177 times
NT7 Workspace Startup Tool 5 *
NT7 Workspace Startup tool

I built this little tool to help reset my _WorkSpace.xml file.

Example of use:

Upon coding an indicator you forget to dispose of a resource so when pressing F5, NT7 crashes. The problem is NT7 will reload that last workspace....only to crash again....and again. You want to restart with another workspace loaded so you can fix the problem, right?

Well, the old and tedious way is to open your _WorkSpaces.xml file, search for Workspaces and delete the entries, replacing them with one/some default templates. After doing this a hundred times...I decided enough is enough

(I believe you can safe load NT7 to do a similar job, but I like the flexibility of choosing my own workspaces to load.)

When NT7 is closed just run the .exe file and drag and drop which workspaces you want to load up upon the next restart. Instructions are inside the zip file. Do not import into NinjaTrader!

If you wish to see inside the .exe file just use any decompiler like DotPeek.

*** The NT8 version is here

 
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Details: NT7 Workspace Startup Tool


March 9th, 2017
Size: 34.21 KB
Downloaded: 188 times
StochasticColor 5 *
StochasticColors Version 1.1
Author: radi8
Trading Group Affiliation: TeamPIPPEdge

Nope this isn't that special, but it dovetails with the MACDcolor indicator I posted. This is similar to several commercially available indicators. Single plot Stochastic with colors.

This does expose all the native stochastic data series, which others do not, so you can pull the D or K value if you need to. Also, this has several advanced alert features, including the ability to only trigger alerts during defined periods of the day.

I like to keep it simple and I like when my indicators agree. The posted image shows the gemMACDcolor and the gemStochasticColor indicators superimposed. I like it when the Stoch crosses over the MACD and both are in OB/OS territory.

Submitted image shows the gemMACDcolor and the gemStochasticColor indicators on a LogikUltimateRenko chart.

Cheers!

radi8

NOTE: To superimpose the MACD and Stochastics plots, as shown in the example, simply set the display panels to the same number or drag one plot on top of the other.

UPDATE (1/31/17)
I found a small bug with the time logic that I corrected. The indicator is otherwise unchanged. If you would like the indicator to generate signals at all times then set all the time bin values to -1.
 
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Details: StochasticColor


January 29th, 2017
Size: 12.05 KB
Downloaded: 637 times

Keywords: alert color stochastic
MACD Colors OB/OS 5 *
MACDcolors Version 1.1
Author: radi8
Trading Group Affiliation: TeamPIPPEdge

Yes, I know, there are an infinite number of variations on the MACD indicator.

That said, I wanted an MACD that I could define overbought and oversold conditions for. That is difficult to do given the different tick sizes of various instruments. So I created a normalized MACD. So this will plot with similar values whether you are trading the 6J or the YM. With this in mind, you can establish OB/OS levels in the indicator. The indicator will trigger alerts when there is a crossover in OB/OS territory. In general, I've found that values between 5 and 10 are good for the OB/OS levels. When a crossover happens in this region, a trend reversal is more likely. When the indicator is moving between the OB/OS levels, it is generally not a great time to enter the market.

Also, I like simple. So this indicator just shows one colored plot. It changes colors when the MACD and AVE plots cross, showing only one line. I still include all the normal data series you can access (Default, Ave, Diff). There are several DataSeries you can access for strategies as well as for market analyzers. You can also define time zones for the alerts. If there is a particular strategy you trade off the MACD that is time sensitive, this will allow you to define that time block when you would like to be alerted.

The screenshot shows this indicator with my CandleStickDoctor indicator.

Cheers!

radi8

UPDATE (1/31/17)
I found a small bug with the time logic that I corrected. If you want the indicator to generate signals at all times, set all the time bins to -1.

Also added the ability to select different MA's as the source for the MACD.
 
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Details: MACD Colors OB/OS


January 29th, 2017
Size: 24.32 KB
Downloaded: 617 times

Keywords: color macd ob os overbought oversold
CandleStickDoctor updated 5 *
UPDATE: I compiled an installable but futures.io wouldn't let me update it so I am re submitting with the .zip file.


CandleStickDoctor Version 1.0
Author: radi8
Trading Group Affiliation: TeamPIPPEdge

I wrote this indicator to help quickly identify known bullish and bearish candlestick patterns. The majority of the patterns are derived from the candlestick indicator included as part of the native NT offering. I found that indicator to be of little practical value, but the logic behind the pattern detection to be of immense help. I added a few patterns I wanted in there. The included patterns are listed below, and by no means, are they all inclusive. It is not that difficult to add additional patterns.

The indicator will paint bullish or bearish bars user defined colors. The indicator captures mouse events, so if you click on a bar it will tell you what signals were generated for that bar. Multiple patterns can be detected on a single bar. Dojis are not painted.

Alert features are included.

This version successfully compiles on NT7 version 7.0.1000.31


Enjoy!

radi8

INCLUDED PATTERNS:
BearishBeltHold;
BearishEngulfing;
BearishHarami;
BearishHaramiCross;
BullishBeltHold;
BullishEngulfing;
BullishHarami;
BullishHaramiCross;
DarkCloudCover;
Doji;
DownsideTasukiGap;
EveningStar;
FallingThreeMethods;
Hammer;
HangingMan;
InvertedHammer;
MorningStar;
PiercingLine;
RisingThreeMethods;
BullishShootingStar;
BearishShootingStar;
StickSandwich;
ThreeBlackCrows;
ThreeWhiteSoldiers;
UpsideGapTwoCrows;
UpsideTasukiGap;
BullishTweezerBottom;
BearishTweezerTop;

UPDATE: Thanks to bitDavid who identified some coding errors. I am no longer working with NT7 but will upload a version for NT8 that corrects the errors and also identifies more patterns. Please do not use this version.
 
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Details: CandleStickDoctor updated


January 29th, 2017
Size: 14.40 KB
Downloaded: 520 times
CandleStickDoctor
CandleStickDoctor Version 1.0
Author: radi8
Trading Group Affiliation: TeamPIPPEdge

I wrote this indicator to help quickly identify known bullish and bearish candlestick patterns. The majority of the patterns are derived from the candlestick indicator included as part of the native NT offering. I found that indicator to be of little practical value, but the logic behind the pattern detection to be of immense help. I added a few patterns I wanted in there. The included patterns are listed below, and by no means, are they all inclusive. It is not that difficult to add additional patterns.

The indicator will paint bullish or bearish bars user defined colors. The indicator captures mouse events, so if you click on a bar it will tell you what signals were generated for that bar. Multiple patterns can be detected on a single bar. Dojis are not painted.

Alert features are included.

This version successfully compiles on NT7 version 7.0.1000.31


Enjoy!

radi8

INCLUDED PATTERNS:
BearishBeltHold;
BearishEngulfing;
BearishHarami;
BearishHaramiCross;
BullishBeltHold;
BullishEngulfing;
BullishHarami;
BullishHaramiCross;
DarkCloudCover;
Doji;
DownsideTasukiGap;
EveningStar;
FallingThreeMethods;
Hammer;
HangingMan;
InvertedHammer;
MorningStar;
PiercingLine;
RisingThreeMethods;
BullishShootingStar;
BearishShootingStar;
StickSandwich;
ThreeBlackCrows;
ThreeWhiteSoldiers;
UpsideGapTwoCrows;
UpsideTasukiGap;
BullishTweezerBottom;
BearishTweezerTop;
 
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Details: CandleStickDoctor


January 29th, 2017
Downloaded: 3 times
[Status unknown]
Regression Analysis 5 *
This indicator compares four types of regression (linear, quadratic, logarithmic and exponential) and chooses the one that best fits the data analyzed. Works on any period type. I paid to have coded.

DP_limiter = bar period
Endpos = x-axis adjustment
Multistddev = std dev bands
 
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Details: Regression Analysis


January 17th, 2017
Size: 3.57 KB
Downloaded: 566 times
Murrey Math Input V1 5 *
For NT7

This indicator plots Murrey Math lines using values that are manually entered by the user. These user input values can be derived from one of the automatic Murrey Math indicators such as the ones available on Futures.io that has been placed on a separate chart (or with information otherwise determined by the user). In this way the user can view the lines on a chart with a different chart interval than the chart interval used by the automatic Murrey Math indicator.

For example, the automatic Murrey Math indicator would be placed on a 5 minute chart. The 8/8 and 0/8 values would be noted from this chart. A 2,000 tick chart (or any other interval) would be opened and the MurreyMathInput indicator applied with the 8/8 and 0/8 values manually entered by the user. The MurreyMathInput indicator should plot the same lines regardless of chart interval. These lines will not change until the user changes the InputHigh and InputLow values.

I have noted that sometimes a line plotted by this indicator will have a slightly different value than the one that is plotted on the automatic indicator chart. I think this is because the values derived from the automatic indicator are rounded so when entered into the input version a double rounding error occurs.

I welcome any input but must warn that I am not very good at coding and only know enough to hack this one together from an automatic Murrey Math indicator.

Use at your own risk and in good health.
 
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Details: Murrey Math Input V1


October 5th, 2016
Size: 9.93 KB
Downloaded: 588 times

Keywords: math murrey
Forex Bid Ask Lines 5 *
Shows lines for the Bid and Ask prices in Forex markets.
 
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Details: Forex Bid Ask Lines


September 10th, 2016
Size: 2.01 KB
Downloaded: 164 times
2x improved(?) Toggle Trade buttons for Toolbar. 5 *
Found these on FIO over the years and loved them both, but improved slightly on them to show "Show Trades" on the MarkersOnly and then "Show Trades+" for Text and Markers. Description now also specifies which does what but kept the names as are to avoid any conflict with saved charts.

Also sorted so both add to existing panel and dont create a new empty/blank panel. Removed labels by default to keep chart clean.

Exported with NT7. Once imported the indies will be listed as "Toggle Trades" and "Toggle TradesV2"
 
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Details: 2x improved(?) Toggle Trade buttons for Toolbar.


August 19th, 2016
Size: 3.84 KB
Downloaded: 462 times

Keywords: button toggle toolbar trades shortcut
Medium-High-Low (MHL) 5 *
Exported with NinjaTrader 7.0.1000.31


Initial Release on August 12, 2016

This indicator is based on the article in Stock & Commodities Magazine, August 2016 edition titled “The Middle-High-Low Moving Average” written by Vitali Apirine. The base code upon which this indicator was built was written and freely contributed by NinjaTrader personnel. Although the NT version can be downloaded from an NT location it is package in this download for convenience. The original indicator is named MHL and the modified version is named fpgMHL.

The author describes MHL according to the formula:
MHL = (Highest high + Lowest low)/ 2

Where:
Lowest low = lowest low for the lookback period
Highest High = highest high for the lookback period


The author describes two MA choices, an SMA or EMA to be used for the MHL with the same MA type used for smoothing the MHL MA. The notation MHL SMA(3, 10) uses a 3 period SMA MHL to smooth a 10 period SMA and a MHL EMA(3, 10) uses a 3 period EMA MHL to smooth a 10 period EMA. In the article the author uses a second plot as the signal line which is of the same MA Type and period as the MHL MA. The signal line crossing the MHL MA results in the trade signal.

The MA periods recommend are; short = 5-20; medium = 20-60, and long = 100 or greater. The MHL periods of 5-15 for MA periods less than or equal to 50, and 15-50 for MA periods of 50-200.


Extensions:

The extensions to the indicator are as follows:

  1. The signal line is automatically included using the same MA Type and period as the MHL plot line (see the exception in no. 2 below.
  2. The user can select from approximately 25 other MA Types that are available on this site. If a MA Type other than the EMA or SMA the smoothing MA will be either the SMA (default) or the EMA according to a parameter switch setting (No. 02)
  3. An option to include a second MHL plot line, This will be of the same MA Type as the primary MHL but different MHL and MA periods can be specified. For convenience the default values for the second MHL are double that of the primaries default values. However, the secondary ML period must be at least 1 greater that the primary MHL period and the secondary MHL MA period must be at least 5 greater that the primary MA period. These are arbitrary values.
  4. Three signaling options are supported:
    a. None – self explanatory
    b.
    Basic – a value is exposed to the mhlBasicSignals IntSeries when the signal line crosses either the primary MHL or secondary MHL (if option is selected). The values used are (2, 1, 0, -1, -2) where the two’s values are for a Secondary line crossing, the one’s value are for a primary line cross, and the zero is for no crossing.
    c.
    Extended – a 1 or -1 is exposed to the mhlExtendedSignal IntSeries when the primary MHL line crosses the secondary MHL providing the other plot lines are in the correct position relative to the Secondary MHL and to each other. Setting this option automatically sets the Secondary MHL option. No visual signals are produced.


Change Log:
7/12/2016 Initial release
 
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Details: Medium-High-Low (MHL)


August 13th, 2016
Size: 59.72 KB
Downloaded: 792 times
BarTimes indicator 5 *
Exported with NinjaTrader 7.0.1000.31

Latest revision on 7/27/16 - see revision notes for details

This indicator computes the elapsed time between bars on a non-time based chart. There are a number of enhancements to the indicator GHPBarTimer by NJAMC upon which it is based. Upon Installation it will be named fpgBarTimes so as not to conflict with the base indicator.


Additions/modifications/fixes included in the 7/27/2016 version
  1. Added : an option to display an Alert message when the MA for the total time is above, below, or both (an Or condition) of the designated time zones. Setting this option will force the Non-Directional Plot to be included (see #3 below)
  2. Added: an IntSeries file to record the results of number 1 above, as controlled by the switch that allows the recording of various outputs.
  3. Added : option to plot MAs for the bar time in Up bars and Down bars (directional Option). Doji bars have their bar time evenly split across the two so it does not skew the results. The period for these can be set to a different value than the MA total (Non-Directional option) time. Both can be plotted.
  4. Added: an Auto adjust feature which will adjust the various time line values according to the change in chart’s bar type or value. The purpose is to allow the user to change a bar type or value and automatically adjust the zone time lines by a ratio calculated (to the nearest .25) from the bar types values specified in the various Bar Type parameters.

    For example, if the chart bar type is set to Tick with a value of 75 (which matches the parameter value for a tick bar) changing that value to 150 would result in the zone line values being doubled. Note: if the Time Lines Option (#04) is set to “TimeIncrement” then the increment value may or may not be adjusted according to the AutoAdjust Increment setting. The bar types supported is as follows: Tick, Renko, UniRenko, BetterRenko, SveRenko, Range, and Volume. Others can easily be added (see number 4 in the Notes section under this item).

    Hint: When using this option first set the default values (these are found in the Auto Adjust Parameters section) for each bar type that you intend to use and save it as the indicators default profile. Once set, those values will be the base from which all of the calculations will be done when changing either the bar type or the bar type’s value. Once the final bar type/value is determined the appropriate parameter(s) should be set and the auto adjust option turned off as it is intended to be an aid for determining the appropriate zone line and time settings for the bar type and/or value.

    Notes:
    4.1. Only a few of the possible combinations or bar type changes have been tested. However, the logic for processing these changes is the same for all. It is possible that there may still be a bug.
    4.2. Because the calculated value might be hard to determine from the Y-axis there is an option to log the results to the Output window.
    4.3. This enhancement should be used as an aid to determine new zone setting when a bar type or value is changed.
    4.4. If the code is modified to support additional bar types, be sure to keep the type and value in the same relative order as an index is used in the code.

    5 Modified: various colors for better contrast on a chart with a dark background.
    6.]Modified: the default zone line values. [FONT=Calibri]
    7. Fixed: the HFT zone value was not being written to the DataSeries.
    8. Fixed: the Max time percent was not used in the calculation.

    Note:
    There is no version number in the indicator's name therefore it will replace the existing indicator. If a backup copy is deemed necessary export the old version first. Also recommend that the previous version be deleted first.

Original Enhancements are as follows:


1. A minutes or seconds display is user selectable

2. Bar times are organized into user defined time “zones” as follows:
a. Time Zone 1 (TZ-n) is the starting TZ and is defined in decimal minutes, i.e., 0.5 = 30 seconds, etc.
b. A user defined increment, also in decimal minutes, is added to TZ-1 to create TZ-2. The same increment is added to TZ-2 to create TZ-3. TZ-4 is anything above TZ-3. Lines are produce for TZ-1 to 3. The HTF-like “zone” is a sub period of TZ-1 and is identified when the bar time is LT or EQ to a user define number of seconds. If the bar time is below the defined time it could be considered potential HFT activity
c. An optional histogram of TZ1-TZ4 times is produced, with each zone having a user defined color.
3. An optional truncated display for excessive bar times (above Zone 3) which will force a user define percentage (xx.y) be added to the TZ-3 value and used to plot excessive bar times. This is done to keep the indicator panel the same size. Setting a max value does not disturb the MA calculation.

4. Optional visual alerts using background colors can be painted for excessive time (EXT) bars and potential HFT bars, or
both. A consecutive bar count can be set for both to eliminate false alerts for both EXT and HFT-like bar times.

5. A moving average for current bar times can be calculated from 6 MA types.

6. The assigned zone number for the current bar time and its moving average can be sent to 2 IntSeries which can be
used in Bloodhound or user written strategy. The values are 0 = potential HFT-like activity (only the current bar time
zone), 1-3 the zone number for the current bar time and its MA, and 4 = excessive bar time (EXT zone) also for the
current bar time and the MA.

7. Using this indicator on a time based chart will produce a message in the lower right
corner and disable further calculations.

Please PM me if you encounter any problems rather than write them in the review.

Revision Descriptions:

1. 6/11/16 The revision includes the Zone code = 0 for HTF-like time bars in the IntSeries.
2. 7/27/16 Revision description is above

Note:
If you have the previous version, unless the IntSeries is used in either a strategy or in BloodHound and the indication of when there is a HTF-like bar is desired, it is not necessary to install the latest version.


Change Log:
6/7/16 Initial release
6/11/16 Emit Zone code to IntSeries for HFT-like bar time
7/27/16 Various, described above
 
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Details: BarTimes indicator


June 7th, 2016
Size: 24.43 KB
Downloaded: 602 times
David Varadi's AggregateM++ Mean Reversion Oscillator V1 NT7 5 *
David Varadi's AggregateM++ Mean Reversion Oscillator V1 NT7



Quote from the link below:

"The Aggregate M indicator is based on the concept that in the long term the market trends, while in the short-term the market is noisy, and has a tendency to mean-revert. Why not combine the two concepts to keep life simple? The Aggregate M is supposed to reflect an adjusted median that is filtered for short term noise. The median is a far more accurate measure of central tendency than a simple average especially with noisy data. Taking a superior measure of trend and filtering out some of the noise by adjusting for short-term mean reversion creates an even better median. The Aggregate M is now both trend and mean-reversion rolled into one."

Full details here

Note: I have changed David's variable names and used percentage values instead of decimals.
Please read the comments within the code itself.

"Ported" from my NT8 version here.
 
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Details: David Varadi's AggregateM++ Mean Reversion Oscillator V1 NT7


April 28th, 2016
Size: 3.29 KB
Downloaded: 720 times
Cumulative Session 5 *
This is a trivial indicator that plots the cumulative total of all Input values since the beginning of each session.
Useful for plotting of ^TICK as shown above.
Version 1.0 Feb 6, 2016
Generated with NT version 7.0.1000.30
 
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Details: Cumulative Session


February 6th, 2016
Size: 1.82 KB
Downloaded: 362 times

Keywords: dalebru ^tick
LineAlert 5 *
This is the indicator coded a by Ninja tech support person maybe Ray. Can't remember anymore. It's from the Ninja forum if I remember. Straight forward but helpful for sure. Works with a Line, Ray, HorizonalLine and ExtendedLine. I made no changes to this indicator.

NT 7.0.1000.30

Ron
 
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Details: LineAlert


January 14th, 2016
Size: 12.80 KB
Downloaded: 520 times

Keywords: alert line ray horizontal price extended
VolumeCounter2 5 *
Modified VolumeCounter indicator that allows for positioning of the volume value floating with price (or bottom right, top right, bottom left, top left).

Note that you may need to increase your chart margin with the 'floating with price' option (you will get a message "Increase chart Properties -Right side margin). Please, go to the chart properties and increase the margin accordingly to fit the text with the font size chosen.
 
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Details: VolumeCounter2


January 11th, 2016
Size: 3.32 KB
Downloaded: 508 times

Keywords: counter volume
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
Downloaded: 683 times
MacdBBV4 + Gapless + TickSize 5 *
There has been a request for an NT7 version of my NT8 MacdBB indicator here:

https://nexusfi.com/local_links.php?action=ratelink&catid=27&linkid=1693

This version comes 'as is'

What you will get:

* Same features as Fat Tails' original MacdBB indicator.
* Gapless feature that ignores the session open gap.
* TickSize addition to help 'normalize' the macd value.
* Band region filled to the same color as the Bollinger plots.

What will not work:

* Dots plotted on price panel. Keep value 'false'. This is due to the 'filled bands', as NT will not allow plotting on both panels.
* My gradient version is not available.
 
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Details: MacdBBV4 + Gapless + TickSize


December 19th, 2015
Size: 12.23 KB
Downloaded: 1222 times
You can have Doji with your unoutlined NT 7 candles 1 *
Name: DrawCandleClose / DrawCandleCloseWhite / DrawCandleClose Black Version 1

Author: James R. Walker

These indicators were created to show the Closing price when the CandleStick Opening and Closing price were the same and a Transparent Body Outline color was specified, when the Background color was not White. Standard NT 7 CandleStick Closing price is drawn with the Outline color and is Transparent when that color is Transparent, if the Background color is not White.

These Indicators are obsolete. Instead use fix described below. Attached file is a dummy file to meet posting requirements. Please download the file to log your interest in this fix, but do not install downloaded file. Instead, apply the fix manually. Never blindly replace standard files because of the risk of back leveling.

If you would like to have this fix standard NT8 CandleStick behavior, then post your vote for Tracking ID # SFT-818 to thread https://forum.ninjatrader.com/showthread.php?t=79416

NT 8 version fix available at https://nexusfi.com/local_links.php?catid=27&linkid=1668

Examples:
Top CandleStick: Chart Style = Candlestick with Black outline.

Middle CandleStick: Chart Style = CandleStick Transparent Outline After Fix

Bottom CandleStick on Black Background After Fix:
Chart Style = CandleStick, Candle Wick = White, Candle Outline = Transparent, Chart Property Background = Black and All markings that were Black = White.

NT7 Fix for Tracking ID # SFT-818 , Missing Doji when CandleStick Outline Transparent.
Description: Always draw the Doji Close line with the Wick Color instead of the Outline Color. This eliminates the inefficiency of having an Indicator check every CandleStick bar close for Open==Close and overwrite the already drawn Transparent Close line.

Applying this fix in no way changes the appearance of CandleSticks that have bodies. This can be verified with the examples provided.


NT7: Line 490 \Documents\NinjaTrader 7\bin\Custom\Type\@ChartStyles.cs
Replace:

 
Code
graphics.DrawLine(Pen, x - barWidth / 2, close, x + barWidth / 2, close);
With:
 
Code
graphics.DrawLine(Pen2, x - barWidth / 2, close, x + barWidth / 2, close);
I recommend the following to apply the fix. It may seem complicated but will save you time in the long run. Note that it is undocumented but NT Backup never includes files that begin with the character "@".

Attached file is a dummy to meet posting requirements.


1) Copy \Documents\NinjaTrader 7\bin\Custom\Type\@ChartStyles.cs
2) Paste the file and rename it @ChartStyles.cs Before SFT-818
3) Edit @ChartStyles.cs with with Notepad
4) Make change to line 490 with Notepad
5) Compile any NT file with NT Editor. New @ChartStyles.cs will be used in the compile.
6) From next start of NinjaTrader, CandleSticks will use Wick Color for Doji Close line.
7) Copy \Documents\NinjaTrader 7\bin\Custom\Type\@ChartStyles.cs
8) Paste the file and rename it @ChartStyles.cs After SFT-818Any NT updates will replace @ChartStyles.cs so you will have to make the changes again.

You can use Winmerge to compare updated @ChartStyles.cs and @ChartStyles.cs After SFT-818 and reapply fix to updated, after NT update.

Cleanup:
1) Delete Indicator DrawCandleClose.cs, DrawCandleCloseWhite.cs, and DrawCandleCloseBlackif, if they exist, from \Documents\NinjaTrader 7\bin\Custom\Indicator.
2) Start NT Editor > Compile any Indicator to remove deleted Indicators.
NT will automatically remove the Indicator from any chart that use it.

Test:
Create a CandleStick chart with Transparent outline. Verify that you see Doji.
 
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Details: You can have Doji with your unoutlined NT 7 candles


December 9th, 2015
Size: 208 bytes
Downloaded: 200 times
True Strength Index (TSI) 4 *
Exported using NT Version 7.0.1000.30

The True Strength Index was developed by William Blau and published in his book "Momentum, Direction and Divergence". This version of the TSI is an enhanced version of the NinjaTrader default indicator. It comes with the following improvements:

Momentum period: The original version of the indicator uses the price difference between the current and the prior close, which is the 1-period momentum. The updated version of the indicator also allows for selecting a momentum period greater than 1.

Triple Smoothing: The standard version of the indicator comes with double smoothing for momentum and absolute momentum. William Blau himself also used triple smoothing, This indicator lets you choose between double and triple smoothing. If you set the third smoothing period to 1, you will get double smoothing, and the indicator will display identical results with the NinjaTrader default indicator.

Smoothing with different moving averages: William Blau has suggested to use the EMA for double or triple smoothing. This indicator offers you a selection of more than 30 different moving averages for the smoothing. The default is set to EMA in line with the original indicator.

Signal Line: I have added a signal line for timing entries and exits. The signal line is obtained by smoothing the TSI with one of the selectable moving averages, similar to the signal line of the MACD. The default period for the signal line is 7.

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

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

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

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

Update March 13, 2014: Trend filter, paint bars, sound alerts and histogram added.
Update November 16, 2015: Momentum period added. Option added to select from different moving averages.

Note: The parameter structure of the indicator was changed. In case that you have used the prior version of the anaTSI as input series for other indicators or strategies, these indicators or strategies will only work, if you change the syntax of the indicator call to conform with the new parameter structure.
 
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Details: True Strength Index (TSI)


November 16th, 2015
Size: 86.86 KB
Downloaded: 2958 times

Keywords: blau momentum. trend truestrengthindex divergence smoothing trendfilter tsi
True Slope Indicator V1 5 *
THERE IS A NEW VERSION OF THIS INDICATOR. FIND IT AT:
https://nexusfi.com/download/ninjatrader-7/indicators/1922-download.html?view

At various times, I have wanted an indicator that showed the slope of a line between two price points on a chart. I looked here on the forum for one and found a number of people discussing it, generally attempting to measure the slope of a line they'd drawn on the chart, and realizing that, if the chart is resized in any way, the slope is changed, blowing its usability.

I finally looked at the question independent of the chart. Treating the problem as that of measuring the leftmost angle of a right triangle, with the hypotenuse formed by the price at the starting point and the price at the end point and the right angle at the lower right, I finally found a usage for the trigonometry classes I'd had.

If you know the length of two sides of a right triangle, you can calculate the angles using the inversions of the sine, cosine and tangent functions, the arcsin, the arccos and the arctangent.

Taking the difference in price between the starting bar and the ending bar, converted to ticks, as the height of the side opposite the angle and the number of bars as the length of the side parallel to the bottom of the chart, the leftmost angle can be calculated and it will stay the same regardless how the chart is resized. This gives the 'real' angle, or slope, of a line drawn from the price on the starting bar to a price on the ending bar. Fortunately, the C# programming language contains the arctan function, Atan(), so it was possible to build the math without my brain exploding.

I wrote a NinjaTrader indicator that allows you to choose whether to start on Open, Close, High, Median or Low, to choose whether to end on Open, Close, High, Median or Low and the period, or number of bars, you want to measure. I have uploaded the .cs file, zipped. Just import it, as usual. All the math is contained within the indicator.

No line is drawn on the chart (since it calculates for every bar, you'd potentially have a bazillion confusing lines). Instead a new panel is created with the angle at each bar plotted, between +90 and -90, which would be the angle if you measured price change on one bar.

The usability of this indicator is not as immediately obvious as I expected it to be. However, you can see that, where the plot makes a kind of 'plateau' or trough, price is continuing steeply up or down. With a long period, areas that are usually called 'chop' can be seen, as the angle maintains a value closer to zero.

This is not a lagging indicator, regardless how long the period is. Price movement on the current bar is immediately reflected in the angle. Relatively short periods can be used, for example, in automated trading to help guard against sudden unfavorable price spikes, an intra-day nemesis.

I have not tested moving averages of the angle, but those may also be useful, though will add a lag, of course.
(11/25/15) I have found myself using a Linear Regression Channel of the angle indicator and comparing to an LRC of price.)

I may also make an indicator that averages high-to-high, low-to-low, median-to-median and high-to-low angles in an attempt to emulate what the human brain does when we look at a chart. We see all this detailed activity, but the brain sort of fuzzes the image allowing us to immediately see, price going up, price going down, price going nowhere. Seeing the forest, rather than the trees.

If it seems to do the trick, I will post that, as well.
(11/25/15) After further exploration, I realized that the Linear Regression Channel indicator that comes with NinjaTrader does this already, and better than I could.

I hope those of you looking for an angle/slope indicator will find this of some use.

(Double-checked math. It is correct and you can use it with confidence. Understand that the 2 period minimum actually goes BACK 2 bars, so this version minimally measures 3 bars, including bar 0. 11/19/15)
 
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Details: True Slope Indicator V1


November 15th, 2015
Size: 2.53 KB
Downloaded: 323 times
DavesFibber 5 *
This is a derivative work of PriceActionSwing. It requires the PricesActionSwing.base which is included in the download.

This is an idea based on the PASPro version of swing, which allows you to plot current Fib extensions and retracements. This offshoot indicator plots both the positive and negative extensions and/or retracements based on the settings you use. Not only that, but it keeps the plots historically so you can watch price arrive at the predicted fib targets.

This work was written by me in late fall of 2014.
 
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Details: DavesFibber


November 13th, 2015
Size: 23.05 KB
Downloaded: 713 times
Decycler Indicators - DecyclerOscillator_V1 5 *
Decycler indicators Exported with NinjaTrader 7.0.1000.30

Note: The download on this entry and the one on the SimpleDecycler entry are the same and contain both indicators.


Revised 11/1/15

Revisions:

1 Ability to change plot colors and line widths.
2. Remove all code related to the signals produced for Bloodhound.
Another indicator which contains Bloodhound signals will be posted on the Bloodhound thread here.
3. Add basic signal codes to replace the Bloodhound codes.
4. Correct minor problem in code in formula calculation
5. Change the percent parameter to accept the more standard notation xx.y (%).

>>>End Revisions 11/1/15<<<


The two indicators provided, the Decycler Oscillator and the Simple Decycler, are based on the writing of John F. Ehlers published in the September 20015 issue of Stocks & Commodities magazine. The implementation used as the basis for this version was provided by NinjaTrader(NT). Although both indicators are contained in the download they are described separately. This entry describes the DecyclerOscillator.

The screenshot shows the DecyclerOscillator with modified version of the SimpleDecycler set to appear like the NT provided version (which can be downloaded here). Installing the NT version will not disturb the indicators provided as they are prefixed with “fpg”.

In the article Mr. Ehlers describes a class of filters known as high-pass filters which “allow the high-frequency components in the data to pass through to the filter output, and reject the low-frequency components”. He goes on further stating, “Since high-pass filters have very little lag, here is the trick to computing a decycler: Subtract the high-pass filter output from the data input.” This is performed in the partner indicator, the SimpleDecycler. He also states that, “You can virtually eliminate lag by getting rid of those low-frequency components.”. Both indicators contain the same algorithm (which is left to the interested math and EE gurus to figure out what he is doing) for identifying the high-pass frequencies.

The article states that the oscillator is useful when two instances , with different parameters, are placed in the same sub-graph. The NT implementation requires this to be done manually which, among other things this modification can do optionally. There are 2 controlling parameters, the HPPeriod (default 125) and the K value (default 1). According to the article, “The second instance is plotted at 80% of the HPPeriod with an input K value of 1.2. The basic idea is to compensate for a 20% reduction in cycle period with a 20% increase in the amplitude swing (the K value) of the indicator.”.

Ehlers notes that “there will always be some whipsaw conditions, but these are relatively easy to remove with other conditional statements in the code.”. Unfortunately he does not offer any suggestions here. Another important item to note, the default HPPeriod is set to the value of a half year on a day chart, likely being used for detecting cycle reversals on stocks. However as further stated in the article, “Decyclers and decycler oscillators can be used over a very wide range of input filter parameters”, but here too he offers no suggestions. This will be an experiment to be conducted by the user. However, setting it too low does introduce choppiness.


Enhancements:


1. The ability to request either the Slow, Fast, or Both plots (the “Plots Type” option).
2. Automatically adjust the fast indicator parameters by the specified percent (the “Percent” option) or to use the parameters specified by the user (the “ AsSpecified” option).
3. Three signaling options are provided: Off, Basic, and Extended (experimental for Bloodhound users). The Basic option provides the standard IntSeries values for the crossing (1, 0, -1). Extended signaling is described in the BloodHound thread here.
4. Optional smoothing for both the Fast and Slow Plots

Caution:

If the Extended signaling option is selected additional but non-conflicting signals are sent to the same IntSeries used by the Basic signaling option.

Credits with my thanks to:
1. @Zondor and @Aligator for a formula used in the Extended signaling
2. @Jack22 for the formula and supporting code.


Change Log

9/29/2015 :- Initial release
10/1/2015 :- Correct error in algorithm code for calculating Fast plot in DecyclerOscillator
11/1/2015 :- Revisions are described at the top of this page
 
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Details: Decycler Indicators - DecyclerOscillator_V1


November 5th, 2015
Size: 17.61 KB
Downloaded: 1875 times
Give NT 7 preference over other applications that are running. 5 *
Name: SetNinjaTradersPriorityHigh Version 1.1

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

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


Author: James R. Walker

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

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

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

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

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

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

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

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

To have nothing displayed at top of chart set HideIndicatorName parameter to true and ShowNTPriority to false.
 
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Details: Give NT 7 preference over other applications that are running.


October 20th, 2015
Size: 2.77 KB
Downloaded: 410 times
Chande Kroll Stop 5 *
Exported using NT Version 7.0.1000.30

This is an implementation of the volatiliy based stop that was suggested by Tushar Chande and Stanley Kroll in their book "The New Technical Trader". The indicator comes with a long stop line (blue) and and a short stop line (red).

Calculation of long stop: The preliminary long stop is calculated by deducting a multiple of a 10-period ATR from the highest high of the last 10 bars. The long stop is then calculated as the highest of the last 20 preliminary long stops.

Calculation of short stop: The preliminary short stops are calculated by adding a ,ultiple of a 10-period ATR to the lowest low of the last 10 bars. The short stop is then calculated as the lowest of the last 20 perliminary short stops.

Calculation of ATR: The ATR can be calculated in three different ways. "Arithmetic" uses a simple moving average over the last 10 true ranges. "Exponential" uses an exponential moving average over the last 10 true ranges, while "Wilder" simply calculates the default ATR(10) which is calculated as exponential moving averages with a smaller smoothing constant.

Default settings: Default settings follow suggestions by Chande & Kroll. Following suggestions in their book the default parameters are 10, 3 and 20. Also they used a simple moving average for smoothing the true ranges. The only change that was necessary was to adapt the indicator so that it can be used intra-bar. For this purpose, the calculation does not use the (unstable) true range of the current bar nor the high of the current bar, but relies on the values for the prior bar. Just for the purpose to compare the indicator with implementations for other charting packages, it is also possible to perform calculations from the current unstable bar. When used with "COBC = False" or with the strategy analyzer (backtesting), the default settings should be used.




It is recommended to use the
 
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Details: Chande Kroll Stop


October 14th, 2015
Size: 13.73 KB
Downloaded: 776 times

Keywords: atr averagetruerange chande kroll stop trailing volatility
Decycler Indicators - SimpleDecycler_V1 5 *
Decycler indicators Exported with NinjaTrader 7.0.1000.30

Revised 11/1/15

Revisions:

1. Ability to specify Fast, Slow, or Both plots
2. Change the percent parameter to accept the more standard notation xx.y (%).
3. Remove all code related to the signals produced for Bloodhound.
Another indicator which contains Bloodhound codes will be posted on the Bloodhound thread here.
4. Add basic signal codes to replace the Bloodhound codes.
5. Ability to add dual bands for Fast, Slow, or Both plots with the following features:
-a. Different plot colors when using Dual Bands
-b. Inner and outer bands are calculated using VWStdDev each having user defined
multipliers and periods.
-c. user option to specify what values are used for the inner and outer bands follows:
--1. Fast- uses the appropriate inner or outer values derived from only the Fast midline.
--2. Slow- uses the appropriate inner or outer values derived from only the Slow midline.
--3. Min - uses the appropriate inner or outer values derived from the minimum values
of either the Fast or Slow inner and outer bands accordingly.
--4. Max - uses the appropriate inner or outer values derived from the maximum values
of either the Fast or Slow inner and outer bands accordingly.
--5. minMax - uses the minimum values from either the Fast or Slow inner for the plotted inner band, and the maximum values from either the Fast or Slow Outer band for the plotted outer band.
---6. Fast, Slow, or Both Plots is automatically set according to the Dual Band option chosen.
6. Separate parameters for Dual Bands to allow easier switching between Dual and non-Dual modes.

>>>End revisions 11/1/15<<<


The background for this indicator is explained in the entry DecyclerOscillators (above) and is not described here. [I]The download file is the same as the one posted in the DecyclerOscillator with both indicators contained in the download. The NT version can be downloaded from the link supplied in the DecyclerOscillator entry.

This indicator is the opposite of the high-pass filter with the SinpleDecycler plots created by subtracting the high-pass filtered data from the input stream allowing the decycler to display “the low-frequency components with virtually no lag.”. The author suggests the period parameter be a half-year period however, states, “the range of this variable is just about anything you choose.”.

In addition to the decycler plot the original indicator (show in the visual in the DecyclerOscillator) plots two lines that are plus and minus 0.5 percent from the low frequency decycle plot and are referred to as the hysteresis lines. The interpretation is that if Close prices are above the upper line the market is in an uptrend, with a downtrend indicated by Close prices below the lower line. No trend is when the prices fall within the lines.

Enhancements:

Warning!!!

The enhancements provided must be considered experimental as they are not part of the original concept described in Mr. Ehler’s article. More testing and experimenting needs to be performed in order to determine their usefulness.

The enhancements provide the ability to:
1. request a Single plot (Slow) or Dual plots (Slow and Fast) . The method to set the fast period lookback is similar to the DecyclerOscillator and can be either a “Percentage” from the slow period or the “AsSpecified” values for each parameter will be used.
2. vary the multiplier percentage used to form the hysteresis band.
3. use a standard deviation to determine the hysteresis band in lieu of a multiplier.
4. Specify three signaling options, Off, Basic, and Extended. The Extended signal is experimental and is intended to be used with Bloodhound. The signals produced are described in the thread here
5. paint the region between the two midRange decycler bands.

Credits with my thanks to:
1. @Fat Tails for the region painting code copied from his TriggerLines Indicator
2. @Fat Tails for his Volume Weighted Standard Deviation method used in the hysteresis band offset calculation



Change Log

9/29/2015 :- Initial release
10/1/2015 :- Correct error in algorithm code for calculating Fast plot in DecyclerOscillator
11/1/2015 : - Revisions described at top of page.
 
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Details: Decycler Indicators - SimpleDecycler_V1


October 1st, 2015
Size: 17.61 KB
Downloaded: 420 times
Elder's Ray, BullPower and BearPower 5 *
In this pack there are three indicators:
- Elder's Ray: composed by BullPower line and BearPower line;
- BullPower only, histogram version
- BearPower only, histogram version

This is an oscillator created by Alexander Elder and explained in his famous book "Trading For a Living". The oscillator formula is simple but useful at the same time:
- BullPower = CurrentHigh - EMA(13, Close)
- BearPower = CurrentLow - EMA(13, Close)
 
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Details: Elder's Ray, BullPower and BearPower


July 14th, 2015
Size: 7.55 KB
Downloaded: 597 times

Keywords: elder indicator ninjatrader oscillator ray elderray
XTL - eXpert Trend Locator 5 *
XTL is an indicator that originally was introduced in eSignal Advanced Get. This a version that approximate in a good way the original version (which formula seems to be secret and not shared by eSignal company). It helps you to easily define in what kind of trend you are.
Its calculation is based on CCI and a fixed value of that indicator:
- if CCI value<-fixed value you're in a short trend (red bars);
- if -fixedvalue<=CCI<=+fixedvalue you are in a non trend/flat period (black bars);
- if CCI>fixed value you're in a long trend period (blue bars);

In this version created by me you can customize:
- the fixed value (standard setting is 37)
- CCI period (stardard settings are 21 or 35)
- uptrend/flat trend/downtrend bar color

Very useful if used on tick chart or range bar chart

v 1.00 2015 Jul 8 - First Release, no bugs
v 1.01 2015 Jul 14 - Added Public Indicator Value String
 
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Details: XTL - eXpert Trend Locator


July 8th, 2015
Size: 6.01 KB
Downloaded: 1547 times

Keywords: extreme locator ninjatrader trend xtl
Donchian Channel with Trendfilter 5 *
Exported using NT version 7.0.1000.27

This is a generalized version of the Donchian Channel with a few options added:

- The Donchian Channel lines can be calculated from High/Low, Close, Typical or Weighted price. With the default option High/Low they will be calculated from the highest high and lowest low over the lookback period. With the other options the highest and lowest of the selected input series are used, which produces narrow channels.

- The indicator has an option to display outer channels, inner channes or midband individually.

- The indicator comes with a fast and a slow trend filter. The fast trendfilter changes direction, when the midband breaches the prior low of the upper band (trend change up) or when it breaches the prior high of the lower band (trend change down, as shown in the chart attached). The slow trendfilter changes direction, when the lower band breaches the prior low of the upper band (trend change up) or when the upper brand breaches the prior high of the lower band (trend change down, as shown in the chart attached.

- The indicator allows to display the fast trend, the slow trend or a combination of fast and slow trend, when appropriate colors are selected. If you want to show the fast trend only, you need to use identical colors for fast/slow uptrend and fast/slow downtrend. If you want to show the slow trend only, you would need to use the same colors for slow uptrend/fast downtrend and fast uptrend/slow downtrend. Both trendseries are exposed as public BoolSeries and can be called in an automated strategy.

- The trend can be displayed via the channel and midband colors or via paint bars. The indicator also has an option to display the channels or the midband individually. If you just need the paint bars, you can disable all plots.

Update October 4, 2012: Channel and paintbar colors will now align, when indicator is displaced.
Update July 5, 2015: Second channel added to indicator.
 
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Details: Donchian Channel with Trendfilter


July 6th, 2015
Size: 8.28 KB
Downloaded: 3012 times

Keywords: donchian paintbars trendfilter
SampleStreamWriter improved
save to a file your favourite indicator along with the price series.
 
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Details: SampleStreamWriter improved


July 1st, 2015
Size: 3.21 KB
Downloaded: 225 times
Ribbon trader v1 5 *
this indicator is based of the ribbon trader moving averages.

Trading it is simple.. when all four blocks are green its a BUY... when all four blocks are red its a SHORT
exit when they are not at all fours blocks
This indicator also keep you out of chop

I like to keep it open source here.. if you can make better please post it up
https://nexusfi.com/ninjatrader-programming/36063-ribbon-trader.html
 
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Details: Ribbon trader v1


June 9th, 2015
Size: 3.87 KB
Downloaded: 2136 times
g3InterquartileRange - Variability Measure
Interquartile Range is another robust statistical measure of variability most similar to MAD. It is calculated as a difference between Lower and Upper Quartile. Study first to decide which measure is more suitable for your needs/data.

On the screenshot:
yellow: StdDev,
green: g3InterquartileRange

[v1.0]
 
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Details: g3InterquartileRange - Variability Measure


May 3rd, 2015
Size: 2.43 KB
Downloaded: 115 times
g3AAD Average Absolute Deviation
Average (Mean) Absolute Deviation (AAD) is another statistical measure of variability similar to Standard Deviation or MAD. The main difference from StdDev is weight of the outliers (since there is no squaring in AAD). Study first to decide which measure is more suitable for your needs/data

On the screenshot:
yellow: StdDev,
green: g3AAD

[v1.0]
 
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Details: g3AAD Average Absolute Deviation


April 30th, 2015
Size: 2.14 KB
Downloaded: 119 times
g3MAD - Median Absolute Deviation
Median Absolute Deviation (MAD) is a statistical measure of volatility similar to Standard Deviation. It is considered more resilient to outliers in a data set then StdDev. In the MAD, the deviations of a small number of outliers are irrelevant.

On the screenshot:
yellow: StdDev,
green: g3MAD

[v1.0]
 
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Details: g3MAD - Median Absolute Deviation


April 27th, 2015
Size: 2.49 KB
Downloaded: 101 times
SixPointsInput - Smoothed Data Input
Simple alternative to Median or Typical Input to your indicator. Hat tip to Fat Tails for the idea.
It takes 6 data points (high, low, open, close, mean and mean body) to arrive at the average. Useful for smoothing out the data.

On the screenshot: green is using Close for an input, yellow is using SixPointsInput.

[v1.0]
 
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Details: SixPointsInput - Smoothed Data Input


April 22nd, 2015
Size: 1.76 KB
Downloaded: 169 times
g3ASR - Average Session (Daily) Range
This is your standard Average Daily Range (ADR) calculated intrasession.

It starts calculating average from day/session 1 and increases the window until reaching specified Period parameter.

[v1.0]
 
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Details: g3ASR - Average Session (Daily) Range


April 22nd, 2015
Size: 2.41 KB
Downloaded: 288 times
g3VWStdDev - Volume Weighted Standard Deviation 5 *
This is a standard deviation indicator weigthed by volume.

It is also a good example of simplicity of arithmetic operations using LINQ.

[v1.0]
 
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Details: g3VWStdDev - Volume Weighted Standard Deviation


April 22nd, 2015
Size: 3.82 KB
Downloaded: 197 times
g3ChartSpan - Bars Count, Time Span, Time Range 4 *
You can set up this simple indicator to give you information like:
  • How many bars are currently visible on the chart
  • What is the time span of the visible chart
  • What is the time range of the visible chart

This is especially usefull if you zoom in and out on the chart and would like to quickly know on what time frame are you basing your observations/decisions.

It updates the information every time you scroll or zoom in and out
 
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Details: g3ChartSpan - Bars Count, Time Span, Time Range


April 20th, 2015
Size: 3.66 KB
Downloaded: 166 times
g3HideDataSeries - Make bars transparent 5 *
It is a simple indicator that hides price data series (makes the bars invisible).

If enabled bars become transparent (with the exception of the new/currentbar ) so you can better see other activity on your chart.

Setting to false brings the original bar colors back.
 
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Details: g3HideDataSeries - Make bars transparent


April 18th, 2015
Size: 1.81 KB
Downloaded: 137 times
Chart Identifier 5 *
It is an enhanced version of ChartName indicator (v1.0).

You can choose what information you would like to display to quickly identify your chart. The available options (and their combination) includes:
  • Custom Text
  • Instrument Name
  • Instrument Description
  • Bar Type & Period

You can choose how you would like to separate these parts, choose position, font, color and opacity. You can also quickly disable/enable the display without the need to remove the indicator from your chart.
 
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Details: Chart Identifier


April 13th, 2015
Size: 3.41 KB
Downloaded: 623 times

Keywords: chart instrument period name description
Slow Relative Strength Index (SRSI) 5 *
Exported using NT 7.0.1000.27

The Slow Relative Strength Index (RSI) was presented by Vitali Apirine. Details can be found in Stocks & Commodities V. 33:4 "Slow Relative Strength Index" (April 2015).

The Slow Relative Strength index is similar to the RSI presented by Welles Wilder in 1978, but it has the ups and downs replaced with the differences between the current close and a 6-period EMA. The default lookback period for the indicator is 14 bars, which is identical to the lookback period for the RSI.

I have added a signal line, which is a 10-period EMA of the SRSI.

The indicator has been coded in a way that it can be used with setting COBC = false without generating a significant CPU load.
 
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Details: Slow Relative Strength Index (SRSI)


March 19th, 2015
Size: 4.20 KB
Downloaded: 753 times

Keywords: oscillator rsi srsi wilder relativestrengthindex
Keltner Universal V4 5 *
Exported using NT version 7.0.1000.27

This is a generalized version of the Keltner Channels with a few options added:

- The midband can be selected from a moving median, a moving mode or 27 different moving averages, all of which are calculated from the typical price.

- Midband and channels can be smoothed.

- The smoothing period for the range or the true range can be different from the period for the moving average.

- The indicator has an option to display the channels or the midband individually.

- All plots can be colored according to their slope, or alternatively all plots can be colored according to the slope of the midband.

- The slope color includes a neutral slope, which can be adjusted via a threshold.

- The area between the Keltner Channels can be shaded according to the slope of the midband.

- The trend derived from the midband slope can be displayed via paint bars.


Update July 3 2012: Midband can now be selected from a moving median, a moving mode or 27 different moving averages. Adjustable neutral zone added. Bands can be colored according to their own slope or slope of midband, midband and channels can be displayed individually.
Update July 5, 2012: Bug removed - Butterworth, Gauss and Supersmoother Fillter did not use the specified period.
Update August 20, 2012: Old version pf ADXVMA replaced with new version.
Update August 25, 2012: Paint bars added.
Update August 31, 2012: Ehlers Filter updated.
Update October 4, 2012: Ehlers and Gauss filters updated, moving mode removed. Channel and paintbar colors will now align, when indicator is displaced.
Update January 14, 2012: Second indicator added, which calculates upper band from high average and lower band from low average. Bug removed, which caused erroneous results when Butterworth, Gauss or Supersmoother options were used for calculating the average range or true range.
Update August 7, 2013: Tillson T3 added.
Update October 10, 2014: When paintbars were selected without showing the midband, occasionally some bars were set to transparent. Bug removed.
Update March 19, 2015: Slope trend exposed via public IntSeries.
 
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Details: Keltner Universal V4


March 19th, 2015
Size: 59.45 KB
Downloaded: 5247 times

Keywords: keltner keltnerchannel slope smoothing
Bollinger Universal V4 5 *
Exported using NT version 7.0.1000.27

This is a generalized version of the Bollinger Bands with a few options added:

- The midband can be selected from a moving median, a moving mode or 27 different moving averages.

- Midband and channels can be smoothed.

- The period for the standard deviation can be different from the period for the moving average.

- The indicator has an option to display the channels or the midband individually.

- All plots can be colored according to their slope, or alternatively all plots can be colored according to the slope of the midband.

- The slope color includes a neutral slope, which can be adjusted via a threshold.

- The area between the Bollinger Bands can be shaded according to the shape of the midband.

- The trend derived from the midband slope can be displayed via paint bars.

Update July 3 2012: Midband can now be selected from a moving median, a moving mode or 27 different moving averages. Adjustable neutral zone added. Bands can be colored according to their own slope or slope of midband, midband and channels can be displayed individually.
Update July 5, 2012: Bug removed - Butterworth, Gauss and Supersmoother Fillter did not use the specified period.
Update August 20, 2012: Old version of ADXVMA replaced with new version.
Update August 31, 2012: Ehlers Filter updated.
Update October 4, 2012: Paintbars added. Ehlers and Gauss filters updated, moving mode removed. Channel and paintbar colors will now align, when indicator is displaced.
Update October 5, 2013: Tillson T3 added.
Update October 10, 2014: When paintbars were selected without showing the midband, occasionally some bars were set to transparent. Bug removed.
Update March 19, 2015: Slope trend exposed via public IntSeries.
 
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Details: Bollinger Universal V4


March 19th, 2015
Size: 59.52 KB
Downloaded: 4165 times

Keywords: bollinger bollingerbands slope smoothing
Correction to Point and Figure Chart 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).

I have more on point and figure in the Elite section, but for who that are no elite I still want to help. I encourage you to join the elite section and support this site.

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 if your Elite @: https://nexusfi.com/elite-circle/34569-working-point-figure-indicator-suite.html

Version 1.00

Cheers,

SodyTexas
 
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Details: Correction to Point and Figure Chart


March 18th, 2015
Size: 35.50 KB
Downloaded: 170 times
Opening Range V42 MTF 5 *
Exported using NT Version 7.0.1000.26

Indicator will only run on NT 7.0.1000.5 or later

The indicator displays the opening range and the current open of the RTH session. This version is a multi-timeframe (MTF) version of the standard OpeningRange V42 indicator. The indicator adds a secondary minute bar series to the chart, which is used to calculate the opening range. It has the following advantages over the standard version:

For tick, range and volume charts: The standard indicator may not display the opening range correctly, if the last bar expands the opening range and closes after the opening period. The MTF version of the indicator will display the opening range correctly, even if the primary bar series does not contain the necessary information for its calculation. An example is shown on the chart attached.

Use with minute charts: You want to use this indicator with minute charts, if the opening period is not an integer multiple of the bar period. Example: You trade 7 min charts and your opening period is 30 minutes.

You can only use this indicator with an appropriate session template. The opening time will align itself to the start time of the RTH session, as specified via indicator settings. The hybrid setting assumes that you want to use the 3rd intraday session as RTH session for FOREX and currency futures and the second session for all other instruments.

Example ES: Select a session template with the following sessions: Session 1 (night session) 15:30 - 8:30 Central Time, Session 2 (RTH) 8:30 - 15:15 Central Time. Select second session for opening range.

Select length of opening period: The opening period can be selected via indicator dialogue box.

Select Offset: With an offset of 00:00, the indicator aligns to the start of the selected session. If you enter a positive value for the offset, the opening range will be shifted forward from the session start. For example if you open a chart for ES with the session template US CME Index Futures, then the session (and the trading day) starts at 5:00 PM Central Time. To display an opening range for the regular session, you need to enter an offset of 15:30, because the regular session starts 15 hours and 30 minutes after the start of the trading day.

Display regular open or one-minute-range: The indicator allows to either display the regular open or the range of the first minute of trading after the start time selected for the opening range.

Developing range: Prior to the completion of the opening range, the indicator plots the developing range in gray to show that the range is still incomplete.

Night Session or Pre-Session Range: This is different for each instrument and refers to the electronic session prior to the session selected for the opening range.

European Session Range: You can select start and end time of the European Session in CET (Central European Time). The European Session is pre-configured for the time between 8:00 AM and 1:00 PM CET.

Asian Session Range: You can select start and end time of the Asian Session in TST (Tokyo Standard Time). The Asian Session is pre-configured for the time between 9:00 AM and 3:00 PM TST.

Update July 25, 2011: Serialization of the plots and indicator dialogue box changed.
Update December 8, 2013: Indicator entirely recoded. Offset added, opening period no longer needs to be aligned to the session start. Drop down property added for time zones. Custom plot added.
Update March 15, 2015: Regular open and minute range were drawn back to start of trading day on tick charts. Bug removed.
 
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Details: Opening Range V42 MTF


March 15th, 2015
Size: 12.12 KB
Downloaded: 3859 times

Keywords: asiansession globexsession mtf openingrange europeansession initialbalance opening
Initial Balance Range Bands V42 MTF 5 *
Exported using NT Version 7.0.1000.26

Indicator will only run on NT 7.0.1000.5 or later.

The indicator displays the current open, the initial balance (IB) and upper and lower range bands that are calculated by adding and subtracting fractions of the initial balance to the IB high and IB low. This version is a multi-timeframe (MTF) version of the standard Initial Balance Range Bands V42 indicator. The indicator adds a second minute bar series to the chart, which is used to calculate the initial balance. It has the following advantages over the standard version:

For tick, range and volume charts: The standard indicator may not display the initial balance correctly, if the last bar expands the initial balance and closes after the opening period. The MTF version of the indicator will display the initial balance correctly, even if the primary bar series does not contain the necessary information for its calculation. An example is shown on the chart attached.

Use with minute charts: You want to use this indicator with minute charts, if the opening period is not an integer multiple of the bar period. Example: You trade 7 min charts and your opening period is 30 minutes.

You can only use this indicator with an appropriate session template. The opening time will align itself to the start time of the RTH session, as specified via session template. The hybrid setting assumes that you want to use the 3rd intraday session as RTH session for FOREX and currency futures and the second session for all other instruments.

Example ES: Select a session template with the following sessions: Session 1 (night session) 15:30 - 8:30 Central Time, Session 2 (RTH) 8:30 - 15:15 Central Time. Select second session for opening range.

Select length of opening period: The length of the period for establishing the initial balance can be selected via indicator dialogue box. The default setting is 60 minutes.

Select Offset: With an offset of 00:00, the indicator aligns to the start of the selected session. If you enter a positive value for the offset, the opening range will be shifted forward from the session start. For example if you open a chart for ES with the session template US CME Index Futures, then the session (and the trading day) starts at 5:00 PM Central Time. To display an opening range for the regular session, you need to enter an offset of 15:30, because the regular session starts 15 hours and 30 minutes after the start of the trading day.

Multipliers for range bands: The multipliers for the upper and lower range bands can also be changed. The default settings for the bands are 0.5, 1 and 2, meaning that the first upper band is built from the IB high by adding half of the IB range, and similar for the other bands.

Display regular open or one-minute-range: The indicator allows to either display the regular open or the range of the first minute of trading after the start time selected for the opening range.

Developing range: Prior to the completion of the opening range, the indicator plots the developing range in gray to show that the range is still incomplete.

Night session or pre-session range: The indicator also has an option to display the full night session, European or Asian session range. This feature is not used with the default settings. I did not add it on purpose, it was already part of the opening range indicator, and it was easier to leave it than to remove it.

European Session Range: You can select start and end time of the European Session in CET (Central European Time). The European Session is pre-configured for the time between 8:00 AM and 1:00 PM CET.

Asian Session Range: You can select start and end time of the Asian Session in TST (Tokyo Standard Time). The Asian Session is pre-configured for the time between 9:00 AM and 3:00 PM TST.

Update July 25, 2011: Serialization of the plots and indicator dialogue box changed.
Update December 8, 2013: Indicator entirely recoded. Offset added, opening period no longer needs to be aligned to the session start. Drop down property added for time zones. Custom plot added.
Update March 15, 2015: Regular open and minute range were drawn back to start of trading day on tick charts. Bug removed.
 
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Details: Initial Balance Range Bands V42 MTF


March 15th, 2015
Size: 13.19 KB
Downloaded: 3361 times

Keywords: initialbalance open rangebands mtf openingrange volatility
Better Volume with Sound Alerts 5 *
Exported using NT Version 7.0.1000.26

This is a simple version of the Better Volume Indicator from https://www.emini-watch.com/. It is not based on the later versions but the original version and identifies the following events

Breakout or Climax Bars: A breakout or climax bar is a bar with the highest value for the product of volume and range within the lookback period.

Churn Bars: A churn bar is a bar with the highest value for the volume per range within the lookback period.

Climax Churn Bars: A climax churn bar is a high volume bar that qualifies as both climax and churn bar.

Low Volume Bars: A low volume bar is a bar that has the lowest volume within the lookback period.

The indicator uses two lookback periods. The larger lookback period identifies stronger climax and churn bars, the smaller lookback period points to weaker climax and churn bars and is used to identify low volume bars.

Sound Files: The sound files are user selectable. You first need to copy your sound files to the directory C:\Program Files\Ninjatrader 7 \sounds. You can then select these files via the indicator dialogue box. Make sure that your sound files are compatible with NinjaTrader. NinjaTrader 7 does not support wav\MPEG, you need to convert it to wav\PCM first with an audio recorder.

Some further ideas and the sound files that I use can be found here:
https://nexusfi.com/traders-hideout/9042-better-volume-indicator-sound-alerts.html

Version 1.1, April 22, 2011: Bug fixed, low volume bars were not shown correctly.
Version 1.2, January 22, 2012: Paint bar option added. Overlay version showing paint bars only is included. Values for different bar types are exposed as IntSeries
Version 1.3, September 27, 2012: Code efficiency improved, following suggestions by @Zondor.
Version 1.4. December 28, 2012: Bug removed, sound alert for low volume alert was triggered for all bars with setting COBC = false.
Version 1.5. February 10, 2015: Bug removed, paintbar opacity was not applied for low volume upclose bars with setting COBC = false.
 
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Details: Better Volume with Sound Alerts


February 10th, 2015
Size: 355.19 KB
Downloaded: 6631 times

Keywords: bettervolume churnbars climax climaxchurn expansion
SessionVWAP Bimonthly/Quarterly/Annual V43 5 *
Exported using NT Version 7.0.1000.26

Indicator will only run on NT 7.0.1000.5 or later

The indicator displays the Volume Weighted Average Price of the selected session. It can be used on all types of charts.

You can apply the indicators to charts with several intraday sessions. You can then select via indicator panel, for which session the VWAP shall be shown.

ETH session: The VWAP will be calculated for the full session, if ETH is selected via indicator dialogue.

RTH session: It is possible to display the VWAP for the RTH session or the night session. Set indicator to RTH and select the number of the session, for example "First" for the night session and "Second" for the RTH session.

Volatility Bands: The indicators has three different modes to calculate volatility bands. For each of the modes multipliers can be selected.

Variance_Price: The variance is calculated from the selected input values of the price bars and the last known value for the VWAP within the current session. This way of calculating the bands is similar to calculating Bollinger Bands with a variable period starting with the first bar of the session.

Variance_Distance: The variance is calculated from the selected input values of the price bars and the value for the VWAP corresponding to price. It is a variance of the vertical distance of price from VWAP. This method corrects for a trend and produces slightly narrower bands on a trending day.

Session_Range: The quarter range of the current session is used as a measure of volatility instead of the standard deviation.

Colors: Different colors can be selected for rising and falling VWAP. Also colors and opacities can be selected for the areas between the inner bands, middle bands and outer bands.

Update January 03, 2015: Bug removed. Indicator did not work with setting "Monthly".
 
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Details: SessionVWAP Bimonthly/Quarterly/Annual V43


January 3rd, 2015
Size: 8.16 KB
Downloaded: 1312 times

Keywords: bands range session twap vwap eth rth standarddeviation variance
Fibs From Prior Sessions V43 5 *
Exported using NT Version 7.0.1000.26

Indicators will only run on NT 7.0.1000.5 or later.

This is a family of 3 indicators to display fibonacci retracements and expansions calculated from the high and the low of the prior day, the prior week and the prior month. High and low can be taken from daily data or from intraday data. When taken from daily data, the order of the retracements may be inverted, when high and low were made on the same day.

Chart settings: Please set the right side margin under chart properties to 200 to allow for correct display of the labels. The colors are better adapted to dark chart backgrounds.

Session templates: The indicators require the use of a correct session template for the instrument shown on the chart. With an ETH template retracements and expansions can be only calculated from the full session high and low. If you want to calculate retracements and expansions from the regular session, it is recommended to use a multi-session template that divides the day into the night session, regular session and after-session.

ETH: If you set the indicator to ETH, the retracements will be calculated from the high and the low of the full trading day. To avoid inverted levels best calculate all fibonacci lines from intraday data.

RTH: Please use a multi-session template. The retracements will be calculated from the selected RTH session. If the daily data supplied by your data supplier is regular session data, no multi-session template is required and you can display retracements and expansions calculated from the regular high and low by setting the indicator to "DailyBars".

Auto setting for the 3 indicators: The Auto setting will preselect ETH for FOREX and all CME currency futures, but preselect RTH for all other instruments.

Fibonacci Levels: The numerical values for the Fibonacci levels can be individually selected. If you need more than five retracement and expansion levels, you can add the indicator to your chart several times. If you do not wish to display some lines, please set the value for the Fibonacci ratio for these lines to zero, and the lines will not be plotted.

Display Options: Prior day's close, fibonacci retracements and fibonacci expansions can be switched on and off separately. The indicator further allows to display all plots for the prior days with or without labels. The label font size can be selected.

GLOBEX holiday sessions with settlement next day: The indicators are preconfigured for Globex holiday sessions without settlement for trade date next day or later. These trade dates are President’s Day, Martin-Luther-King Day, Memorial Day, Independence Day, Labour Day and Thanksgiving. The indicators will use double day sessions for these days for all GLOBEX and NYMEX traded instruments.

Update December 15, 2013: Weekly and monthly indicators added. Daily indicator entirely recoded. Plots can now be displayed for several days. Holiday calendar added for 2014.
Update January 19, 2014: The ratios for the fib levels are now user selectable.
Update December 29, 2014: Holiday calendar added for 2015. Price markers improved for US interest rate futures.
 
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Details: Fibs From Prior Sessions V43


December 29th, 2014
Size: 35.00 KB
Downloaded: 3375 times

Keywords: close fibonacci low session expansions high retracements
Relative Volume V23 5 *
Exported using NT version 7.0.1000.26

Only to be used with minute or daily charts.

The relative volume indicator measures the volume of a fixed period bar against the average volume over the same period during the preceding n days. The version which can be downloaded here allows for two different comparisons:

All_Days: Today's volume is compared to the average volume of the N preceding business days. The default value is N = 40. With the setting "All_Days" the indicator requires the use of proper session templates which match the trading day of the instrument traded. Session templates that cut the week into arbitrary sessions - such as the session template 24/7 - cannot be handled by the indicator and will trigger an error message.

Day_Of_Week: Today's volume is compared to the average volume calculated for the same day of the week over the N preceeding weeks. The default value is N = 8. With the setting "Day_Of_Week", all session templates can be handled.

Holidays: Holidays as selected via the indicator dialogue box are excluded from all calculations.
Daylight savings schedules: The indicator automatically adjusts to different daylight savings zones.

The histogram shows the relative volume for the period of the day. For example on the chart today's highest relative volume occured after a news release, just prior to the start of the regular session. Compared to the last 40 business days, the relative volume was 593% (about 6 times higher than for a normal business), whereas it was 509% (about 5 times higher than for a normal Friday). The cumulated volume for today is 26% higher compared to an average business day and 20% higher compared to an average Friday.

Average volume bars - between 80% and 120% of normal volume - are shown as white bars. If the relative volume exceeds 120% the histogram color is green, below 80% it is red. The colors can be selected by the user.

Update February 26, 2013: Following the rescheduling of the daily trading sessions by CME in November 2012, the indicator did not work correctly. I had published a new version in the thread on the Relative Volume Indicator, which is now available for download here.
Update October 28, 2013: Null check added when calling ChartControl. The indicator can now be used as input series for other indicators or strategies.
Update December 5, 2014: Indicator entirely recoded. Indicator is now considerably faster and should cope with different data feeds. Option added to compare today's volume to all prior business days. The prior version could only do comparisons for the same day of the week.
Update December 10; 2014: Error message added to inform user when the chart lookback period is insufficient.
Update December 29, 2014: Holiday calendar and error messages updated.
 
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Details: Relative Volume V23


December 29th, 2014
Size: 7.63 KB
Downloaded: 3320 times

Keywords: relativevolume seasonality volume
Relative Ranges V23 5 *
Exported using NT version 7.0.1000.26

Only to be used with minute or daily charts.

The relative ranges indicator measures the range of a fixed period bar against the average range over the same period during the preceding n days. The version which can be downloaded here allows for two different comparisons:

All_Days: Today's ranges are compared to the average ranges of the N preceding business days. The default value is N = 40. With the setting "All_Days" the indicator requires the use of proper session templates which match the trading day of the instrument traded. Session templates that cut the week into arbitrary sessions - such as the session template 24/7 - cannot be handled by the indicator and will trigger an error message.

Day_Of_Week: Today's ranges are compared to the average ranges calculated for the same day of the week over the N preceeding weeks. The default value is N = 8. With the setting "Day_Of_Week", all session templates can be handled.

Holidays: Holidays as selected via the indicator dialogue box are excluded from all calculations.
Daylight savings schedules: The indicator automatically adjusts to different daylight savings zones.

The histogram shows the relative ranges for the selected period of the day. For example on the chart today's highest relative range occured at 5:30 AM EST in the morning, just when the low of from Dec. 24 was taken out. Compared to the last 40 business days, the cumulated average of the relative ranges runs at 88%, whereas it runs at 87% when compared to a normal Monday. The low volatility is expected between Christmas and New Year's Eve.

Average range bars - between 80% and 120% of normal ranges - are shown as white bars. If the relative range exceeds 120% the histogram color is green, below 80% it is red. The colors can be selected by the user.
 
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Details: Relative Ranges V23


December 29th, 2014
Size: 9.04 KB
Downloaded: 722 times

Keywords: range relativerange seasonality volatility
SessionTWAP Monthly V43 5 *
Exported using NT Version 7.0.1000.26

Indicator will only run on NT 7.0.1000.5 or later

The indicator displays the Time Weighted Average Price of the selected session. It can be used on all types of charts.

You can apply the indicators to charts with several intraday sessions. You can then select via indicator panel, for which session theTWAP shall be shown.

Use with time-based charts: On minute and second chart, it will use an equal weight for all bars to calculate the average price of the selected session.

Use with tick based charts: On tick based charts it will apply a weight to each bar, which is the smaller of (timestamp of current bar - timestamp of previous bar) and (timestamp of current bar - session start time). There is one specific case, where this may cause a problem. The technical break of CME index futures from 3:15 PM to 3:30 PM CT is not taken into account by the session template, if an ETH session is used. In this case the first bar after the break will be overweighted. To avoid that problem use the default setting for the technical break for Globex index futures, which will eliminate the impact of the technical break.

ETH session: The TWAP will be calculated for the full session, if ETH is selected via indicator dialogue.

RTH session: It is possible to display the TWAP for the RTH session or the night session. Set indicator to RTH and select the number of the session, for example "First" for the night session and "Second" for the RTH session.

Volatility Bands: The indicators has three different modes to calculate volatility bands. For each of the modes multipliers can be selected.

Variance_Price: The variance is calculated from the selected input values of the price bars and the last known value for the VWAP within the current session. This way of calculating the bands is similar to calculating Bollinger Bands with a variable period starting with the first bar of the session.

Variance_Distance: The variance is calculated from the selected input values of the price bars and the value for the VWAP corresponding to price. It is a variance of the vertical distance of price from VWAP. This method corrects for a trend and produces slightly narrower bands on a trending day.

Session_Range: The quarter range of the current session is used as a measure of volatility instead of the standard deviation.

Public Holidays: For Globex instruments the indicator will display the ETH TWAP for the two-day-session including a public holiday. The indicator is preconfigured for the Globex holiday calendar.

Colors: Different colors can be selected for rising and falling TWAP. Also colors and opacities can be selected for the areas between the inner bands, middle bands and outer bands.

Update March 30, 2013: Algorithm improved for both speed and accuracy. VWAP start time can be selected.
Update April 11, 2013: Plot modified for compatibility with charts built from multiple bar series.
Update May 10, 2013: Bug removed, which led to occasional false identification of the RTH session on charts built from ticks.
Update December 28, 2014: Holiday calendar added for 2015. Price markers improved for US interest rate futures.
 
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Details: SessionTWAP Monthly V43


December 28th, 2014
Size: 9.10 KB
Downloaded: 1187 times

Keywords: bands range session twap vwap eth rth standarddeviation variance
SessionTWAP Weekly V43 5 *
Exported using NT Version 7.0.1000.26

Indicator will only run on NT 7.0.1000.5 or later

The indicator displays the Time Weighted Average Price of the selected session. It can be used on all types of charts.

You can apply the indicators to charts with several intraday sessions. You can then select via indicator panel, for which session theTWAP shall be shown.

Use with time-based charts: On minute and second chart, it will use an equal weight for all bars to calculate the average price of the selected session.

Use with tick based charts: On tick based charts it will apply a weight to each bar, which is the smaller of (timestamp of current bar - timestamp of previous bar) and (timestamp of current bar - session start time). There is one specific case, where this may cause a problem. The technical break of CME index futures from 3:15 PM to 3:30 PM CT is not taken into account by the session template, if an ETH session is used. In this case the first bar after the break will be overweighted. To avoid that problem use the default setting for the technical break for Globex index futures, which will eliminate the impact of the technical break.

ETH session: The TWAP will be calculated for the full session, if ETH is selected via indicator dialogue.

RTH session: It is possible to display the TWAP for the RTH session or the night session. Set indicator to RTH and select the number of the session, for example "First" for the night session and "Second" for the RTH session.

Volatility Bands: The indicators has three different modes to calculate volatility bands. For each of the modes multipliers can be selected.

Variance_Price: The variance is calculated from the selected input values of the price bars and the last known value for the VWAP within the current session. This way of calculating the bands is similar to calculating Bollinger Bands with a variable period starting with the first bar of the session.

Variance_Distance: The variance is calculated from the selected input values of the price bars and the value for the VWAP corresponding to price. It is a variance of the vertical distance of price from VWAP. This method corrects for a trend and produces slightly narrower bands on a trending day.

Session_Range: The quarter range of the current session is used as a measure of volatility instead of the standard deviation.

Public Holidays: For Globex instruments the indicator will display the ETH TWAP for the two-day-session including a public holiday. The indicator is preconfigured for the Globex holiday calendar.

Colors: Different colors can be selected for rising and falling TWAP. Also colors and opacities can be selected for the areas between the inner bands, middle bands and outer bands.

Update March 30, 2013: Algorithm improved for both speed and accuracy. VWAP start time can be selected.
Update April 11, 2013: Plot modified for compatibility with charts built from multiple bar series.
Update May 10, 2013: Bug removed, which led to occasional false identification of the RTH session on charts built from ticks.
Update December 9, 2013: Holiday calendar added for 2014.
Update December 28, 2014: Holiday calendar added for 2015. Price markers improved for US interest rate futures.
 
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Details: SessionTWAP Weekly V43


December 28th, 2014
Size: 9.14 KB
Downloaded: 1321 times

Keywords: bands range session twap vwap eth rth standarddeviation variance
SessionTWAP Daily V43 5 *
Exported using NT Version 7.0.1000.26

Indicator will only run on NT 7.0.1000.5 or later

The indicator displays the Time Weighted Average Price of the selected session. It can be used on all types of charts.

You can apply the indicators to charts with several intraday sessions. You can then select via indicator panel, for which session theTWAP shall be shown.

Use with time-based charts:
On minute and second chart, it will use an equal weight for all bars to calculate the average price of the selected session.

Use with tick based charts: On tick based charts it will apply a weight to each bar, which is the smaller of (timestamp of current bar - timestamp of previous bar) and (timestamp of current bar - session start time). There is one specific case, where this may cause a problem. The technical break of CME index futures from 3:15 PM to 3:30 PM CT is not taken into account by the session template, if an ETH session is used. In this case the first bar after the break will be overweighted. To avoid that problem use the default setting for the technical break for Globex index futures, which will eliminate the impact of the technical break.

ETH session: The TWAP will be calculated for the full session, if ETH is selected via indicator dialogue.

RTH session: It is possible to display the TWAP for the RTH session or the night session. Set indicator to RTH and select the number of the session, for example "First" for the night session and "Second" for the RTH session.

RTH multi: The TWAP will be displayed starting from the open of the RTH session as specified and then continue through the after session.

Volatility Bands: The indicators has three different modes to calculate volatility bands. For each of the modes multipliers can be selected.

Variance_Price: The variance is calculated from the selected input values of the price bars and the last known value for the VWAP within the current session. This way of calculating the bands is similar to calculating Bollinger Bands with a variable period starting with the first bar of the session.

Variance_Distance: The variance is calculated from the selected input values of the price bars and the value for the VWAP corresponding to price. It is a variance of the vertical distance of price from VWAP. This method corrects for a trend and produces slightly narrower bands on a trending day.

Session_Range: The quarter range of the current session is used as a measure of volatility instead of the standard deviation.

Public Holidays: For Globex instruments the indicator will display the ETH TWAP for the two-day-session including a public holiday. The indicator is preconfigured for the Globex holiday calendar.

Colors: Different colors can be selected for rising and falling TWAP. Also colors and opacities can be selected for the areas between the inner bands, middle bands and outer bands.

Update Jan 23, 2011: Globex holiday calendar for 2011 added. Holiday sessions will only be applied to Globex instruments. Indicators now also work on tick and volume charts.
Update May 17, 2011: New signature for GetNextBeginEnd() implemented.
Update June 15,2011: TWAP can now be displayed for RTH and after-session, see option RTH-multi. Three different types of TWAP bands added.
Update July 26, 2011: SessionTWAP uses (high + low + open + close) / 4 for higher accuracy. Adapted to different plot styles.
Update January 25, 2012: Globex holiday calendar for 2012 added. Small bug removed, which had affected the plot colors.
Update July 4, 2012: Serialization of plot parameters changed.
Update February 23, 2013: Plot recoded & CPU efficiency improved, Globex holiday calendar for 2013 added.
Update March 30, 2013: Algorithm improved for both speed and accuracy. VWAP start time can be selected.
Update April 11, 2013: Plot modified for compatibility with charts built from multiple bar series.
Update May 10, 2013: Bug removed, which led to occasional false identification of the RTH session on charts built from ticks.
Update December 9, 2013: Holiday calendar added for 2014.
Update December 28, 2014: Holiday calendar added for 2015. Price markers improved for US interest rate futures.
 
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Details: SessionTWAP Daily V43


December 28th, 2014
Size: 10.22 KB
Downloaded: 3319 times

Keywords: bands range session twap vwap eth rth standarddeviation variance
SessionVWAP Daily V43 5 *
Exported using NT Version 7.0.1000.26

Indicator will only run on NT 7.0.1000.5 or later

The indicator displays the Volume Weighted Average Price of the selected session. It can be used on all types of charts.

You can apply the indicators to charts with several intraday sessions. You can then select via indicator panel, for which session the VWAP shall be shown.

ETH session: The VWAP will be calculated for the full session, if ETH is selected via indicator dialogue.

RTH session: It is possible to display the VWAP for the RTH session or the night session. Set indicator to RTH and select the number of the session, for example "First" for the night session and "Second" for the RTH session.

RTH multi: The VWAP will be displayed starting from the open of the RTH session as specified and then continue through the after session.

Volatility Bands: The indicators has three different modes to calculate volatility bands. For each of the modes multipliers can be selected.

Variance_Price: The variance is calculated from the selected input values of the price bars and the last known value for the VWAP within the current session. This way of calculating the bands is similar to calculating Bollinger Bands with a variable period starting with the first bar of the session.

Variance_Distance: The variance is calculated from the selected input values of the price bars and the value for the VWAP corresponding to price. It is a variance of the vertical distance of price from VWAP. This method corrects for a trend and produces slightly narrower bands on a trending day.

Session_Range: The quarter range of the current session is used as a measure of volatility instead of the standard deviation.

Public Holidays: For Globex instruments the indicator will display the ETH VWAP for the two-day-session including a public holiday. The indicator is preconfigured for the Globex holiday calendar.

Colors: Different colors can be selected for rising and falling VWAP. Also colors and opacities can be selected for the areas between the inner bands, middle bands and outer bands.

Update Jan 23, 2011: Globex holiday calendar for 2011 added. Holiday sessions will only be applied to Globex instruments. Indicators now also work on tick and volume charts.
Update May 17, 2011: New signature for GetNextBeginEnd() implemented.
Update June 15, 2011: VWAP can now be displayed for RTH and after-session, see option RTH-multi. Three different types of VWAP bands added.
Update July 26, 2011: SessionVWAP uses (high + low + open + close) / 4 for higher accuracy. Adapted to different plot styles.
Update January 25, 2012: Globex holiday calendar for 2012 added. Small bug removed, which had affected the plot colors.
Update February 23, 2013: Plot recoded & CPU efficiency improved, Globex holiday calendar for 2013 added.
Update March 30, 2013: Algorithm improved for both speed and accuracy. VWAP start time can be selected.
Update April 11, 2013: Plot modified for compatibility with charts built from multiple bar series.
Update May 10, 2013: Bug removed, which led to occasional false identification of the RTH session on charts built from ticks.
Update December 9, 2013: Holiday calendar added for 2014.
Update December 28, 2014: Holiday calendar added for 2015. Price markers improved for US interest rate futures.
 
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Details: SessionVWAP Daily V43


December 28th, 2014
Size: 9.70 KB
Downloaded: 10901 times

Keywords: bands range session twap vwap eth rth standarddeviation variance
SessionVWAP Monthly V43 5 *
Exported using NT Version 7.0.1000.26

Indicator will only run on NT 7.0.1000.5 or later

The indicator displays the Volume Weighted Average Price of the selected session. It can be used on all types of charts.

You can apply the indicators to charts with several intraday sessions. You can then select via indicator panel, for which session the VWAP shall be shown.

ETH session: The VWAP will be calculated for the full session, if ETH is selected via indicator dialogue.

RTH session: It is possible to display the VWAP for the RTH session or the night session. Set indicator to RTH and select the number of the session, for example "First" for the night session and "Second" for the RTH session.

Volatility Bands: The indicators has three different modes to calculate volatility bands. For each of the modes multipliers can be selected.

Variance_Price: The variance is calculated from the selected input values of the price bars and the last known value for the VWAP within the current session. This way of calculating the bands is similar to calculating Bollinger Bands with a variable period starting with the first bar of the session.

Variance_Distance: The variance is calculated from the selected input values of the price bars and the value for the VWAP corresponding to price. It is a variance of the vertical distance of price from VWAP. This method corrects for a trend and produces slightly narrower bands on a trending day.

Session_Range: The quarter range of the current session is used as a measure of volatility instead of the standard deviation.

Public Holidays: For Globex instruments the indicator will display the ETH VWAP for the two-day-session including a public holiday. The indicator is preconfigured for the Globex holiday calendar. If tFriday is a holiday with trade date Monday, it will then be integrated into the following week.

Colors: Different colors can be selected for rising and falling VWAP. Also colors and opacities can be selected for the areas between the inner bands, middle bands and outer bands.

For further details on updates, also see SessionVWAP Daily V43.

Update March 30, 2013: Algorithm improved for both speed and accuracy. VWAP start time can be selected.
Update April 11, 2013: Plot modified for compatibility with charts built from multiple bar series.
Update May 10, 2013: Bug removed, which led to occasional false identification of the RTH session on charts built from ticks.
Update December 9, 2013: Holiday calendar added for 2014.
Update December 28, 2014: Holiday calendar added for 2015. Price markers improved for US interest rate futures.
 
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Details: SessionVWAP Monthly V43


December 28th, 2014
Size: 8.52 KB
Downloaded: 1918 times

Keywords: bands eth range rth session standarddeviation twap variance vwap
SessionVWAP Weekly V43 5 *
Exported using NT Version 7.0.1000.26

Indicator will only run on NT 7.0.1000.5 or later

The indicator displays the Volume Weighted Average Price of the selected session. It can be used on all types of charts.

You can apply the indicators to charts with several intraday sessions. You can then select via indicator panel, for which session the VWAP shall be shown.

ETH session: The VWAP will be calculated for the full session, if ETH is selected via indicator dialogue.

RTH session: It is possible to display the VWAP for the RTH session or the night session. Set indicator to RTH and select the number of the session, for example "First" for the night session and "Second" for the RTH session.

Volatility Bands: The indicators has three different modes to calculate volatility bands. For each of the modes multipliers can be selected.

Variance_Price: The variance is calculated from the selected input values of the price bars and the last known value for the VWAP within the current session. This way of calculating the bands is similar to calculating Bollinger Bands with a variable period starting with the first bar of the session.

Variance_Distance:The variance is calculated from the selected input values of the price bars and the value for the VWAP corresponding to price. It is a variance of the vertical distance of price from VWAP. This method corrects for a trend and produces slightly narrower bands on a trending day.

Session_Range: The quarter range of the current session is used as a measure of volatility instead of the standard deviation.

Public Holidays: For Globex instruments the indicator will display the ETH VWAP for the two-day-session including a public holiday. The indicator is preconfigured for the Globex holiday calendar. If tFriday is a holiday with trade date Monday, it will then be integrated into the following week.

Colors: Different colors can be selected for rising and falling VWAP. Also colors and opacities can be selected for the areas between the inner bands, middle bands and outer bands.

For further details on updates, also see the SessionVWAP Daily V43.

Update January 25, 2012: Minor enhancements. Small bug removed, which had affected the plot colors.
Update February 23, 2013: Plot recoded & CPU efficiency improved, Globex holiday calendar for 2013 added.
Update March 30, 2013: Algorithm improved for both speed and accuracy. VWAP start time can be selected.
Update April 11, 2013: Plot modified for compatibility with charts built from multiple bar series.
Update May 10, 2013: Bug removed, which led to occasional false identification of the RTH session on charts built from ticks.
Update December 9, 2013: Holiday calendar added for 2014.
Update December 28, 2014: Holiday calendar added for 2015. Price markers improved for US interest rate futures.
 
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Details: SessionVWAP Weekly V43


December 28th, 2014
Size: 8.56 KB
Downloaded: 2954 times

Keywords: bands eth range rth session standarddeviation twap variance vwap
Rolling Pivots V43 5 *
Exported using NT Version 7.0.1000.26

Indicators will only run on NT 7.0.1000.5 or later.

This is an indicator that plots pivots for a n-day rolling period. It has similar features as the Daily Pivots indicator from the Session Pivots family. The default setting for the lookback period is 3 days. The midline is identical with the 50% Balance Point Indicator.

Options: Floor pivots, pivot range, midpivots, floor pivots wide, Jackson Zones, Fibonacci pivots, Camarilla pivots, VWAP of the rolling period .

Chart settings: Please set the right side margin under chart properties to 200 to allow for correct display of the labels. The colors are adapted to dark chart backgrounds.

Session templates: The indicators require the use of a correct session template for the instrument shown on the chart. With an ETH template retracements and expansions can be only calculated from the full session high and low. If you want to calculate retracements and expansions from the regular session, it is recommended to use a multi-session template that divides the day into the night session, regular session and after-session.

Use of daily data on intraday charts: The rolling pivot indicator is designed to load daily data, if the option for "Calculate from session" is set to “Daily Bars”. This the data used by the indicator:

"Calculate from session" = "DailyBars": Pivots are entirely calculated from daily data.
"Calculate from session" = "ETH" & "Settlement/Close" = "DailyBars": High and low are taken from the full intraday sessions. The close or settlement price is taken from daily data.
"Calculate from session" = "RTH" & "Settlement/Close" = "DailyBars": High and low are taken from the regular intraday sessions. The close or settlement price is taken from daily data.
"Calculate from session" = "ETH" & "Settlement/Close" = "Intraday Close": High and low are taken from the full intraday sessions. The close is the last price traded for the full session.
"Calculate from session" = "RTH" & "Settlement/Close" = "Intraday Close": High and low are taken from the regular intraday sessions. The close is the last price traded for the regular session.

Auto setting: The Auto setting will preselect ETH for FOREX and all CME currency futures, but preselect RTH for all other instruments.

VWAP: The VWAP of the rolling period is always calculated from intraday data. Depending on the chart resolution it can be a few ticks off the correct value.

GLOBEX holiday sessions with settlement next day: The indicators are preconfigured for Globex holiday sessions without settlement for trade date next day or later. These trade dates are President’s Day, Martin-Luther-King Day, Memorial Day, Independence Day, Labour Day and Thanksgiving. The indicators will display double day sessions for these days for all GLOBEX and NYMEX traded instruments.

Update Jan 23 2011: Globex Holiday Calendar for 2011. Holiday sessions will only be applied to Globex instruments. Price markers are now correctly formatted for US interest rate futures and FOREX.
Update June 5, 2011: New signature for GetNextBeginEnd() implemented.
Update June 21, 2011: The indicator now works with half-pip FOREX feeds. Indicator dialogue box improved.
Update July 20, 2011: Serialization of the plots changed.
Update December 17, 2011: Levels R5, S5 and pivot range added. Label size is now adjustable. Globex Holiday Calendar for 2012 added.
Update July 7, 2012: Shading for Jackson Zones added.
Update December 15, 2013: Indicator entirely redesigned. Holiday calendar added for 2014.
Update December 28, 2014: Holiday calendar added for 2015. Price markers improved for US interest rate futures.

Detailed explanations how to use the indicator can be found here:

https://nexusfi.com/elite-circle/3790-ninjatrader-7-toolbox-floor-pivots.html
 
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Details: Rolling Pivots V43


December 28th, 2014
Size: 13.34 KB
Downloaded: 4005 times

Keywords: balancepoint fibonacci jackson pivots vwap camarilla floorpivots midpivots rollingpivots
PivotZones V43 5 *
Exported using NT Version 7.0.1000.26

Indicators will only run on NT 7.0.1000.5 or later.

Family of 3 indicators to display daily, weekly and monthly pivots. The package includes

- anaPivotZonesDailyV43
- anaPivotZonesWeeklyV43
- anaPivotZonesMonthlyV43

Options for the Pivot indicators: Floor pivots, pivot range, midpivots, floor pivots wide, Jackson Zones, Fibonacci pivots, Camarilla pivots, VWAP of the prior session.

Chart settings: Please set the right side margin under chart properties to 200 to allow for correct display of the labels. The colors are better adapted to dark chart backgrounds.

Session templates: The indicators require the use of a correct session template for the instrument shown on the chart. With an ETH template only ETH pivots can be displayed. For displaying RTH pivots, it is recommend to use a multi-session template that divides the day into the night session, regular session and after-session.

Use of daily data on intraday charts: The 3 pivot indicators are designed to load daily data, if the option for Settlement/Close is set to “Daily Bars”. This the data used by the indicator:

"Calculate from session" = "DailyBars": Pivots are entirely calculated from daily data.
"Calculate from session" = "ETH" & "Settlement/Close" = "DailyBars": High and low are taken from the full intraday sessions. The close or settlement price is taken from daily data.
"Calculate from session" = "RTH" & "Settlement/Close" = "DailyBars": High and low are taken from the regular intraday sessions. The close or settlement price is taken from daily data.
"Calculate from session" = "ETH" & "Settlement/Close" = "Intraday Close": High and low are taken from the full intraday sessions. The close is the last price traded for the full session.
"Calculate from session" = "RTH" & "Settlement/Close" = "Intraday Close": High and low are taken from the regular intraday sessions. The close is the last price traded for the regular session.

Auto setting for the 3 pivot indicators: The Auto setting will preselect ETH for FOREX and all CME currency futures, but preselect RTH for all other instruments.

VWAP: The VWAP of the prior day is always calculated from intraday data. Depending on the chart resolution it can be a few ticks off the correct value.

GLOBEX holiday sessions with settlement next day: The indicator is preconfigured for Globex holiday sessions without settlement for trade date next day or later. These trade dates are President’s Day, Martin-Luther-King Day, Memorial Day, Independence Day, Labour Day and Thanksgiving. The indicators will display double day sessions for these days for all GLOBEX and NYMEX traded instruments.

Update Jan 23 2011: Globex Holiday Calendar for 2011. Holiday sessions will only be applied to Globex instruments. Price markers - only available for zone width 0 - are now correctly formatted for US interest rate futures and FOREX.
Update June 5, 2011: New signature for GetNextBeginEnd() implemented.
Update June 21, 2011: The indicator now works with half-pip FOREX feeds. Indicator dialogue box improved.
Update July 20, 2011: Serialization of the plots changed.
Update September 13, 2011: Zones were not plotted correctly, when indicator was set to "UserDefinedValues".
Update December 12, 2011: Weekly and monthly pivots added. Levels R5, S5 added. Some labels changed. Label size is now adjustable. Globex Holiday Calendar for 2012 added.
Update July 26, 2012: Weekly and monthly pivot zones could be displayed for incomplete periods in DailyBars mode. Indicators now check whether the data for the prior week / prior month is complete.
Update December 13, 2013: Indicators entirely redesigned. Holiday calendar added for 2014.
Update December 28, 2014: Holiday calendar added for 2015. Price markers improved for US interest rate futures.

Detailed explanations how to use the indicator can be found here:

https://nexusfi.com/elite-circle/25791-toolbox-2013-trading-session.html
https://nexusfi.com/elite-circle/3790-ninjatrader-7-toolbox-floor-pivots.htmljatrader-7-toolbox-floor-pivots.html
 
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Details: PivotZones V43


December 28th, 2014
Size: 39.17 KB
Downloaded: 8035 times

Keywords: eth fibonacci floor floorpivots jackson pivots priorclose priorhigh priorlow priorohl rth vwap woodie
SessionPivots V43 5 *
Exported using NT Version 7.0.1000.26

Indicators will only run on NT 7.0.1000.5 or later.

Family of 6 indicators to display daily, weekly and monthly pivots and OHL of current day, current week and current month. The package includes

- anaPivotsDailyV43
- anaPivotsWeeklyV43
- anaPivotsMonthlyV43

Options for the Pivot indicators: Floor pivots, pivot range, midpivots, floor pivots wide, Jackson Zones, Fibonacci pivots, Camarilla pivots, VWAP of the prior session

- anaCurrentDayOHLV43
- anaCurrentWeekOHLV43
- anaCurrentMonthOHLV43

Options for the OHL indicators: Open, high and low of the current period, Fibonacci retracement levels calculated from current high and low, noise bands, target bands based on the average daily/weekly/monthly range.

Chart settings: Please set the right side margin under chart properties to 200 to allow for correct display of the labels. The colors are adapted to dark chart backgrounds.

Session templates: The indicators require the use of a correct session template for the instrument shown on the chart. With an ETH template only ETH pivots, ETH OHL and ETH noise and target bands can be displayed. For displaying RTH pivots, it is recommend to use a multi-session template that divides the day into the night session, regular session and after-session.

Use of daily data on intraday charts: The 3 pivot indicators are designed to load daily data, if the option for "Calculate from session" is set to “Daily Bars”. This the data used by the indicator:

"Calculate from session" = "DailyBars": Pivots are entirely calculated from daily data.
"Calculate from session" = "ETH" & "Settlement/Close" = "DailyBars": High and low are taken from the full intraday sessions. The close or settlement price is taken from daily data.
"Calculate from session" = "RTH" & "Settlement/Close" = "DailyBars": High and low are taken from the regular intraday sessions. The close or settlement price is taken from daily data.
"Calculate from session" = "ETH" & "Settlement/Close" = "Intraday Close": High and low are taken from the full intraday sessions. The close is the last price traded for the full session.
"Calculate from session" = "RTH" & "Settlement/Close" = "Intraday Close": High and low are taken from the regular intraday sessions. The close is the last price traded for the regular session.

Auto setting for the 3 pivot indicators: The Auto setting will preselect ETH for FOREX and all CME currency futures, but preselect RTH for all other instruments.

VWAP: The VWAP of the prior day is always calculated from intraday data. Depending on the chart resolution it can be a few ticks off the correct value.

Auto setting for the 3 OHL indicators: The Auto setting will preselect the third intraday-session as the regular session for FOREX & currency futures, but preselect the second intraday-session for all other instruments.

Noise Bands: The OHL indicators can be used to display noise bands. The noise is determined by averaging the smaller move Min (High – Open, Open – Low) over N1 & N2 days. The average values are displayed in a data table. The noise is added to and subtracted from the current open.

Target Bands: The OHL indicators can be used to display target bands. The targets can be determined in two different ways: Either the average daily range over N1 & N2 days is added to the current low (high projection) or subtracted from the current high (low projection), or the daily expansion from the open Max(High – Open, Open – Low) is averaged over N1 & N2 days and added to and subtracted from the open. The average daily range or average daily expansion is shown in the data table.

GLOBEX holiday sessions with settlement next day: The indicators are preconfigured for Globex holiday sessions without settlement for trade date next day or later. These trade dates are President’s Day, Martin-Luther-King Day, Memorial Day, Independence Day, Labour Day and Thanksgiving. The indicators will display double day sessions for these days for all GLOBEX and NYMEX traded instruments.

Update Jan 23 2011: Globex Holiday Calendar for 2011. Holiday sessions will only be applied to Globex instruments. Price markers are now correctly formatted for US interest rate futures and FOREX.
Update May 17, 2011: New signature for GetNextBeginEnd() implemented.
Update May 24, 2011: Due to a bug, the new signature for GetNextBeginEnd() is only implemented for OnBarUpdate() but not for Plot() Override.
Update June 21, 2011: The indicator now works with half-pip FOREX feeds. Indicator dialogue box improved.
Update July 11, 2011: Indicator reshaped, small bug removed that affected weekly ETH pivots after a holiday that fell on a Monday.
Update July 20, 2011: Serialization of the plots changed.
Update December 12, 2011: Levels R5, S5 added. Some labels changed. Label size is now adjustable. Globex Holiday Calendar for 2012 added.
Update January 6, 2012: Holiday fields added for anaCurrentDayOHLV38
Update June 20, 2012: Shading added for Pivot Range and Jackson Zones
Update February 16, 2013: Indicators entirely redesigned. Holiday calendar added for 2013. The former SessionNoiseBands & Session Volatility Bands have now been integrated into the CurrentOHL indicators.
Update March 11, 2013: No added features, but 2 bugs removed that had affected the plots with specific settings.
Update March 13, 2013: Bug removed, RTH pivots did not work, when data table was unselected.
Update April 10, 2013: Plot modified for compatibility with charts built from multiple bar series
Update May 10, 2013: Regular close can now be displayed for the remaining hours of the trading day. Bug removed, which led to occasional false identification of the RTH session on charts built from ticks.
Update December 9, 2013: Holiday calendar added for 2014.
Update January 22, 2013: CurrentDayOHLV42 did not display pivots for prior days when set to RTH. Bug removed.
Update September 17, 2014: With indicator setting "RTH" current day's range is now displayed as 0 during the night session.
Update September 20, 2014: Minor update, data table for ADR/ADN now plots on top of the indicator plots. Indicator plots can now be accessed via SHIFT + mouse wheel to change the Z-Order of the indicator.
Update December 28, 2014: Holiday calendar added for 2015. Price markers improved for US interest rate futures.
Update February 11, 2015: Minor update. Formatting of ATR/Noise improved for currency pairs with quote currency JPY.

Detailed explanations how to use the indicator can be found here:

https://nexusfi.com/elite-circle/25791-toolbox-2013-trading-session.html
https://nexusfi.com/elite-circle/3790-ninjatrader-7-toolbox-floor-pivots.html
 
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PivotsPlus 5 *
Hello Traders, after using the original PivotsPlus on several chart types, I found that the settlement value was somewhat dependent on chart type, so I changed the lookup of the value to use a synthesized 1min chart making the value independent of the chart type. There are constraints that will prevent the indicator from working on some extreme chart types, but it works for the ones that I have tried (minute, range, tick, unirenko). Let me know of any difficulties that you may experience.

Here is the original post description...Hello Traders, I have added several important levels to the standard NT Pivots indicator. The additions are yesterdays high, low, mid, cash close, RMS High and Low values as well as todays high and low values. The indi also calculates upper and lower bands around the Pivot, R1 and S1. All plots are available to set the weight, color and type of plot. The plot labels can be adjusted xx bars left of the right margin with the 'Width' parameter.

Trade Well...
Bob
 
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Details: PivotsPlus


December 26th, 2014
Size: 9.42 KB
Downloaded: 306 times
DavesBidAskPriceLine 5 *
View enlarged thumbnail
Version 1.3 - See Changelog below

What it does: This priceline allows for limiting the size of the priceline, and includes the Bid/Ask spread above and below its plot. It updates using the MarketData for Bid/Ask when available. It has been adjusted to work with non-market data charts such as Indexes.

- Allows you to set the width in bars you want the priceline to show so you can limit the line to only showing in recent activity and not when you are reviewing historical data.
- Can set the period to zero to make the priceline infinite (like most price lines)
- Bid/Ask data is shown above and below, its width is dependent on both the spread and the last traded price, ie if Last Price is also the bid price, the bid bar will have the priceline running through it and the ask price smaller. It also handles when the spread increases, giving you a heads up on a market slowing down or speeding up!

Setup: Add the indicator, choose the width of your line (or leave the default 0 for infinite). You may also choose the colors of your Bid, Ask Areas and Price Line color.
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ChangeLog
-Version 1.0 - 10/22/14 - Initial release
-Version 1.1 - 11/15/14 - Not released, bugs noted.
-Version 1.2 - 11/24/14
  • Moved the plot of the Priceline to the onBarUpdate section to allow the indicator to work on Index charts.
  • Added an Param setting for the width of the Bid/Ask areas.
  • Added Params for setting the color of the plots.
  • Fixed several bugs with missing data that caused the line to not show.
-Version 1.3 - 10/10/15 - Fixed a bug for when there is no Bid/Ask info so it will still plot the line. Changed the max bid/ask width to 255 bars (chart speed issues)
 
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Details: DavesBidAskPriceLine


December 5th, 2014
Size: 2.86 KB
Downloaded: 495 times
FOREX Sessions 5 *
Exported using NT Version 7.0.1000.26

The indicator can be used to display the opening hours of the Tokyo, London and New York FOREX markets. For each of the three FOREX markets a different background color can be selected. For the overlapping hours the background colors are blended.

Below are listed the default settings for the opening hours, which are user selectable. Please keep in mind that you have to use the appropriate time zones, when entering the opening hours.

Tokyo: 9:00 AM - 5:00 PM TST (Tokyo Standard Time)
London: 7:00 AM - 4:30 PM GMT (Greenwich Standard Time) or BST (British Summertime, from March to October)
New York: 8:00 AM - 5:00 PM EST (US Eastern Standard Time) or EDT (Eastern Daylight Time, from March to November)

There is no daylight saving time in Japan. Therefore the Tokyo/London overlap is about two hours in summer, but only one hour in winter. The London/New York overlap is typically three and a half hours. However, London and New York observe different daylight saving schedules. During the last two weeks of March and during the first week of November, New York is on summertime while London is on standard time. During these three weeks the overlap is increased to four and a half hours.

The indicator handles the conversion of the trading hours of the three major FOREX markets automatically.

Update September 1, 2013 : Bug removed, indicator did not work correctly on charts built from tick data.
Update December 5, 2014: Option added to change color and opacity for off-session times.
Update April 22, 2015: Code simplified.
 
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Details: FOREX Sessions


December 5th, 2014
Size: 3.90 KB
Downloaded: 1327 times

Keywords: forex london new timezones tokyo york
RulerV4 5 *
V4: 1/13/17, added option to display ruler in Ticks or Dollars. Also can now multiply ruler values by "LotSize" (default is 1). This version also contains a modified ChartHelper which allows ruler to work properly on 6E and 6J symbols.

V3: 11/30/14, corrects a small coding error from V2 which did not display ruler default colors properly.

A tick ruler displays anywhere on your chart with a middle mouse click, click on ruler again to remove it. Great for marking an entry and setting stop and target or for trade management.
 
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Details: RulerV4


November 30th, 2014
Size: 6.99 KB
Downloaded: 581 times
IntraDay Levels V1 5 *
merIDLevelsV1 indicator:
I primary use this indicator during my trading to find good levels of entry during my intraday trading of the YM! You can find my journal here : https://nexusfi.com/trading-journals/30483-mergodon-topsteptrader-combine-journal.html and see a lots of good and bad example to use it Please be advice the paramaters and settings are mainly focusod on YM. I do not know are this levels stand or not stand for any other indexies, commodities etc, but with a proper configuration you can very easly find it out.

Configuration:
- The indicator is quite simple to use. You have to load the default session template 24/7 and based on that timezone you have to setup the regural session start and regural session end time.
- Also you can setup the initial balance period, and the globex session extension level for bigger moves on the market

Hints:
- The levels are calculated from session start (not counting the market closing moves only in case of the Yesterday close time)
- The indicator doesnt calculate perfect timeing on tickchart, just getting the closest closing value. There is no addon for Multiple Time Frame things (Not like Fat Tails advanced indicator, where you have the possibility for exact time calculation). The methadology behind is not to use this levels as signals, more like use this levels to search change in the market conditions
- The indicator was tested on tick chart, if you find any bug please dont hesitate to pm me, I wil do my best to fix the issue
- If you have any other question you can find me in my journal

Change log:
- The old version of this indicator (merTickBasic) was completly rewritten following Fat Tails best pratices, and codebase, and configured it to my taste and use.
- The drawing is using custom plot logic (based on Fat Tails codes, thank you for that!) meaning it should be flawless, and very-very quick
 
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Details: IntraDay Levels V1


November 7th, 2014
Size: 6.56 KB
Downloaded: 1320 times

Keywords: ib intraday levels globex regural
DavesBetterTick 5 *
Version 1.2 - See Changelog below

What it does: This is an overlay indicator that takes the Logarithm of the TICK, TICKQ and TICKDJ, applying a weight and then taking the average of the 3 to plot a single line. The range is determined by the weight you choose to give each tick index. See the discussion thread for ideas on best weights, expiramenting is highly encouranged,

Setup: The data source and its usefulness depends on the chart time frame you choose. While it was designed for Second based charts, others have discovered its usefull on tick based charts.

You can make this its own indepentent chart by setting the data series to Transparent and no-AutoScale. Then the TICKlog plot will have full use of the chart. You can also set it as a panel.

You may refer to this thread for a pre-made template that sets up how I use the indicator, but you should adapt to your own needs and see if it gives the trade results you are looking for.

https://nexusfi.com/ninjatrader-programming/33703-collection-daves-indicators-ninjatrader.html

How to read it: When the TICKlog plot makes a parabolic rise up or down, get into a trade in any of the 4 index futures in the direction of the plot, or wait for a cross of the zeroline. depending on your aggressiveness.

Its best when a swing goes up/down hard and then trades within a range of its new comfort zone. The longer it remains there, the stronger the trend in the futures makets becomes.

If a tick swing goes hard but only remains 1 or 2 periods, and then reverses, you will see smaller intra-bar swings (good for easy scalps), but also an indication of market chop.

You must subscribe to NYSE and NASDAQ index data in order to take full advantage of this indicator! Check with your data feed provider.

Your feedback in the discussion thread is very important, the more you contribute to help us find what works and what doesnt, the more the indicator can benefit the BMT community.

ChangeLog
-Version 1.0 - 10/27/14 - Initial release
-Version 1.1 - 10/28/14
  • Fixes the disappearing act the plot line did when incoming data is missing on Bar Update (It just uses the last available data) and checks for bad calculations (NaN's) and removes those results from the plot.
  • Added the ability to change Indicators and set their respective weights.
- Version 1.2 - 10/29/14
  • Removed the beta code that somehow got added between v1.1's completion and its export for the forums... This one works, really!
  • Thread notes indicated that Unirenko 2 4 2 also provided good trade signals, see discussion post #41
 
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Details: DavesBetterTick


October 28th, 2014
Size: 2.84 KB
Downloaded: 616 times
merTickBasic 5 *
This is a very basic indicator, which I have been using during my daily trading journal, and was asked by several members.
https://nexusfi.com/trading-journals/30483-mergodon-topsteptrader-combine-journal.html

Please keep that in mind, this indicator is my first one. I will try to make it better, but I am not a programmer, so pls try to be patient. If you are finding any bug, or having idea to improve it dont hesitate to shoot me a PM.

The indicator is mainly usefull if you are:
- you are primarly trading US indexies
- if you dont want to see every level, just a few, and find trades there with your other indicators
- using a 24/7 session template to see all the moves for the globex and the RTH session too
- you would like to see the opening range (first x min high low) but you are using a tick or volume chart
- you would like to see the globex high and low
- you would like to see the Y-day close
- you would like to use vertical time markers, to find trades at different time
- you would like to spot trend extensions based on globex high low levels

Please to configure the indicator always use the session template times, so you dont have to bother with different time zones etc...
Please keep that in mind the indicator is not calculate the data on a tick basis, so the close time and the opening bar size could be not accurate to the tick, because it is calculated on barclose only!

On the screenshot you can see many indicator (just to give mine into the context). the merTickBasic indicator is the vertical and horizontal lines on the main chart nothing more or nothing less!
 
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Details: merTickBasic


October 23rd, 2014
Size: 6.66 KB
Downloaded: 520 times
Interest Rate fractional price display SMA 5 *
Standard SMA re-programmed to display fractional pricing to match Interest Rate Futures pricing.
[Will also properly display decimal pricing on contracts other than Interest Rates]
 
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Details: Interest Rate fractional price display SMA


October 7th, 2014
Size: 2.17 KB
Downloaded: 152 times

Keywords: sma fractional-price-display
Interest Rate fractional price display EMA and SMA 5 *
Standard EMA re-programmed to display fractional pricing to match Interest Rate Futures pricing.
[Will also properly display decimal pricing on contracts other than Interest Rates]
 
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Details: Interest Rate fractional price display EMA and SMA


October 7th, 2014
Size: 2.16 KB
Downloaded: 227 times

Keywords: ema price rate fractional display interest
Pavlatos 3/10 Indicator 5 *
One of the indicators Damon Pavlatos used in his webinar, was a simple 3/10 difference indicator in panel 2.
This indicator showed a bar histogram of the difference between a SMA(3) and SMA(10). I did a quick search on BMT and didn't see one....so I coded one.

You can add the final touch...a SMA(16) to the panel but simply adding a standard Ninja SMA(16) and using "overlay".
 
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Details: Pavlatos 3/10 Indicator


September 30th, 2014
Size: 4.20 KB
Downloaded: 623 times
IntradaySeasonality V12 5 *
Exported using NT Version 7.0.0.25

The download file contains two indicators which can be used to explore the average range and volume of any intraday time period over a selected lookback period. The average takes into account the day of the week. For example the average volume displayed for any bar period on Wednesdays is only calculated from data taken from prior Wednesdays.

With default settings the indicators calculate average range and average volume from the prior 20 weeks (reference period). The result is then displayed for the last 2 weeks (display period) of the chart. The lookback period of the chart should be larger than the sum of reference and display period. With default setting the minimum lookback period would be 22 weeks + 1 day = 155 days.

The indicators can only be used with fixed period charts (for example 30 min or 60 min charts).

Please take into account that NinjaTrader cuts off the bars at the end of a session. Therefore the last bar of each session may show a comparatively low volume. The indicator does not convert this volume into a pro-forma volume by extrapolating the volume to a full bar.

Update September 16, 2014: Holiday calendar added, day of week is displayed below the histogram.

Detailed explanations how to use the indicator can be found here:

https://nexusfi.com/elite-circle/5242-intraday-seasonality-when-trade-when-not-trade.html
 
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Details: IntradaySeasonality V12


September 16th, 2014
Size: 9.97 KB
Downloaded: 2094 times

Keywords: range seasonality tradingtimes volume
Level2_v1 5 *
This is a Level 2 indicator similar to the EDS Level II indicator.
improvements:
- faster
- shows the biggest orderlevel when clinched
- ask- and bid-aggregate-sum
- changes in settings stay permanently, also after restarting NinjaTrader

Version 1.0 final.

a friend of mine programmed it, he is a german programmer.

Other indicators from Vitalij: https://ninjatrader.bitbucket.org/

Q: https://bitbucket.org/ninjatrader/level2/wiki/Home


this is the site for requests to the coder:
https://bitbucket.org/ninjatrader/level2/issues?status=new&status=open
 
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Details: Level2_v1


August 27th, 2014
Size: 3.45 KB
Downloaded: 1547 times
ToggleTrades 5 *
This indiator shows the Trades in the chart when you klick the button.
So you dont´t have to go through "data-series".
I tried several "indicators", similar to this one, but none worked flawlessly.
this one does!

Version 1.0 final.

this is the site for requests to the coder:
https://bitbucket.org/ninjatrader/level2/issues?status=new&status=open

greetings - Whitelight - aka - Ca$ino_White

changing nub-colours




Press "compile" after chaging
 
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Details: ToggleTrades


August 27th, 2014
Size: 2.06 KB
Downloaded: 793 times
ClasterVolumeIndicator Template Chart
ClasterVolumeIndicator Template Chart  
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Details: ClasterVolumeIndicator Template Chart


August 27th, 2014
Size: 2.92 KB
Downloaded: 313 times
Claster Volume indicator 5 *
Ninjatrader like VolFix
 
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Details: Claster Volume indicator


August 27th, 2014
Size: 50.30 KB
Downloaded: 478 times
DetrendedPriceOscillator_V2 - DPO_V2 5 *
This version (V2) of the DetrendedPriceOscillator (DPO) provides performance improvements and new features. My thanks to @Zondor for his code enhancements and suggestions.

This indicator has been exported with Ninja Trader 7.0.1000.22.

The version has been modified for use with BBand2_V4 but can be used with V3 except for the ability to be able to keep all of the MAs in sync between the 2 indicators.

A more complete description of the use and purpose of this indicator can be found in the original post contained below.

The V2 changes are as follows:


DPO_V2 provides:

1. Additional MA selections to allow the MAs to be kept in sync with those provided in BBands2_V4.
2. Restructured the code to provide reusable instances of external indicators. (Thank you @Zondor)
3. Provide the mode “Both” which will create both the Fast and Slow plots in the same panel. In this mode there are 3 region colors, Fast, Slow, and the union of the Fast and Slow. The 3rd color is the blending of the selected Fast and Slow colors. (as shown in screen shot with BBand2_V4)
4. The periods for Fast and Slow are now independent parameters to allow for mode switching.
5. The selected period is rounded to an odd number to allow a true midrange number to be used in the DPO algorithm.
6. Added lines (.5, -.5) for possible breakout signal
7. Changed default plot line and region colors for better contrast when the “Both” mode is selected.


Information from original Post follows

This indicator was written to support the strategy described by Barbara Starr, PhD in the July, 2014 edition of Stock & Commodities Magazine in an article entitled Profit With Dual Oscillators & Bands. In the article she describes her technique for trading using a Dual Band Bollinger Band indicator with different standard deviation settings then normally used, and two instances of DetrendedPriceOscillator with different period settings.

She also described that her investigation of the DPO indicators available revealed that depending on the trading platform used there were 2 different formulas used in this oscillator. Ninja Trader does not provide a DPO with their software and although NT tech support provided 2 versions that were posted on their website neither matched the formula in the indicator she described in her article.

The indicator provided here allows the user to:

1. easily configure the visual aspects of two instances of the indicator.
2. choose from multiple MA types.
3. use optional region painting
4. use smoothing

To configure DPOs as shown in the screenshot install 2 instances of the indicator and on the second instance set DPOSpeedRate = Slow. The plot color, region fill color, and the MA period will be set for the slow DPO as shown. The default MA is set to SMA on both.


The screenshot provided shows the 2 instances of the DPO, one fast (9 period) and the other slow (20 period) along with the BBand2_V3 Bollinger Band indicator which has been posted and described separately. Although the BBand2_V3 indicator is shown here any dual Bollinger band indicator may be used with the inner band set to 1 stand deviation and the outer band set to 3 standard deviations.

In Ms. Strarr’s write up when the 9 period DPO price crosses the zero line the price is near the BB mid-range MA, it is a potential entry point for more aggressive traders, whereas when the 20 period DPO crosses its zero line the price is near/on the 1 std. dev. BB line it is a potential entry point for less aggressive traders. She is quick to point out that fake outs can still occur. Also, in her article all of the examples were with stocks and no mention of its effectiveness was mentioned for any other instrument.

I would be glad to provide other information from the article in a separate thread if anyone has interest in experimenting with this strategy, but cannot post the full text of the article. I have not traded live with it yet and have done only limited back testing as of this post.


Change Log:
Date_______Description
06/30/2014 Fix minor problem with default colors when switching back and forth between Fast and Slow
Note: Other then on the initial switch from Fast to Slow the period must be changed manually if/when going back.

07/02/2014 Fix problem with changed region paint colors not being retained after workspace or NT is closed.
08/17/2014 Version 2 released.
 
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Details: DetrendedPriceOscillator_V2 - DPO_V2


August 18th, 2014
Size: 57.50 KB
Downloaded: 1588 times
Dual Bollinger Band_V4 - BBand2_V4 5 *
Notice:

There has been a performance upgrade made to this indicator contributed by @Zondor (thank you) and uploaded on 8/22/2014 at 11:00 PM PDT. Before installing this update the old version must be removed. It is not a critical change and although the upgrade is suggested it may be skipped. No other enhancements are included.


This is an enhancement to the BBand2_V3 to address the performance issue raised by @Zondor in the previous release It also includes several other enhancements as described below. More descriptions can be found in the original V3 post below.

This indicator has been exported with Ninja Trader 7.0.1000.22.

1. The code base used for this version to solve the performance issues was the BollingerUniversal indicator written by @FatTails.
2. Three different modes are available, Universal, BBand2, BBand2DPO.
  • Universal Mode will allow the indicator to operate and appear the same as anaBollingerUniversal.
  • BBand2 and BBand2DPO work like BBand2_V3 with the exceptions as described starting in number 3.

BBand2 and BBand2DPO mode

3. All of the MA options in Universal mode are available.
4. The Universal MA color scheme can be used including the coloring of the candles (a separate option). If this option set to false the BBand2 colors are used for both modes, with the exception of the swapping of the touch regions colors which are swapped as before.
5. The dark background option is no longer supported
6. The touch region painting can be set to signal on either a wick or candle body touch. Note: This is not significant for non-time based charts on entry to a zone as there is no wick, however it could be significant on exit if the there is a tail.
7. A threshold can be specified for how many ticks the candle (or wick) must penetrate (or remain in) the zone before the touch region is painted (or painting is stopped) as shown in screen shot.
8. The candle direction (up/down) must match the zone being entered before the touch region is painted (as shown in screen shot). Options 6-8 are intended to reduce the number of false signals on entry or give an early warning (6 & 7) of a potential exit from a zone.
9. The mid-line is the same style for both modes.
10. The signal line is now available in BBand2DPO mode.
11. There are individual parameters to specify the standard deviation for each mode


The original V3 information follows:

This is an enhancement to the BBand2_V2 with color indicator which was revised by @trendwaves and written by an unnamed author. The indicator was revised to serve two different uses, as follows:

When used as the basic BBand2 indicator the following revisions were made:

1. Eliminated redundant MA calculations.
2. Added the ability to control the displaying of the inner and outer MA lines without altering Plot parameters.
3. Added the ability to turn off the region band filling (except for the touch display).
4. Added several other MA choices. The selected MA is applied to the mid, inner, and outer bands.
5. Added an optional VWMA signal line.
6. A dark background option that alters the region color and opacity to allow for better visibility when used with dark backgrounds.


The second purpose is when it is used in conjunction with 2 instances of the DetrendedPriceOscillator (DPO) posted separately.

Using this option (DPOUse set to “true”) does not change any of the BB formulas however, it changes both the parameters used in them and the visual aspects of the BBand2_V3 indicator as follows:

1. Signal line is disabled
2. The display aspects of the middle MA are de-emphasized ( a thin, dashed, light gray line)
3. The inner to outer band region painting is disabled
4. The DPO standard deviation values are used instead of the normal BB values.
5. The inner and outer band touch colors are swapped.
6. The alarms have been disabled

Notes:
1. This option was not designed to switch back and forth between the two modes but only to allow for quickly setting up the BB2 indicator for use with the DPO indicators.
2. Any other two band BB indicators can be used with the DPO indicators. The inner and outer standard deviations should be set to 1 and 3 respectively.

More information on it use is presented in the DPO post.

The DetrendedPriceOscillator (DPO) has also been updated to be in sync with this indicator. More information is available in the DPO_V2 post.

Change Log
Date______Description
07/02/2014 Fix problem with changed region paint colors not being retained after workspace or NT is closed.
08/17/2014 Version 4 released.
08/22/2014 Performance upgrade released. No change in version number.
 
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Details: Dual Bollinger Band_V4 - BBand2_V4


August 18th, 2014
Size: 63.31 KB
Downloaded: 1146 times
Multi-timeframe DM version 4 4 *
The standard, free DM indicator measures both the direction and strength of a trend (or lack thereof). In addition to showing ADX (which only measures strength) DM also shows trend directional components (up / down).

This Multi-timeframe DM Indicator allows trend assessment at a glance right next to the price bar. It can be used to show current chart DM information, but it's real power is to show DM from a higher-level guide chart on the trigger chart.

The number and color codes can be used to determine:
  1. Strength of trend
  2. Direction of trend
  3. Whether the trend is strengthening or weakening

DM is useful (particularly with data from a higher-level guide chart) in both trend and reversal trading.

Trend trades:
  • Can warn that the trending level is too low for successful trend trading
  • Can be used as part of the trigger
Reversal trades:
  • Can warn that the trending level is too high for successful reversal trading

For an example of its use in a trend setup see:
https://nexusfi.com/ninjatrader/32612-newcomer-bearing-gifts.html

Like any indicator, it is best used with other indicators and price-action to find confluences.

Re the comment on resource usage -- this was my fault not the programmer's. I wanted to be able to decide instantly when the situation was changing. I have a mega i7 that does nothing but trade and has no problem with anything I throw at it (at least so far). If computer resources are a problem, the indicator can be set to "CalculateOnBarClose=True" (see the Data settings in the picture above) to avoid evaluating each incoming tick, but it could cost a a tick/pip or so on the entry now and then. I day-trade with an average hold time of about 28 minutes so I can't afford to wait for bar closes. For longer-term trading, you'd definitely want to use "COBC=True."
 
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Details: Multi-timeframe DM version 4


August 7th, 2014
Size: 7.32 KB
Downloaded: 892 times
Hide Session Break Lines 5 *
Toggles session break lines on and off for a cleaner chart when doing your analysis / trading.
Thanks to others who had coded the toggle buttons for other indys. Uses unsupported code for NT. Nothing sinister just ChartControl stuff and PlotSessionBreaks.

For NT7
 
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Details: Hide Session Break Lines


July 31st, 2014
Size: 2.06 KB
Downloaded: 258 times

Keywords: break lines plot session
Zscore Indicator 5 *
Updated 16th February 2015 : Zscore_v3
1. Added code to prevent 'out of valid range error' (picked up by Harry - thank you).
2. Changed condition for permission bar coloring.
3. Enabled option to show 1st Std Dev line.
4. Minor visual enhancements and tidied up the code.



For use in sideways or range bound markets.
You can save a few bob if you don't want to pay for a custom profile tool.
The z-score is used to compute the probability of occurrence of a value in a particular normally distributed range OR shows how many Standard deviations away from the mean is a value. If a value is 2 std dev from the mean and you have a nearly normal distribution then 95% of values within that distribution lie above/below your current value in other words there is a good probability that price will revert to the mean and this could be good place to look for a trade back to it or beyond it.
I have shown the volume profile for reference but you can see that this range is normally distributed.
The z-score indy is set to the range of your distribution in ticks. The yellow areas are turning points 2 std dev from the mean and offer the highest probability trades with the lowest risk but the red area turns out not to be worth trading and the z-score helps you stay away from the ambiguity this price action depicted in real time. (HL followed by a LH and then another HL).

v2.0 for NT7
v3.0 for NT7 (current)


Many have asked me for the custom Market Profile tool - you may find it here:

http://fin-alg.com/products/tpochart-rangeselect2.html

Good luck with your trading.
 
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Details: Zscore Indicator


July 31st, 2014
Size: 6.94 KB
Downloaded: 2234 times
GHPBarTimer 5 *
I know I have seen an indicator like this before on BMT, but I was asked to create this by someone recently so I figured I would post it for the rest of BMT. This indicator is meant for not time based bar types such as Renko or Range. It will report the average time of the bars over the last period in Sec. It will also present the time of the current bar for comparison. If the Sec are less than the alarm limit, it will paint that bar Green and a gray strip into the primary chart.

Summary:
Red Trace: Average time in Bars/Sec over period
Light Blue: Time of current bar in seconds
Green/Gray Strip: Alarm limit reached



VERSION:
00: Initial release
 
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Details: GHPBarTimer


July 30th, 2014
Size: 2.36 KB
Downloaded: 358 times

Keywords: average bar time timer alarm
Line Alerts On Price & Indicators V3 5 *
Exported using NT 7.0.1000.25

This indicators allows you to enter user defined values, display them as horizontal lines and trigger alerts within a zone of several ticks or units around these lines.

The package includes two indicators:

- anaLineAlertsOnPrice
- anaLineAlertsOnIndicator.


Line Alerts On Price:

The indicator will automatically show up on the price panel. It can display up to 10 different alert lines. Each of the lines can be activated individually via the indicator dialogue box.

Sound alerts: When sounds are enabled, the indicator will generate sound alerts when one of the lines is approached. Sound files can be selected individually for each of the 10 alert lines.
E-mail alerts: When e-mails are enabled, the indicator will generate e-mail alerts when one of the lines is approached. For the e-mail feature you need to enter the sending and the destination e-mail via indicator dialogue box, and NinjaTrader should be enabled for sending e-mails under Tools -> Options -> Misc
Enabling lines: First enter an alert level and a label, then activate the line. Each line can be activated individually.
Trigger options: Cross_Above, Cross_Below & Cross_Above_Or_Below.
Offset in ticks: Allows to trigger an alert prior to the crossing of the line.
Rearm time: Can be set to avoid permanent triggering of alerts.


Line Alerts On Indicator:

The indicator can be used on other indicators and triggers an alert when the indicator value approaches the alert level. The referenced indicator should be used as the input series, and anaLineAlertsOnIndicator should be applied to the appropriate indicator panel manually.

Sound alerts: When sounds are enabled, the indicator will generate sound alerts when one of the lines is approached. Sound files can be selected individually for each of the 10 alert lines.
E-mail alerts: When e-mails are enabled, the indicator will generate e-mail alerts when one of the lines is approached. For the e-mail feature you need to enter the sending and the destination e-mail via indicator dialogue box, and NinjaTrader should be enabled for sending e-mails under Tools -> Options -> Misc
Enabling lines: First enter an alert level and a label, then activate the line. Each line can be activated individually.
Trigger options: Cross_Above, Cross_Below, Cross_Above_Or_Below, Larger_Than, Smaller_Than. The last two options should be used with histogram indicators such as volume.
Offset value: Allows to trigger an alert prior to the crossing of the line. The offset amount refers to the indicator scale.
Rearm time: Can be set to avoid permanent triggering of alerts.

Update July 28, 2011: Value 0 will be no longer displayed, if no values are entered for the second line. Number of lines reduced to 10. This is no restriction, as the indicator can be applied several times.
Update July 29, 2011: As lots of users tried to apply the lines to other indicators, I have added a version adapted for use with indicators.
Update August 3, 2011: Alert logic modified. Alert will fire when line is touched (offset = 0), or when a value is printed within the alert range (offset > 0).
Update December 7, 2011: A different sound file can now be selected for each of the lines. The user interface is improved.
Update September 20, 2012: For LineAlertsOnPrice option added to differentiate between Cross_Above and Cross_Below, for LineAlertsOnIndicator further option added for histograms, that is Larger_Than or Smaller_Than, new option added for e-mail alerts.
Update March 21, 2014: Small bug removed, indicator occasionally threw exceptions.
Update April 20, 2014: Values for price labels are now correctly display for interest futures in '16 / '32.
Update July 19, 2014: LineAlertsOnIndicator did not display all lines, when some of the alerts were disabled. Bug removed. LineAlertsOnPrice was not affected.
 
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Details: Line Alerts On Price & Indicators V3


July 19th, 2014
Size: 14.80 KB
Downloaded: 5952 times

Keywords: alerts horizontal lines resistance support
PivotsPlus 5 *
Hello Traders, I have added several important levels to the standard NT Pivots indicator. The additions are yesterdays high, low, mid, cash close, RMS High and Low values as well as todays high and low values. The indi also calculates upper and lower bands around the Pivot, R1 and S1. All plots are available to set the weight, color and type of plot. The plot labels can be adjusted xx bars left of the right margin with the 'Width' parameter.

Trade Well
Bob
 
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Details: PivotsPlus


July 11th, 2014
Size: 9.35 KB
Downloaded: 687 times
SveRenkoBarType by Sylvain Vervoort 4 *
This is a modification to the Renko bar as described in the article Exploring Charting Techniques written by Sylvain Vervoort and published in the July 2014 issue of Stock & Commodities Magazine. This is being made available on BMT because the code is freely provided on Vervoort’s website (see below).

According to the published article (the first 1 of 6), “This modified chart will use the correct opening price for the next bar and will also show wicks.”. He further explains that an upward moving brick can only have a wick at the lower side and conversely for a downward moving brick which would provide a more accurate representation of the price move within the bar. He further explains the problem concerning gaps being filled with virtual bricks and that caution need be exercised.

Part of this article and the complete code (no download so copy/paste must be used) can be found on his website, and the URL is:

https://stocata.org/ninjatrader/typeofcharts.html


In Part 2 of the series he will explain how to use it for trading trends.

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 “SveRenko”, can be used.

Notes:
1. Correction, there is a Custom 1 Chart Type in use. See comments on right by @aligator (Thank you).

2. This chart type was installed only on Ninja Trader 7.0.1000.22 and limited testing performed.

3. No support for or advice on how best to use this chart type can be provided nor can the full text of the article be provided.
 
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Details: SveRenkoBarType by Sylvain Vervoort


June 19th, 2014
Size: 7.71 KB
Downloaded: 1488 times
Bar counter 5 *
This is modified version of a bar counter indicator that I found on this forum. In this version you can select a time frame on the chart to number your bar(I saw similar indicator around on the forum but it wouldn't work for some reason for me). It is much easier to share screenshots and refer to the bars with 2 digits instead of 3 digit numbers if you are using globex charts.

v1-fixed issue where drawing on "every nth" bar wasn't working
v1.1 - fixed issue when sometimes first bar wasn't marked depending on the number in "mark every Nth bar" parameter, now first bar is always marked. Changed some labels text.
 
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Details: Bar counter


June 18th, 2014
Size: 2.45 KB
Downloaded: 482 times
mkHarmonics 5 *
Indicator for NT7 to detect Harmonic Patterns. I built this indicator some time ago for myself but later decided to share it here on bmt.

The following patterns are supported:

- Bat
- Alt Bat
- Butterfly
- Crab
- Deep Crab
- Gartley
- AB=CD
- 5-0

The indicator is also able to detect uncompleted patterns.

The Zip-File has to be extracted. It includes a pdf-manual to explain the settings and the indicator to import into NT7.

Update: Version 1.1

- The indicator now also detects Cypher and Shark Patterns
- Two data-series have been added for completed "Bullish" and "Bearish" Patterns


Update: Version 1.2

- Minor fix of two fib values for the cyphern pattern.
 
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Details: mkHarmonics


June 3rd, 2014
Size: 246.79 KB
Downloaded: 2928 times

Keywords: 5-0 ab=cd alt bat butterfly crab cypher deep gartley harmonic pattern shark
Dot For VOL 5 *
Puts a dot on top of volume bar when your desired "High" volume criterion is met.
In past I had a horizontal line at my desired volume, but could not tell for sure until I checked the bar.
This way NT7 does the checking for you.

Hope this one is not considered to simple.

I am fairly new to programming and this indicator plots a Dot at the top of the volume bar or where the volume bar would be when the last bar exceeds a user selected volume in your indicator panel (default is 30,000). It can be used with or without VOL. (Best to load both in the same panel)
Also the Blue dot works best at size three, but that too is selectable (You don't even need to use the dot and select another plot style.)

Fairly simple code and easily changed. Works with any time frame that VOL works with; however VOL indicator is not totally necessary, but helps for visual display.

Also if you want to just unzip this indicator before importing it to NT7:
DotForVol.zip contains three files:
DotForVol.cs This is a text file containing my code. If you rename it to DotForVol.txt you can use any editor to view the code.
DotForVol.dll Compiled code for NT7
Info Not sure how this file works, but sure there is a reason for it, as NT7 exporter put it in there.

This is my first version 1.0.0.1 5/28.2014
Second version 1.0.0.2 6/2/2014 (Added an offset to plot above volume bar and a default of 3 for dot size. All of which can be changed without recoding the indicator the offset default is 10,000 and shows in MISC and can also be changed.)

20 OCT 2014 Added sound option for indicator. Couldn't figure out quickly how to include while zipping with NT7 and will include .WAV file separately. Just copy the .wav file into your /sounds/ folder and it should work. Note: this is a work in progress for me. I have borrowed code from MACD Color, and will be working in the future to clean up my code. Also this time I zipped without creating the .dll files. I learned that doing it that way makes it so you can see my code. Before I thought I had done this... Who knew there were different .cs files with same name when you make an indicator depending on how it is compiled. Man I have a lot to learn. Well Uploading now as I have taken a short break today to finish this. Okay... Well didn't have time today to make this perfect Here is link to update in my journal where I uploaded the files indicator and wav file. I'll do my best to fix things up and get back to this later. Just don't have the time for perfection right now.... https://nexusfi.com/trading-journals/27901-my-yellow-brick-road-bd92154-30.html
 
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Details: Dot For VOL


May 28th, 2014
Size: 2.60 KB
Downloaded: 250 times
Stochastic RSI 5 *
Exported using NT 7.0.1000.22

The Stochastic RSI was developed by Tushar Chande and Stanley Kroll. Details can be found in Stocks & Commodities V. 11:5 "Stochastic RSI and Dynamic Momentum Index" (May 1993) and in their book "The New Technical Trader", which was published in 1994. The Stochastic RSI is said to better in identifying overbought and oversold conditions than both the RSI or the Stochastics.

The Stochastic RSI comes as a default indicator with NinjaTrader. The version published here is a version with the following enhancements:

- The NinjaTrader default indicator calculates a raw Stochastics directly from the RSI, which is used as an input series. No further smoothing is possible. The enhanced version allows further smoothing of the raw K line. The default period for the K line smoothing is set to 1 (no smoothing).

- The indicator comes with a D line added. The D line is calculated as a SMA of the K line and can be used as signal line.

- The NinjaTrader default version uses the same lookback period for the RSI and the Stochastics. This is in line with the suggestions by Tushar Chande and Stanley Kroll. However, this version allows to select different periods for RSI and Stochastics.

- Code efficiency is improved, which results in a reduced CPU load, when the indicator is set to COBC = false.
 
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Details: Stochastic RSI


May 6th, 2014
Size: 10.02 KB
Downloaded: 934 times

Keywords: chande kroll oscillator rsi stochastic
3 Bar Trailing Stop 5 *
Exported using NT Version 7.0.1000.22

This is a trailing stop calculated from the prior 3 bars. It is similar to the trailing stop developed by Larry Williams, but not identical. The indicator plots a channel with an upper and lower stopline. When price reaches out beyond the upper channel line, all short positions should be exited. When price breaks through the lower channel line, that is a signal for exiting long positions.

Formula: The upper channel line is calculated as the larger of the prior bar's high + 1 tick and the upper line of a 2-period Keltner Channel displaced by 2 bars. The lower channel is calculated as the smaller of the prior bar's low - 1 tick and the lower line of a 2-period Keltner Channel displaced by 2 bars. The Keltner Channel is built from the average true range instead of the simple range, which was used for the original Keltner Channel.

Parameters: The midband of the Keltner Channel can be calculated from the typical price (default setting), the close, the median or the weighted price. The multiplier used for calculating the channel width can be selected.

Reverse Intra-bar = false: This is the default setting of the indicator. A logical signal will be generated when the signal bar closes outside the channel. The position may be reversed at the open of the next bar.

Reverse Intra-bar = true: This is a different setting. The signal will be generated with the first tick that has plotted outside the channel. In this case the position may be reversed intra-bar.

Accessing the trend: The indicator comes with a BoolSeries that holds the trend derived from the last channel breakout. The BoolSeries can be accessed by other indicators or automated strategies.

Channel shading: The area between the Keltner Channels can be shaded according to the current trend.

Paintbars: The trend can also be displayed via paint bars.
 
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Details: 3 Bar Trailing Stop


April 27th, 2014
Size: 5.46 KB
Downloaded: 1461 times

Keywords: keltner stop trailing trend
HeikenAshi v4 5 *
Exported using NT 7.0.1000.22

Modified Heikin Ashi Bars:

- Option to select between the original Heikin-Ashi bars created by Dan Valcu and the modified Heikin-Ashi bars suggested by Sylvain Vervoort.

- The Heikin-Ashi candles can be smoothed with median, mode and 27 different moving averages. Please select between the 2 types of Heikin-Ashi bars, smoothed Dan_Valcu candles and smoothed Sylvain_Vervoort candles.

- Indicator can be used on price panel or other panels.

- Candle color and candle outline color can each be selected.

- A paintbar indicator is included that allows to color bars according to the Heikin Ashi trend. The paintbar indicator allows to access the trend via a BoolSeries, which can be used by automated strategies or other indicators.

Update January 13, 2011: Indicator can be used on secondary panels.
Update July 3, 2012: Formula used by Sylvain Vervoort added. Second paintbar indicator added that can be used as a trendfilter.
Update August 16, 2012: Smoothing methods added. Plot modified. Indicators can now be displaced.
Update August 31, 2012: Ehlers Filter updated.
Update August 20, 2013: Tillson T3 added, Heikin-Ashi trend exposed as public BoolSeries, HA Open, High, Low and Close can be selected as input series or accessed by a strategy.
Update April 5, 2014: Small copy & paste bug removed, values were not correctly set to BoolSeries for the HA indicator.
 
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Details: HeikenAshi v4


April 5th, 2014
Size: 64.07 KB
Downloaded: 8479 times

Keywords: heikenashi heikinashi paintbars
Klinger Volume Oscillator (KVO) 5 *
Exported using NT Version 7.0.1000.22

This is a quick implementation of the Klinger Volume Oscillator as published by Stephen J.Klinger in the December 1997 issue of Technical Analysis of Stocks & Commodities. Here is a short recapitulation of how he trades the oscillator.

"The most powerful use of the KVO comes when the indicator reaches an extreme reading either above or below the center line and reverses direction. This signals an exhaustion of the prevailing trend and warns of an impending reversal in price.

The most reliable signals occur in the direction of the prevailing trend. Trades against the trend tend to be high-risk ventures.

The most important signal occurs when the KVO diverges from price action, especially on price extremes, either in
overbought or oversold territory. When a security makes a new high or low for a cycle and the KVO fails to confirm
this, the indicator is warning that the trend is losing momentum and nearing completion."
 
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Details: Klinger Volume Oscillator (KVO)


April 5th, 2014
Size: 5.41 KB
Downloaded: 2130 times

Keywords: divergence klinger oscillator volume
Color histogram based on rising/falling volume
Color histogram based on rising/falling volume
VolumeUpDown indicator based on Rising or Falling volume
thanks to NinjaTrader_PatrickH from NT

Enjoy it!
 
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Details: Color histogram based on rising/falling volume


April 1st, 2014
Size: 1.74 KB
Downloaded: 222 times

Keywords: color histogram volume rising falling
Show Date on Chart v5 5 *
Exported using NinjaTrader 7.0.1000.26

Description: Displays the date of each day of the chart in a user specified format, in a subpanel. The date format is completely under your control. You determine when the date displays. The dates scroll with the chart.

Enhancements
- Print date on the first bar of the day or at a time of your choosing.
- Set opacity of the date background color (0-10). 0 = invisible, 10 = solid.


If you have enhancements you'd like to see, let me know.

Enjoy,
-Steve
 
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Details: Show Date on Chart v5


March 29th, 2014
Size: 3.96 KB
Downloaded: 754 times
Market Profile 4 *
Exported using NT Version 7.0.1000.14

Submitted by ivatan1962 09-11-2013 on the Ninjatrader Forum

Description
Market Profile, IB, Open Range, TPO, Price Histogram, Value Area, POC, Virgin POC, Volume Histogram.
Important: Not final version, tested with ES, not
sure it will work with other instruments.Please feel free to report any issues, suggestions, etc.


To Import
1. Download the attached file to your desktop
2. From the Control Center window select the menu File > Utilities > Import NinjaScript
3. Select the downloaded file
 
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Details: Market Profile


March 28th, 2014
Size: 14.48 KB
Downloaded: 3134 times

Keywords: market profile
Advanced Reward Risk Indicator .v3 5 *
This indicator helps you define your entry, stop and target (1 or 3) visually on the chart with the help of horizontal lines, calculates your potential P/L ,unrealized P/L,Risk/Reward ratio and contracts sizing per account size.

- Defines your Risk/Reward ratio using 1 or 3 targets
- Save & reload your values,be it minute,daily or weekly chart (one set of values per instrument)
- Interactive Mode: per-tick P/L based on the chosen contracts size
- Interactive Mode-Attached: per tick potential P/L
- Non-Interactive : Contract sizing is based on the defined risk tolerance per account size
- Hide/show the indicator as required & show/hide on start-up
- Extended or short lines




Last updated on April 16 2014 "Major changes"


- Indicator's parameters text description on the top left of the plot reduced
- Potential P/L is calculated based on 1 contract in non-interactive mode
- Enter to targets potential P/L bug fixed
- Visual structure is changed for three-targets mode
- Line width is now adjustable
- Beam pointer added when short lines are used
- Forex price format corrected (6E,6J...)
- Short lines distance from last bar bug fixed
- 1 or 3 target lines
- Choose between Short& Extended lines
- Pixel distance is used now
- Colors are now configurable
- $ sign removed
- Show on start-up option added
- The code was rewritten from 0 almost
 
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Details: Advanced Reward Risk Indicator .v3


March 25th, 2014
Size: 12.02 KB
Downloaded: 1439 times
Traders Dynamic Index 5 *
Exported using NT Version 7.0.1000.22

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

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

Combine some of the following rules to trade:

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

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

Update March 22, 2014: Overbought and oversold lines added.
 
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Details: Traders Dynamic Index


March 22nd, 2014
Size: 9.44 KB
Downloaded: 3454 times

Keywords: bollinger bollingerbands rsi tdi tradersdynamicindex
Ergodic and CCI Histograms 5 *
This download file contains two custom histogram indicators: CCIHist and ErgodicHist

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

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

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

The files were exported with NinjaTrader Version 7.0.1000.26

Change Log:

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

10-24-2015 - Added Sound Alert for Signal Line crossovers ("cross dots")
 
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Details: Ergodic and CCI Histograms


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

Keywords: cci ergodic histogram optimized
William Blau Double Smoothed Stochastics 5 *
Exported using NT Version 7.0.1000.22

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

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

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

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

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

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

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

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

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

Update March 13, 2014: Trend filter modified. Histogram added.
 
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Details: William Blau Double Smoothed Stochastics


March 14th, 2014
Size: 168.82 KB
Downloaded: 1272 times

Keywords: blau ergodic oscillator double-smoothed momentum stochastics
Directional Trend Index 5 *
Exported using NT Version 7.0.1000.22

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

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

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

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

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

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

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

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

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

Update March 17, 2014: Option added to select sound files
 
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Details: Directional Trend Index


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

Keywords: blau double-smoothed ergodic momentum oscillator trend
William Blau Double Smoothed Momentum
Exported using NT Version 7.0.1000.22

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

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

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

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

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

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

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

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

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


March 13th, 2014
Size: 168.80 KB
Downloaded: 699 times

Keywords: blau double-smoothed ergodic momentum oscillator stochastics
EdsLevel2Dom_v1.0 5 *
EdsLevel2Dom_v1.0 is a histogram level 2 DOM applied as an indicator on a price chart.
Origonally known as Eds_Level2_v2.0 this version has been renamed and modified with adjustable margins and scaling flexibility.

NinjaTrader V7 indicator.

Discussion thread:
https://nexusfi.com/elite-circle/30977-edslevel2dom-discussion-thread.html
 
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Details: EdsLevel2Dom_v1.0


March 10th, 2014
Size: 4.25 KB
Downloaded: 964 times
Bollinger PercentB 5 *
The Bollinger Bands® Percentage B is a technical indicator based upon the Bollinger Bands® study; it plots a histogram showing position of price relative to the bands. It is calculated as percentage ratio of two differences: first one is the difference between the price and the lower band value, second one is the difference between values of upper and lower bands.

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

NinjaTrader v7 indicator

Indicator is shown on the lower panel of the attached image.
 
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Details: Bollinger PercentB


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

Keywords: 7 bollinger indicator ninjatrader percentb
Bollinger Bandwidth 5 *
The Bollinger Bandwidth study is a technical indicator based upon Bollinger Bands® study, expressing the distance between upper and lower bands as percentage of the middle band value (SMA/EMA around which the bands are plotted). The main plot is accompanied with two additional ones: Bulge and Squeeze. Bulge plot displays the highest bandwidth value reached on the specified period, and, similarly, Squeeze plot shows the lowest bandwidth value.

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

This indicator is shown in the lower panel.
 
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Details: Bollinger Bandwidth


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

Keywords: 7 bandwidth bollinger indicator ninjatrader
Alert on Price Retracement (NT7) 2 *
I don't want to have to watch charts by the minute (or even hour). I am looking to watch for a trade after price has reached a certain level (X), reversed to another specific level (Y) and then retraced to another level (Z) which may or may not be the same as (X). Note this has nothing to do with any wave theory.

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

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

Thanks



Geoff
 
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Details: Alert on Price Retracement (NT7)


February 27th, 2014
Size: 5.95 KB
Downloaded: 541 times
CORREL - Correlation Function 4 *
This is the initial release of a NinjaTrader CORREL factor function. This function is similar to Excel's CORREL function but it allows you to find the correlation factor between two indicators as a function of time over a defined period.

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

Version 1: Initial release
 
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Details: CORREL - Correlation Function


February 26th, 2014
Size: 4.18 KB
Downloaded: 206 times
Hourly Pivots - Intraday Pivots 5 *
Exported using NT Version 7.0.1000.21

The indicator calculates pivots from any selectable period of N minutes. The first period starts with the session break. Depending on the indicator period selected the last period of the session can be an odd period. The pivots of the first period will not be calculated from the odd period, but from the full period deducted from the session break.

The default setting of the indicator is 60 minutes. With default settings the indicator will display hourly pivots including the main pivot PP, R1, R2, S1 and S2. Further levels can be added as an option.

The indicator is an easy to understand example of a multitimeframe indicator, as it loads a secondary bar series of 1-min bars, which is used to calculate the intraday pivots. The pivots will therefore always be calculated from a period of N minutes, not depending on the primary bars shown on the chart. If set to COBC = false, the pivot lines may show sligthly earlier, if applied to fast bars plotting during the first minute of the session.

Update January 21, 2012: Pivot range added. The pivots can now be aligned to the start of the trading day or the start of each session as per session template.
Update January 22, 2012: Bug removed. Please reinstall indicator.
Update February 23, 2014: The indicator did not work with datafeeds that do not plot a bar every minute during periods of lesser liquidity. Changed the architecture of the indicator and recoded it entirely.
Update April 28, 2018: The indicator was modified to allow for display of 1-minute pivots.
 
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Details: Hourly Pivots - Intraday Pivots


February 23rd, 2014
Size: 5.11 KB
Downloaded: 1966 times

Keywords: hourly pivotrange pivots
RSqueeze with TTMS squeeze type 5 *
I extended the base RSqueeze indicator with the addition of the TTMS squeeze style. All of the original squeeze styles (Bollinger, PBF, CounterTrend) are still available in the "SqueezeStyle" drop down menu.

Exported using NinjaTrader 7.0.1000.21

Change Log (2-16-2014): RSqueezeV2

Addressed issues / concerns raised by Zondor in his comment.

1. Fixed the existing bug in the histogram plot color when CalculateOnBarClose is set equal to FALSE.
2. Cleaned up the code to improve efficiency.
3. Replaced RGaussianFilter() with anaGaussianFilter() to address a rounding error issue in the PBF and CounterTrend squeeze types.
4. Replaced TTMS squeeze code with call to anaSqueeze().

Change Log 10-20-2015 - Added Sound Alerts for Squeeze Breakouts.

This version 2 requires NinjaTrader 7 or higher. It will not work with Ninja Trader 6.5.

Once imported into NinjaTrader, the New Indicator Name is RSqueezeV2

Associated BMT thread on the RSqueeze indicator...https://nexusfi.com/ninjatrader/20840-how-does-rsqueeze-work.html
 
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Details: RSqueeze with TTMS squeeze type


February 17th, 2014
Size: 26.18 KB
Downloaded: 2093 times

Keywords: bollinger rsqueeze squeeze ttms
Advanced Williams Percent R 5 *
This indicator created High Low bars of the standard WilliamsR indicator then applies a low fluctuation no lag smoothing ling (Light Blue) and a Signal Line (Maroon) to the smoothing line. It also draws a dot at the end of the calculation range to show you what prices are included in the calculation. The No Lag calculation is based on Ahrens Moving Average, tweaked to calculate off of the highs and lows not the open and close providing less variance to the indicator.

It will show the variance that takes place on the WilliamsR and smooth it to show you a more accurate number. I hope you like it, and if you do please leave a comment to show your appreciation.

Cheers,
 
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Details: Advanced Williams Percent R


January 15th, 2014
Size: 9.64 KB
Downloaded: 388 times
Bband2 with color V2 5 *
Revised version of the Bband2 indicator.

Cleaned up the region color logic per request of the original author.

Added logic to improve performance when COBC=False.

Exported using NinjaTrader version 7.0.1000.21

Revision History:
1/10/2014 - First revision of original indicator as described above.

11/18/2014 - Second revision: fixes two code bugs in the parameter list (Zone Color and Opacity) settings can now be changed and saved. Also, optimized the instantiation code for two math function calls (SMA and StdDev).
 
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Details: Bband2 with color V2


January 10th, 2014
Size: 6.75 KB
Downloaded: 1510 times

Keywords: bollinger bollingerbands colored
Second Entry Indicator for Price Action Trading 5 *
This indicator is an implementation of the Second Entry concept as used by VinceVirgil on the CL and Mack on the ES (over at his PATS website). It is intended as a training aid and does not cover the more hard-to-spot obscure occurrences of Second Entries. One of the reasons for releasing this is to get input from more experienced users of Second Entries and, if possible, to try and refine the indicator based on this.

It implements the "classic" version of a Second Entry where the first and second entries tick above (or below) the previous bars. The indicator can optionally highlight the new high/low (the start of the "pattern") with a diamond, the first entry (with a dot) and the second entry (with an up or down arrow). The indicator displays the bar where a second entry may occur and deletes the symbol(s) if the bar does not tick above (or below where appropriate) the previous bar.

The indicator has the following parameters:

AudibleWarning - if this is true and there is a .wav file in the NT sounds folder called "SecondEntry_Warning.wav" then it will be played when an up or down arrow is displayed.
NumTicks - this is the number of ticks above/below the open of the bar that the up/down arrow is displayed.
ReqTickHFirstEntry - if this is true then a bar has to tick above (or below) the previous bar to constitute a first entry. If false then a bar at the same price as the previous bar will count as a first entry.
ShowFirstEntry - if true then a dot will be displayed to indicate the first entry bar.
ShowHistory - if true then the drawing objects will be left on the chart indicating previous Second Entry "patterns".
ShowPatternStart - if true then a diamond will be be displayed above/below the new high (for Second Entry Longs) or new low (for Second Entry Shorts).
 
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Details: Second Entry Indicator for Price Action Trading


December 16th, 2013
Size: 6.05 KB
Downloaded: 1648 times
Initial Balance Range Bands V42 5 *
Exported using NT Version 7.0.1000.26

Indicator will only run on NT 7.0.1000.5 or later.

Discretionary traders: Please use the multi-timeframe version of the indicator for odd minute charts and charts built from ticks.

https://nexusfi.com/download/ninjatrader-7/indicators/938-download.html?view

The indicator displays the current open, the initial balance (IB) and upper and lower range bands that are calculated by adding and subtracting fractions of the initial balance to the IB high and IB low.

You can only use this indicator with an appropriate session template. The opening time will align itself to the start time of the RTH session, as specified via session template. The hybrid setting assumes that you want to use the 3rd intraday session as RTH session for FOREX and currency futures and the second session for all other instruments.

Example ES: Select a session template with the following sessions: Session 1 (night session) 15:30 - 8:30 Central Time, Session 2 (RTH) 8:30 - 15:15 Central Time. Select second session for opening range.

Select length of opening period: The length of the opening range can be selected via indicator dialogue box The default setting is 60 minutes.

Select Offset: With an offset of 00:00, the indicator aligns to the start of the selected session. If you enter a positive value for the offset, the opening range will be shifted forward from the session start. For example if you open a chart for ES with the session template US CME Index Futures, then the session (and the trading day) starts at 5:00 PM Central Time. To display an opening range for the regular session, you need to enter an offset of 15:30, because the regular session starts 15 hours and 30 minutes after the start of the trading day.

Multipliers for range bands: The multipliers for the upper and lower range bands can also be changed. The default settings for the bands are 0.5, 1 and 2, meaning that the first upper band is built from the IB high by adding half of the IB range, and similar for the other bands.

Developing range: Prior to the completion of the initial balance, the indicator plots the developing range in gray to show that the range is still incomplete.

Night session or pre-session range: The indicator also has an option to display the full night session, European or Asian session range. This feature is not used with the default settings. I did not add it on purpose, it was already part of the opening range indicator, and it was easier to leave it than to remove it.

European Session Range: You can select start and end time of the European Session in CET (Central European Time). The European Session is pre-configured for the time between 8:00 AM and 1:00 PM CET.

Asian Session Range: You can select start and end time of the Asian Session in TST (Tokyo Standard Time). The Asian Session is pre-configured for the time between 9:00 AM and 3:00 PM TST.

Update June 2, 2011: New signature for GetNextBeginEnd() implemented.
Update June 11, 2011: Small bug removed, indicator did not display opening range and pre-session range correctly during the training period (first bars of the chart, after scrolling to the left horizontally).
Update June 21, 2011: The indicator now works with half-pip FOREX feeds. Indicator dialogue box improved.
Update July 25, 2011: Serialization of the plots and indicator dialogue box changed.
Update January 24, 2012: Offset added, opening period no longer needs to be aligned to session start.
Update February 19, 2012: Option added to cut off the opening range at the next session break.
Update October 6, 2013: Minor bug removed, offset was not applied correctly on tick charts, when indicator was set to COBC = false.
Update October 24, 2013: Drop down property added for European and Asian Time Zone
Update December 8, 2013: Indicator partly recoded and custom plot added.
 
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Details: Initial Balance Range Bands V42


December 9th, 2013
Size: 11.10 KB
Downloaded: 4345 times

Keywords: initialbalance open openingrange rangebands volatility
Opening Range V42 5 *
Exported using NT Version 7.0.1000.26

The indicator will only run on NT 7.0.1000.5 or later

Discretionary traders: Please use the multi-timeframe version of the indicator for odd minute charts and charts built from ticks.

https://nexusfi.com/download/ninjatrader-7/indicators/937-download.html?view

The indicator displays the opening range and the current open of the RTH session.

You can only use this indicator with an appropriate session template. The opening time will align itself to the start time of the RTH session, as specified via indicator settings. The hybrid setting assumes that you want to use the 3rd intraday session as RTH session for FOREX and currency futures and the second session for all other instruments.

Example ES: Select a session template with the following sessions: Session 1 (night session) 15:30 - 8:30 Central Time, Session 2 (RTH) 8:30 - 15:15 Central Time. Select second session for opening range.

Select length of opening period: The opening period can be selected via indicator dialogue box.

Select Offset: With an offset of 00:00, the indicator aligns to the start of the selected session. If you enter a positive value for the offset, the opening range will be shifted forward from the session start. For example if you open a chart for ES with the session template US CME Index Futures, then the session (and the trading day) starts at 5:00 PM Central Time. To display an opening range for the regular session, you need to enter an offset of 15:30, because the regular session starts 15 hours and 30 minutes after the start of the trading day.

Developing range: Prior to the completion of the opening range, the indicator plots the developing range in gray to show that the range is still incomplete.

Night Session or Pre-Session Range: This is different for each instrument and refers to the electronic session prior to the session selected for the opening range.

European Session Range: You can select start and end time of the European Session in CET (Central European Time). The European Session is pre-configured for the time between 8:00 AM and 1:00 PM CET.

Asian Session Range: You can select start and end time of the Asian Session in TST (Tokyo Standard Time). The Asian Session is pre-configured for the time between 9:00 AM and 3:00 PM TST.

Update Jan 23, 2011: The indicator now plots all developping ranges in gray to show that the range is still unstable. Price markers are correctly formatted for US interest rate futures and FOREX.
Update May 17, 2011: New signature for GetNextBeginEnd() implemented. Backcolor for opening range added.
Update May 24, 2011: Old signature for GetNextBeginEnd() reintroduced within Plot() Override after problems, new signature maintained for OnBarUpdate(). Some minor enhancements added.
Update June 11, 2011: Small bug removed, indicator did not display opening range and pre-session range correctly during the training period (first bars of the chart, after scrolling to the left horizontally).
Update June 21, 2011: The indicator now works with half-pip FOREX feeds. Indicator dialogue box improved.
Update July 25, 2011: Serialization of the plots and indicator dialogue box changed.
Update January 24, 2012: Offset added, opening period no longer needs to be aligned to session start.
Update February 8, 2012: Option added to cut off the opening range at the next session break.
Update February 15, 2012: Bug removed, the cut-off option did not work, when an offset was selected as well.
Update October 6, 2013: Minor bug removed, offset was not applied correctly on tick charts, when indicator was set to COBC = false.
Update October 20, 2013: Drop down property added for European and Asian Time Zone
Update December 8, 2013: Indicator partly recoded and custom plot added.
 
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Details: Opening Range V42


December 9th, 2013
Size: 10.18 KB
Downloaded: 4987 times

Keywords: asiansession europeansession globexsession initialbalance opening openingrange
mkSupDemZones 5 *
This Indicator draws MTF Supply and Demand Zones based on the NinjaTrader Swing Indicator.
In addition to drawing the zones, it shows a strength value on the right side of each zone.
The strength value corresponds with the number of bars to the left of the swing which are above/below the swing.
This way you get an instant idea how important the current zone is in relation to other zones on the chart.
The indicator includes the ability to show and hide the zones, the lines and also the strength output.

There are a lot of ideas how to further improve this indicator with new features but i decided to keep it as simple as possible so other people are free to add their own features without crawling through 1000 lines of code.

Exported using NinjaTrader 7.0.1000.16

2013-12-08 - Added second strength attribute for bars on the right side of the swing.
2013-12-09 - The zones will now be properly extended on lower time frames, fixed small bug.
2013-12-09 - The indicator works now with COBC = true and COBC = false
2013-12-17 - Bug fixed in range-calculation of second BarSeries
 
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Details: mkSupDemZones


December 7th, 2013
Size: 9.72 KB
Downloaded: 2845 times

Keywords: demand mtf supply zones
SymbolRange 5 *
Symbol Range, Version 1 -
This indicator allows a pretty quickly analysis of any chart data to determine the $Dollar and Tick range each day during any intraday time period for whatever symbol you have charted.

It prints data to the Output Window in Ninja so be sure you have that open. You can save that data as a .csv file and then open in Excel if you want to analyze further. I purposely put commas between the labels and the data just so I could import to Excel. If you use a super fast chart (like a 1-tick) it will make your CPU crawl so be careful not to have too many days of data on your chart. For a 1-tick chart, less than 15 days isn't bad. For minute data, years is very quick.

"TickRangeEachBarSummed" for a 1-tick chart represents the total "travel" of every wiggle in price. This is of course dependent on your data provider and may vary depending on if they filter the data you are charting. "TickRangeEachBarSummed" for any other chart type is the addition of every bar's High minus its Low.
 
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Details: SymbolRange


November 22nd, 2013
Size: 2.39 KB
Downloaded: 278 times
TapePriceHistogram 4 *
This indicator displays Time and Sales on charts and allows to show bid/ask trade sizes as a histogram. You can only see the histogram of a current bar. Feel free to make any changes to the code.

Setup menu:

Histogram Length Factor - lets you change the length of a histogram. You can increase/decrease this number to chose the most appropriate length of a histogram.
Move Left/Right histogram Ask - by putting in a negative or positive number, you can shift the ask histogram to the left or to the right in relation to the current bar.
Move Left/Right histogram Bid - by putting in a negative or positive number, you can shift the bid histogram to the left or to the right in relation to the current bar.
Vol Lower - volume trades size "Small".
Vol Upper - volume trades size "Large" (All the trades in between are "Medium").

For example:
Vol Lower = 5 (Small = 1-5)
Vol Upper = 25 (Medium = 6-25/Large = 26 and more)
 
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Details: TapePriceHistogram


November 19th, 2013
Size: 4.02 KB
Downloaded: 924 times
Volatility of a EMA (VEMA) 5 *
I know we all have seen it. When you have a indicator calculating on tick and not on bar close, that EMA will bounce around until bar settlement. It may have gave a signal, it might have not.

This indicator will plot the high and low of the range of a EMA that takes place intra-bar. This way you actually know what the EMA did while the bar is building and not have to rely on the bars settlement.

To use, you must set CalculateBarOnClose to false. If you don't, then you have a regular EMA.

Hope someone finds this helpful.

Cheers,

SodyTexas
 
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Details: Volatility of a EMA (VEMA)


November 5th, 2013
Size: 2.25 KB
Downloaded: 324 times
Coral Trendfilter 5 *
Exported using NT Version 7.0.1000.16

This is an indicator adapted from a C# implementation for cTrader. It is a simple linear IIR filter. The indicator is widely available for MetaTrader 4 in Forex fora, but I have not checked the C# version against the original mq4 files.

When price is above the Coral filter, only consider a long position. When price is below the indicator, only consider a short position.

Detailed information on the indicator is available here:

https://www.forexfactory.com/showthread.php?t=127271

The indicator comes with a trend indication based on the slope of the linear filter. The neutral range can be adjusted via the threshold parameter. The trend can be displayed via paintbars. The trend state is exposed via an IntSeries() and be directly called from a strategy.
 
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Details: Coral Trendfilter


October 27th, 2013
Size: 4.99 KB
Downloaded: 1437 times

Keywords: coral filter iir trendfilter
Range Analysis 5 *
Exported using NT Version 7.0.1000.16

This indicator allows to detect narrow range bars, inside bars, wide range bars, outside bars and triangles. The bar types follow the terminology presented by Toby Crabel in his book "Day Trading With Short Term Price Patterns and Opening Range Breakout". The triangle is a pattern made popular by Linda Bradford Raschke, also see here: https://nexusfi.com/ninjatrader/27847-linda-bradford-raschke-three-bar-triangle.html


These are the patterns that can be identified with the indicator with default settings:

Narrow range bar (NR7): a bar with a smaller range than the prior 6 bars

Narrow range inside bar (IB4): an inside bar with a smaller range than the prior 3 bars

Narrow range inside bar (IB7): an inside bar with a smaller range than the prior 6 bars

Double inside bar (DI4): an inside bar that is preceded by an inside bar and which has a smaller range than the prededing 4 bars

Wide range bar (WR7): a bar with a larger range than the prior 6 bars

Wide range outside bar (OB4): an outside bar with a larger range than the prior 3 bars

Wide range outside bar (OB7): an outside bar with a larger range than the prior 6 bars

Three bar triangle (LBR): a bar which lies inside the combined range of the prior two bars

Each of the patterns above can be selected an unseleceted. It is not recommended to display all the patterns at the same time on an intraday chart. The different patterns can be shown as text, diamonds or paintbars.

Simple inside bars: When the parameter "lookback inside bars" is set to 2, the indicator will detect all inside and double inside bars without taking into account their range size relative to preceding bars.

Simple outside bars: When the parameter "Lookback outside bars" is set to 2, the indicator will detect all outside bars.

The indicator comes with sound files which are part of the zipped file. The sound files can be extracted and copied to the directory C:\program files (x86)\NinjaTrader 7\sounds. The sounds will work with COBC=true and COBC= false. With COBC= false, wide range and outside bars are detected intra-bar, while narrow range, inside bars and triangles are detected after the bar has closed.
 
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Details: Range Analysis


October 19th, 2013
Size: 363.38 KB
Downloaded: 1713 times

Keywords: inside insidebar narrowrange narrowrangebar outside outsidebar triangles widerange widerangebar
Inverted Charts v1.0 5 *
Here is a method to invert charts of VIX, ZN, ZF, ZB if you prefer looking at the mirror image rather the default chart. Full credit to the folks over at Ninjatrader for posting this.

The indicator draws a mirror image of the default chart as a line chart, candlesticks are not supported. The dataseries you want to invert should be specified in the "Input Series" option of indicator. See link above for notes on the custom range.
 
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Details: Inverted Charts v1.0


October 9th, 2013
Size: 5.67 KB
Downloaded: 201 times
New Highs and Lows 5 *
Exported using NT Version 7.0.1000.15

This is a simple indicator, which detects new highs and lows. The highs and lows can be shown both as paintbars or as diamonds.

The definition of a new high can be either based on the bar high or the bar close. A new high based on the bar high is the highest high over the lookback period. A new high based on the bar close is the highest close over the lookback period. The same logic is applied to new lows, which can also be calculated from the bar lows or the bar closes.

With default settings the bar detects new 89-bar highs and lows.

The indicator works on both candlesticks and OHLC bars.

Update August 10, 2013: New highs and lows can be either based on high/low or on the close of the current bar. Highs and lows can be either shown as paintbars or as diamonds. Efficiency of algorithm improved.
 
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Details: New Highs and Lows


August 12th, 2013
Size: 8.39 KB
Downloaded: 1527 times

Keywords: high low newhigh newlow
Moving Mean, Median and Mode - TPO & VWTPO 5 *
Exported using NT Version 7.0.1000.14

Moving averages are widely used as tools in technical analysis. They come in all variations and colors. The simple moving average can be considered as a moving mean of the close values of a series of price data. Many other indicators are weighted moving averages, which are also applied to the close values.

However, there are other measures for statistical distributions, which are usually neglected. This includes the median and the mode.

Also most moving averages are only calculated from the close values, where as open, high and low are neglected. Why ignore information which is already contained in the price data?

This package includes a TPO mean, a TPO median, a TPO mode (calculated from high and low points of price) and a VWTPO mean, a VWTPO median and a VWTPO mode (calculated from both price and volume data). TPO and VWTPO indicators do not use the open value and the close value, but both assume that the volume is evenly distributed over the range of a price bar. Although this information is mostly incorrect, it is still a better approach when compared to the traditional solution of calculating indicators exclusively from the close values.

Here is a description of the six indicators:

Moving Mean (TPO):

This indicator can be considered as a range weighted moving average that uses the bar center (high + low)/2 as input series. Usually wide range bars have a higher volume than narrow range bars. This makes sense giving them a higher weight. When a breakout occurs, the MovingMean (TPO) will adapt faster than a traditional SMA. Compared to a SMA the lag is reduced when volatility increases, but it is lagging more when volatility decreases.

Moving Mean (VWTPO):

This indicator is identical to the VWMA, when the bar center (high + low)/2 is used as input series. It is pretty similar to the TPO mean, but uses real volume instead of approximating it via the range. The properties of this indicator are similar to the TPO mean, but it should be slightly more accurate.

Moving Median (TPO):

A statistical median calculated from all data points of all bars contained within the lookback period. Compared to a standard median calculated from the closes (also see here: https://nexusfi.com/download/ninjatrader-7/indicators/829-download.html?view ), it should give a better approximation of the statistical median of the entire price volume distribution. The median is the most stable of the three statistical measures and probably the most representative as well.

Moving Median (VWTPO):

This indicator is similar to the TPO median, but should give an even better approximation of the the statistical median of the price volume distribution.

Moving Mode (TPO):

The indicator shows the price with the highest occurence over the lookback period of the indicator. As the price volume distribution of the single price bars over the lookback period is unknown, there can be a significant error in any estimation. Unlike the median, the mode is not self-correcting in a way that errors cancel out. It should therefore be used with prudence. However, this indicator will still yield far better results than the Pearson formula, which should only be applied to unimodal distributions.

Moving Mode (VWTPO):

The indicator shows a better accuracy than the TPO mode, but still suffers from its inherent instability.
 
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Details: Moving Mean, Median and Mode - TPO & VWTPO


August 6th, 2013
Size: 17.15 KB
Downloaded: 1323 times

Keywords: mean median mode statistics tpo vwtpo
UniRenko - Universal Renko BarType v4 5 *
Change log:
UniRenko - Universal Renko BarType v4 (July 31st 2013) --> Price 'traveling' to '0' during Market Replay issue.

This is an update for the UniRenko Bars type that fixes an issue with Market Replay that causes price to 'travel' to '0' in certain situations.
This fix is in addition to the memory leak fix provided in the previous version (v3).

Please, use this version as it has been thoroughly tested and should be stable at all times.

After importing, exit NT and reenter to access the fixed UniRenko bars.


UniRenko - Universal Renko BarType v3 (July 10th 2013) --> Memory leak fix
This is an update for the UniRenko Bar type that fixes a memory leak that would prevent these bars from being used with Market Replay and other conditions.
This update just fixes the memory leak issues and does not make any additional changes to the original monpere code.


UniRenko - Universal Renko BarType --> Original monpere version
Please, refer to the original description of these bars by the original creator (monpere) here:
https://nexusfi.com/local_links.php?catid=19&sort=d&filter=u&pp=1000
 
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Details: UniRenko - Universal Renko BarType v4


July 31st, 2013
Size: 2.84 KB
Downloaded: 6871 times

Keywords: unirenko
Risk Reward V2.1 5 *
Exported using NT Version 7.0.1000.14

Risk Reward and Position Sizing Indicator V2.1 (based on original work of Mompere)

Calculates Risk/Reward and Position Sizing for trade planning using horizontal lines drawn at potential trade Entry, Stop and Target. The indicator will automatically update the risk/reward and position sizing on the fly when you select and drag the Entry, Stop, and Target lines.

Position size and risk/reward can be calculated from user input parameters for Trading Account Size, Percent Account Risk per trade, Fixed Dollar Amount per trade, or Fixed Share Sizing.

Click on the "$$" button to display/hide the Risk/Reward analysis.

Now supports dynamic pip value calculation for FX trade position sizing. Works for most cross-pair except for those very exotic cross pair.

Revision:
Jul 29 2013 (ckkoh): 1) Improved position sizing calculation for FX. 2) Enhanced reward risk calculation that includes spread. 3) Customizable line colors. 4) Reduced CPU utilization. 5) Display actual Buy price for Short position.
Mar 29 2012 (ckkoh): 1) Added a button to display/hide Risk Reward analysis. 2) Enhanced the Position sizing to support FX Lots type.
 
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Details: Risk Reward V2.1


July 29th, 2013
Size: 6.19 KB
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UniRenko - Universal Renko BarType 5 *
This is my implementation of a Universal Renko bar type. It allows the user to choose when the bar closes in the direction of the previous bar (Trend), and when it closes in the direction against the previous bar (Reversal).

This allows you to tailor the bar to behave specifically how you want it in ways that hopefully may enhance your particular trading style. As an example, if I am a reversal trader, entering on reversal bars, and putting my stop behind the entry bar, I can choose trend and reversal settings that minimize the size of reversal bars, and therefore optimize my stop sizes, etc.

Parameters are:

'Tick Trend' - Number of ticks to close the bar in the Trend direction
'Tick Reversal' - Number of ticks to close the bar in the Reversal direction
'Open Offset' - Number of ticks offset to draw the artificial open

Like most Renko bars, the bar open is artificial, and is placed by default halfway up the previous bar. The open is aesthetic only, it is not used in the bar size calculation. The tails on the bar show real prices. The artificial Open may affect your backtesting depending on the coding of your strategy. Internally uses NT PeriodType.Custom5

V2:
To support Muti TimeFrame indicators/strategies using the Add() method, added an alternative way to specify all bar specs in the 'Tick Trend' parameter. You can now alternatively specify each parameter as 3 digits in the Data Series window 'Tick Trend' parameter or Add() method 'Period' parameter. For example to specify TickTrend=4 , TickReversal=8, OpenOffset=2 or (T4R8O2) then specify: 'Tick Trend'=004008002 in Data Series window, or Add(PeriodType.custom5, 004008002);' in your MTF code. The normal way of specifying the parameters will continue to work as well.

IMPORTANT UPDATE JULY 11 2013, "VERSION 3" -- FROM BIG MIKE:
July 11 2013: Please note, user "dstrader" has uploaded a crucial bug fix for this bartype. You can find the download link here: https://nexusfi.com/download/ninjatrader-7/indicators/1430-download.html?view

Note you must use that link to download V3.

You can find the discussion thread here: https://nexusfi.com/ninjatrader/24408-unirenko-universal-renko-bar-type-20.html
 
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Details: UniRenko - Universal Renko BarType


July 11th, 2013
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Keywords: bar unirenko trend renko bartype universal type reversal monpere
Candle Quarters 5 *
I posted this in the Elite area yesterday as a .cs file. Here is it as a Zip file...

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
Bob
 
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Details: Candle Quarters


July 1st, 2013
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Zig Zag Indicator I use with PATS (Macks) method 5 *
This is a custom zig-zag indicator I have modified ( original version was from here but cannot find reference).
The zig zag lines are transparent by default as well and the value numbers removed so that background objects do not hose charting. The only thing I use for PATS is the semaphore dots this creates to check and create new trend lines. In addition whenever a semaphore is painted this has an option to add an audio alert. This feature has been invaluable to my trading. If you follow Mack and PATS this simple indicator might provide value to you.
 
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Details: Zig Zag Indicator I use with PATS (Macks) method


June 26th, 2013
Size: 10.87 KB
Downloaded: 2173 times

Keywords: for indicator zag ninja simple zig- pats
Kaufman Efficiency Ratio 5 *
Exported using NT Version 7.0.1000.5

The Kaufman Eifficiency Ratio is also know as Fractal Efficiency. It can be used as a filter to differentiate between trending conditions and sideways markets.

The efficiency ratio compares the absolute amount of the n-period momentum to the sum of the absolute amounts of the last n close-to-close changes. If all close-to-close changes pointed in the same direction - meaning either n consecutive upcloses or n consecutive downcloses - the fractal efficiency will take the value 100. This is an indication for a strong trend. If the n-period momentum takes the value 0, the fractal efficiency becomes 0 as well, indicating chop.

The fractal efficiency is used by the Kaufman Adaptive Moving Average to identify chop periods.

This version of the Kaufman Efficiency Ratio has a few additional options:

Chopline: I have added a chopline, which depends on the period of the Kaufman Efficiency Ratio. The formula for the chopline is 100/Sqrt(period).

Signalline: I have added a signalline by using a Hull Moving Average(HMA). The market starts trending, when the Kaufman Efficiency Ratio has crossed both the signalline and the chopline from below.

Classic/Balanded: The indicator allows for two different ways of calculating the Kaufman Efficiency Ratio. The 'Classic' option uses the original formula of Perry Kaufman. The 'Balanced' option replaces the absolute amount of the n-period momentum with the absolute amount of the n-period balanced momentum, which is based on a triangular moving average.

Update June 22, 2013: Minor modification to make indicator compatible with indicators/strategies running in COBC = false.
 
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Details: Kaufman Efficiency Ratio


June 22nd, 2013
Size: 11.07 KB
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Keywords: chop efficiencyratio fractalefficiency kama kaufman momentum trend
xcStochMACD....(multi-timeframe) 5 *
...Created/Modified at the request of a BMT member...


Allows you to plot a Stochastic or a MACD from a different time frame on your chart. Typical use is to view a larger time frame Stochastic/MACD on a smaller (faster) chart....
(EX: Plot a 5min Stochastic on a 1min chart).

Also allows you to plot a Stochastic from a different BarType on your chart.
You can plot a RangeNoGap on a Tick Chart, or plot a Minute Stochastic on Tick Charts or Range charts....or vice versa. You can plot any accepted bartype Stochastic on any other accepted bartype chart.

Accepts standard Ninja Minute, Second, Tick, Range, and Volume bars.....and.....accepts BMT RangeNoGap Bars.

(NOTE: For those who do not have the RangeNoGap bars installed, you may get a warning message in the Ninja Log informing you that "Custom2 could not be found". In this case Ninja simply uses the default value of the indicator. Ninja will work quite fine....but if you have occasion to check your logs, it will let you know that you don't have that bartype installed.


CAUTION: if you plot a Stochastic from a very small/fast chart, on an extremely large/slow chart...the code will still work, but the "visual" effect will most likely not be helpful. The Stochastic from the fast time frame will go up and down so much that it will look like a fine tooth comb.....

CAUTION#2: "Stairsteps"..(visual flat spots on the plots lines)....can occur when plotting big time frames over smaller ones. This is not an error....simply a visual 'flat spot' where several smaller bars complete while the one larger time frame bar is still processing. There are ways to code around this, by holding values and plotting after the fact, but in the interest of code simplicity, I did not do that here. The 'flat spots" cause no errors or problems.
 
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Details: xcStochMACD....(multi-timeframe)


May 24th, 2013
Size: 12.50 KB
Downloaded: 525 times
VolumeLadderMetroEdition 4 *
Its enhanced version of Volume Ladder with new features.
For more detail see following post.


https://nexusfi.com/elite-circle/2100-volume-ladder-highlight-addition-56.html


Changelog
Update: 17-May-2013

Its now VolumeLadderMetroEditionV1Extn1 with new features over V1.
New Center Ladder Type and New Cell Color Schemes introduced.

For more detail see

https://nexusfi.com/elite-circle/2100-volume-ladder-highlight-addition-69.html
 
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Details: VolumeLadderMetroEdition


May 17th, 2013
Size: 148.37 KB
Downloaded: 5310 times
driveWAP 5 *
This is a different idea/tweak to calculate. Need to have GomDelta Package to work.
See for more detail.


https://nexusfi.com/elite-circle/27227-drivewap.html
 
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Details: driveWAP


April 30th, 2013
Size: 9.17 KB
Downloaded: 263 times
Chandelier Stop 5 *
Exported using NT Version 7.0.1000.12

This is a new implementation of the chandelier stop developed by Charles LeBeau. For a long trade the chandelier stop is calculated by subtracting a multiple of the average true range over the last N bars from the highest high (chandelier) since the inception of the trade. For a short trade the chandelier stop is calculated by adding a multiple of the average true range over the last N bars to the lowest low since the inception of the trade.

Instead of calculating the stop from the highest high and the lowest low, it is also possible to calculate it from the highest close and the lowest close.

The indicator version presented here uses the average true range calculated one bar ago. This is to avoid that the stop moves away when approached by a bar, it further acts against the distortion of the average true range when the indicator is set to COBC = false and reduces CPU load. The concept of using the ATR one bar ago was already introduced with the SuperTrend M11.

UseHighLow: The chandelier stops can be calculated from highest high/lowest low or from highest close/lowest close:

Reverse Intra-bar = false: This is the default setting of the indicator. A logical signal will be generated when the close of the signal bar has taken out the stop line. The position may be reversed at the open of the next bar. The paint bars will only change colors for the bar after the signal bar. The arrow will be also plotted for the entry bar.

Reverse Intra-bar = true: This is an unusual setting for the Chandelier Stop The signal will be generated with the first tick that has plotted on the other side of the stop line. In this case the position may be reversed intra-bar for the signal bar. Paintbars and arrows will already plot for the signal bar.

Accessing the trend: The indicator comes with a BoolSeries that holds the trend. This BoolSeries can be accessed by other indicators or automated strategies.

Paintbars: The indicator has an option to display the current trend via paintbars. Downclose bars are filled, upclose bars are hollow. For the upclose bars an opacity can be selected for better visibility.

Arrows: The indicator has an option to display trend changes via an arrow.

Sound alerts: The indicator will alert to trend reversals and potential trend reversals. A potential trend reversal occurs when price touches the stop line intra-bar prior to the confirmation by a close on the other side of the stop line. The sound files are included with the indicator install file. Please unzip and copy them into the program files (x86)\ NinjaTrader 7\ sounds directory or whatever directory is used by NinjaTrader to store the sound files.
 
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Details: Chandelier Stop


April 22nd, 2013
Size: 227.83 KB
Downloaded: 1496 times

Keywords: atr averagetruerange chandelier stop trailing
Japanese CandleStick Patterns 4 *
this indicator will output an integer based on the following patterns:
UNKNOWN = -1;
BLACK_CANDLE = 0;
DOJI = 1;
DOJI_DRAGONFLY = 2;
DOJI_GRAVESTONE = 3;
DOJI_LONGSHADOW = 4;
HAMMER = 5;
HAMMER_INVERTED = 6;
LONG_LOWER = 7;
LONG_UPPER = 8;
MARUBOZU_BLACK = 9;
MARUBOZU_WHITE = 10;
TOP_BLACK = 11;
TOP_WHITE = 12;
WHITE_CANDLE = 13;
I found the code in Jeff Heaton's Encog samples. I am planning to use this for a neural network input.
I have been looking everywhere for something like this. It is probably easy to add more patterns to the code.
Version 1.0.0.1
 
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Details: Japanese CandleStick Patterns


March 29th, 2013
Size: 8.83 KB
Downloaded: 425 times
Choppiness Index - Bill Dreiss Chaos Theory 5 *
The zip file containing documentation has the complete story on Bill Dreiss and the "Fractal Dimension" of measuring market volatility. There is a spread sheet where the intermediate values have been calculated as a check on the NinjaTrader Indicator accuracy. The Choppiness Index has a reference to the Welles Wilder True Range Indicator, which, from a programming point of view, is an interesting demonstration of accessing one indicator from another. This is my second indicator and the first version of this type. The zip file contains the NinjaTrader zip file plus a zip file of documentation for the indicator. This indicator will become an input to an Encog Neural Net, when I finish reading the books.
 
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Details: Choppiness Index - Bill Dreiss Chaos Theory


March 19th, 2013
Size: 1.49 MB
Downloaded: 531 times
Welles Wilder True Range
I need True Range for another indicator that I am creating. Comments are welcome if anyone finds an error. Nothing came up in search so I wrote the code. Version 1.0.0.0 (My first Ninjatrader code, I am a SQL Server DBA/C#developer by day)


This is the website that has the basic equations:
https://stockcharts.com:443/school/doku.php?id=chart_school:technical_indicators:average_true_range_atr
 
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Details: Welles Wilder True Range


March 17th, 2013
Size: 2.18 KB
Downloaded: 135 times
McClellan Oscillator & Summation Index 5 *
Exported using NT Version 7.0.1000.12

Following a request by a member of this forum I have quickly implemented a version of the McClellan Oscillator and the (calibrated) McClellan Summation Index. The indicators can only be used with daily data. It is required that your daily data feed includes data for the net advancing/declining issues. The NinjaTrader symbol is ^ADD. The data is also available through the free Kinetick EOD data feed.

McClellan Oscillator: The McClellan Oscillator is a MACD calculated from the NYSE net advancing/declining issues. The oscillator is calculated from the 10% trend and the 5% trend, or otherwise put from an EMA(19) and an EMA(39).

McClellan Summation Index: The McClellan Summation Index is obtained by adding up the values of the McClellan Oscillator. It is neutral at the +1000 level. Historically the neutral level was shifted to + 1000 to make negative levels rare and noteworthy. The indicator attached follows the formula published in the June 1994 issue of Technical Analysis of Stocks & Commodities.

The indicator values that will be displayed depend on the input data. I have noticed that the data for advancing/declining issues used by McClellan Financial Publications slightly differs from the data supplied by Kinetick EOD. The indicator values are therefore similar, but not identical. For practical purposes the accuracy should be sufficient.

For further information please visit:

https://www.mcoscillator.com/learning_center/kb/mcclellan_oscillator/the_mcclellan_oscillator_summation_index/
 
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Details: McClellan Oscillator & Summation Index


March 17th, 2013
Size: 7.53 KB
Downloaded: 655 times

Keywords: index mcclellan oscillator summation
QQE (Quantitative Qualitative Estimation) 5 *
Exported using NT Version 7.0.1000.12

This is the QQE (Quantitative Qualitative Estimation) indicator. The origin of this indicator is unclear, it is a mystery indicator derived from Welles Wilder's RSI.

The main plot of the QQE is a smoothed RSI. The indicator then measures the amount of the absolute change between two consecutive values of the smoothed RSI. The absolute changes are then double-smoothed exponentially. The double smoothed value is then multiplied by two user defined multipliers. The result is then used to calculate a fast and a slow trigger line.

Entry and exit signals: Watch out for crosses of the smoothed RSI and one of the trigger lines.

Trend Filter: When the smoothed RSI is above or below the midline (50), this is an indication for an uptrend or downtrend.

Divergences: The main plot of the indicator is a smoothed RSI and can be used to detect divergences between momentum and price.

The attached version of the QQE is entirely recoded, as the QQE which is currently available for NinjaTrader had a few shortcomings. In particular, this indicator uses fewer DataSeries objects, creates instances of the RSI and EMA in OnStartUp(), has a second trigger line added, allows to select the multipliers for the trigger lines and also allows to set the momentum smoothing period independently from the RSI period. Usually for the momentum smoothing period the value 2*RSI_period - 1 is used.
 
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Details: QQE (Quantitative Qualitative Estimation)


March 13th, 2013
Size: 9.32 KB
Downloaded: 1428 times

Keywords: divergence qualitative rsi qqe quantitative
Double Smoothed Stochastics 5 *
Exported using NT Version 7.0.1000.11

The Double Smoothed Stochastics (DSS) is an exponentially smoothed stochastics indicator applied to an exponentially smoothed stochastics. It has been popularized by Walter Bressert. The DSS can be used as a cycle indicator. Usually first a cycle analysis is performed. The DSS should then be applied with half the cycle period of the dominant cycle. Walter Bressert uses the indicator with default periods of 10 and 5, and calls them DBS10 and DBS5.

This indicator is a modified version of the Double Stochastics NinjaTrader default indicator. I have coded it for various reasons.

EMA period: The NinjaTrader default DSS uses an EMA period of 3. This setting cannot be changed. However, nearly all other versions of the DSS use an EMA period between 8 and 10. This version uses a default period of 9, which can be changed.

Coding Inefficiencies: The NinjaTrader default DSS is highly inefficient, when running with COBC = false, because both MAX and MIN methods are performed twice with every incoming ticks. I have changed the algorithm to increase the speed.

Signal Line: I have added a signal line to the DSS. The signal line is generated as an EMA of the DSS, in the same way as it is generated for the MACD.

Rising and Falling Colors: The indicator will plot in different colors, depending on whether the Double Stochastics is rising or falling.

You can put a slow and a fast Double Stochastics indicator on your chart, then use the slow one as trend filter and the fast one for timing the entry signals.


Update March 6, 2013: Code efficiency improved, signal line added.
Update March 7, 2013: Bug removed, indicator displayed false values with COBC = false.
 
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Details: Double Smoothed Stochastics


March 7th, 2013
Size: 8.40 KB
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Keywords: cycles doublestochastics stochastics
SuperTrend M11 5 *
Exported using NT Version 7.0.1000.11

Please download the new Supertrend U11 (Universal), which allows to calculate the stop line from median, mode and 27 other moving averages.

This is a new implementation of the TradeStation SuperTrend indicator for NinjaTrader 7. The SuperTrend indicator is an application of the concept of MAE (maximum adverse excursion), which was introduced by John Sweeney in the mid-nineties.

The SuperTrend M11 is particularly stable and has a few advantages over other SuperTrend indicators:

It uses a moving (statistical) median of the arithmetic mean (High + Low)/2 of the bars instead of a moving average. The (statistical) median is known to be more robust than any average.

It calculates both the Median and the ATR (average true range) 1 bar ago, whereas the original SuperTrend indicator takes the ATR and moving average of the current bar. If you use the current bar's ATR, the current bar's breakout is partly measured against its own range. This is particularly true, if the ATR period is short.

Accessing the trend: The indicator comes with a BoolSeries that holds the trend. This BoolSeries can be accessed by other indicators or automated strategies.

Reverse Intra-bar = false: This is the default setting of the indicator. A logical signal will be generated when the close of the signal bar has taken out the stop line. The position may be reversed at the open of the next bar. The paint bars will only change colors for the bar after the signal bar. The arrow will be also plotted for the entry bar.

Reverse Intra-bar = true: This is an unusual setting for the SuperTrend. The signal will be generated with the first tick that has plotted on the other side of the stop line. In this case the position may be reversed intra-bar for the signal bar. Paintbars and arrows will already plot for the signal bar.

Paintbars: The indicator has an option to display the current trend via paintbars. Downclose bars are filled, upclose bars are hollow. For the upclose bars an opacity can be selected for better visibility.

Arrows: The indicator has an option to display trend changes via an arrow.

Sound alerts: The indicator will alert to trend reversals and potential trend reversals. A potential trend reversal occurs when price touches the stop line intra-bar prior to the confirmation by a close on the other side of the stop line. The sound files are included with the indicator install file. Please unzip and copy them into the program files (x86)\ NinjaTrader 7\ sounds directory or whatever directory is used by NinjaTrader to store the sound files.

Comparison between SuperTrend M1 and SuperTrend M11:

The SuperTrend M11 calculates both the average true range and the median 1 bar ago. This results in a considerable saving in CPU load, if you use the indicators in CalculateOnBarClose = false mode. The SuperTrend M11 does the median calculation only once per bar, while the SuperTrend M1 recalculates it with every incoming tick. If you use the indicator with CalculateOnBarClose = true setting, you can also continue to use the SuperTrend M1. There will be no significant difference in performance.

Changed formula: The Supertrend M11 will give slightly different results, when compared with the Supertrend M1. If you want to reproduce the settings of your Supertrend M1, you should use the same value for the ATR period and the ATR multiplier, but reduce the value for the median period by 1. The result will still not be identical. Also for both indicators a minimum size for the ATR values has been imposed, the ATR may not be smaller than the ticksize. This is only important for lower timeframes during low volatility and prevents the SuperTrend from changing the trend too often.

SuperTrend M1: The indicator package contains an updated version of the SuperTrend M1. However, I recommend to switch to SuperTrend M11.

Update August 10, 2011 : Visual design improved. The new indicator version can also be called by other indicators and strategies.
Update May 23, 2012: Entirely recoded version, which uses Median and ATR 1 bar ago to avoid recalculation with every tick. Sound alerts added that trigger intra-bar and which can be used on replay. Smaller improvements added.
Update May 24, 2012: Bug removed, upclose candles were not plotting properly.
Update June 30, 2012: New SuperTrend U11 "Universal" released, this is a new indicator - see link for more information
Update October 2, 2012: Indicator simplified. Trend state can no longer change intra-bar.
Update October 3, 2012: Indicator now allows for displacement. BoolSeries modified for accessing the trend. Trend change intra-bar is possible with option reverse intra-bar and COBC = false.
Update March 5, 2013: Arrows now plotting one bar earlier for the option Reverse intra-bar = true.
 
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Details: SuperTrend M11


March 6th, 2013
Size: 229.56 KB
Downloaded: 11634 times

Keywords: atr averagetruerange median movingmedian supertrend
SuperTrend U11 5 *
Exported using NT Version 7.0.1000.11

This is a new implementation of the TradeStation SuperTrend indicator for NinjaTrader 7. The SuperTrend indicator is an application of the concept of MAE (maximum adverse excursion), which was introduced by John Sweeney in the mid-nineties. The SuperTrend can be viewed as a trailing stop and changes direction, when the trailing stop is taken out.

The SuperTrend U11 calculates both the baseline and the offset 1 bar ago, as did the SuperTrend M11. This is to reduce CPU load and avoid feedback loops.

Accessing the trend: The indicator comes with a BoolSeries that holds the trend. This BoolSeries can be accessed by other indicators or automated strategies.

Reverse Intra-bar = false: This is the default setting of the indicator. A logical signal will be generated when the close of the signal bar has taken out the stop line. The position may be reversed at the open of the next bar. The paint bars will only change colors for the bar after the signal bar. The arrow will be also plotted for the entry bar.

Reverse Intra-bar = true: This is an unusual setting for the SuperTrend. The signal will be generated with the first tick that has plotted on the other side of the stop line. In this case the position may be reversed intra-bar for the signal bar. Paintbars and arrows will already plot for the signal bar.

Paintbars: The indicator has an option to display the current trend via paintbars. Downclose bars are filled, upclose bars are hollow. For the upclose bars an opacity can be selected for better visibility.

Arrows: The indicator has an option to display trend changes via an arrow.

Sound alerts: The indicator will alert to trend reversals and potential trend reversals. A potential trend reversal occurs when price touches the stop line intra-bar prior to the confirmation by a close on the other side of the stop line. The sound files are included with the indicator install file. Please unzip and copy them into the program files (x86)\ NinjaTrader 7\ sounds directory or whatever directory is used by NinjaTrader to store the sound files.

Comparing Supertrend U11 to Supertrend M11:

The SuperTrend U11 is a generalization of the SuperTrend M11.

-> The SuperTrend M11 uses the moving median of the arithmetic mean (High + Low)/2 one bar ago and adds/subtracts a multiple of the average true range one bar ago.

-> The SuperTrend U11 allows you to use the median as above , but instead you can also calculate the baseline from a selection of other indicators. These are the options available for the baseline

- a moving median
- a moving mode
- an ADXVMA
- a 2-pole Butterworth filter
- a 3-pole Butterworth filter
- a DEMA (double exponential MA)
- a DSMA (double simple MA)
- a DTMA (double triangular MA)
- a DWMA (double weighted MA)
- an Ehlers filter
- an EMA
- a 2-pole Gauss filter
- a 3-pole Gauss filter
- a 4-pole Gauss filter
- a HMA (Hull MA)
- a Holt EMA
- a Linear Regression indicator
- a LLMA (phase set to 0)
- a SMA
- a 2-pole Supersmoother
- a 3-pole Supersmoother
- a TEMA (triple exponential MA)
- a TMA (triangular MA)
- a TSMA (triple simple MA)
- a TWMA (triple weighted MA)
- a VWMA(volume weighted MA)
- a WMA (weighted MA)
- a ZeroLagHATEMA
- a ZeroLagTEMA
- a ZLEMA

While the SuperTrend M11 uses the average true range as an offset, the offset for the SuperTrend U11, can be selected as

- a moving average (or median, mode) of the simple range
- a moving average (or median, mode) of the true range
- the standard deviation

The added options will not slow down the indicator, as the selection becomes effective, when the indicator is added.

You can reproduce the SuperTrend M11 with the SuperTrend U11, if you apply it to the arithmetic mean (Median in NinjaSpeak) and select "Median" for the baseline, "EMA" for offset smoothing and "True Range" for offset type. However you need to take into account that the ATR uses Wilder's exponential smoothing (smoothing constant k = 1/n) which is different from the EMA (smoothing constant k = 2/(n+1)). For example an offset period of 8 for the SuperTrend M11 will produce a smoothing factor of 1/8 and translate to an offset period of 15 for the SuperTrend U11.

Update July 3, 2012: ADXVMA option for baseline added.
Update July 5, 2012: Bug removed - Butterworth, Gauss and Supersmoother Fillter did not use the specified baseline period.
Update August 17, 2012: Old version of ADXVMA replaced with new version.
Update August 31, 2012: Ehlers filter updated.
Update October 2, 2012: Indicator simplified. Trend state can no longer change intra-bar. Gaussian and Ehlers filters updated. Mode removed from options.
Update October 3, 2012: Indicator now allows for displacement. BoolSeries modified for accessing the trend. Trend change intra-bar is possible with option reverse intra-bar and COBC = false.
Update March 5, 2013: Arrows now plotting one bar earlier for the option Reverse intra-bar = true.

For the last three updates you also need to update Bollinger Universal & Keltner Universal, if you have them installed. Please remove old versions of those indicators first.
 
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Details: SuperTrend U11


March 6th, 2013
Size: 285.67 KB
Downloaded: 7796 times

Keywords: atr averagetruerange median movingmedian supertrend trailingstop
MousePanToolbar - version 1.00 5 *
The features of this indicator have been incorporated into a new version of MousePan - which I recommend over this version.

The combined version lets you use the tool bar and the keyboard, which has advantages if you use chart trading.

***** Depreciated code - see above ******

This is a variation of the MousePan indicator for NT7, which is enabled or disabled using a modification to the charts toolbar. Unlike MousePan, there is no keyboard shortcut needed to pan the chart.

This is useful if you like to use a fixed scale on charts to avoid NT zooming in too much when the range is low, since that would make small movements look large.

If you need to modify a drawing on the chart, turn off panning by clicking "Pan" on the toolbar and then enable panning when done.

When enabled, the chart can be moved up or down by dragging with the mouse held over the chart (hold the left mouse button down to drag).

*** Be aware that enabling chart pan with this indicator may cause problems if you use chart trading unless you turn off panning before modifying orders on the chart. If so, you may prefer to use MousePan which is enabled momentarilty with a control key on the keyboard.
 
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Details: MousePanToolbar - version 1.00


February 28th, 2013
Size: 3.54 KB
Downloaded: 333 times
Bollinger Band Squeeze with Sound Alerts 5 *
Exported using NT Version 7.0.1000.11

This is a simple Bollinger Band Squeeze. The Bollinger Band Squeeze compares directional volatility as measured by the standard deviation to non-directional volatility as measured by the average range.

The squeeze is a situation, where Bollinger Bands are inside a Keltner Channel. This indicator does not plot the Bollinger Bands and the Keltner Channels, but plots the distance of the Bollinger Band from the Keltner Channel and displays it as a histogram.

When the histogram has a positive value: This means that the Bollinger Bands are outside the Keltner Channel. Directional volatility is high or normal.

When the histogram has a negative value: This shows low directional volatility, which is called "the squeeze". For better visibility, the squeeze is reinforced with dots. When activated, sound alerts will inform you that the squeeze is on.

A squeeze is a good opportunity to enter a position, as it reflects a temporary period of balancing or indecision. To determine the direction of the expected breakout from the squeeze, other indicators should be used. In his book "Mastering the Trade", John F. Carter suggests a momentum indicator do determine the direction of the trade, but I do not think that this is sufficient to create a profitable system. You will need further indicators.

If you enter a trade during a squeeze, this usually leads to a good reward-to-risk ratio, as you will typically be able to use narrower stops during low volatility periods.
 
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Details: Bollinger Band Squeeze with Sound Alerts


February 24th, 2013
Size: 8.34 KB
Downloaded: 2486 times

Keywords: bollinger bollingerbands range squeeze standarddeviation truerange
Full IB range bands - ryanIBbands 5 *
Exported using NT Version 7.0.1000.11

Indicator will only run on NT 7.0.1000.5 or later

This is a modified version of Fat Tail IB bands V38

It has added deviation for a full 4 standard of deviations

""Use at own risk as i am not a professional programmer""




The indicator displays the current open, the initial balance (IB) and upper and lower range bands that are calculated by adding and subtracting fractions of the initial balance to the IB high and IB low.

You can only use this indicator with an appropriate session template. The opening time will align itself to the start time of the RTH session, as specified via session template. The hybrid setting assumes that you want to use the 3rd intraday session as RTH session for FOREX and currency futures and the second session for all other instruments.

Example ES: Select a session template with the following sessions: Session 1 (night session) 15:30 - 8:30 Central Time, Session 2 (RTH) 8:30 - 15:15 Central Time. Select second session for opening range.

Select length of opening period: The length of the opening range can be selected via indicator dialogue box The default setting is 60 minutes.

Multipliers for range bands: The multipliers for the upper and lower range bands can also be changed. The default settings for the bands are 0.5, 1 and 2, meaning that the first upper band is built from the IB high by adding half of the IB range, and similar for the other bands.

Developing range: Prior to the completion of the initial balance, the indicator plots the developing ranges in gray to show that the ranges are still unstable.

Night session or pre-session range: The indicator also has an option to display the full night session, European or Asian session range. This feature is not used with the default settings. I did not add it on purpose, it was already part of the opening range indicator, and it was easier to leave it than to remove it.

European Session Range: You can select start and end time of the European Session in CET (Central European Time). The European Session is pre-configured for the time between 8:00 AM and 1:00 PM CET.

Asian Session Range: You can select start and end time of the Asian Session in TST (Tokyo Standard Time). The Asian Session is pre-configured for the time between 9:00 AM and 3:00 PM TST.

Update June 2, 2011: New signature for GetNextBeginEnd() implemented.
Update June 11, 2011: Small bug removed, indicator did not display opening range and pre-session range correctly during the training period (first bars of the chart, after scrolling to the left horizontally).
Update June 21, 2011: The indicator now works with half-pip FOREX feeds. Indicator dialogue box improved.
Update July 25, 2011: Serialization of the plots and indicator dialogue box changed.
Update January 24, 2012: Offset added, opening period no longer needs to be aligned to session start.
Update February 19, 2012: Option added to cut off the opening range at the next session break.
 
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Details: Full IB range bands - ryanIBbands


February 8th, 2013
Size: 9.75 KB
Downloaded: 790 times
Current Week Vwap Bands - ryanCurrentWeekVwapV40
Exported using NT Version 7.0.1000.11

Indicator will only run on NT 7.0.1000.5 or later

This is a modified version of Fat Tail SessionVWAP Week V40

It has Half Deviation bands and more colour control over the individual bands

""Use at own risk as i am not a professional programmer""

Exported using NT Version 7.0.1000.8

Indicator will only run on NT 7.0.1000.5 or later

The indicator displays the Volume Weighted Average Price of the selected session. It can be used on all types of charts.

You can apply the indicators to charts with several intraday sessions. You can then select via indicator panel, for which session the VWAP shall be shown.

ETH session: The VWAP will be calculated for the full session, if ETH is selected via indicator dialogue.

RTH session: It is possible to display the VWAP for the RTH session or the night session. Set indicator to RTH and select the number of the session, for example "First" for the night session and "Second" for the RTH session.

RTH multi: The VWAP will be displayed starting from the open of the RTH session as specified and then continue through the after session.

Volatility Bands: The indicators has three different modes to calculate volatility bands. For each of the modes multipliers can be selected.

Variance_Last: The variance is calculated from the selected input values of the price bars and the last known value for the VWAP within the current session. This way of calculating the bands is similar to calculating Bollinger Bands with a variable period starting with the first bar of the session.

Variance_Distance: The variance is calculated from the selected input values of the price bars and the value for the VWAP corresponding to price. It is a variance of the vertical distance of price from VWAP. This method has two advantages. It corrects for a trend and it is much faster to calculate. It is therefore the default method of the indicator, and should always be used on high resolution charts built from ticks.

Session_Range: The quarter range of the current session is used as a measure of volatility instead of the standard deviation.

Public Holidays: For Globex instruments the indicator will display the ETH VWAP for the two-day-session including a public holiday. The indicator is preconfigured for the Globex holiday calendar. If tFriday is a holiday with trade date Monday, it will then be integrated into the following week.

Colors: Different colors can be selected for rising and falling VWAP. Also colors and opacities can be selected for the areas between the inner bands, middle bands and outer bands.

For further details on update, also see the SessionVWAP Week V40.

Update January 25, 2012: Minor enhancements. Small bug removed, which had affected the plot colors.
 
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Details: Current Week Vwap Bands - ryanCurrentWeekVwapV40


February 5th, 2013
Size: 8.19 KB
Downloaded: 464 times
Sub-Session Highs and Lows (user-defined times) 5 *
A simple indicator to show the first two sub-sessions highs and lows, as defined by user inputs for:

sub-session 1: from start of session until end of sub-session 1
sub-session 2: from end of sub-session 1 to end of sub-session 2

So there are two input parameters for setting the time when the first sub-session should end and when the 2nd sub-session should end.

24 hour clock values only and I still have to code a time-zone parameter to take care of special situations like the daylight saving time shift difference between London and New York - America changes over 2 weeks prior to the EU in spring, so at the moment if that affects you, you would have to adjust the parameters temporarily - i.e. it's necessary to adjust these input parameter values in March and in October when there is a period after the USA clocks change and before the European clocks change, if you're based in the EU and your sub-sessions define non-EU time-zones.

Basically if you are using the US East Coast time zone, you won't need to worry about that.


Change Log
  • Changed name to PermaCodeSubSessions
  • fixed bug where data gaps would snarl up session start times

Version 1 as at 2012-02-05.

Added a bug fix at 2012-04-12
 
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Details: Sub-Session Highs and Lows (user-defined times)


February 5th, 2013
Size: 2.20 KB
Downloaded: 285 times
Current Day Vwap Bands - ryanCurrentDayVwapV40 5 *
Exported using NT Version 7.0.1000.11

Indicator will only run on NT 7.0.1000.5 or later

This is a modified version of Fat Tail SessionVWAP Daily V40

It has Half Deviation bands and more colour control over the individual bands

""Use at own risk as i am not a professional programmer""



The indicator displays the Volume Weighted Average Price of the selected session. It can be used on all types of charts.

You can apply the indicators to charts with several intraday sessions. You can then select via indicator panel, for which session the VWAP shall be shown.

ETH session: The VWAP will be calculated for the full session, if ETH is selected via indicator dialogue.

RTH session: It is possible to display the VWAP for the RTH session or the night session. Set indicator to RTH and select the number of the session, for example "First" for the night session and "Second" for the RTH session.

RTH multi: The VWAP will be displayed starting from the open of the RTH session as specified and then continue through the after session.

Volatility Bands: The indicators has three different modes to calculate volatility bands. For each of the modes multipliers can be selected.

Variance_Last: The variance is calculated from the selected input values of the price bars and the last known value for the VWAP within the current session. This way of calculating the bands is similar to calculating Bollinger Bands with a variable period starting with the first bar of the session.

Variance_Distance: The variance is calculated from the selected input values of the price bars and the value for the VWAP corresponding to price. It is a variance of the vertical distance of price from VWAP. This method has two advantages. It corrects for a trend and it is much faster to calculate. It is therefore the default method of the indicator, and should always be used on high resolution charts built from ticks.

Session_Range: The quarter range of the current session is used as a measure of volatility instead of the standard deviation.

Public Holidays: For Globex instruments the indicator will display the ETH VWAP for the two-day-session including a public holiday. The indicator is preconfigured for the Globex holiday calendar.

Colors: Different colors can be selected for rising and falling VWAP. Also colors and opacities can be selected for the areas between the inner bands, middle bands and outer bands.

Update Jan 23, 2011: Globex Holiday Calendar for 2011. Holiday sessions will only be applied to Globex instruments. Indicators now also work on tick and volume charts.
Update May 17, 2011: New signature for GetNextBeginEnd() implemented.
Update June 15, 2011: VWAP can now be displayed for RTH and after-session, see option RTH-multi. Three different types of VWAP bands added.
Update July 26, 2011: SessionVWAP uses (High + Low + Open + Close) / 4 for higher accuracy. Adapted to different plot styles.
Update January 25, 2012: Globex Holiday Calendar for 2012 added. Small bug removed, which had affected the plot colors.
 
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Details: Current Day Vwap Bands - ryanCurrentDayVwapV40


January 29th, 2013
Size: 8.68 KB
Downloaded: 1003 times
BarChartDotComVolumes 5 *
This indicator displays the contract with the highest EndOFDay or IntraDay volume for a list of unlimited number of instruments. The volume data is fetched form BarChart.com.

I use it to identify when to switch contracts around contract Rollover time since I want to trade the contract with the highest volume. The conventional way traders generally do this is to load the current and next futures contracts in NT Market Analyzer, and watch all the volume there. This forces you to update the contracts list every month, and also takes up NT resources to continually process volume data for multiple contracts.

This indicator uses no NT resources, and you never have to update any contract lists with future contracts. You get the volume information on demand, for an unlimited number of specified contracts.

- Use the 'Symbols' parameter to specify which contracts you want to see.
- Press the 'Vol+' chart button to toggle the display of the text On/Off on the chart

Note: The coding may need to change in the future if/when Barchart.com makes changes to the format of the associated web page the data is fetched from.
 
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Details: BarChartDotComVolumes


December 16th, 2012
Size: 3.79 KB
Downloaded: 548 times

Keywords: barchart barchart.com contract highest monpere rollover volume
Larry Williams Accumulation Distribution with SMA 5 *
A user requested I provide an original version of the Larry Williams Accumulation Distribution without a volume component using an SMA.
 
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Details: Larry Williams Accumulation Distribution with SMA


December 15th, 2012
Size: 3.96 KB
Downloaded: 774 times
AdaptiveSuperTrend 2 *
 
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Details: AdaptiveSuperTrend


December 10th, 2012
Size: 6.49 KB
Downloaded: 694 times
nfsCandles 5 *
This is a very simple/simplistic indicator that adjusts the outline, wick and bar body color all to the same color and it works with normal candles or HeikenAshi (HA) Candles.
 
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Details: nfsCandles


December 2nd, 2012
Size: 5.06 KB
Downloaded: 379 times

Keywords: candle outline
UniRenko Projected Bar Closes 5 *
Indicator marks where current UniRenko bar will close in both directions.
 
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Details: UniRenko Projected Bar Closes


November 29th, 2012
Size: 2.13 KB
Downloaded: 3128 times

Keywords: bar close monpere predict predictor projected renko unirenko universal
CSK_ChartScale 5 *
NinjaTrader Ver 7.0.1000.8

Same purpose as ChartScale indicator but much superior and requires just one TickRange parameter. It will work perfect in history while you scrolling back.
 
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Details: CSK_ChartScale


November 24th, 2012
Size: 1.85 KB
Downloaded: 715 times
TD- series indicators 4 *
The following 3 indicators are posted here after receiving a request.

They are similar to (if not duplicates of) other indicators in the downloads section and just tweaks to stock NT indicators to color the underlying indicator based on its slope, simply to make it easier to judge slope.

Notes:

1. The TDMACD indicator is slightly different than conventional MACD in that the histogram is MACD itself rather than the difference between MACD and its average, and an envelope has been added to the histogram to smooth its edges.

2. For newbies--install the package using the NT import utility ("File > Utilities > Import Ninjascript...") unless you know what you're doing (in other words e.g. do not unZIP the package and try to install by any other means)

3. If you import the ZIP file note that @MAX.cs, @MIN.cs, @EMA.cs and @SMA.cs are along for the ride and can be excluded.
 
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Details: TD- series indicators


November 23rd, 2012
Size: 14.78 KB
Downloaded: 677 times

Keywords: tdmacd tdsma tdstochastics
OIF CLose Position With Button 5 *
FOR CHART TRADERS: This indicator is a sample of how to automate the exit of a position with a chart indicator


Version 1.1
Exported with NT 7.0.1000.11
(1.0 did not connect the Parm to the Button correctly)
(1.0 did not have MA plots
(1.1 now detects the account with the position, SIM and REPLAY overridden by live account)
(1.1 does not toggle exit button when position is closed, 1.0 did)


The method of closing the position is through an OIF file written into the "My Documents\NinjaTrader 7\Incoming" folder.

In this exmaple, when the Exit button is White
a long position is exited on a CrossUnder EMA13 x SMA20
a short position is exited on a CrossOver EMA13 x SMA20

NOTE: Change the variable OIF_Folder to point to your My Documents folder.
THE ATI INTERFACE OPTION MUST BE SELECTED ON CONTROL CENTER / FILE

This indicator creates a Exit button on the toolbar
When the Exit is enabled, the button is White
When the Exit is disabled, the button is Gray
 
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Details: OIF CLose Position With Button


October 29th, 2012
Size: 6.69 KB
Downloaded: 310 times
Spread between bid and ask 5 *
This simple indicator shows, on the top right hand corner of any chart that you load it on, the spread between the bid and ask prices. I find it very helpful to use if you have a strat running on a chart (versus trading manually off the chart using the ChartTrader button).  
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Details: Spread between bid and ask


October 27th, 2012
Size: 1.96 KB
Downloaded: 485 times
ADX BollingerBandwidth CCI indicator 5 *
This is a variation of the CCI indicator that also takes inputs from ADX and Bollingerbandwidth. You can change any of the parameters for the inputs. The indicator looks a lot like the CCI indicator except on big moves and trending moves, where the ADX and bollingerbandwidth give extra weight to the indicators movement.


Update:

here's the code snippet for entry signals for a strat based on this indicator crossing above and under the zero line (with adxperiod, bbwidthperiod and cci period all set at 20 and stdev set at 2. You can screw around with the setting):

For long entries:

if (Adxbbwidthcci(20, 20, 20, 2).ADXBBCCILINE[0] > 0 && Adxbbwidthcci(20, 20, 20, 2).ADXBBCCILINE[1] < 0)

For short entries:

if (Adxbbwidthcci(20, 20, 20, 2).ADXBBCCILINE[0] < 0 && Adxbbwidthcci(20, 20, 20, 2).ADXBBCCILINE[1] > 0)


Additionally, I found the following filter works well with the strat based on this indicator:

// no zero line cross above in last 10 bars for adxbbwcci (you can of course tweak so no zero line cross for at least X bars):

if (CountIf(delegate { return (Adxbbwidthcci(10, 10, 10, 2).ADXBBCCILINE[1] * 1000) > 0;}, 10) >= 10)

Good luck.
 
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Details: ADX BollingerBandwidth CCI indicator


October 27th, 2012
Size: 9.10 KB
Downloaded: 932 times
TimeZoneColor for BH/Strategies 5 *
This is an improved version of the original posted by @monpere.
This colors 3 different time zones. It allows for timezones that cross date boundaries and shows overlapping timezones by merging the 2 time zone colors. It also display the name of the timezone or names of overlapping time zones. It is an update of the ColoredTimeRegions indicator.

-Added BoolSeries for each timezone for use with BloodHound & strategies. True = in timezone.
-Added a color for when no market is open.
-Fixed Transparent color use.
-Fixed text function when multiple dataseries are on the chart. (text is disabled)
-Added auto text color change depending on chart background color.
 
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Details: TimeZoneColor for BH/Strategies


October 8th, 2012
Size: 4.82 KB
Downloaded: 771 times
Toolbar Shortcut Indicator 5 *
Toolbar Shortcut

This is a really cool handy tool for traders who like to draw objects on their charts, such as fibs, channels, trend lines, text, markers, shapes, etc. This indicator will place a drawing toolbar on the left side margin of the chart for drawing chart objects with a single click, a feature currently missing in NT7.

Exported with NinjaTrader 7.0.1000.10
credit: NT Forum



Revision V1 - October 5, 2012

- Added additional buttons for Snap Mode, and Stay in Draw Mode
- Added code to prevent termination of the indicator if there is not sufficient bars.
- Thanks to @dorschden for pointing out the bug.

Exported with NinjaTrader 7.0.1000.11
 
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Details: Toolbar Shortcut Indicator


October 5th, 2012
Size: 3.17 KB
Downloaded: 2771 times
Gaussian Filter 5 *
Exported using NT Version 7.0.1000.11


This is Gaussian Filter, as described by John F. Ehlers in his publication "Gaussian and other Low Lag Filters". The number of poles can be selected between 1 and 4.

The chart shows that the 1 pole filter (yellow) gives a better approximation for price, while the 4 pole filter (blue) offers superior smoothing.

Update October 1, 2012: Small bug removed. Indicator will now correctly display when a period of 1 is selected.
 
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Details: Gaussian Filter


October 1st, 2012
Size: 2.25 KB
Downloaded: 1158 times

Keywords: gaussian movingaverage signalprocessing
Distance Coefficient Ehlers Filter 5 *
Exported using NT version 7.0.1000.11

This is a nonlinear FIR filter based on the work of John F. Ehlers. A short description of the methdology can be found here:

https://www.mesasoftware.com/Papers/Ehlers%20Filters.pdf

The filter follows the EasyLanguage code, which you will find under Figure 6 in the paper cited above. However, it uses a 4-period triangular moving average as input series, where the code example relies on the bar center.

The Distance Coefficient Ehlers Filter is already included with the Bollinger Bands Universal, Keltner Channel Universal, SuperTrend U11 and Heikin Ashi indicators, but I had not made it available so far as a separate download.


Update October 1, 2012: Small bug removed. Indicator will now correctly display when a period of 1 is selected.
 
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Details: Distance Coefficient Ehlers Filter


October 1st, 2012
Size: 5.80 KB
Downloaded: 574 times

Keywords: ehlers filter fir
Visual EMA Multi-Timeframe 5 *
Exported using NT Version 7.0.1000.11

Indicator will only run on NT 7.0.1000.4 or later.

The VisualEMA is a MTF (multi-timeframe) version of the Exponential Moving Average. It will plot on any chart and allows to calculate the moving average

- from minute bars
- from second bars
- from tick bars
- from range bars
- from volume bars

For example you can display an hourly EMA on a 277 tick chart, or display a 12-period EMA calculated from a 100 tick chart on a 5 range chart.

The indicator has three modes to display the moving average:

StrategicMode: The first bar series collects the values from the secondary series without any lag on historical data, but a 1-tick lag on real-time data. This mode does not repaint, but shows the values originally recovered from the secondary bar series. On the chart the indicator in Strategy Mode is plotted yellow.

FirstTickMode: To avoid the lag for similar bars with identical time stamps, the indicator repaints the indicator value for the prior bar, after the first tick of the current bar has been registered. The one-tick repainting reduces the lag. On the chart the FirstTick Mode is shown in red.

Visual Mode: To make it easier to use the indicator visually, the indicator interpolates the distance between two consecutive bars of the secondary bar series. The interpolation algorithm works in real-time and simulates the CalculateOnBarClose = false mode for the indicator relative to the secondary bar series. It repaints the current leg of the indicator back to the prior bar of the secondary series. The interpolation adapts itself to equidistant or non-equidistant charts. The Visual Mode is shown in aqua.

This indicator comes as a protected assembly, so you cannot directly access the code.

Update August 30, 2011: 1-Tick Repainting for VisualMode and FirstTickMode was only enabled for fixed period bars. It is now also available for other bar types.
Update September 6, 2011: Bug fixed. VisualMode interpolation could be a few ticks off on real-time data.
Update November 9, 2011: Indicator entirely recoded, robustness and speed improved, lag reduced.
Update November 23, 2011: Indicator was lagging with CalculateOnBarClose = true setting. Lag is eliminated.
Update January 5, 2012: Option added to select color according to the slope of the VisualEMA. Paintbars added as a trendfilter.
Update August 15, 2012: Code updated to allow for displacement of indicator.
Update September 29, 2012: Renko option removed. Indicator could not always be called from a strategy, bug removed.

Please remove prior versions of the indicator, before installing the new release:
(1) Remove old assembly via File -> Utilities -> Remove NinjaScript Assembly.
(2) Shut down NinjaTrader and restart it.
(3) Install new file via File -> Utilities -> Import NinjaScript.
 
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Details: Visual EMA Multi-Timeframe


September 29th, 2012
Size: 47.89 KB
Downloaded: 6947 times

Keywords: ema movingaverage mtf multi-timeframe
Visual SMA Multi-Timeframe 5 *
Exported using NT Version 7.0.1000.11

Indicator will only run on NT 7.0.1000.4 or later.

The VisualSMA is a MTF (multi-timeframe) version of the Simple Moving Average. It will plot on any chart and allows to calculate the moving average

- from minute bars
- from second bars
- from tick bars
- from range bars
- from volume bars

For example you can display an hourly SMA on a 235 tick chart, or display a 11-period SMA calculated from a 500 tick chart on a 7 range chart.

The indicator has three modes to display the moving average:

StrategicMode: The first bar series collects the values from the secondary series without any lag on historical data, but a 1-tick lag on real-time data. This mode does not repaint, but shows the values originally recovered from the secondary bar series. On the chart the indicator in Strategy Mode is plotted yellow.

FirstTickMode: To avoid the lag for similar bars with identical time stamps, the indicator repaints the indicator value for the prior bar, after the first tick of the current bar has been registered. The one-tick repainting reduces the lag. On the chart the FirstTick Mode is shown in red.

Visual Mode: To make it easier to use the indicator visually, the indicator interpolates the distance between two consecutive bars of the secondary bar series. The interpolation algorithm works in real-time and simulates the CalculateOnBarClose = false mode for the indicator relative to the secondary bar series. It repaints the current leg of the indicator back to the prior bar of the secondary series. The interpolation adapts itself to equidistant or non-equidistant charts. The Visual Mode is shown in aqua.

This indicator comes as a protected assembly, so you cannot directly access the code.

Update August 30, 2011: 1-Tick Repainting for VisualMode and FirstTickMode was only enabled for fixed period bars. It is now also available for other bar types.
Update September 6, 2011: Bug fixed. VisualMode interpolation could be a few ticks off on real-time data.
Update November 9, 2011: Indicator entirely recoded, robustness and speed improved, lag reduced.
Update November 23, 2011: Indicator was lagging with CalculateOnBarClose = true setting. Lag is eliminated.
Update January 5, 2012: Option added to select color according to the slope of the VisualSMA. Paintbars added as a trendfilter.
Update August 15, 2012: Code updated to allow for displacement of indicator.
Update September 29, 2012: Renko option removed. Indicator could not always be called from a strategy, bug removed.

Please remove prior versions of the indicator, before installing the new release:
(1) Remove old assembly via File -> Utilities -> Remove NinjaScript Assembly.
(2) Shut down NinjaTrader and restart it.
(3) Install new file via File -> Utilities -> Import NinjaScript.
 
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Details: Visual SMA Multi-Timeframe


September 29th, 2012
Size: 48.34 KB
Downloaded: 7070 times

Keywords: movingaverage mtf multi-timeframe sma
BarTimer with Audio Alert 5 *
Exported using NT Version 7.0.1000.25


This is a simple bar timer for minute charts with an added audio alert.

Copy your favourite sound file into the directory -> programs -> NinjaTrader 7 -> sounds. Now enter the name of that sound file and the leadtime in seconds via indicator dialogue box.

The indicator name is "anaBarTimer". Please do not confuse it with the default NinjaTrader BarTimer.

Please note that NinjaTrader 7 does not support wav/MPEG. wav/MPEG files need to be converted to wav/PCM files first.

Update September 20, 2012: Indicator triggered random alerts during off-session times, when no ticks were arriving. Bug removed. Font size of display can now be selected.

Update November 21, 2014: Option added to select the fontstyle (regular, bold, italic ...)
 
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Details: BarTimer with Audio Alert


September 20th, 2012
Size: 3.69 KB
Downloaded: 1905 times

Keywords: alert audio bartimer
Sidhu Moving Average 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 wasnt satisfied using just anyone of these because one excelled 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 to 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


September 4th, 2012
Size: 20.45 KB
Downloaded: 384 times
SessionNoiseBands V39 5 *
Exported using NT Version 7.0.1000.10

This indicator is an old version and there will be no more maintenance. All the features have now been integrated with the SessionPivots indicator that can be downloaded here:

https://nexusfi.com/download/ninjatrader-7/indicators/371-download.html?view

The indicators that come with the SessionPivots package also allow to display weekly and monthly noise bands.

Indicator will only run on NT 7.0.1000.5 or later.

The indicator identifies the intraday volatility generated by noise traders. The daily noise is defined as the smaller of (High - Open) and (Open - Low). The indicator detects the average daily noise (ADN) for two selectable periods and uses them to calculate intraday targets, which are displayed as noise bands. The upper band is calculated by adding the expected noise to the current open, the lower band is calculated by subtracting the expected noise from the current open.

The daily noise can be calculated and displayed for the full session or any intraday (RTH) session defined via the template. The indicator also can display OHL and Dynamic Fib Lines for the current session.

Indicator Settings

BandRange: The default setting uses 100% of the ADN of the selected period. Instead of using 100% you can select any other percentage to calculate the intraday target bands.

Include After-Session : If set to true, the volatility bands of an intraday session will be extended to the next session, the after-session, but not recalculated. Default value is "false".

Period(1) for the average daily range: This is the shorter period used to calculate average daily range. Default value is 3 days, maximum selectable is 100 days.

Period(2) for the average daily range: This is longer period used to calculate the average daily range. Default value is 10 days, maximum selectable is 100 days.

Session: Select between the full ETH and the RTH session. Default value is "ETH."

Session for RTH: Select the RTH session, for which you want to display the bands. For FOREX, you would select "First" for the Asian session, "Second" for the European session and "Third" for the US session, if you use a session template with 3 intraday sessions. For ES you would select "Second", if your session is divided into night and day session. Default value is "Second". This option only applies, if "RTH" has been selected under "Session". A hybrid setting selects the third intraday session for FOREX and currency futures, and the second intraday session for all other futures contracts. Only select it, if you use triple session templates (Asian, European, US) for FOREX and Currency Futures.

Show Current Open: Selects or unselects Current Open.

Show Dynamic Fib Lines
: Selects or unselects intraday Fibonacci retracements. Fib retracements will only be shown if Show High/Low is set to true.

Show High/Low
: Selects or unselects to show the current day's high and low.

Show Noise Bands: Selects or unselects projection bands.

Show Noise Labels:
Selects or unselects projection band labels.

Show Range Data
: Displays average daily ranges and current day's range for the selected session in the upper left or upper right corner of the chart.

The indicator calculates the average daily noise without using range data from holiday sessions.

FOREX / Currency Futures: Daily Ranges are displayed in PIPS.

Update Jan 23 2011: Globex Holiday Calendar for 2011. Holiday sessions will only be applied to Globex instruments. Price markers are now correctly formatted for US interest rate futures and FOREX.
Update June 2, 2011: New signature for GetNextBeginEnd() implemented.
Update June 20, 2011: The indicator now works with half-pip FOREX feeds. Indicator dialogue box improved.
Update June 25, 2011: Band colors were not serialized and therefore did not keep the selected color, when saved as part of a template or workspace.
Update July 11, 2011: Band colors change when the noise bands are penetrated. The signature for DrawRectangle() was changed to avoid some rare problems.
Update July 19, 2011: Serialization of the plots changed.
Update September 24, 2011: ChartControl checked for null, indicator can now be called by strategies.
Update August 28, 2012: Globex Holiday Calendar for 2012 added. Custom plot recoded to remove a minor bug and improve CPU efficiency.
 
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Details: SessionNoiseBands V39


August 28th, 2012
Size: 13.00 KB
Downloaded: 3531 times

Keywords: noise rds sessions stretch volatility
Trigger Lines 5 *
Exported using NT 7.0.1000.15


This is a simple implementation of the trigger lines which can be used as a trend filter. The trigger lines are composed of a linear regression indicator (LinReg) and a signal line, which is calculated as the exponential moving average (EMA) of the linear regression line.

When the LinReg indicator crosses above the signal line, it is considered bullish, if it crosses below, it is considered bearish.

The indicator allows to select a color for bullish and bearish conditions and shades the area between the trigger lines.

Default values used for the periods are 80 for the LinReg indicator and 20 for the EMA.

Update January 13, 2011: Indicator speed improved.
Update August 25, 2012: Algorithm for draw area improved to work with COBC = false.
Update October 5, 2013: Indicator code modified to allow for correct coloring when the plot is shifted.
 
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Details: Trigger Lines


August 25th, 2012
Size: 7.91 KB
Downloaded: 3998 times

Keywords: ema linreg regression triggers triggerlines
TradeRuler 5 *
Places trade targets ruler on chart and calculates risk/reward/position sizing for trade planning, review and management, using Van Tharp style Risk based position sizing

Setting Lines:
- Middle mouse button click above/below any bar shows ruler for long/short respectively
- Shift-Middle mouse button sets entry line
- Control-Middle mouse button sets stop line
- Alt-Middle mouse button sets target line

Moving Lines:
- Lines can be selected and moved separately
- CTRL-ALT locks line relationships. Moving one line moves all lines together
- CTRL-ALT again unlocks line relationships

Clearing lines:
- The same key combination on a displayed line, erases that line
- Middle mouse button click on vertical line of the displayed ruler, erases the ruler.
- Control-Alt-Shift Middle mouse button erases all lines
- Unlimited stops and targets are allowed

If no entry/stop/target lines are explicitly set, then they are defaulted to high/low/close of the associated candle.

...

To change position sizing calculations:
- Change AcctSize, AcctRisk, and FixedShares user parameters
- or specify them in the line input boxes on the chart as follows:

100 => means trade a fixed size of 100 shares/contracts
$100 => means max stop loss size is $100
2% => means risk only 2% of AcctSize

Version: V3
 
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Details: TradeRuler


August 21st, 2012
Size: 9.89 KB
Downloaded: 1864 times

Keywords: a1traderuler.zip
HeikenAshi with true OHLC prices 5 *
Show candle true OHLC prices overlayed on HeikenAshi bars
 
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Details: HeikenAshi with true OHLC prices


August 16th, 2012
Size: 3.55 KB
Downloaded: 1620 times

Keywords: ashi close heiken heikenashi high low monpere ohlc open overlay price
NYSE TICK Advance/Decline Market Internals 5 *
Created this indicator to plot the 1 minute NYSE TICK and Advance/Decline on my range bar trading charts. I use it to see high/low TICK thresholds, TICK divergences, and A/D line market strength, used together to predict short term overbought/oversold market reversals. This can tell you when a pullback is imminent, or help trade reversals.

The necessary candles are artificially filled in to preserve the main chart bar spacing, but the high/low thresholds are retained. It also marks the 1 minute high/low TICK thresholds on the chart. The A/D line plot can be toggled on/off using CTL-ALT key stroke.

Note: You must have the NYSE TICK (^TICK) and Advanced Decline (^ADD) symbols defined in your Instrument database.
 
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Details: NYSE TICK Advance/Decline Market Internals


July 22nd, 2012
Size: 5.56 KB
Downloaded: 1509 times

Keywords: advance decline internal internals market monpere tick
Gann HiLoActivator U1 5 *
Exported using NT Version 7.0.1000.10

This is a new implementation of the Gann HiLo activator for NinjaTrader 7. The HiLo Activator was introduced by Robert Krausz with his FibonacciTrader and first described by him in "The New Gann Swing Chartist", which was published in the TASC magazine (Stocks & Commodities V16:2, pp 57-66) in 1998. The original HiLo Activator was a three day simple moving average calculated from the daily highs and the daily lows.

The HiLowActivator gives a reversal signal, when the bar closes below the low average in an uptrend or above the high average in a downtrend. The HiLoActivator should be used in conjunction with other indicators.

This NinjaTrader version has a few particularities:

- It calculates the indicator value from the prior bar, that is one period ago. This is the reason that I have called it U1 in line with the SuperTrend U11 indicator.

- With historical data and CalculateOnBarClose = true: Signals are generated for the current bar.

- With real-time data: The reversal signal is generated, when the first tick of the following bars confirms that the previous bar has been closed. It is recommended to use the One-tick repaint option with real-time data. The signal will then be shown for the bar which actually broke the stopline. The One-Tick repaint option is deactivated per default, to avoid any problems, if the indicator is called by a strategy.

Paintbars: The indicator has an option to display the trend via paintbars. Donwclose bars are filled, upclose bars are hollow. For the upclose bars an opacity can be selected for better visibility.

Arrows: The indicator has an option to display trend changes via an arrow.

Sound alerts: The indicator will alert to trend reversals and potential trend reversals. A potential trend reversal occurs when price touches the stop line intra-bar prior to the confirmation by a close on the other side of the stop line. The sound files are included with the indicator install file. Please unzip and copy them into the program files (x86)\ NinjaTrader 7\ sounds directory or whatever directory is used by NinjaTrader to store the sound files.

The HiLoActivatorU1 can calculate the stop line from the following moving averages:

- a moving median
- an ADXVMA
- a 2-pole Butterworth filter
- a 3-pole Butterworth filter
- a DEMA (double exponential MA)
- a DSMA (double simple MA)
- a DTMA (double triangular MA)
- a DWMA (double weighted MA)
- an Ehlers filter
- an EMA
- a 2-pole Gauss filter
- a 3-pole Gauss filter
- a 4-pole Gauss filter
- a HMA (Hull MA)
- a Holt EMA
- a Linear Regression indicator
- a SMA
- a 2-pole Supersmoother
- a 3-pole Supersmoother
- a TEMA (triple exponential MA)
- a TMA (triangular MA)
- a TSMA (triple simple MA)
- a TWMA (triple weighted MA)
- a VWMA(volume weighted MA)
- a WMA (weighted MA)
- a ZeroLagHATEMA
- a ZeroLagTEMA
- a ZLEMA

Before installing the indicator you need to update SuperTrendU11, Bollinger Universal & Keltner Universal, if you have them installed. Please remove old versions of those indicators first.
 
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Details: Gann HiLoActivator U1


July 12th, 2012
Size: 277.23 KB
Downloaded: 3072 times

Keywords: gann hiloactivator stopandreverse trailingstop
ADXVMA - Recoded for NT7 5 *
Exported using NT Version 7.0.1000.10

Why code another version of the ADXVMA?

All previous versions of the ADXVMA are based on a dirty transcript from MetaTrader which has a number of bugs, inconsistencies or variables that are not being used. This is just an attempt to clean up the mess and come up with a proper version. These are the changes:

Initialization: Most versions are initialized with a value of 0 instead of Input[0], this usually creates false values for the first 100 or 200 bars.

Redundant variables: The transscripts from MetaTrader use 4 different variables for the period, although it is always the same period. A variable used for the shift in MetaTrader is carried around, although it always has the value 0.

Inefficient algorithms: The indicator mostly uses Wilder's smoothing for calculating exponential averages from the positive and negative Momentum. The smoothing constant k is calculated once and applied to the various steps required for smoothing. Searching the highest and lowest value for the last n+1 period was hidden in a complex algorithm.

Input Series: The prior versions can only be applied to the close, this version also accepts other input series, such as the high, low or the typical price of the selected instrument.

Trendfilter: The indicator can best be used as a trendfilter. The trend state, which can be positive, negative and neutral, is exposed via an IntSeries, which can then be accessed by other indicators and strategies. The trend can also be shown via a paintbar option.

Update June 11, 2012: Trendfilter and colors modified to avoid frequent trend changes.
Update July 3, 2012: Serialization of display options changed. This will make it simpler to call the indicator from other indicators or strategies.
 
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Details: ADXVMA - Recoded for NT7


July 3rd, 2012
Size: 8.56 KB
Downloaded: 3001 times

Keywords: adxvma average moving trendfilter vidya
MACD BB Lines V3 5 *
Exported using NT Version 7.0.1000.10

This is a fast version of the MACD BB Lines indicator. The MACD settings and the band period, the multiplier for the standard deviation, the dotsize and all colors can be selected.

Different colors can be selected for a rising and falling MACD and for dots outside and inside the Bollinger Bands. The zeroline crosses are indicated by large dots. The zeroline itself can be used as a trend filter.

Paint Bars: The price bars can be painted in the same color as the dots. To allow for differentiating downcloses from upcloses, downcloses are filled while upcloses are hollow bars. The opacity for the upcloses can be selected.

Alerts: Breakouts from the Bollinger Band (violation dots) can be indicated with arrows or sound alerts. A sound alert for zeroline crosses has also been added.

This indicator can also be used on multiseries charts or charts with equidistant bar spacing set to "false".

The default colours are adapted to dark backgrounds. Please change them, if you use the MACDBBLines on a lighter background.

The sound files are included with the zip file. You have to unzip them manually and copy them to the NinjaTrader sounds directory.

Update April 5, 2011: You can now select different colors for
- rising MACD below upper Bollinger Band
- rising MACD above upper Bollinger Band (trending)
- falling MACD above lower Bollinger Band
- falling MACD below lower Bollinger Band (trending)
Update July 17, 2011: Indicator simplified.
Update September 6, 2011: Options for customizing plots added.
Update February 8, 2011: Paintbars added.
Update May 17, 2012: Arrows and sound alerts added. Opacity for upclose paint bars is selectable.
 
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Details: MACD BB Lines V3


May 17th, 2012
Size: 354.34 KB
Downloaded: 8607 times

Keywords: macd macdbb macdbblines
xcStoch......(crosschart Stochastics) 5 *
05/24/2013)
DEPRECATED..... use the new version xcStochMACD ....

Allows you to plot a Stochastic from a different time frame on your chart.
Typical use is to view a larger time frame Stochastic on a smaller (faster) chart....
(EX: Plot a 5min Stochastic on a 1min chart).

Also allows you to plot a Stochastic from a different BarType on your chart.
The example shown plots a RangeNoGap(5) on a Tick Chart.....but you can plot
Minute Stochastic on Tick Charts or Range charts....or vice versa. You can plot
any accepted bartype Stochastic on any other accepted bartype chart.

Accepts standard Ninja Minute, Tick, and Range bars.....and.....accepts BMT RangeNoGap Bars.
(NOTE: For those who do not have the RangeNoGap bars installed, you may get a warning message in the Ninja Log informing you that "Custom2 could not be found". In this case Ninja simply uses the default value of the indicator. Ninja will work quite fine....but if you have occasion to check your logs, it will let you know that you don't have that bartype installed.


CAUTION: if you plot a Stochastic from a very small/fast chart, on an extremely large/slow chart...the code will still work, but the "visual" effect will most likely not be helpful. The Stochastic from the fast time frame will go up and down so much that it will look like a fine tooth comb.....
 
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Details: xcStoch......(crosschart Stochastics)


May 12th, 2012
Size: 12.50 KB
Downloaded: 486 times
Regression Channel V3 5 *
Here is a simple mod to the Fat Tails anaRegressionChannel with slope up/down colors. For more information see the original indicator here.

4/26/12 - Replaced with a version that allows the lines to have the correct colors as the chart is scrolled. Originally it was just a real time indicator.
 
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Details: Regression Channel V3


April 27th, 2012
Size: 3.46 KB
Downloaded: 1521 times
PermaCode Chart Trader - extras for the NT7 Chart Trader 5 *
I wrote some simple stuff to add extra functionality to use the spare space in the Chart Trader column in NT7.

  • displays average bid/ask spread
  • displays current time
  • displays remaining time before current bar closes on chart
  • displays number of points of current bar's High to Low
  • displays number of points of current bar's Open to Last or Close
  • displays the ATR for the 3-min time-frame
  • shows a button to toggle trade markers on / with labels / off
  • shows a button to centre, align top or align bottom the chart on the current price
  • shows a button to set the chart y-axis to the given resolution per pixel of screen
  • can play a wav file on the first tick of a new bar
Had to learn a few C# tricks, but it works pretty much. It is mostly parameterised.
 
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Details: PermaCode Chart Trader - extras for the NT7 Chart Trader


April 11th, 2012
Size: 8.87 KB
Downloaded: 1408 times
BabyBlue Line 4 *
Exported using NT Version 7.0.1000.9

BabyBlue Line
An independently created Indie based on the midnight market price of your desired instrument.
Midnight in the City of London (Blue) / Midnight in the City of New York (Red) / MiDline Pivot (Yellow)
Yes, the forecast indicated in the upper right corner of your chart is a part of the "heads up" strategy based on the relationship of the aforementioned prices!
It has proven to be a very profitable intraday trading indicator. Time charts only (5min-10min-15min-30min-60min)

You can adjust the MidLevel time to either start with the Blue or the Red line.
Remember, the Mid Level becomes the next day's pivot level!!

This indie keeps evolving so do check the thread for an update!
Test and reTest the BBlueLine, otherwise this indicator is not for you.
SHORT webinar-gabinar re: the BBlue [COLOR=#0066cc]http://www.htech.net/blue/[/COLOR]


P.S.
The amount of the "Blue Line" days is adjustable, 1-5.
"Start Time" is the NYSE Open (630 PST / 930 EST)

More info: https://nexusfi.com/elite-trading-journals/12265-blueline-chronicle-77.html Post # 770 has the BBlue Template
 
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Details: BabyBlue Line


April 5th, 2012
Size: 4.26 KB
Downloaded: 765 times
Bar Time Indicator 5 *
Exported using NT Version 7.0.1000.9

Bar Time Indicator:
This indicator measures completion of a bar in seconds and colors a historhram based on how long it takes for the bar to complete. Red <= 10s, Cyan<=20, Blue<=30s, Orange=45s, Magenta<=60, and Black >60s. These numbers can be changed to one's liking.

Short time-bars mean a fluid market participation and movement, while tall or black bars mean a grinding and stagnating market, it is like watching grass grow (in relative terms) and time for a coffee or lunch break.

The indicator will work for any type of price bars except for real time bars (minute, hour, Day, etc.). But, it is best for short term and day trading with tick, volume, etc. bars. The indicator also draws a 60-Second horizontal line and a 9-period SMA of the time. High reading of the SMA gives a visual if the market is getting lazy. Best and less stressful is to trade when bars are short and colorful.

This indicator is intended for True Elite BMT Members, please use but do not steal to sell.

Enjoy!
 
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Details: Bar Time Indicator


March 30th, 2012
Size: 4.20 KB
Downloaded: 1345 times

Keywords: bars tick volume
MurrreyMathV701 Added support to access 13 price areas 5 *
Folks were complaining about version 7 not working... Put my working copy on the board as well as add ability to pull back the 13 price support values.

See attached picture on how to access....
 
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Details: MurrreyMathV701 Added support to access 13 price areas


March 18th, 2012
Size: 9.94 KB
Downloaded: 626 times

Keywords: zones murreymath access 13
Session Ranges and Countdown Clock v2 5 *
There are two main features

A) Session Countdown Clock - This will create a countdown clock on the toolbar for each main trading centre around the world - Sydney, Tokyo, London & NYC.

If the clock is coloured red then the session is currently closed and the clock will countdown to session open. When session opens, the clock becomes coloured in green and the clock will countdown to session close. The opening and closing times for all the session are user-editable via the Indicator properties window. The open and close times are local to each city. I use the following

Sydney 8am-4pm
Tokyo 9am-6pm
London 8am-5pm
NYC 8am-5pm

Feel free to change them via the indicator properties.

Note*: Since I have been asked this question a few times. The indicator will automagically adjust to whichever timezone you are in. So out of the box the indicator has New York set to 8am open. If you want to change it to 9am open simply set the "New York Open Hour" to 9 in the indicator properties. You don't have to do the mental gymnastics to figure out what 9am NY is in your local timezone.


B) Session Range - If you click on any of the city names in the session clock (ie Sydney) then it will draw a box on the chart around the session range for that city. The box will show session high/low and open/close bar. Click on the city name again to remove the range box.

In the screenshot I have have Sydney, Tokyo and New York session ranges showing. The colour for each session range can be user-defined via the Indicator properties.

Note*: The session range functionality will only work in time-based charts. It doesn't work in other chart types (ie range, renko, pnf etc) at the present. Coming in version 3

Any questions please PM me, don't post How-to or Troubleshooting questions in the comments.
 
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Details: Session Ranges and Countdown Clock v2


March 12th, 2012
Size: 5.76 KB
Downloaded: 1473 times
Risk Reward 5 *
Risk Reward and Position Sizing Indicator

Calculates Risk/Reward and Position Sizing for trade planning using horizontal lines drawn at potential trade Entry, Stop and Target. The indicator will automatically update the risk/reward and position sizing on the fly when you select and drag the Entry, Stop, and Target lines.

Position size and risk/reward are calculated from user input parameters for Trading Account Size, Percent Account Risk per trade, Fixed Dollar Amount per trade, or Fixed Share Sizing.

Press CTRL-ALT to lock the lines to their current prices, now moving one line will move all the other lines together by the same amount, keeping the same ratio between all the lines.
Press CRL-ALT again to unlock the lines.
 
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Details: Risk Reward


February 12th, 2012
Size: 3.94 KB
Downloaded: 1738 times

Keywords: contract contracts monpere position risk riskreward share size sizing
Momentum BB Lines 5 *
Exported using NT Version 7.0.1000.8

The Momentum BB Lines is an indicator, which is similar to the MACD BB Lines. However, it is not based on the MACD, but on a smoothed, balanced momentum.

The balanced momentum is obtained, when the input value one period ago is replaced with a triangular moving average. This avoids that wide ranging bars which drop out of the momentum calculation have an impact on the momentum line.

The balanced momentum is exponentially smoothed with a selectable smoothing period. The BB Lines are Bollinger Bands, which use the same period for the standard deviation as is used for the balanced momentum before smoothing. The Bollinger Bands are applied to the smoothed momentum.

Different colors can be selected for a rising and falling smoothed momentum and for dots outside and inside the Bollinger Bands.

The indicator has an option to plot paint bars showing whether the smoothed momentum is sloping up or down and whether it is outside or inside the Bollinger Bands.
 
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Details: Momentum BB Lines


February 6th, 2012
Size: 10.67 KB
Downloaded: 1686 times

Keywords: bband bollinger momentum momentumbblines triangular
SuperTrendEMA 5 *
Added an EMA to the Standard SuperTrend Simple (ST) in order to allow the ST to be used in conjunction with other indicators in an auto-strategy. The EMA needs to be set at '1'. When prices are rising the EMA will equal the value of the Down Trend Line (Red on top) and allow for a trigger of a strategy using other indicators in conjunction with the ST. Ergo when prices are falling the EMA will = the value of the Up Trend Line (Green on bottom). This indicator will also work as a stand alone exactly as original ST does in a strategy.
 
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Details: SuperTrendEMA


February 6th, 2012
Size: 4.44 KB
Downloaded: 779 times

Keywords: ema supertrend
PV_TimeShade v.0 5 *
This indicator colors background according to user specify time interval.
 
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Details: PV_TimeShade v.0


February 5th, 2012
Size: 3.15 KB
Downloaded: 673 times

Keywords: backcolor backgrounds time interval
KDJ Indicator 4 *
Exported Using NT7.0.1000.8

The first time that I saw KDJ Indicator it was part of the standard charting package on the main page used by TDAmeritrade. KDJ indicator is based on the standard Stochastics but it includes an extra line called J line.

The J line is a measure of divergence between %D and %K. The value of J can go beyond [0, 100] range. Values of J line over 100 or under 0 are supposedly the most bullish or bearish for larger swings (no wonder TDAmeritrade is using it for charting stock prices).

One needs to watch as the %D is in overbought and oversold areas (20 - 80). As long as the J line is beyond 0 and 100 percent and has not hooked up or down the price is going to remain in overbought or oversold area. One needs to consider to sell the overbought or buy the oversold when %D is above 80 or below 20 and J line begins to hook down or up. Other indicators such as momentum, volume, support and resistence, etc. need to be considered for confirmation.

Enjoy!
 
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Details: KDJ Indicator


January 31st, 2012
Size: 8.09 KB
Downloaded: 1270 times
Market Type via Van Tharps SQN Model v1.1 5 *
I have been reading the back issues of Dr. Van Tharps newsletter and one of the things I have found interesting is his monthly publishing of Market Type based on his SQN model. He publishes two graphs, one for determining the trend of the market and the other for volatility.

The basic idea is that these indicators could be used as a filter to determine which trading strategies work better when a given Market Type is prevalent. While his analysis is done specifically on the S&P 500 as the broader market definition, it should work equally well on other instruments.

This is my first NinjaTrader indicator so comments/suggestions welcome. This now includes both the SQN and Volatility indicators. The Volatility one for 2011, if you compare, looks "almost" the same as the one on the website linked below. I have looked back at old newsletters where they published the values for ATR% instead of the graph and my numbers match, so I will assume the formula is correct for now.

Enjoy.

Here is a link to the latest newsletter article that has the SQN 100 graph of the S&P 500 for 2011. I have also included the graph from the article so you could easily compare it against the indicator screenshot over the same period.

https://www.vantharp.com/Tharps-Thoughts/Weekly_558_Jan_04_2012.htm



Changelog:

v1.1
- variable refactor
- paint background just in indicator panel
- for SQN i find 5 colors too much, so added a 3 color option so you can just see Bull, Neutral, and Bear market types.
 
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Details: Market Type via Van Tharps SQN Model v1.1


January 15th, 2012
Size: 11.02 KB
Downloaded: 738 times
Daily Ranges 5 *
This is a simple support and resistance indicator coded for me by @Cory (thank you again!)

You might consider using it for targets or for stop loss levels.
 
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Details: Daily Ranges


January 12th, 2012
Size: 5.57 KB
Downloaded: 696 times
GomDeltaVolumeUpDown 5 *
Plots a non cumulative histogram of Gom delta volume.

The earlier version of this indicator has been downloaded over 1800 times, but it is outdated and incorrect. I URGE YOU to use this one instead!

Provided as a cs file, because my versions of the GomCD and GomRecorder are non-standard, so I don't want to put them into an installation package that might cause you to have problems.

I uploaded a revised version at around 10PM PT on Sunday January 8. The indicator was missing a lot of volume between the bid and ask, requiring the use of the "direction" from Gomi's hybrid delta calculation mode as the tiebreaker. Anyone who downloaded the earlier version should replace it with this one.

Thank you to Silvester17 for pointing out the problem. And, as usual, to Gomi.
 
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Details: GomDeltaVolumeUpDown


January 8th, 2012
Size: 11.41 KB
Downloaded: 1395 times
SMA of Gom CD (GomCDSMAUpDown) 5 *
Plots a simple moving average of the Gom Cumulative Delta, with multi color plotting correctly implemented for rising and falling slopes.

The earlier version of this indicator has been downloaded over 1800 times, but it is outdated and incorrect. I URGE YOU to use this one instead!

Provided as a cs file, because my versions of the GomCD and GomRecorder are non-standard, so I don't want to put them into an installation package that might cause you to have problems.
 
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Details: SMA of Gom CD (GomCDSMAUpDown)


January 8th, 2012
Size: 9.80 KB
Downloaded: 632 times
CurrentOHLV38 with DynamicFibLines
Exported using NT Version 7.0.1000.8

This indicator package is an old version and there will be no more maintenance. All the features have now been integrated with the SessionPivots indicator that can be downloaded here:

https://nexusfi.com/download/ninjatrader-7/indicators/371-download.html?view


Indicators will only run on NT 7.0.1000.5 and later.

The indicators are also included with the SessionPivots install file.

Family of 3 indicators to display OHL of current day, current week and current month. The package includes

- anaCurrentDayOHLV38
- anaCurrentWeekOHLV38
- anaCurrentMonthOHLV38

The indicators include an option to display dynamic fiblines calculated from the high and low of the current day, current week or current month.

Right side chart margin: Please set the right side margin under chart properties to at least 100 to allow for correct display of labels.

The indicators use the sessions as defined per session template. This allows you to alternatively display the high and low of the day session or the high and low of the entire session. For the RTH high and low. please use a multi-session (2 or 3) session template. The reference session for the OHL indicator can be selected, so high and low can be taken from first, second or third intraday session.

Hybrid: This is a setting that will identify the RTH session as the third intraday session for FOREX and currency futures, but as the second session for all other instruments. This is a convenience setting, which I personally use, as I have 3-session templates (Asia, Europe, US) for FOREX and currency futures. For all other instruments, I have session templates, where the second session is the RTH session.

Public Holidays: The indicator is preconfigured for public holidays without settlement for trade date next day or later. These holiday session will only be applied to Globex instruments. The Current Day OHL will then be displayed according to trade dates. If you use the indicator for other instruments you will not need to change the settings.

Update May 24, 2011: Signature changed for GetNextBeginEnd(), indicator did not always plot. Now the new signature is used for OnBarUpdate() and the old signature for Plot() Override.
Update June 21, 2011: The indicator now works with half-pip FOREX feeds. Indicator dialogue box improved.
Update July 19, 2011: Adapted to half-pips FOREX feeds, dialogue box improved, plot serialization changed.
Update December 10, 2011: Label size is now adjustable. Globex Holiday Calendar for 2012 added.
Update January 6, 2012: Holiday fields added for anaCurrentOHLV38

Detailed explanations how to use the indicator with session templates can be found here:

https://nexusfi.com/elite-circle/3790-ninjatrader-7-toolbox-floor-pivots.html
 
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Opening Price Indicator 5 *
This is a simple indicator that I had coded for me. It simply shows the opening price for whatever market you want it to throughout the session.

For example, I use it on the ES with a start time of 0930 EST and an end time of 1615 EST. These parameters are adjustable as you see fit.
 
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Details: Opening Price Indicator


December 27th, 2011
Size: 2.33 KB
Downloaded: 996 times
MultiPeriod Boxes 5 *
Exported using NinjaTrader 7.0.1000.8

This is a simple indicator that allows to display larger timeframe boxes on any chart. For example you can display 30 min or 60 min boxes on a 5 min chart.

The larger timeframe boxes are plotted behind the standard candles of the chart and are aligned to session times. Colors and opacity of the boxes and the box outline color can be selected.

The indicator has been tested to work on fixed period (minute), tick, range, Kagi, Renko and rangeNoGap charts. Due to its session logic in cannot be used on daily data.

Drawing boxes around candles is a standard feature of NinjaTrader. However, if your primary chart is built from ticks, adding boxes will cause NinjaTrader to switch to non-equidistant bar spacing.

This indicator basically allows you to draw those boxes without suffering from unevenly spaced bars. However, it is not a genuine multi-timeframe indicator which loads a secondary bar series. The boxes just regroup N candles as selected via indicator panel.
 
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Details: MultiPeriod Boxes


December 13th, 2011
Size: 6.55 KB
Downloaded: 1486 times

Keywords: candles candlesticks mtf multi-timeframe
Market profile. 4 *
Market profile. For Ninja 7.
My English is poor,I can't explain.
Gift from the Russian traders.
 
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Details: Market profile.


November 22nd, 2011
Size: 8.21 KB
Downloaded: 3098 times
Market Reminders 5 *
Indicator prints unlimited number of user defined reminders on the occurring bars on the chart. Also works on historical bars. I mainly use it to remind me of scheduled Economic Reports, and other miscellaneous times, and daily tasks. Reminders list only has to be entered once. An unlimited number of reminders can be used. Use '\n' to insert a new line in the displayed text.

Schedule is in the following format, one line per entry, in 24 hour military time:
Example: THU @ 08:25 Jobless Claims report => Every Thursday at 8:25am, print the specified text on the chart
Example: 3rd THU @ 09:55 Philly Fed Report => 3rd Thursday of every month at 9:55am, print the specified text on the chart

Sample entry list:

WED @ 10:25 Crude Oil Inventory Report
THU @ 08:25 Jobless Claims report
1st FRI @ 08:25 Unemployment report
3rd THU @ 09:55 Philly Fed Report
4th TUE @ 09:55 Consumer Confidence \n Report
Daily @ 07:00 London Session Lunch
Daily @ 09:30 New York Open
Daily @ 16:00 Market Close
Nov 11 @ 14:00 FOMC 2:15pm
1st Day of Month @ 9:55 ISM Mfg Index
2nd Thu of March @ 8:00 Contract Rollover
 
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Details: Market Reminders


November 17th, 2011
Size: 5.24 KB
Downloaded: 1691 times

Keywords: market marketreminders monpere news reminder reminders
Grain Daily Price Limit 5 *
This indicator plots the up/down limit prices for grain futures, using the contract rules and the previous day's official close.

It works with CMEGroup/CBOT regular & mini-sized futures for Corn, Wheat, Rough Rice, Soybeans, Oats, Soybean Oil, & Soybean Meal

Grain price limits are set based on the previous day's official close. But for grains the previous day's official close is set by the Pit Committee, it cannot be calculated from intraday data. This indicator gets the official close using daily bars, which aren't plotted but are needed for the calculation.

This requires that your data provider use the official daily close for its daily bars. IQFeed and Kinetic do. Interactive Brokers does not (IB's daily bars will give the price of the last trade). If you want to use this indicator with IB or some other intraday data provider who doesn't provide the official daily close, you can first connect to Kinetic (free for daily data), then to IB.

Near the expiration of the contract, when the limits come off, nothing is plotted.

This indicator will require editing if CMEGroup changes the contract rules.

Exported using NinjaTrader Version 7.0.1000.7

12/5/2011: Fix to include Corn limit price rule change of 8/22/2011
 
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Details: Grain Daily Price Limit


October 29th, 2011
Size: 5.63 KB
Downloaded: 188 times
PriceLine Indicator NT 7 4 *
Attached is a cleaned up version of my original NT 6 indicator which now works in NT 7.0.1000.7

I did not make the conversion and want to send a "big thank you!" out to the person who did.

I just cleaned up the properties section of the indicator and am re-submitting it.

Just like the original, the current price draws a horizontal line which is fully adjustable by:

Color:
Size:
Style:

A real handy indicator
 
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Details: PriceLine Indicator NT 7


October 27th, 2011
Size: 2.28 KB
Downloaded: 1535 times
shMacTrend 4 *
Determines trend based on MACD, paints bars red or blue

if MACD > 0 and above its average ==> up trend (blue)
if MACD < 0 and below its average ==> down trend (red)

It was inspired by an article similar to this one
 
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Details: shMacTrend


October 24th, 2011
Size: 3.96 KB
Downloaded: 902 times
StochK v0
This indi plots K line only. It colors raising/falling using the new NT7 code.

Export using NT7 .7
 
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Details: StochK v0


October 12th, 2011
Size: 8.12 KB
Downloaded: 724 times
Session Countdown clock for toolbar 5 *
This will create a countdown clock on the toolbar for each main trading centre around the world - Sydney, Tokyo, London & NYC.

If the clock is coloured red then the session is closed and the clock will countdown to session open. When session opens, the clock will become coloured in green and the clock will countdown to session close and vice versa.

I use the following Open-Close times
Sydney 8am-4pm
Tokyo 9am-6pm
London 8am-5pm
NYC 8am-5pm
All times are local.
 
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Details: Session Countdown clock for toolbar


October 11th, 2011
Size: 3.83 KB
Downloaded: 785 times
Two MA cross with Selectable EMA/SMA with alerts 5 *
This is just a simple indicator that plots user selectable EMAs or SMAs on a chart, with crossing arrows and user enabled alerts.

Nothing special, just requested many times, so I created it so that I know where one is for future reference!

----UPDATE6Oct2011,BETTER VERSION of this indicator with more bells and whistles is located in the 'Elite Section' at THIS LOCATION.
 
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Details: Two MA cross with Selectable EMA/SMA with alerts


September 29th, 2011
Size: 5.90 KB
Downloaded: 557 times
Zones from txt file 5 *
Exported using NT Version 7.0.1000.6

1. Extract ZIP file.
2. Import NinjaScript.
3. Drop levels.txt file on your hard drive and change line 29 accordingly, otherwise indicator will not work.

Txt file format:
[level][space][width in ticks][space][1 or 2]
where :
1 - 1st color (default red)
2 - 2nd color (default green)

Idea taken from RanchoDinero.
 
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Details: Zones from txt file


September 21st, 2011
Size: 2.90 KB
Downloaded: 1104 times

Keywords: level levels zone zones
ToolbarClockV1 4 *
Exported using NT Version 7.0.1000.7

Indicator has not been tested on earlier versions.

This indicator adds a clock to the Toolbar of the chart. Since the indicator uses your PC's clock for the time it will work on any sort of chart: tick, minute, daily, range, renko, volume, etc...

NOTE:
The time shown is based on your PC's clock and not on your data feed.

FEATURES:
- Clock position selectable, Left or Right in Toolbar area
- Clock format selectable, date and day of week optional
- PC clock vs. exchange feed comparison (tested on CQG, should work on others).
- Clock delay threshold is programmable, defaults to 3.5 seconds. Alert generated beyond threshold. (Can be disabled)
-
2 programmable alert times with custom messages. (So you can have an alert at the market open like TradeStation if you want, no audio yet)

UPDATE 10/6/11:
- corrected a time format issue with 12hour setting.

Feedback is welcomed!
 
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Details: ToolbarClockV1


September 20th, 2011
Size: 5.13 KB
Downloaded: 1071 times
ChannelMA2 5 *
Added at the request of BMT member....(ver NT 7.0.1000)

This indicator creates a moving average "channel" between two moving averages, one calculated from the the High, and one caclulated from the Low.
NOTE: Many moving average Channel calculate from the Close/Median.
- The channel colors are configurable, as is the 'opacity' of the channel, and the number of bars included in the MA calculation.
- The channel paints behind the bars, leaving them visible.
- The 'high/low' lines can be colored individually or left transparent with just the channel painting.
- Allows selection of various Moving Averages...(SMA, EMA, WMA, HMA, VMA, TEMA, ZLEMA, SMMA).

NOTE: This indicator differs from a StdDev "envelope" where the channel is calculated on a standard deviation from the center line. These channels contract and expand proportionately with price.
 
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Details: ChannelMA2


September 3rd, 2011
Size: 22.04 KB
Downloaded: 995 times
TS Econews 5 *
This is a news indicator for NT7. It provides news from forexfactory.com to your chart. It is not mine, I downloaded it from tradingstudies.com (free indies in the download part of website). I don't know if it works on 6.5, but there's no harm in trying. I am NOT a programmer, so cannot offer any assistance. Import as usual.
 
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Details: TS Econews


August 30th, 2011
Size: 21.33 KB
Downloaded: 1429 times
TimeLinesIndPanel NT v 7
the TimeLines NT v 7 indicator coded to display on the indicator panel -
not coded by me
 
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Details: TimeLinesIndPanel NT v 7


August 20th, 2011
Size: 2.58 KB
Downloaded: 334 times

Keywords: time v-lines indicator-panel
Multi-time Frame Stochastic 5 *
05/13/2012 NOTE: A newer version has been uploaded...(xcStoch)......
new version adds RangeNoGap...per requests from BMT members


xcStochastic...

In response to several BMT member requests to expand the "xc" series (crosschart) of indicators......this indicator will plot a Stochastic from about any Chart Type or Time frame on a different Chart Type or time frame.
The example shown is a 5min Stochastic running on a 1 min chart....(the original 5min chart is also shown just for comparison). The xcStoch will plot the 5min value on the 1min chart....
NOTE: Because the xcStoch draws based on the bar interval of the displayed chart, the Stochastic line may not change value for several bars when the "alternate" chart is a larger time period.....See the 'stairsteps' on the chart. In this configuration, StairStepping is NORMAL....not an error

xcStoch is selectable by Chart Type (Minute, Tick, Range)
and selectable by Chart Period.
D & K Plots are completely configurable as well (period, color, style, width, etc.) as are the high/low lines.

To increase the availability of this indicator to those who requested it, I am putting it in the "General Downloads" section instead of Elite....
 
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Details: Multi-time Frame Stochastic


August 5th, 2011
Size: 9.73 KB
Downloaded: 924 times
Market Stats Indicator V1.0 with VWAP and POC from JPerl Thread 5 *
This indicator plots VWAP along with Standard Deviation Bands. It also plots a rolling intraday POC along with it.

Then the Skew, current size of ONE Standard Deviation, and the percentage ratio of skew to ONE Standard Deviation are all calculated. These are then displayed in the upper left hand corner.

General idea is based on Skew and trading around that. Skew is the relationship between the VWAP and the POC. A small skew implies the market is currently in a ranging environment. A larger skew implies the market is trending as the POC and VWAP are separating.

Positive Skew occurs when the VWAP is above the POC.
Negative Skew occurs when the VWAP is below the POC.
Symetrical Skew occurs when the VWAP ~= POC

Price below VWAP implies downtrend.
Price above VWAP implies uptrend.

The skewToStandard Deviation % is the ratio of the skew to the size of ONE standard Deviation. I put that there as a possible way to monitor how the skew may be stacking up to current volatility, i.e. the current standard Deviations....which is the distance between the bands. This should be a better measurement that a fixed number, as it is tied to volatility. The higher the %, the smaller the skew, the less likely a trend is in place.

I do not use these things and coded for a buddy. Details of how to trade them can be found at HERE.

I also have a pdf 'cliff notes' summary of the thread, but I can only seem to post one attachment with this indicator. If you want it, send a pm and I'll send it to you.

After some real time monitoring, I will update the next version with more customization for the end user such as more plotting options, color bars, trend etc.......

Notes, please read:
  • This indicator is an early release, I will update with new version in the near future
  • The newer version will have more plotting and display options
  • Also included will be a buffer to decide how much seperation to determine trending vs chop
  • Right now, the START TIME for the POC is there, but the START TIME for the VWAP is NOT. By default it starts and ends at the END of the US session, which is what most people will use I imagine. Will update in next release.

I had this up earlier but realized it didn't export from NT properly. I had someone else test it and this one should work fine.
 
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Details: Market Stats Indicator V1.0 with VWAP and POC from JPerl Thread


July 25th, 2011
Size: 15.34 KB
Downloaded: 1106 times
Inside Outside Marker v1 4 *
Marks inside bars and outside bars with a diamond above the bar.

You can enable / disable inside bars and outside bars from displaying seperately and also change the color of the diamond marker, and how far above the bar it is placed in ticks.
 
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Details: Inside Outside Marker v1


July 25th, 2011
Size: 2.01 KB
Downloaded: 780 times
ChartScale 5 *
Previously I only had this indicator posted on Ninja Support....(but based on requests, I've added it to the BMT downloads area. As I get time, I will modify and improve the code)

Ninja charts currently do not provide an automated method....(at least none I know of)....to set a 'visual scale' on Price.
Ninja allows manually scaling of the chart, but when price moves outside the desired range, Ninja requires you to..."click the F box"...in the upper left hand corner to regain scaling, and then repeat the manual process all over again. This means that when price narrows, the smaller swings take up the entire chart, causing small swings to visually appear the same size as larger swings....and causing small candles to elongate on the chart.

-----------------------------------------------------------------------

I have coded a very basic "scaling indicator" that will hold the Ninja charts in a desired tick range (y axis up-down). When price narrows, the chart scale will remain as you set it and the candlesticks will paint themselves showing visually appropriate swings. When/If price starts swinging significantly and moves outside of your scaled range, the indicator lets Ninja scaling take over...so price always remains within the bounds of your chart.

The ChartScale indicator automatically adjusts to any market "tick size"....and calculates the scaling range based on your settings...
- Lookback Period
- Desired # of ticks for right hand y axis

The indicator adds the appropriate amount of 'space' to the top and bottom of the chart when price narrows, maintaining a visual perspective that reflects the narrowed price swing.

NOTE: The 'blue lines' on the example are simply to help illustrate the comparison, they do not actually draw on the chart
 
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Details: ChartScale


July 24th, 2011
Size: 6.15 KB
Downloaded: 1054 times
Regression Channel V2 5 *
Exported using NT 7.0.1000.6

This indicator is an enhanced version of the NinjaTrader Regression Channel Indicator.

The indicator calculates the same values for the linear regression as the default NinjaTrader indicator does, but uses a modified Plot() method.

If you scroll the chart horizontally, this indicator will display the regression channel for the last bar painted on the chart, while the NinjaTrader indicator always displays the regression channel for the last bar of the data base.

To understand how it works, just put both indicators - the NinjaTrader default indicator and this indicator - on your chart and scroll horizontally, and you will notice the difference.

Update July 23, 2011: Indicator updated to work with non-equidistant bar spacing, as used by multi-series charts.
 
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Details: Regression Channel V2


July 23rd, 2011
Size: 3.19 KB
Downloaded: 2500 times

Keywords: channel regression trendline
FTLM_STLM Digital Filter 5 *
Exported using NT Version 7.0.1000.6

This is a set of indicators, which is based on the work of V. Kravchuk, who published an article on Maximum Entropy Spectral Analysis in the Valutny Speculyant. The indicators are freely available for MetaTrader, and I have translated them to NinjaTrader.

The indicator formulas show that they are highly curve fitted, probably to the daily charts of EURUSD about 10 years ago. Therefore they should be used with precaution.

The indicators include

FATL, SATL, RFTL, RSTL: The Fast Adaptive Trendline (FATL), the Slow Adaptive Trendline(SATL), the Reference Fast Trendline (RFTL) and the Reference Slow Trendline (RSTL) are four digital filters that were obtained by Maximum Spectum Entropy Analysis. These four filters can be displayed via the anaAdaptiveTrendlines indicator, which is included with the package.

FTLM_STLM: This is the Fast Trendline Momentum and the Slow Trendline Momentum. FTLM as calculated as the difference FATL - RFTL, STLM as the difference SATL - RSTL. Display via anaFTLMSTLM indicator.

Range Bound Channel Index (RBCI): Allows to identify overbought and oversold conditions by using all main market cycles.

Perfect Commodity Channel Index (PCCI): Shows the high frequency component of the current volatility.

Update July 20, 2011: Range Bound Channel Index and Perfect Commodity Index added.
 
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Details: FTLM_STLM Digital Filter


July 20th, 2011
Size: 15.32 KB
Downloaded: 883 times

Keywords: digitalfilters fir ftlm_stlm rbci stlm fatl ftlm pcci satl
ToogleTrades 4 *
If you are scalper like me, your charts probably get very messy. This simple indicator can help!!

- Adds a button to the toolbar which lets you show/hide trades on the chart.

Note*: If you are using my 'ToogleExecutions' indicator, remove from your charts and delete indicator before importing this new one.
 
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Details: ToogleTrades


July 15th, 2011
Size: 2.01 KB
Downloaded: 968 times
MA Multi Time Frame (MTF) Indicator 5 *
Based on Ninja SampleMultiTimeFrame strategy + guidance from Ryan/Josh/Brett (Ninja support team), I was able to develop a simple MTF indicator capturing some MA entry requirements of a higher time frame (5-Range) and have a visual alert (text label) plotting on a lower time frame (3-Range) chart. It serves to remind me stay with Trend Direction and no counter-trend trades.

It took me over a month lol! I am hoping this simple indicator will shed light to those who are still trying.

Indicator will only run on NT 7.0.1000.5 or later
 
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Details: MA Multi Time Frame (MTF) Indicator


July 13th, 2011
Size: 3.76 KB
Downloaded: 973 times

Keywords: ma mtf
SessionVolatilityBands V38 5 *
Exported using NT Version 7.0.1000.7

This indicator is an old version and there will be no more maintenance. All the features have now been integrated with the SessionPivots indicator that can be downloaded here:

https://nexusfi.com/download/ninjatrader-7/indicators/371-download.html?view

The indicators that come with the SessionPivots package also allow to display weekly and monthly average ranges.

Indicator will only run on NT 7.0.1000.5 or later.

The indicator detects the Average Daily Ranges (ADR) for two selectable periods and uses them to calculate intraday targets, which are displayed as volatility bands. The upper target band is calculated by adding the average daily ranges for the two periods to the current session's low. The lower band is calculated by subtracting the average daily ranges from the current day's high.

All daily ranges and bands can be calculated and displayed for the full session or any intraday (RTH) session defined via the template. It is recommended to display both ETH and RTH volatility bands by applying the indicator to the chart twice with different settings.

The indicator also can display OHL and Dynamic Fib Lines for the current session.

Indicator Settings

Band Type: The bands will auto-adjust to the current day's high and low, until the expected daily range is exceeded for both of the lookback periods. In this case the bands will freeze and change color (Band Type "Freeze"), stop (Band Type "Stop") or further expand (Band Type "Expand", requires a second expansion target).

Default BandRange: The default setting uses 100% of the ADR of the selected period. Instead of using 100% you can select any other percentage to calculate the intraday target bands.

Expanded BandRange: This is required for the Band Type "Expand". The default setting uses 127% of the ADR of the selected period. Instead of using 127% you can select any other percentage to calculate the second level of the intraday target bands.

Include After-Session : If set to true, the volatility bands of an intraday session will be extended to the next session, the after-session, but not recalculated. Default value is "false".

Period(1) for the average daily range: This is the period used to calculate the shorter average daily range. Default value is 3 days, maximum selectable is 100 days.

Period(2) for the average daily range: This is period used to calcualte the longer average daily range. Default value is 10 days, maximum selectable is 100 days.

Session: Select between the full ETH and the RTH session. Default value is "ETH."

Session for RTH: Select the RTH session, for which you want to display the bands. For FOREX, you would select "First" for the Asian session, "Second" for the European session and "Third" for the US session, if you use a session template with 3 intraday sessions. For ES you would select "Second", if your session is divided into night and day session. Default value is "Second". This option only applies, if "RTH" has been selected under "Session". A hybrid setting selects the third intraday session for FOREX and currency futures, and the second intraday session for all other futures contracts. Only select it, if you use triple session templates (Asian, European, US) for FOREX and Currency Futures.

Show Current Open: Selects or unselects Current Open.

Show Dynamic Fib Lines
: Selects or unselects intraday Fibonacci retracements. Fib retracements will only be shown if Show High/Low is set to true.

Show High/Low
: Selects or unselects to show the current day's high and low.

Show Projection Bands:
Selects or unselects projection bands.

Show Projection Labels
: Selects or unselects projection band labels.

Show Range Data
: Displays average daily ranges and current day's range for the selected session in the upper left or upper right corner of the chart.

The indicator now calculates average daily ranges without using range data from Globex holiday sessions.

Update Jan 23 2011: Globex Holiday Calendar for 2011. Holiday sessions will only be applied to Globex instruments. Price markers are now correctly formatted for US interest rate futures and FOREX. FOREX ranges are displayed in PIPS.
Update June 2, 2011: New signature for GetNextBeginEnd() implemented.
Update June 20, 2011: The indicator now works with half-pip FOREX feeds. Indicator dialogue box improved.
Update June 25, 2011: Band colors were not serialized and therefore did not keep the selected color, when saved as part of a template or workspace.
Update July 11, 2011: Different band types are available. Once the daily target range has been exceeded, bands will change color and can be frozen, further expanded or cut off.
Update July 18, 2011: Serialization of the plots changed.
Update September 11, 2011: Expanded bands did not display correctly on days when both upper and lower range targets were hit. Bug removed.
Update September 24, 2011: ChartControl checked for null, indicator can now be called by strategies.
 
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Details: SessionVolatilityBands V38


July 11th, 2011
Size: 13.43 KB
Downloaded: 3386 times

Keywords: dailyrange range session volatility
FP_PriceBox V1.0 5 *
This indicator plots a semi-transparent rectangle with user defined inputs for the Opacity, Border Color, Height and Width of the rectangle.

This rectangle stays centered over the CLOSING price, and moves with it, so you know how far away your limits are from the last traded price.

Useful to visualize how far away your total risk tolerance may be from current price upon entry.

Example: if you know your max risk tolerance for a particular instrument is 20 tics, set the upper and lower limits to 20. Then you can visually see how far away your stop will be from your entry on your chart.

If you wanted to do targets too, add this indicator again to your chart, and make it a different WIDTH, and you can visualize your stop and your target at your time of entry.
 
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Details: FP_PriceBox V1.0


June 23rd, 2011
Size: 2.28 KB
Downloaded: 711 times
Volume Slope Indicator 5 *
This indicator simply plots a DOWN color if the current volume is less than the previous, and UP color if volume bar is greater than the last. So colors based on SLOPE of volume.

This is NOT the same as the "VolumeUpDown" Indicator that plots based on the UP/Down activity of the bars.
 
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Details: Volume Slope Indicator


June 20th, 2011
Size: 1.73 KB
Downloaded: 563 times
Larry Williams Accumulation Distribution with ZLEMA 5 *
Here's version 2 of the Larry Williams Accumulation Distribution without a volume component. I made the period user modifiable. You should be able to import and it will overwrite.
 
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Details: Larry Williams Accumulation Distribution with ZLEMA


June 14th, 2011
Size: 4.04 KB
Downloaded: 1019 times
RoundNumbers 4 *
Plot markers at round numbers above and below the market. User may also specify a list of number levels to mark, by using the 'Numbers ending with' parameter, i.e. "00, 25, 50" will mark all prices ending with those digits
 
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Details: RoundNumbers


June 4th, 2011
Size: 2.44 KB
Downloaded: 772 times

Keywords: monpere numbers round roundnumbers
PrisonBreakerRSI 5 *
RSI with Colors and Sound when Price hits Over Bought/Over Sold Zones.

In the archive you will find the two standard sound files I use. You will need to put them in your Ninja Trader Program folder:
(in Windows 7 64-Bit C:\Program Files (x86)\NinjaTrader 7\sounds)


You can record your own messages here https://www2.research.att.com/~ttsweb/tts/demo.php
 
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Details: PrisonBreakerRSI


June 3rd, 2011
Size: 85.52 KB
Downloaded: 565 times

Keywords: color rsi sound
MarketAnalyzerTools 5 *
This is a variant of the default CurrentDayOHL Indicator that adds optional audio alerts for new intraday highs and lows, and exposes a DataSeries called NewHiLo that can be used for other purposes such as conditional cell formatting in Market Analyzer. DataSeries NewHiLo will be equal to +1 for a trade at the session high, -1 for a trade at the session low, and 0 at other times. It can use Ninja Trader's Session Templates or Daily High/Low data from your data provider. DataSeries BA returns +1 of the last trade was at the Ask, -1 if it hit the Bid, and 0 for otherwise. Note the audio files in use, and change them as required for your installation.

The author's audio files and some development notes can be found at this URL: [SIZE=2][COLOR=black]https://nexusfi.com/ninjatrader-programming/10558-session-hilo-audio-alerts-beta.html[/COLOR][/SIZE]

If you find any errors in the code or have any suggestions, please post in that thread.

For more information on using cell conditinal formating in Ninja Trader, take a look at the online help: [SIZE=2][COLOR=black]http://www.ninjatrader.com/support/helpGuides/nt7/creating_alert__cell_and_filte.htm[/COLOR][/SIZE]


Ver 1.0 13 May 2011 Posted in forum by MXASJ.
Ver 1.01 13 May 2011 Minor refactor.
Ver 1.10 24 May 2011 Posted in Downloads Section.


NT 7.0.1000.5 Compile
 
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Details: MarketAnalyzerTools


May 24th, 2011
Size: 4.48 KB
Downloaded: 1336 times
MultiPeriod Candles 5 *
Exported using NinjaTrader 7.0.1000.8

This is a simple indicator that allows to display larger timeframe candles on any chart. For example you can display 30 min or 60 min candles on a 5 min chart.

The larger timeframe candles are plotted behind the standard candles of the chart and are aligned to session times. Colors and opacity of the candles and the candle outline color can be selected.

The indicator has been tested to work on fixed period (minute), tick, range, Kagi, Renko and rangeNoGap charts. Due to its session logic in cannot be used on daily data.

Update December 3, 2010: Improved to work with all data feeds. Some data feeds fill and other do not fill the minute data, when no trade has occurred. The indicator will now select the correct intervals in both cases.
Update May 6, 2011: Bug fixed. On minute charts the first multi period candle after the session start contained one bar less than expected.
Update December 14, 2011: Indicator optimized following suggestion by Richard (Zondor).
 
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Details: MultiPeriod Candles


May 10th, 2011
Size: 6.98 KB
Downloaded: 3258 times

Keywords: candles candlesticks multi timeframe
Derivative Oscillator 5 *
Exported using NT Version 7.0.1000.7


Constance Brown's Derivative Oscillator was published in her book "Technical Analysis for the Trading Professional".

The oscillator uses a 14-period RSI. The RSI is then double smoothed with exponential moving averages. The default settings for the smoothing periods are 5 and 3.

In a second step a signal line is generated from the smoothed RSI by calculating a simple moving average with a period of 9.

The Derivative Oscillator is calculated as the difference between the smoothed RSI and the signal line and displayed as histogram.
 
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Details: Derivative Oscillator


May 2nd, 2011
Size: 8.11 KB
Downloaded: 1156 times

Keywords: derivative oscillator rsi
Day OHC Fibs v1 5 *
export using 7.0.1000.4
add 3 fib lines for Current Day OHC indicator
 
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Details: Day OHC Fibs v1


April 13th, 2011
Size: 2.85 KB
Downloaded: 938 times

Keywords: close daily fibs high low
DynamicSRLines 5 *
This indicator draws horizontal Support/Resistance lines at various price levels, above and below the market, where price historically created swing High/Low pivots multiple times, creating support and resistance as price action bounced off of those levels.
 
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Details: DynamicSRLines


April 12th, 2011
Size: 3.47 KB
Downloaded: 4631 times

Keywords: dynamic dynamicsrlines lines monpere sr
Index 5 *
"Index" is a multi-purpose multi-instrument indicator. It can be use to plot a 2 (or more) instrument spread, a total portfolio value, a 2 (or more) instrument pair or basket trade price, a multi-instrument index of your own creation, or even to calculate a major index (mainly useful for demonstration purposes). It works with "CalculateOnBarClose" set to either false (real-time) or true (for lower CPU overhead).

Parameters are:
1) SymbolList: a comma-delimited list of symbols
2) WeightList: a comma-delimited list of weights (1 per symbol; or a single weight (default: 1) for all symbols)
3) Divisor: A number (default: 1) divided into the sum of (symbols x weights)
4) NoOutputWhenMissingInput: (default: false) if true, plot will be blank for any bars which have a missing input; if false, the last known good output will be repeated.
5) OldestDataMinutes: Input is considered missing if older than this many minutes. If set to 0 (default) Input is considered missing if older than 1 bar. In no event will it use data from a prior day (if the symbol hasn't opened yet today, it is considered missing).

The ""Input Series" for the indicator is NOT used in the calculation; it is the "clock" that drives the output, and must be time-based (i.e. minute, day, etc. bars). The Input Series should be an active instrument (no missing bars). If you want to plot this indicator on a non-time-based chart (i.e. volume bars), you need to add a time-based data series to the chart, and select that as the "Input Series" to the indicator. This indicator may be used as input to another indicator, but if so you must press "F5" after adding it to the chart due to NT7 issues. Exported using NT version 7.0.1000.3

Usage Examples:

(1) Plot a pair trade spread: Long 3 INTC, Short 7 AMD
SymbolList: INTC,AMD
WeightList: 3,-7
Divisor: 1

(2) Plot the spread between two futures months:
SymbolList: ES 06-11,ES 09-11
WeightList: 1,-1
Divisor: 1

(3) Plot the value of a portfolio: 100 SBUX, 300 ACN, 100 AAPL, 200 CAT, 400 T, 100 GLD
SymbolList: SBUX,ACN,AAPL,CAT,T,GLD
WeightList: 100,300,100,200,400,100
Divisor: 1

Reproducing a major index is not especially useful because index quotes and history are easily available from data providers.
The following examples show how they are created, so you can create your own index that has meaning to you.

(4) Plot the Dow Jones Industrial Average (a price-weighted index)
SymbolList: MMM,AA,AXP,T,BAC,BA,CAT,CVX,CSCO,KO,DD,XOM,GE,HPQ,HD,INTC,IBM,JNJ,JPM,KFT,MCD,MRK,MSFT,PFE,PG,TRV,UTX,VZ,WMT,DIS
WeightList: 1 (DJIA is price weighted, all components have equal weight)
Divisor: 0.132129493 (the Dow Divisor as of 7/2/10, see https://www.cmegroup.com/trading/equity-index/files/djia-history-divisor.pdf)

(5) Plot SOX (a market-cap weighted index, weights are shares outstanding on 2/20/11, shares and divisor are from from https://indexes.nasdaqomx.com)
SymbolList: ALTR,AMAT,AMD,ATHR,AVGO,BRCM,CREE, CRUS,HITT,INTC,KLAC,LLTC,LRCX, MKSI,MRVL,MU,NETL,NSM,NVDA, NVLS,POWI,RBCN,SNDK,STM,TER, TSM,TXN,VECO,WFR,XLNX
WeightList: 364951315,2060521585,1396802719,146660859,490415275, 575686296,196473483,141628229, 63130703,1212702808,342283544, 392826431,251960161,103124900,
1105594919,1763931357,130849166, 490825711,941628062,184777433, 57263098,46993684,287133221, 153857427,371654361,1191268991, 805417714,81755766,465958033, 472202863
Divisor: 822180367
 
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Details: Index


April 12th, 2011
Size: 10.93 KB
Downloaded: 664 times
Stochastics_Color 5 *
Nice colored Stochastics Indicator. Set it at 4,8,1 for daytrading and you will hit the high and low peaks really well. I have been using for a while and didn't see one like this posted on the site so hear it is.

Works on both 6.5 and 7.
 
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Details: Stochastics_Color


April 8th, 2011
Size: 10.59 KB
Downloaded: 1847 times

Keywords: stochastics
MACDBBLines V4 5 *
From FatTails Version 3 enhancements post:

This is a fast version of the MACD BB Lines indicator. The MACD settings and the band period, the multiplier for the standard deviation, the dotsize and all colors can be selected.

Different colors can be selected for dots outside and inside the Bollinger Band.

Connector line added between the MACD dots.

Unlike previous indicators this indicator can also be used on multiseries charts or charts with equidistant bar spacing set to "false".

The default colours are adapted to dark backgrounds. Special thanks to Zondor for speed-optimizing the code.


UPDATED April 22, 2011 to add a histogram feature (difference between MACD and its AVERAGE line).

Version 4, exported using NT Version 7.0.0.22 includes these enhancements (all optional):

Background coloring (flooding):
Color background, only colors the background of the indicator.
Color ALL Backgrounds, colors all indicator panels, including the price bar panel.

With ALL set to True and Price bar coloring set to true, and the sounds options set to True, you can concentrate on the price bar panel, without having to watch the indicator panel.

Conservative mode: Set to "True", the indicator will color the price bars and background when the MACD crosses above or below the Zero line (Lime, above Zero, Red, below Zero. All colors are user-selectable).

Conservative mode: Set to "False", the indicator will color the price bars and background when the MACD crosses its BB Average line, giving you more opportunities for scalping within the current price move.

BB Violation dots: An option may be chosen to paint a "double dot" on the price bar screen when the MACD BB dot violates the Bollinger Band (exits outside the band). If it re-enters the band, the condition resets, so that the next time it exits the band, another "double dot" paints on the price bar chart.

Sounds: Sound options may be chosen to play when the BB dot exits the BB Band (up sound & down sound). Sound options may be set to play when the MACD crosses (up or down) on the Zero line (up sound & down sound).

Price Bar coloring (PaintBars): You can set the color of the UP bar, DOWN bar and the OUTLINE of each. To achieve "hollow" style UP bars, simply set the UP bar color to "transparent" and then set the Outline to any color of your choice. Defaults are Lime (up bar), Black (outline), Red (down bar), Black (outline).

In the attached example, I am using it on a 4 MedianRenko bar chart with the indicator set to:
# of Std Deviations = 0.05
Band Period = 10
Dot Size = 1
Fast MACD = 60
Slow MACD = 120
Smooth = 30

The defaults are:
# of Std Deviations = 1
Band Period = 10
Dot Size = 2
Fast MACD = 12
Slow MACD = 26
Smooth = 5


Thanks to Jeff Castille for suggesting these enhancements.
 
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Details: MACDBBLines V4


April 3rd, 2011
Size: 11.53 KB
Downloaded: 3002 times
Identifying Cup Formation Early 5 *
Here are two indicators for the "Identifying Cup Formation Early" by Giorgos E. Silligardos, PhD in April 2011 issue of Technical Analysis of Stocks and Commodities. Silligardos has another excellent article in a past TASC issue (Feb 2006) on formation of Cup and Handle with the code for Metastock. His articles are some of the best that I have seen in TASC during the past 25 years. These indicators help identify formation of C&H in their early phase.

Exported using: NT 7.0.1000.4

Import the zip file into NT 7. Two files, "SemiCup" and "SemiCupInternal" will be added to your indicator window and they need to be plotted together for the concept.

Note: These indicators seem to be more applicable for position trading rather than day-trading.
 
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Details: Identifying Cup Formation Early


March 31st, 2011
Size: 5.04 KB
Downloaded: 817 times
Signal Bars 5 *
Originally ported from MetaTrader, I found this in one of BMT's threads & made some slight modifications to it. I found the original bar size and font size a little too small for my large monitor and decided to add a "bar size multipler" and "font size multiplier" to enlarge the size of the color bars as well as the font.

Other older members, who, like myself, may have a difficult time seeing small objects on a chart, may find this helpful.

You can increase the size of the color bars, the font, or both.

Exported from NinjaTrader 7.0.022
 
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Details: Signal Bars


March 22nd, 2011
Size: 6.08 KB
Downloaded: 1638 times

Keywords: bar bars signal signalbars
Narrow Range Bars with Sound Alerts 5 *
Exported using NT Version 7.0.1000.4

This indicator is no longer maintained. Please download the new Range Analysis indicator, which identifies inside bars, narrow range bars, outside bars, wide range bars and LBR triangles.

https://nexusfi.com/download/ninjatrader-7/indicators/1450-download.html?view


This is my personal version of the narrow range and inside range bars, which were first presented by Toby Crabel in his book "Day Trading With Short Term Price Patterns and Opening Range Breakout".

Narrow Range 7 (NR7) Bar: A bar which has a smaller range than the preceding 6 bars. This definition does not include any bars that have a range smaller or equal to the preceding 6 bars.

Inside Range Bar: A bar with a lower or equal high, a higher or equal low and a smaller range than the preceding bar.

Inside Range 4 (IR4) Bar: An Inside Range Bar which qualifies as weak Narrow Range 4 Bar. Only for the purpose of qualifying Inside Range Bars, I use a weaker definition for Narrow Range Bar, which includes the bars that have a range smaller or equal to the preceding 3 bars, as opposed to the definition given above.

Inside Range 7 (IR7) Bar: A bar which is both a Narrow Range 7 and an Inside Bar.

The lookback periods for the Narrow Range and Inside Range Bars can be selected by the user. The default values are 7 and 4 and include the current bar.

Sound File: The sound file is user selectable. You first need to copy your sound file to the directory C:\Program Files\Ninjatrader 7 \sounds. You can then select the file via the indicator dialogue box. Make sure that your sound file is compatible with NinjaTrader. NinjaTrader 7 does not support wav\MPEG, you need to convert it to wav\PCM first with an audio recorder.
 
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Details: Narrow Range Bars with Sound Alerts


March 22nd, 2011
Size: 5.89 KB
Downloaded: 1412 times

Keywords: insiderange narrowrange squeez
jhlFractalDimension 5 *
Plots the fractal dimension of the input series.
See https://en.wikipedia.org/wiki/Fractal_dimension

Version 1: Previously included in jhlHurstExponent
Version 2: Includes corrected jhlMIN & jhlMAX for COBC == false
 
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Details: jhlFractalDimension


March 19th, 2011
Size: 8.23 KB
Downloaded: 390 times
Standard MACD with Colors 4 *
Exported with version 7.0.1000.2

Credits to Fat Tails!
 
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Details: Standard MACD with Colors


March 13th, 2011
Size: 2.33 KB
Downloaded: 904 times

Keywords: color macd
Acceleration Deceleration 5 *
Exported using NT Version 7.0.1000.3

Bill William's Acceleration Deceleration is a relative of the MACD, but it uses the Awesome Oscillator instead of the raw MACD. The signal line is obtained by smoothing the Awesome Oscillator via a simple moving average with the period 5.

This indicator can be used as a MACD histogram, which is built from simple instead of exponential moving averages.
 
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Details: Acceleration Deceleration


March 9th, 2011
Size: 6.45 KB
Downloaded: 1715 times

Keywords: acceleration awesome deceleration macd oscillator
Awesome Oscillator 5 *
Exported using NT Version 7.0.1000.3

Bill William's Awesome Oscillator is quite similar to the raw MACD, but uses simple moving averages with a period of 34 and 5 instead of the exponential moving averages used for the MACD. The input value is the median of the bar, whereas the default MACD uses the close.

The histogram shown by the indicator is comparable to the raw MACD line. I have added a signal line to the raw oscillator, just to show that it can be used in a similar fashion as the MACD.

There are other NinjaTrader versions of the Awesome Oscillator

- which use an additional data series to allow for changing the plot colors (NT 6.5)
- which do not allow to change the parameters for the moving averages

This indicator can be used as a MACD, which is built from simple instead of exponential moving averages.
 
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Details: Awesome Oscillator


March 8th, 2011
Size: 4.37 KB
Downloaded: 2208 times

Keywords: awesome macd oscillator
ToggleExecutionsV2 5 *
ToggleExecutionsV2

- Adds a button to the chart toolbar to toggle show/hide trade executions on the chart
- Fixed OnTermination() code to properly unload objects from memory.


IMPORTANT: Remove ToggleExecutionsV1 from your charts and delete the ToggleExecutionsV1 Indicator before installing this newer version.
 
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Details: ToggleExecutionsV2


March 6th, 2011
Size: 1.97 KB
Downloaded: 641 times
jhlTEMA
Triple Exponential Moving Average

Version 1.0
 
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Details: jhlTEMA


March 6th, 2011
Size: 4.79 KB
Downloaded: 313 times
Congestion Box For Range Bars 5 *
NinjaTrader Ver 7.0.1000.3

//UPDATED INDICATOR: You can now change opacity and color of the three types of boxes.

Just a simple code to show colored boxes when there seems to be tight congestion. The logic was designed for range bar charts but it can work on minute charts. The drawing of the box is delayed by two bars.
The green and red boxes might represent possible supply and demand zones based on simple logic of how prize moved away from the boxes. The coloring is also delayed.
I welcome improvements, changes, ideas, or maybe it's useless. You be the judge.
 
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Details: Congestion Box For Range Bars


March 4th, 2011
Size: 6.17 KB
Downloaded: 1415 times
RolloverVolume 5 *
RolloverVolume V2

I've updated this indicator to use a different approach. It now shows daily volume of various contracts months for an instrument. Highlights the contract with the highest volume, if another contract has higher volume then that on the chart. When this happens, then it's time to rollover.

- Make sure you choose an explicit session template for the chart. Do not choose <Use Instrument Settings>
- Make sure at least 3 valid future contract months are defined in your Instrument Manager default instrument list
- Add an optional comma separated list of future contracts for your instrument in 'Contracts List' parameter Ex: "CL 01-12, CL 02-12, CL 03-12". If blank, the next 3 future contracts will be used. These contracts must be defined in your default instruments list
- Add the current contract name to the parameter 'Current Contract'. If blank, the current chart contract will be used.

The indicator requires that your broker sends daily volume data as a separate message. I use it with Mirus and Interactive Brokers. I don't know if all brokers do this.

Warning:
This indicator uses un-supported code, namely using variables in the Add() method. This may have unpredictable results in NT behavior, like a frozen chart. I have put in code to try to prevent this, and tested successfully with various instruments. I can't guarantee this for every instrument and every configuration, so please test in your environment before using live.
 
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Details: RolloverVolume


March 3rd, 2011
Size: 3.87 KB
Downloaded: 841 times

Keywords: contract expiry monpere rollover rollovervolume volume
NT7 GbDivergence3 Spotter 5 *
This indicator was posted by PFSMedical
He requested it be converted to NT7

It appears to be a very interesting divergence spotter in that it plots the number 1 position and then all subsequent divergence points.
The updates seem to be working correctly at first glance. If something else is not behaving properly please let me know

PFSMedical post is as follows:

this is an indicator that measures divergence ..... it was developed for ninja 6.5 by a person no longer trading...
it measures peaks in the stochastics, and numbers them .... on both the indicator, and price...
since i'm a trader, and NOT a programmer/coder .... i have given up on trying to convert this myself to the new ninja 7 format ...
would like to have this converted to ninja 7 by someone who actually enjoys doing that kinda thing ....

thanks ....
sounds are available upon request from PFSMedical or you can create them yourself at this location:
https://www2.research.att.com/~ttsweb/tts/demo.php

enjoy
Tony A
 
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Details: NT7 GbDivergence3 Spotter


February 25th, 2011
Size: 10.23 KB
Downloaded: 1563 times

Keywords: 7 divergence ninjatrader stochastic
Price On Horizontal Line 4 *
A simple indicator that adds the price value to any Horizontal Line drawn on the chart.

Note: Press F5 to reload script and add price to any newly drawn horizontal lines.
 
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Details: Price On Horizontal Line


February 24th, 2011
Size: 1.78 KB
Downloaded: 1036 times
EMA Colors 5 *
Here is a basic indicator that shows uptrends, downtrends and no trends (neutral) based on what EMA (exponential moving average) setting you like.

Also included is an SMA colors indicator.
 
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Details: EMA Colors


February 22nd, 2011
Size: 11.66 KB
Downloaded: 2054 times

Keywords: ema slope sma colors
Ehlers Collection for NT 7 5 *
Exported using NT Version 7.0.1000.3

This is a collection of various filters by John Ehlers outlined in his books "Rocket Science for Traders" and "Cybernet Analysis for Stocks and Futures".

The following indicators are included:

- Adaptive Cyber Cycle
- Adaptive CCI
- Adaptive Center of Gravity
- Adaptive Laguerre Filter
- Adaptive Relative Vigor Indicator
- Dominant Cycle
- Dominant Cycle Oscillator
- Hilbert Sinewave Oscillator
- Hilbert Transform 2
- Instantaneous Trend
- Laguerre Filter
- Laguerre RSI
- Median Indicator
- Smoothed Adaptive Momentum

This collection of Ehlers indicators was originally submitted by Piersh. I have simply ported the indicators to NinjaTrader 7.
 
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Details: Ehlers Collection for NT 7


February 20th, 2011
Size: 35.71 KB
Downloaded: 2753 times

Keywords: adaptive cci centerofgravity cybercycle dominantcycle filter hilbert laguerre median momentum rvi sinewave transform trend
jhlSpearmanTC 5 *
Spearman Rank Correlation, with tie correction

Version 2:
Corrected tie correction algorithm

Note: It would be great if a math or statistics expert could verify this, I'm neither.
 
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Details: jhlSpearmanTC


February 16th, 2011
Size: 3.19 KB
Downloaded: 304 times
Generic EMA 4 *
Exported using NT Version 7.0.1000.3

This is a generalized EMA, which allows you to use it with fractional periods. The minimum period required is 1.0.

This generalization is possible, as the integer period of an EMA is an artificial construct, which was adapted following the work of Jack K. Hutson, who compared simple and exponential moving averages. The generalized formula for an EMA is

EMA[0] = (1 - k) * EMA[1] + k * Price[0] , where 0 < k <= 1

The period n translates into k = 2/(n+1), so that n >= 1 is required not to violate the allowed range for k. Fractional values for n are possible.

The chart shows a fast EMA with a period of 12.7 and a slow EMA with a period of 38.3. The indicator which can be downloaded here, does not shade the region, a dual MA indicator will be released later.
 
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Details: Generic EMA


February 16th, 2011
Size: 1.93 KB
Downloaded: 867 times

Keywords: ema movingaverage
jhlSpearman
Spearman Rank Correlation, without tie correction.

Version 1
 
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Details: jhlSpearman


February 15th, 2011
Size: 3.11 KB
Downloaded: 194 times
ElliotOscillator 4 *
I was searching for some help with Elliot Wave Theory and I came upon this indicator on the Ninja forum.

It seems to be pretty helpful picking the end of trend moves.

If anyone cares to share any documentation on other uses, I would love to see it.
 
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Details: ElliotOscillator


February 15th, 2011
Size: 3.75 KB
Downloaded: 1880 times

Keywords: elliott oscillator theory wave
jhlMedian
Another implementation of Moving Median

Version 1
 
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Details: jhlMedian


February 15th, 2011
Size: 5.23 KB
Downloaded: 415 times
Moving Median 5 *
Exported using NT Version 7.0.1000.3


Besides the average there are other statistical measures to describe the behavior of a sample of n values. One of these measures the median, which is the numeric value separating the higher half of the sample from the lower half of the sample. In case that the number n of the values of the sample is even, the median is defined as the mean of the two middle values.

The median is statistically more robust than any average, as it does not take into account outliers or black swans. A moving average can be replaced with the moving median for many purposes.

This indicator calculates the moving median by writing the last n values to an array, sorting the array and selecting the middle value - or in case that n is even, the two middle values of the sample.

The NinjaScript method GetMedian() is not used, because it is flawed.
 
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Details: Moving Median


February 13th, 2011
Size: 2.12 KB
Downloaded: 964 times

Keywords: median movingmedian
jhlLLMA
Aslan contributed LLMA here:
https://nexusfi.com/free_downloads/ninjatrader-7/indicators/738-download.html?view

I just stood on his shoulders and converted it to my style. This version uses much less memory, is simpler for me to follow, and has a startup phase where it has a pretty good estimate instead of no value set.
It can be constructed from my generic MA adaptor (jhlMA) with only a period specified, providing a default phase value of 0.

Version 1
 
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Details: jhlLLMA


February 12th, 2011
Size: 15.66 KB
Downloaded: 335 times
SuperSmoother Filter 5 *
Exported using NT Version 7.0.1000.2


These are the 2 pole and 3 pole Super Smoother Filters, which were described by John F. Ehlers in his book "Cybernetic Analysis for Stocks and Futures". Ported from Easy Language to NinjaTrader.

The chart shows that the 2 pole super smoother filter (yellow) gives a better approximation for price while the 3 pole filter (spring green) offers superior smoothing.
 
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Details: SuperSmoother Filter


February 11th, 2011
Size: 2.31 KB
Downloaded: 1196 times

Keywords: movingaverage signalprocessing supersmoother
Butterworth Filter 4 *
Exported using NT Version 7.0.1000.2


These are the 2 pole and 3 pole Butterworth Filters, which were described by John F. Ehlers in his book "Cybernetic Analysis for Stocks and Futures". Ported from Easy Language to NinjaTrader.

The chart shows that the 2 pole filter (red) gives a better approximation for price, while the 3 pole filter (blue) offers superior smoothing.
 
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Details: Butterworth Filter


February 10th, 2011
Size: 2.33 KB
Downloaded: 561 times

Keywords: butterworth movingaverage signalprocessing
jhlButterworth3 5 *
3 Pole Butterworth Filter

Version 2:
Corrected coefficients
 
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Details: jhlButterworth3


February 9th, 2011
Size: 4.64 KB
Downloaded: 412 times
jhlButterworth2
2 Pole Butterworth Filter. Adapted from code posted here:
https://nexusfi.com/elite-group-trading-methods/7943-moving-averages-how-do-you-use-them-8.html

Version 1
 
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February 9th, 2011
Size: 4.61 KB
Downloaded: 242 times
jhlDemandIndex 5 *
An implementation of James Sibbet's 'Demand Index'. Original sources on this formula seem hard to come by, this is based on thinkorswim's implementation.

Version 1.0
 
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February 8th, 2011
Size: 12.67 KB
Downloaded: 494 times
Swing Ray V2 5 *
Originally made by: Marqui tweaked by [B]TheCatMan[/B]

Version 2.0
Note: improvement on the v1 is that the ray lines colors are kept in memory of NT so no more transparent lines when you boot NT.


Quoting 
This is a modification of the Swings indicator in NT7. The standard indicator does not extend the lines all the way to the right while this one does.

No one else had written this, so this is my attempt.

This indicator places ray lines at the swing highs and lows and removes them once the lines are violated. If you wish to show the violated swing points, there is an option to replace the rays with short lines.

There is also an option to sound an audio alert when each price line is broken.

This indicator uses some enhancements in NT7 to read the data directly from the drawn objects which are not supported in NT6.5.

 
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Details: Swing Ray V2


February 4th, 2011
Size: 3.75 KB
Downloaded: 2176 times
Stochastics with Colors 5 *
I found the subject from the Ninja Support Forum .. really cool ..

https://forum.ninjatrader.com/local_links.php?catid=4&sort=N&pp=15&page=5

~ upper/middle/lower sections in different colors for both K and D values
~ optional background colors for overbought and oversold levels
~ optional audio alert if K value moves out of overbought or oversold region

Note: You will need to create the required sound files (StochsOS and StochOB) and save them in the sounds folder else the audio alert will not work.
 
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Details: Stochastics with Colors


February 2nd, 2011
Size: 9.49 KB
Downloaded: 1152 times
ChartNotes 4 *
Chart Notes v3

Add notes to your chart. For example, identify a chart template, or put specific notes on how to trade a particular chart, or instrument, etc.

- Added selectable fonts and text color
- Control Shift toggles compact/expanded visibility (number of lines shown)
 
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Details: ChartNotes


February 1st, 2011
Size: 3.20 KB
Downloaded: 1178 times

Keywords: chart chartnotes monpere notes a1chartnotes
Bollinger Band Width 5 *
this is a simple bollinger band width indicator.

when the line is low indicates a sqeeze on the bollinger according to recent band history.

its a nice visual if that's part of your trading system.

in the pic, the bollinger indicator is the bband2 fwiw.

btw can anyone fix the bband2 so that the shaded area between the 2 standard deveation lines will stay the color that you choose even after refreshing the page? that would be really nice.
 
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Details: Bollinger Band Width


January 28th, 2011
Size: 7.77 KB
Downloaded: 969 times

Keywords: bollinger
TrendSpotter 5 *
this is an auto trendline indicator that was on the Ninja forum. Be sure to click true for all of the downtrend/uptrend settings and to fix the colors of the lines for up/dwn trend.

it would be great if we had the ability to adjust the width of the lines. alas in this one the width is set.

it doesn't cast an arrow like our old auto trendline which is helpful for me but it might be a nice option if anyone goes to improving it.

mostly i like that it shows the squeeze of trendlines by plotting overhead lines as well. on the 3 minute ES i'm using the setting of Long Term Period: 9 and Short Term Period of: 90 i know that sounds crazy but that's what gave me the screen shot attached. hope it helps.
 
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Details: TrendSpotter


January 28th, 2011
Size: 3.15 KB
Downloaded: 1519 times

Keywords: trend
Bar Numbering 5 *
This may be useful to some Traders.
It was simply cobbled together from other users really.

User defines bar numbering - this example shows every 3rd bar.
Count resets on each new Session.

NT7:YES
NT6.5: Should but not tested.
 
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Details: Bar Numbering


January 26th, 2011
Size: 2.10 KB
Downloaded: 586 times
Brooks Bars 4 *
01/25/2011 Revised Code....added "O" indication flag for OutSide Bars... modified defaults to give better results.


Exported from NinjaTrader 7.0.1000.2

This indicator can be used to help learn the Al Brooks "bar system".

H/L Bars:
Finds and labels "H" and "L" bars with a text letter above the candle.
(does not count them...you'll have to do your own counting for L1 L2...H1 H2 etc.)

Inside Bars:
Finds and flags "Inside Bars"....
(brackets the candle with Up triangle and Down triangle).

Outside Bars:
Finds and flags "outside Bars"....default prints both H and L on the bar....change the setting and the indicator will decide on H or L, depending on prior candle.

Color of text and triangle flags is completely configurable, as is the Font size/type, and 'offset spacing from the candle.
 
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Details: Brooks Bars


January 17th, 2011
Size: 3.31 KB
Downloaded: 1132 times
ZeroLagHATEMA 5 *
Exported using NT Version 7.0.1000.2

The ZeroLagHATEMA is a Heikin-Ashi smoothed zerolagging moving average, which was presented by Sylvain Vervoort in the May 2008 edition of the TASC (Technical Analysis of Stocks and Commodities) magazine.

The original version of this indicator was coded for the Trader's Tips of TASC and is available as a NinjaTrader download.

This is an updated version for NT 7.0, which has a bug of the original indicator removed.
 
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Details: ZeroLagHATEMA


January 17th, 2011
Size: 5.45 KB
Downloaded: 893 times

Keywords: ashi ema zero zerolag zerolaghatema
Import Data into Charnotes 5 *
I modified the Chartnotes indicator from Monpere in order to plot S/R lines from an excel file or any editor. A full explanation can be found at https://nexusfi.com/ninjatrader-programming/7677-help-please-moving-spreadsheet-values-into-constant-lines-indicator-2.html
 
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Details: Import Data into Charnotes


January 17th, 2011
Size: 2.54 KB
Downloaded: 261 times
SuperDrive 5 *
Exported using NT Version 7.0.1000.2

This is an improved version of the drive indicator.

The indicator detects both volatility and momentum and shows the relationsship between bullish momentum or bearish momentum and volatility.

Volatility is measured via the absolute value of the indicator. You will notice, how it moves up during the day session and moves down during the night session.

Momentum is measured as the difference between the two lines. Positive momentum is shown as green and negative momentum is shown as red. The momentum is measured via the enhanced momentum indicator, which is included.

The lines are smoothed with a Hull moving average for display.
 
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Details: SuperDrive


January 12th, 2011
Size: 11.63 KB
Downloaded: 2074 times

Keywords: drive momentum trendfilter volatility
ZTrend
Stocks either go up or down. The degree (measured as standard deviation) at which the trend occurs varies by period.

Closing price and not price change is typically used to calculate standard deviation (or dispersion from mean). However, using the standard deviation of closing price does not illustrate price movement from mean. Therefore, a price change percentage of 0% is your staring point.

The equation below will provide a "number" indicating how strong a trend is. The number is the price change per standard deviation for the given period. It works well on a list of stocks that is sortable.

A stock with a strong upward trend will have a higher value and vice versa in a down trend.

This is a modified z-value calculation using zero as a starting point.

prc_chg = (close[0]-close[1]) / close[0]
z-value = mean(prc_chg, period) / SD(prc_chg, period)

The higher or lower the "z-value", the stronger the trend (for the given period).
 
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Details: ZTrend


January 9th, 2011
Size: 5.54 KB
Downloaded: 394 times
Spearman Indicator
Spearman indicator is to be featured in February 2011 Stocks and Commodities, downloaded from NT. Not having seen the article yet, I have no idea how this indicator is used but it looks like another momentum indicator.
 
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Details: Spearman Indicator


December 25th, 2010
Size: 3.95 KB
Downloaded: 415 times
VolStop and MomStop for NT7 5 *
NT7 Zip for both indicators VolStop and MomStop.
 
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Details: VolStop and MomStop for NT7


December 22nd, 2010
Size: 12.72 KB
Downloaded: 4323 times
TimeZoneColors 4 *
This colors 3 different time zones. It allows for timezones that cross date boundaries and shows overlapping timezones by merging the 2 time zone colors. It also display the name of the timezone or names of overlapping time zones. It is an update of the ColoredTimeRegions indicator.
 
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Details: TimeZoneColors


December 21st, 2010
Size: 14.16 KB
Downloaded: 1992 times

Keywords: monpere time timezonecolors zone timezone
jtRangeMaker_N7 5 *
I found jtRangeMaker posted by @cory at
https://nexusfi.com/traders-hideout/3514-perrys-trading-platform-19.html

in a thread by @perryg
https://nexusfi.com/traders-hideout/3514-perrys-trading-platform.html

I fixed the bug and works in N7 now.
You may use it with the Seahawk scalping method.
as the programmer John Thom wrote "Really it's just eye candy"
 
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Details: jtRangeMaker_N7


December 16th, 2010
Size: 3.15 KB
Downloaded: 1145 times

Keywords: counter jtrangemaker range rangemaker
Balanced Momentum 5 *
Exported using NT Version 7.0.1000.1

This is an improved version of the momentum indicator.

The n-period momentum is the difference between the close of the last bar and the close n bars ago. When a large bar n periods ago drops out of the momentum calculation, this can create a significant distortion, as it will show as a change in momentum, even if there was no or little price change for the last bar.

To eliminate this problem, the input value n bars ago was replaced with the triangular moving average SMA(SMA(Input, n+1), n+1)[0]. This modification does not change the usability of the momentum indicator, but simply eliminates the distortion.
 
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Details: Balanced Momentum


December 15th, 2010
Size: 3.54 KB
Downloaded: 1329 times

Keywords: momentum movingaverage tma triangular
EmaSlopeBarV2 5 *
Here is the EmaSlopeBar V2 compatible for N7.

A few minor bugs prevented the indicator to plot on the N7 charts though it was compiling without problems.


It was originally posted in the All-You-Need thread by Jeff
and is made available here with his consent.

thanks Jeff !
 
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Details: EmaSlopeBarV2


December 10th, 2010
Size: 4.65 KB
Downloaded: 1174 times

Keywords: ema emaslopebar slope
SessionColors 5 *
Exported using NT 7.0.1000.1

This is a simple indicator that colors the background of your charts according to the current session template.

To use the indicator you first need to create a session template that reflects the different intraday sessions. The chart shows Crude Oil using the following session template (all times are EST for NYMEX)

Night session: 6:00 PM - 9:00 AM
RTH session: 9:00 AM - 2:30 PM
Evening session: 2:30 PM - 5:15 PM

Select the session template as your default template via instrument manager and display all charts with <instrument settings>. When toggling between instruments the chart will now select the appropriate session for your instruments automatically.
 
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Details: SessionColors


December 8th, 2010
Size: 2.12 KB
Downloaded: 1669 times

Keywords: backcolor session sessions
Auto Trend Line Detection 4 *
I tripped over this indicator (version NT 6.5) from Ninja Trader Support Forum. Thanks to Sam028 and Fat Tails we now have a compatible version for NT 7. Enjoy!
 
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Details: Auto Trend Line Detection


December 5th, 2010
Size: 6.25 KB
Downloaded: 2479 times
Dow 5 *
This indicator show if the market is Choppy, Bullish or bearish calculated by Dow Theory.

- If you have Higher highs and Higher lows --> Bullish
- if you have Lower Highs and Lower Lows --> Bearish
- Otherwise --> Choppy

Indicator draw two lines for easy visualisation.

Period tell us how many bars I take to know when I have a higher high

Exported using NT Version 7.0.0.23
 
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Details: Dow


December 2nd, 2010
Size: 5.97 KB
Downloaded: 976 times

Keywords: dow theory higher highs lower lows
FractalV2 4 *
Exported using NT 7.0.0.23


I just made a few minor modifications to make Fractal_Mike compatible in Ninja7.

I like this swing Hi/Lo indicator.

Not compatible with 6.5
 
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Details: FractalV2


November 27th, 2010
Size: 3.00 KB
Downloaded: 2365 times
ThrustBars 5 *
Exported using NT version 7.0.0.23



This is a simple paint bar study to identify thrust bars.


An upthrusting bar (white) is a bar that closes above the high of the prior bar.

A downthrusting bar (yellow) is a bar that closes below the low of the prior bar.

All candle colors and candle outline colors can be selected by the user.
 
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Details: ThrustBars


November 23rd, 2010
Size: 2.91 KB
Downloaded: 1557 times

Keywords: candleoutlines insidebars paintbars thrustbars
LLMA - Low Lag Moving Average 5 *
LLMA - Low Lag Moving Average V1

Port of another low lag moving average fixed so it can work with COBC=false/true.

Code may work in NT65 also, but only tested in NT7.
 
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Details: LLMA - Low Lag Moving Average


November 19th, 2010
Size: 4.59 KB
Downloaded: 962 times
Average Volume 5 *
This indicator plots a 2 colored line representing the average volume over a period of bars. Simple as that...I was asked about the way I use volume to evaluate my entries and so I uploaded this indicator to assist in answering question. I won't answer that question here but just provide the indicator.
 
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Details: Average Volume


November 19th, 2010
Size: 7.77 KB
Downloaded: 814 times
NewsAlerts 3 *
NewsAlerts is a helper indicator in that you must find out the news items for the day and configure the indicator with those news items. I use jtEconNews2a configured so it alerts me. However, I find that I forget about the news. So, I wrote this indicator to display a message prior to the news item and leaving the message on the price panel so I don' t forget about it. You can add the news items each morning before you start trading and they will clear after the news item expires. You can configure 3 news items. So, if there are several news items at the same time, just configure one item. That about covers it. I hope you find it as useful as I do.
 
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Details: NewsAlerts


November 18th, 2010
Size: 3.02 KB
Downloaded: 817 times
jhlTickSpeed 5 *
Intended for tick charts only. Shows the relative time taken to complete each bar. Version 1.
 
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Details: jhlTickSpeed


November 10th, 2010
Size: 1.88 KB
Downloaded: 583 times
Swing Indicator using Ray Lines 5 *
Exported using NT Version 7.0.0.23

This is a modification of the Swings indicator in NT7. The standard indicator does not extend the lines all the way to the right while this one does.

No one else had written this, so this is my attempt.

This indicator places ray lines at the swing highs and lows and removes them once the lines are violated. If you wish to show the violated swing points, there is an option to replace the rays with short lines.

There is also an option to sound an audio alert when each price line is broken.

This indicator uses some enhancements in NT7 to read the data directly from the drawn objects which are not supported in NT6.5.

Version 1.0
 
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Details: Swing Indicator using Ray Lines


November 10th, 2010
Size: 3.66 KB
Downloaded: 1352 times
jhlWilliamsPercentR 5 *
WilliamsPercentR, position of close as a percentage of range. I've scaled this from 0 to 100 instead of the traditional -100 to 0; it just makes more sense to me.

Version 1
 
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Details: jhlWilliamsPercentR


October 31st, 2010
Size: 6.21 KB
Downloaded: 290 times
jhlAccelerationBands 5 *
Channel around an SMA, with channel width based on average range.

Version 1
 
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Details: jhlAccelerationBands


October 30th, 2010
Size: 6.77 KB
Downloaded: 526 times
Ray with alert 5 *
This is a very handy indicator that adds an alert to the Ray. I got it from the NT forum. Alerts can be changed, see :
https://nexusfi.com/traders-hideout/6146-using-different-wav-files.html
 
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Details: Ray with alert


October 23rd, 2010
Size: 4.21 KB
Downloaded: 408 times
jhlVMA
Variable Moving Average. An exponential moving average with the coefficient modified by the Chande Momentum Oscillator. Yields the same values as the distribution VMA with much less memory consumption.

Version 2:
Indicator is now named 'jhlVMA', not 'MyVMA'
No dependency on jhl.Utility
Supports rising vs falling plot colors
 
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Details: jhlVMA


October 15th, 2010
Size: 6.40 KB
Downloaded: 420 times
jhlLaguerreRSI
Laguerre RSI, based on description by John Ehlers (https://www.mesasoftware.com/Papers/TIME%20WARP.pdf)

Version 1
 
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Details: jhlLaguerreRSI


October 8th, 2010
Size: 2.40 KB
Downloaded: 371 times
jhlLaguerreFilter
Laguerre filter, based on description by John Ehlers (https://www.mesasoftware.com/Papers/TIME%20WARP.pdf)

Version 1
 
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Details: jhlLaguerreFilter


October 7th, 2010
Size: 2.28 KB
Downloaded: 474 times
jhlHurstExponent
I recently discovered that the formula used for my solution in this thread:
https://nexusfi.com/ninjatrader-programming/5069-hurst-exponent.html
has an error. (I guess that means we'll call this version 2.) Here is a corrected HurstExponent indicator, which also includes a FractalDimension indicator.

Version 3: Includes corrected jhlMIN and jhlMAX for COBC == false
 
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Details: jhlHurstExponent


October 2nd, 2010
Size: 10.13 KB
Downloaded: 542 times
jhlHoltEMA
This is a type of double smoothed exponential average, different from DEMA. More information here:
https://nexusfi.com/ninjatrader-programming/4416-fluxsmiths-indicators-6.html

New upload 2010-10-31, Version 2
Fixes inability to serialize indicator and save with workspace.
 
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Details: jhlHoltEMA


October 1st, 2010
Size: 3.35 KB
Downloaded: 898 times
Open Range Overnight V2 NJ7 4 *
update overnight open range indicator for nj 7
 
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Details: Open Range Overnight V2 NJ7


September 30th, 2010
Size: 3.20 KB
Downloaded: 812 times

Keywords: open range nj7
Spread6 5 *
Spread3 Price of 3 Instruments - For NinjaTrader 7 & higher

[Spread3] Calculates price of synthetic combination of 3 instruments Parameters are symbol of second & third instruments, and quantities of all instruments (positive for long, negative for short). PointValues from the instrument manager are optionally used as multipliers.

The primary chart instrument (BarsInProgress == 0) is the "clock" to which the other instruments are synchronized. You should make sure the most active instrument is the one selected as the primary instrument. The output of this indicator changes only when the OnBarUpdate is called for the primary instrument.

This indicator can be extended to 4 or more instruments. See my "Correlation" indicator for examples of how to do synchronized calculations with lookbacks
Kevin Doren 9/26/2010

2010.09.23 Spread6 Trader.Jon added support for N4 =4 decimal places && add to a total 6 supported symbols && reformated properties structures for readability
2010.09.27 updated to include changes from the new release of Spread3 .. exported as Spread6 from NT7b20
 
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Details: Spread6


September 27th, 2010
Size: 10.19 KB
Downloaded: 663 times
ColorZone3 5 *
Compiled from NinjaTrader (7.0.1000.2)

02/11/2011 (per request...doubled the number of zones, and now allow 0 and negative zone entries for folks using charts that require zones to have negative values

01/09/2011 (added configurable text)

Creates color zones on the primary chart...however only requires the entry of one price. The indicator will then create a symmetrical zone around that price level.

Ex: (enter 1.2850....with a tick setting of "1" and the zone will be 3 ticks wide with
one tick on each side of the selected price)

Colors for the region and the border are selectable from Indicator properties.
Opacity for the region color is selectable from Indicator properties.
The desired 'width' of the zone (in ticks) is selectable from indicator properties.

NOW automatically calculates 'ticksize' based on instrument and chart.
 
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Details: ColorZone3


September 26th, 2010
Size: 4.88 KB
Downloaded: 1052 times
ColorZone2 5 *
Compiled in NinjaTrader Live 7.0.10

01/09/11 Added configurable text...

Creates colored zones on the primary chart....by entering the top and bottom price area for the zone.
You may modify both the region and border color via indicator properties.
You may also modify the opacity of the 'zone'.

Colors are serialized so they will hold if saved as a template.

Use for Suppt/Resistance or simply as a visual 'trigger'.

Text is configurable (font/color)...and can be moved on the chart using textShift and textOffset parameters.
 
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Details: ColorZone2


September 26th, 2010
Size: 3.20 KB
Downloaded: 706 times
BackGroundGradient Colour Scheme 5 *
Exported using NT version 7 RC1
NT7 & NT6.5 compatible

Did this for someone on the NT forum.

I can see some people coming up with some really cool backgrounds - hope this gives them the start they need.

Dec 10 2010
BackGroundGradient3
Fix for certain 'banding' issues at some chart sizes. Other small adjustments to code for efficiency.
 
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Details: BackGroundGradient Colour Scheme


September 23rd, 2010
Size: 4.46 KB
Downloaded: 1173 times
jhlMcGinleyDynamic
I came across "McGinley Dynamic" in a thread on this forum. On further investigation I found two entirely different formulas referred to by that name. This indicator implements a variation based on the following formula:
v[0] = v[1] + (Close[0] - v[1]) / (.618 * n * (Close[0] / v[1]) ^ 4)

Now that I can see the result, it doesn't appear to me to be any more useful as an average than an EMA of the same period. However I think it may make a good trigger line vs an EMA of the same period.
 
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Details: jhlMcGinleyDynamic


September 7th, 2010
Size: 2.12 KB
Downloaded: 287 times
Read values from a text file and use them as variables. 4 *
This indicator will read values from a .txt file, I've set the location of the file in the root directory, but you can change that to what ever you want.(c:\MyTextFile.txt)

I've set it up to hold 4 values:

EMAMin#12
EMAMax#24
StartTime#21:00
EndTime#09:00
  • You can add/remove any of the lines, but remember to change the Properties in the C# code.
  • When you add values you need to make sure the name/values are separatored by a hash (#)
It was written in Ninja7, but I'm sure it will work in Ninja6

Hope you like it?
 
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Details: Read values from a text file and use them as variables.


September 3rd, 2010
Size: 2.57 KB
Downloaded: 346 times

Keywords: read values textfile external
Candle Patterns 4 *
To follow up with my recent post and question, this is the indicator I'd like to clean up. All the text makes it look too cluttered. I just want to outline the candle pattern chosen and get rid of the text (or make it alterable). This file was native to NT7 so there is no zip, just a .cs. Rather than zip it I'm thinking attaching the .cs is ok.
 
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Details: Candle Patterns


September 2nd, 2010
Size: 32.04 KB
Downloaded: 759 times

Keywords: candle indicator parrern
Hide/Show Indicator Plot 4 *
via a Toolbar Button...
Posted this as an answer to a user on the NT forum and thought it might be useful here.
More useful as a concept of showing / hiding an indicator than the fact that it is demonstrated on a moving average.

NT7 only.
 
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Details: Hide/Show Indicator Plot


September 2nd, 2010
Size: 10.11 KB
Downloaded: 885 times
Volume Spread Analysis for NT7 5 *
Thanks to sam028 who converted the prester´s vpa indicator to NT7b20
 
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Details: Volume Spread Analysis for NT7


August 31st, 2010
Size: 24.13 KB
Downloaded: 3126 times
MomDots 4 *
Exported using NT version 7.0.1000.1

MomDots is a displaced simple moving average calculated from the typical price (High + Low + Close)/3.

You can use this indicator or simply apply a SMA(3) to the typical price, select a displacement of 2 periods and change the plot style to DOT.
 
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Details: MomDots


August 30th, 2010
Size: 3.93 KB
Downloaded: 528 times

Keywords: momdots sma
Real time POC based on Gom package 5 *
Indicator based on Gom package and made up following GomVWAP class and structure that calculates POC as GomMP 2.1
Thanks to Gomi.

The indicator plots the historical POC from a reset time parameter.

Link to thread where commented:
https://nexusfi.com/elite-circle/3737-gommp-market-profile-indicator-4.html
 
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Details: Real time POC based on Gom package


August 30th, 2010
Size: 12.35 KB
Downloaded: 1275 times

Keywords: marketprofile mp poc gompoc n10t
DoubleMAPaintHolyGrail V2 5 *
This is an updated version of DoubleMAPaintHolyGrail V1 by TheWizard. The original coding remains the same. Only lines of code required to make the program work in NT 7 have been changed.

The download package contains the following programs:
  • DoubleMAPaintHolyGrailV2
  • ADXVMA_internal_SharkyPkg
  • DoubleMA_internal_SharkyPkg
  • ZeroLagEMA
  • ZeroLagHATEMA
  • ZeroLagTEMA
Enjoy!
G
 
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Details: DoubleMAPaintHolyGrail V2


August 28th, 2010
Size: 46.15 KB
Downloaded: 1228 times
Show Execution Markers (Toggle Button) 5 *
Exported using NT7(b22) Video Demonstation
here
Different version of my indicator to reveal Executions simply and effectively.
Just move the mouse in and out of a 'hidden' button to show/hide your trade executions.
Keeps the screen nice and clean.
NB this will only reveal Text And Markers or DoNotPlot states. v4 Reveals all 3 states

OCT22 v1 - ADDED SECOND TOGGLE TO MAXMISE/NORMAL SIZE CHART. TIDIED UP ORIGINALS AS WELL.


Dec 2012 v4 NOW ROTATES BETWEEN ALL THREE STATES..
NT7 version ONLY.
NT6.5 : NO
 
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Details: Show Execution Markers (Toggle Button)


August 20th, 2010
Size: 3.86 KB
Downloaded: 904 times
jhlRVI 5 *
Relative Vigor Index, from John Ehlers, in Technical Analysis of Stocks & Commodities, January 2002. Signal is crossing of trigger line. Length should be the dominant cycle length.
Version 1.0

(BTW - This is a completely different indicator than NT's 'RVI')
 
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Details: jhlRVI


August 12th, 2010
Size: 4.62 KB
Downloaded: 301 times
jhlTSIv2
William Blau's True Strength Index

By request I'm reposting jhlTSI with support for additional averaging methods for the signal line. I'm posting it as a new version instead of updating the original post, as more methods mean many more dependencies. If you're not interested in the additional averages you should download the earlier jhlTSI.

Version 2, see:
https://nexusfi.com/ninjatrader-programming/4416-fluxsmiths-indicators-8.html
 
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Details: jhlTSIv2


August 10th, 2010
Size: 26.87 KB
Downloaded: 276 times
Trend Direction 4 *
Here is the normalized version for NT7 from bizman 7 contribution...

btw.. what are does numbers and where they come from?

exported with NT7, but should work in NT6.5
 
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Details: Trend Direction


August 8th, 2010
Size: 6.45 KB
Downloaded: 388 times

Keywords: bizman70 rbci
jhlTSI
Implements William Blau's Trend Strength Index.

Version 2, see:
https://nexusfi.com/ninjatrader-programming/4416-fluxsmiths-indicators-8.html
 
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Details: jhlTSI


August 8th, 2010
Size: 11.63 KB
Downloaded: 186 times
RPM: Range Per Minute (in Ticks) V 2.0 5 *
Thanks to CCL Systems ( cclsys) for the indicator. This is the same indicator adapted to the NT 7 nuances. A small amount of cleanup and voila!

The NT 6.5 version is here. The description from that location reads:
Especially helpful for non-time-based bar charts (though also good for them too), this indicator shows the Range Per Minute - expressed in ticks. To avoid huge bars during report times, the coding has a simple governor limitation to reduce the display value, but otherwise is accurate. There is also an optional alarm when RPM accelerates. You will probably have to go into the code to put in a sound file that you have in the Ninja/Sounds directory on the main system partition (not in the MyDocuments area).

Code cleaned up, new Scalping indicators and back color options. If the speed is accelerating above the average (default 6) and it's an up bar, a little wingding arrow will appear below the low and keep plotting on subsequent bars until there is a reversal or a new acceleration.

I find I can load it into the same panel as a volume indicator because the values are so low. Meanwhile if you enable price markers, the current RPM in ticks is displayed as text in the bottom right. The backcolors show that often shortly after acceleration there is a new move or climax of current move so it works as a leading indicator in some cases or confirmation of entry possibility in longer pattern setups.

The alarm can be disabled or a different sound file from the Sounds Directory in the Ninja System folders (not My Docs area).

Small, simple indicator but giving simple, factual information not often shown in others.

If there is enough interest, I can make the background colors and the audio callout selectable. Let me know.

Enjoy!
G
 
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Details: RPM: Range Per Minute (in Ticks) V 2.0


July 30th, 2010
Size: 11.52 KB
Downloaded: 1085 times

Keywords: gordo minute per range rpm
jhlDMbgColor 5 *
Ooh the pretty colors... I've started following with some interest this thread,
https://nexusfi.com/journals-daily-charts-chart-reading/3514-perrys-trading-platform.html, and have created this indicator to give visual clues through background color for using ADX as described therein. Version 1.0.
 
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Details: jhlDMbgColor


July 24th, 2010
Size: 4.62 KB
Downloaded: 569 times

Keywords: fluxsmith perry's trading platform
AaZlemaVma 5 *
Here is another favorite of mine. I call it the 'Zelma Velma'. It's actually a zero lag exponential moving average crossing a variable moving average, but that just doesn't roll off the tounge like Zelma Velma!

This indicator signals when the ZLEMA line crosses the VMA line. The signal comes in the form of background flooding.

The ZLEMA line shows rising and falling colors (selectable). The background flooding can be turned on or off. The color of the background flooding is selectable. Not everyone likes my green and red background flooding.

Enjoy!
G
 
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Details: AaZlemaVma


July 17th, 2010
Size: 6.41 KB
Downloaded: 1788 times

Keywords: ema zlema gordo
AaIchimoku 5 *
Ichimoku indicator with multiple display options:
  • Relative strength signal
  • Signal bars
  • ADX flooding (no zone)
  • Ichimoku feature
  • Feature identification
This program is a compliation of various programs on the net within one program.

Enjoy!
G

ZTR: Link to thread SMA Crossovers.
 
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July 17th, 2010
Size: 11.56 KB
Downloaded: 1910 times

Keywords: gordo ichimoku kijen tenken
AaUnitsRemaining 5 *
Improvement on the NT TickCounter. Displays the units remaining in an easy to view bar graph. The indicator works with time, ticks and volume. Displays in the lower right corner with changeable colors. Text display can be in either a number or a percentage.

Enjoy!
G
 
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July 17th, 2010
Size: 3.18 KB
Downloaded: 550 times
AaPriceLine 5 *
Displays a price line on a chart. Similiar to other programs, but the width and color of the line are changable.

Enjoy!
G
 
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July 16th, 2010
Size: 1.91 KB
Downloaded: 1313 times

Keywords: gordo priceline
jhlTSF 5 *
Time Series Forecast. Returns the same values as the NT supplied version, but does not iterate on intrabar updates. Also has cleaner startup values when the bars available are fewer than the specified period. Displays a trend colored plot.
Version 1.1: Allows negative 'Forecast' parameters, corrects a coloring issue with intrabar updates.
 
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July 12th, 2010
Size: 6.92 KB
Downloaded: 288 times

Keywords: fluxsmith forcast series time
jhlPFE
Polarized Fractal Efficiency. This does not return similar values to the NT supplied PFE, which does not implement the formulas I've found by this name. My indicator's waveform is similar enough to thinkorswim's to conclude that I have implemented the algorithm represented correctly. This indicator does not iterate. Version 1.0.
 
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July 9th, 2010
Size: 6.47 KB
Downloaded: 288 times

Keywords: efficiency fluxsmith polarized fractal
MEF Enter/Exit market indicator 4 *
This indicator uses Linear Regression as main driver. It's based on a longer and shorter period LR used as a signal.

I find it most suitable for indicating when to add new contracts to already opened position or if you've missed trend break-out this can find you a nice entry.

Should you have market trending down, you enter when histogram reaches near 0 and you can either wait to change direction and go in the opposite direction or use some "fixed" near 0 detection method.

On the image you can see how nice have been identified places where to add to an existing position, or even enter market if not done so already.

Please check here for early trend change identification and how trading divergences possibilities.

Parameters:
- Adaptive period: you can select to use adaptive period proposed by John Ehlers for short period calculation
- Period multiplier: is to be used if you've selected adaptive period so from short period calculated will be derived long period value by multiplication
- Long LR period/Short LR period: are to be used as fixed values for Linear regression period
- Long/Short smoothing: is SMA smoothing applied to LinReg

Notes:
- Red/Green histograms are selected on Falling/Rising base respect to previous value.

- In debug mode you can see additional 2 lines plotted. Those are actual angle measure line for longer and shorter period LR.

- Development of this indicator was inspired by the following post Linear Regression Angle Measurement by Doug Tucker

- There's a forum thread on this indicator opened here.

- Exported using NT 7 b18
 
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July 8th, 2010
Size: 12.76 KB
Downloaded: 2118 times

Keywords: entry indicator ivanjocic linear position regression mef
jhlADX
Returns the same values as the NT supplied ADX, but has at least a 12K memory advantage. Both do not iterate, so are reasonable to use with CalculateOnBarClose == false, although they are somewhat computationally intense. Version 1.0.
 
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July 8th, 2010
Size: 2.57 KB
Downloaded: 233 times

Keywords: adx fluxsmith
jhlHMA 4 *
Hull Moving Average. This returns the same values as the supplied HMA, but has a significant memory consumption advantage. Additionally the supplied always iterates, this does not iterate on intrabar updates (but must for new bars), so it's reasonable to use UpdateOnBarClose == false.

Version 2
Built on more efficient WMA
Updated with new JHL.Utility.MA
Added Up/Down coloring
 
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July 7th, 2010
Size: 7.27 KB
Downloaded: 465 times
jhlAMA 5 *
Adaptive Moving Average, from the book 'Smarter Trading' by Perry J. Kaufman. A range from slow to fast for EMA period is selected based on 'Efficiency' (a signal to noise ratio, see jhlEfficiency). The resulting EMA factor is then squared, which will bias the long end of the range towards zero movement (a 30 slow period becomes 479.5 periods when the EMA factor is squared). For any given slow period n, the effective maximum period is (n + 1) squared / 2 - 1. Version 1.0.
 
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July 7th, 2010
Size: 4.75 KB
Downloaded: 402 times

Keywords: fluxsmith ama
jhlChaikinMoneyFlow
Chaikin Money Flow, returns the same values as the distribution version, but has a ~2-4K memory advantage depending on usage. Version 1.0.
 
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July 6th, 2010
Size: 4.25 KB
Downloaded: 325 times

Keywords: flow fluxsmith money chaikin
jhlCMO
Chande Momentum Oscillator. This should return the same values as the standard supplied version; its advantage being ~4-6K less memory consumption. It does not iterate (neither does the supplied) so is reasonable to use with CalculateOnBarClose == false. Version 1.0.
 
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July 6th, 2010
Size: 4.01 KB
Downloaded: 195 times

Keywords: fluxsmith momentum oscillator chande
MEF Buy/Sell zones 4 *
I wanted to share with you an indicator I've developed putting together Laguerre RSI, Laguerre Filter and TrendStrengthA indicators.
I've tried to isolate zones that are favorable for longs and other for shorts. Where you see transparent zone I've noticed that those are useful adding to a position or eventual reverse.

I've tried it on range, but also a minute charts and they seems to work on both.
Indicator was developed for forex. Maybe it will work well on other securities.

Hope that you'll find it useful. Any comments would be highly appreciated.

Exported using NT7 b18 but should be working on 6.5 too.

Ivan Jocic (MEF)
 
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July 6th, 2010
Size: 45.46 KB
Downloaded: 1369 times

Keywords: ivanjocic laguerre strength trend zones forex
CamarillaPivots 4 *
A description of pivots based on the Camarilla equation can be obtained by searching via google or your favorite search engine so I won't provide that here.

This indicator displays the pivots based on a calculation of the yesterday's High, Low, and Close. However, this seems to me to be ok for Tuesday through Friday but when Monday's pivots are based on Sunday's data then I think you should change the DailyHiLo parameter to false and enter Friday's High, Low, and Close. You can also set the DailyHiLo parameter to false as well if you want to base today's pivots on the market hours of the instrument you are trading.

There are labels on the right side for each level. Suggest you set your right margin to at least 40 in order to see the labels.

I have no idea if these pivots are significant or not. I saw a post from a new member of this forum who said they make money using them which motivated me to find out what they are. This indicator is a result of the research I've done trying to find out what Camarilla pivots are. Use them in good health.

Mike Winfrey
 
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July 5th, 2010
Size: 2.44 KB
Downloaded: 801 times

Keywords: camarilla joeblow
jhlStdDev
Standard Deviation. Returns the same values as the standard supplied StdDev. However, the supplied StdDev iterates, this does not. Version 1.0.
 
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July 5th, 2010
Size: 2.28 KB
Downloaded: 211 times

Keywords: fluxsmith stddev
jhlEfficiency
A signal to noise ratio. Returns the total delta for the period divided by the sum of each individual period's delta. Does not iterate, so can reasonably be used with CalculateOnBarClose == false. Might be known by other names, documented as 'Efficiency' in 'Smarter Trading' by Perry J. Kaufman. Version 1.0.
 
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July 5th, 2010
Size: 2.58 KB
Downloaded: 207 times

Keywords: fluxsmith efficiency signal noise
jhlPearsonCorr
Returns the Pearson product-moment correlation coefficient of the input series. This requires iteration, so should probably be used with CalculateOnBarClose == true.

Version 2 - Solves a /0 error, returns 0 if price is unchanged for all of the bars in the calculation.
 
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July 4th, 2010
Size: 2.52 KB
Downloaded: 211 times
jhlMAX 5 *
Maximum value seen in period. Should return the same values as the standard MAX, which as of b18 has been fixed to reduce iteration. With that fixed the only advantage this has over the standard is memory reduction when used as a component and not displayed. (Both versions are now efficient with CalculateOnBarClose == false.)

Version 2 - Corrected calculation errors when COBC == false && Input != High
 
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July 4th, 2010
Size: 2.31 KB
Downloaded: 278 times
jhlMIN 5 *
Minimum value seen in period. Should return the same values as the standard MIN, which as of b18 has been fixed to reduce iteration. With that fixed the only advantage this has over the standard is memory reduction when used as a component and not displayed. (Both versions are now efficient with CalculateOnBarClose == false.)

Version 2 - Corrected calculation errors when COBC == false && Input != Low
 
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July 4th, 2010
Size: 2.32 KB
Downloaded: 260 times
jhlLinRegR2
R-Squared, Coefficient of Determination, the square of the Correlation Coefficient. This should return the same values as the standard supplied RSquared. Unfortunately both versions always iterate, so should probably be used with CalculateOnBarClose == true.
I believe my version to be slightly more CPU efficient, as it does not require a square root calculation used in the distribution version.
Version 1.0.
 
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July 3rd, 2010
Size: 6.78 KB
Downloaded: 164 times
jhlWMA
Weighted Moving Average. Weighting is linear from 1 .. n. Should return the same values as the standard supplied WMA, but intended to be a reusable component. Additionally, the standard WMA always iterates, this does not iterate on intrabar data, making it more efficient with CalculateOnBarClose == false.

Version 2:
Defaults to CalculateOnBarClose = false
Updated with new JHL.Utility.MA
Faster calculation

Version 3:
Even faster calculation
 
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July 3rd, 2010
Size: 4.82 KB
Downloaded: 300 times
jhlATR
Average True Range. Should return the same values as the standard supplied ATR, but designed to be a space efficient reusable component. Version 1.0.
 
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July 3rd, 2010
Size: 6.25 KB
Downloaded: 260 times

Keywords: atr average fluxsmith range true
jhlMMA
Wikipedia calls this a 'Modified Moving Average'. Traders may know it as Welles Wilder's Moving Average, as it is the averaging method used in many of his indicators.

It's conceptually simpler than an EMA, the basic formula being:
average = (newValue + priorAverage * (n - 1)) / n

However, for any number of periods 'n', the outcome is identical to EMA(2 * n - 1). Since my basic indicators are all about efficient code reuse that is the implementation used here. Using the EMA formula is also slightly more CPU efficient than the formula above.

Version 1.0.
 
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July 3rd, 2010
Size: 4.23 KB
Downloaded: 189 times

Keywords: average fluxsmith moving modified
jhlLinReg
Should return the same values as the standard provided LinReg. Unlike the standard LinReg this does not iterate for intrabar updates. Version 1.0.
 
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July 3rd, 2010
Size: 6.55 KB
Downloaded: 174 times
jhlLinRegIntercept
Linear Regression Intercept. Returns slightly different values than the standard LinRegIntercept provided, which I believe to be incorrect (at least through NT7 Beta 18). Also unlike the provided version does not require iteration on intrabar updates. Version 1.0.
 
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July 3rd, 2010
Size: 4.59 KB
Downloaded: 162 times
jhlLinRegSlope
Linear Regression Slope. Should return the same values as the standard LinRegSlope. However, the standard version iterates on every update, making it especially inefficient for intrabar (tick) data. This version does not iterate on intrabar updates. Version 1.0.
 
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July 3rd, 2010
Size: 2.61 KB
Downloaded: 203 times

Keywords: fluxsmith linear regression slope
jhlEMA
Should return the same values as the standard EMA. Designed to be a reusable component with low memory overhead.

Version 2:
Further reduced memory footprint
Defaults to CalculateOnBarClose = false
Updated with new JHL.Utility.MA
 
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July 3rd, 2010
Size: 4.51 KB
Downloaded: 314 times
jhlSMA
Should return the same values as the standard SMA. Illustrates compositing by building from jhlSum. Version 1.0.
 
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July 3rd, 2010
Size: 4.00 KB
Downloaded: 176 times

Keywords: fluxsmith sma
jhlSum
Should return the same values as the standard 'SUM', hopefully with less memory overhead. Intended to be used as a component in more complex indicators. Version 1.0.
 
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July 3rd, 2010
Size: 2.14 KB
Downloaded: 150 times

Keywords: fluxsmith sum
ZigZagUTC_TL_Barcount_Fibs ver 5.1 5 *
This is NT 7 b17 compatible version of this nice indicator that you can find here: ZigZagUTC_TL_Barcount_Fibs ver 5

It's backward compatible with NT 6.5
 
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Details: ZigZagUTC_TL_Barcount_Fibs ver 5.1


June 25th, 2010
Size: 8.84 KB
Downloaded: 1535 times

Keywords: fibonacci ivanjocic ninjatrader utc zigzag barcount
Time lines NT V7 5 *
This was given to me, It draws vertical lines at specified intervals of time.
 
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June 24th, 2010
Size: 2.39 KB
Downloaded: 1176 times

Keywords: lines time meyer99
Murrey Math Lines v1.5.1 5 *
Please check this thread Murrey Math Lines for detailed description.

This version adds support for NT 7 b17
 
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June 24th, 2010
Size: 9.12 KB
Downloaded: 2433 times

Keywords: ivanjocic math mml murrey ninjatrader
PKpricealert2_nt7 4 *
This indicator allows a user to draw a horizontal line on the chart and have an audio alert wav file sound when the line is pierced (either from above or below).

I did not originate this indicator. It is a modification of NT's native price alert indicator. NT's original indicator (available in your preloaded indicator set) only gives you an alert in their alert window which I didn't find particularly helpful. Roonius made this NT7 version possible. The NT6.5 version does not work in NT7 because NT7 does not use the "drawobject" command.

How to make this indicator work for you:
Insert this indicator twice into your chart indicator set.
Add audio file names to each. I use the same audio file for both boxes in each indicator.

In one indicator, choose uptrend = "true"
In the 2nd indicator, chose uptrend "false"

You will want to choose "false" for Calc on Bar close for both indicators.

For audio files, type in the name of an audio file that you know exists in your program files/ninjatrader 7/ sounds folder.

You can make custom audio files for free at:
https://www2.research.att.com/~ttsweb/tts/demo.php

This indicator only works in NT7. There is a separate NT6.5 indicator version in the NT 6.5 download section.
 
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May 26th, 2010
Size: 2.59 KB
Downloaded: 1221 times

Keywords: pkpricealert todd
Auto Trend Line for NT7 5 *
Found on the Ninja Trader Site:

Description
This is an indicator NinjaTrader_Ray published for the September 07 issue of Stocks & Commodities magazine. Converted it to NT7 by fixing the DrawRay code break.

To Import
1. Download the attached file to your desktop
2. From the Control Center window select the menu File > Utilities > Import NinjaScript
3. Select the downloaded file

Automatically draws a line representing the current trend and generates an alert if the trend line is broken. 0 = no signal, 1 = buy signal on down trend break, 2 = sell signal on up trend break

NT7 Only see above link for 6.5
 
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May 18th, 2010
Size: 6.25 KB
Downloaded: 2982 times

Keywords: alert auto line trend ztr
Ratio2Instrument
This indicator plots the ratio between two instruments. The default quantity is 1 (1*x/1*y, for example), though that can be changed in the dialog.

Attached is a monthly chart of the Gold/Oil ratio as an example.

Version 3.12 posted 16 May 2010 by MXASJ.
 
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May 16th, 2010
Size: 2.70 KB
Downloaded: 407 times

Keywords: mxasj ratio
RMI - Indikator 5 *
Description:
This Indikator is a little improvment, based on the well known RSI. Surprisingly it is not part of NT. The Idea is, to compare Momenti instead of Prices over a given Period. The Distance between the two Prices within a Momentum ist specified by the "Shift" Parameter.

How to Use:
Period works like in the RSI. With "Shift = 1" the RMI shows the same behavior like the RSI. While increase the shift, the RMI becomes smoother compared to the RSI.
---> Erich Florik "New Trader Dimensions" suggest Values like 3/8 or 5/13 for very clear and better Trendsignals compared to the RSI

Interpretation:
above the upper Line (70-80) we have an up-Trend, below the lower Line (30-20) we have a down-Trend. But UNLIKE the RSI we have no oversold/overbought Situation in these regions!


To Import
1. Download the attached file to your desktop
2. From the Control Center window select the menu File > Utilities > Import NinjaScript
3. Select the downloaded file

Exported with NT 7.0.0.15

UPDATE 5/20/2010:
Now also should work with NT 6.5
 
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May 12th, 2010
Size: 2.27 KB
Downloaded: 689 times

Keywords: nt7 nt6.5
All Color Ladder Template
Like to look at the ladder in pure color sometimes no numbers at all.
 
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May 11th, 2010
Size: 29.47 KB
Downloaded: 1167 times

Keywords: ztrade101 ladder gompackage
Balance Line NT7
Cory's Balance Line V1, tweaked to work with NT7. Enjoy.  
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April 29th, 2010
Size: 3.67 KB
Downloaded: 504 times

Keywords: balance cory line nt7
Zero-Lagging Hull Moving Average 3 *
Zero Lagging Hull Moving Average ------ I just modified ZeroLagEMA code

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES - ZTrade101


See also NinjaTrader 6.5 Indicators 
 
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Details: Zero-Lagging Hull Moving Average


April 2nd, 2010
Size: 5.14 KB
Downloaded: 1080 times

Keywords: zerolag spikoloco ma hull
Zero-Lagging Weighted Moving Average
Zero Lagging Weighted Moving Average ------ I just modified ZeroLagEMA code.

Looks good on any chart.

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES - ZTrade101


See also NinjaTrader 6.5 Indicators 
 
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Details: Zero-Lagging Weighted Moving Average


April 2nd, 2010
Size: 3.45 KB
Downloaded: 766 times

Keywords: weighted zerolag spikoloco ma
XPeriodChannel Indicator for NT 7 5 *
XPeriodChannel - multi-time frame capable indicator to reference a different timeframe to plot channels on your lower timeframe chart.

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

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

Compatibility:
6.5: No
7.0: Yes
 
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April 1st, 2010
Size: 2.64 KB
Downloaded: 830 times

Keywords: multi-time frame period nt7 idfgan channel xperiodchannel
SMI5 5 *
This is an enhancement of SMI4 (which was an enhancement / combination of the SMI2 and Cory's SMI2) which added a price bar coloring option, a background coloring option, an option to draw a vertical line on the price panel when trend changes and an option to play a sound upon the formation of a new price bar).

Cory contributed code to color the region between +20 / -20 which indicates a possible chop zone.

The background coloring differs from SMI4, which painted the background based on whether the SMIEMA was above or below the zero line.

This version changes the background color when the SMIUP / SMIDOWN dots rise or fall above the SMIEMA line, indicating a possible change in price direction, for potential earlier entry into the move.

Examples of how I use this indicator can be found in the WizardsDen (HolyGrail II) thread.

March 23, 2010: Update

REPAINTING:
Fixed a "repainting" problem that other members discovered. Cleaned up the code. Changed the text that read "very over bought / very over sold" to "chop zone upper" & "chop zone lower". Removed the ChopFilter function, as it added nothing to help in keeping you out of chop.

ADDED TEXT ALERTS:
"POSSIBLE CHOP" when SMI dot enters the +20 / -20 zone
"LONG BREAKOUT" when SMI dot exits above the +20 zone
"SHORT BREAKOUT" when SMI dot exits below the -20 zone

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES - ZTrade101

(Re-uploaded March 23, 2010, 7:29 pm CST. Original post did not contain the .zip file, just the .jpg file)

May 17th UPDATE:

This fix addresses several problems that were discovered.

Mindset contributed code to color the bars hollow when price is rising & solid when price is falling
eDanny contributed code to remove errant arrows, vertical lines, text messages and also code to clean up the conditions when the warning sounds play.

The arrow code has been changed to (offset*ticksize) so that when you use it on currencies, you shouldn't have to adjust the OFFSET parameter in order to get the arrows to show. They should show automatically now.

I changed it so that it colors the arrows to whatever color you set in the VERTICAL LINE UP/DOWN option. That way, you can have Red/Blue price bars & Magenta / Lime arrows (they are a little easier to spot, I think, when they're not the same color as the price bars).


See also NinjaTrader 6.5 Indicators 
 
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Details: SMI5


March 23rd, 2010
Size: 11.30 KB
Downloaded: 4706 times
SMI4 5 *
I enhanced Cory's SMI2 and added a price bar coloring option, as well as background coloring option and the option to draw a vertical line on the price panel when trend changes. You can also put this indicator in panel 1 and turn off all the plots (Set all plots & alert line to TRANSPARENT) and just using the background colors to color the background of the price panel, if you desire. I altered the default settings and some of the plots so that it now looks more like the Eco2 (Ergodic) indicator, and is (I think) a little easier to read than Eco2.

March 23, 2010: Update

REPAINTING:
Fixed a "repainting" problem that other members discovered. Cleaned up the code. Changed the text that read "very over bought / very over sold" to "chop zone upper" & "chop zone lower". Removed the ChopFilter function, as it added nothing to help in keeping you out of chop.

ADDED TEXT ALERTS:
"POSSIBLE CHOP" when SMI dot enters the +20 / -20 zone
"LONG BREAKOUT" when SMI dot exits above the +20 zone
"SHORT BREAKOUT" when SMI dot exits below the -20 zone

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES - ZTrade101


See also NinjaTrader 6.5 Indicators 
 
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Details: SMI4


March 23rd, 2010
Size: 10.70 KB
Downloaded: 2181 times

Keywords: stochastic wizard momentum smi smi4
Fibonacci Cluster V14 5 *
Fibonacci Cluster Version 14 for Ninja 7 (April 2010)

Exported using NT Version 7.0.0.17, will not run on NT 6.5

Indicator displays Fibonacci retracements and extensions for intraday and daily charts based on swing highs and lows.

Labels: Fib lines labeled A-E are calculated from 5-day primary swing highs or lows, those labeled S refer to a recent swing high and low of order 2 or 3, those labeled Y and Z are calculated from swing lows and today’s high and low, if applicable. Extensions from highs and lows that have been taken out are labeled X, you will also find additional support and resistance from prior swing highs and lows that have been taken out. An example: “D+ 76.4 (28 Jan)” means that prices touching this line have retraced 76.4% within a Fib retracement defined by the swing high from January 28 and the lowest low between this date and the end of the session of yesterday.

Multiple Lines: All Fib values are rounded to full ticks. If several Fib values are rounded to the same price, the indicator will display “Multiple Fíb” and display the number of Fib lines.

Lookback period: The indicator will only take into account Fib retracements within the look back period of the chart. You can increase or reduce the look back period of the indicator via indicator dialogue.

Filter: The filter can be set to values between 0 and 100. Default setting is 85. If a swing low defining a Fibonacci retracement occurred 100 days ago, all lows during the following 15 days will be ignored, only lows during the last 85% of the 100 day range will be used for Fib retracements. If you do not want to use the filter, you may set it to 100.

Select your lines: The indicator will display quite a number of lines, usually too many to use it for trading. It is therefore recommended to either use the short or the long end of the lookback period. If you want to use the short end, leave all lines A to Z selected, but reduce the lookback period of the indicator to 5 or 10 days. If you want to select the long end, set the lookback period to a minimum of 100 days, but unselect the Y and Z lines.
 
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Details: Fibonacci Cluster V14


March 21st, 2010
Size: 34.13 KB
Downloaded: 3180 times

Keywords: confluence fibonacci pivots
ALMA (moving Average) 4 *
Hello,

In attempt to create a new kind of Moving Average with some friends/colleagues (because i was a little bit tired of the classical set of MA everybody's use for the last 10 years), we've created this new one (ALMA)..

The ALMA can give some excellent results if you take the time to tweak the parameters (don't need to explain this part, it will be easy for you to find the right setting in less than hour)..

Arnaud L.

Compatibility:
NinjaTrader 7.0: YES - ZTrade101
 
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March 21st, 2010
Size: 2.36 KB
Downloaded: 992 times

Keywords: moving average alma
High Low Indicator 5 *
Exported using NT Version 7.00.13

Plots text values of prior bar High/Low and a box around the current bar.
Picture says it all really.
Simple but very useful.
March 23rd 2010
v4.01 corrects an occasional error when plotting forex instrument breakouts
April 08 2010
v5 Major Overhaul. Added Breakout reversal detection.
thanks to other NT users for help with some 'issues'
v5.01 correct some misplotting and adds alerts...
Only available in the Elite Circle.
147 downloads and 1 comment is not reward enough!
v6 is now compatible with both 6.5 and 7
Clearly this has gone down well. v9 is way better but you will have to join the elite section guys and girls :-)
Search for HighLowv1065

Compatability: NT7 only
 
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March 18th, 2010
Size: 5.31 KB
Downloaded: 2154 times
Template for building data for persistent indicators
I am in the process of running replay for 10 days to build data for the persistent indicators recorded by Gom & Zondor Recorders for the new front contract months.

Since I had errors it was necessary to remove previous files before starting

I set an environmental variable:

Inst_Name_Month#_year.Binary.dat, &
Inst_Name_Month#_year.Flat.dat

Ex: 6E 06-10.Binary.dat
Ex: 6E 06-10.Mili.dat (think this is the name)


Run a second chart for as long as you need - I do a week - with the following template for each instrument.

This template uses 2 recorders (Gom & Zondor) both recording Binary, milisecond could be used, for a total of up to 4 files of recorded for each instrument. I run one Instrument at a time: Takes less than 30 min.
But someone can play with this...
.
Do it once there and keep up with the data.
Other options are for: IRT, QCollector & QcollectorIQ.
 
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Details: Template for building data for persistent indicators


March 11th, 2010
Size: 17.90 KB
Downloaded: 178 times
FibConfluence 5 *
Exported using NT 7.0.0.10

dsFibConfluence is a NinjaTrader indicator which draws Fibonacci extensions from various high and low pivot points. The random lines create what is commonly known as the fib cluster or the fib confluence points. The Fibonacci confluences acts as a good support/resistance points.

dsFibConfluence uses the Zigzag function to detect the pivot points, and uses the pivots to draws three fib extention levels. One at 161.8%, the other at 261.8% and the last at 423.6% of the swing.

https://www.volumedigger.com/NinjaTrader/Indicators/dsFibConfluence.aspx
 
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Details: FibConfluence


March 9th, 2010
Size: 7.55 KB
Downloaded: 1809 times
Inside Bar 5 *
Exported using NT 7.0.0.10

The indicator is a multi-time-frame indicator which detects inside bar in a higher timeframe and shades the region in a lower timeframe.

https://www.volumedigger.com/NinjaTrader/Indicators/dsInsideBar.aspx
 
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Details: Inside Bar


March 9th, 2010
Size: 2.42 KB
Downloaded: 1972 times
AddOn_UpDown_GomPackage1.1 5 *
Based on my needs, I have added couple new features to some of Gomi's indicators. The 2 new indicators are meant as add-ons (not replacements) to the original ones contained in the current GomPackage1.1.

GomDeltaVol_UpDown (based on GomDeltaVolume):
added option for "negative delta"plot below zero line; added "zero line" plot; disabled TotalVolume plot/calc.

GomCDSMA_UpDown (based on GomCDSMA):
added rising/falling plot color; added "zero line" plot.

Also posted on NT forum.
https://ninjatrader.com/support/forum/showthread.php?t=23283

Enjoy!
--betaride

NinjaTrader 6.5: Yes - ZTrade101
NinjaTrader 7.0: Yes - ZTrade101


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Details: AddOn_UpDown_GomPackage1.1


February 18th, 2010
Size: 21.03 KB
Downloaded: 3437 times

Keywords: betraride tick gompackage cumulative volume recording delta
MPValues4NT7 5 *
This is same as "MPValues" but works in Ninja 7. I don't know if it works in 6.5.
Wavey gave me the information that allowed me to update for v7.

The values it returns will change if you use it on different time frames. I usually use it on a 30m chart because that will give the same numbers that most people look at. I will transfer the lines to all my charts so that I can trade off these levels if I have confirmation from other indicators.

I circled several of the profitable trades that could have been taken. Of course they don't all work out!

You have to set the start time hour (session begin), start time minute (session begin) and session length.

Ninja 7: YES
Ninja 6.5: ?
 
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Details: MPValues4NT7


February 7th, 2010
Size: 4.62 KB
Downloaded: 1887 times

Keywords: rsi77 poc mp area profile mpvalues market value
VoulmeStopRefreshv5 5 *
I had a nice write up but it got deleted and I don't remember what I wrote so I just run down the list of new features this time.

- customizable color for diamond, triangle, SR dot
- change dot size
- on/off SR array
- on/off alert
- name it VolumeStopV5( for NT7)

refresh 2/4/2010

- changeable arrays size, styles
- add diagonal arrays
- fix dots length, now number of dots will equal number you enter

COMPATIBILITY:
NinjaTrader 6.5: No
NinjaTrader 7.0: Yes (tested by ZTrade101)
 
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Details: VoulmeStopRefreshv5


February 5th, 2010
Size: 22.24 KB
Downloaded: 3078 times

Keywords: s/r cory volumestop
VolumeStop_NT7_v3 4 *
thanks for making vol stop v2 top of the month download here is ver 3 it seems to create nice s/r lines, specify the lenght in the parm section. use it to find turning point, triangle is text book signal, diamond is a more iffy signal, try bracket trade around the signal.

2/05/2010
- adapted for use with NT7
- fix triangle up vol not painted
- fix dot length so the number of dots plotted will be the same as the number you enter
- change a square dot to a round dot

ps. it's 100% safe to overwrite the old indicator
100% no re-paint certified

COMPATIBILITY:
NinjaTrader 6.5: No
NinjaTrader 7.0: Yes (tested by ZTrade101)
 
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Details: VolumeStop_NT7_v3


February 5th, 2010
Size: 12.65 KB
Downloaded: 2739 times

Keywords: s/r cory volumestop
MurreyMath_NT7_v1 5 *
The Murrey Math trading system is primarily based upon the observations made by W.D. Gann in the first half of the 20th century.

While Gann was purported to be a brilliant trader in any market his techniques have been regarded as complex and difficult to implement.

The great contribution of Murrey Math (T. H. Murrey) was the creation of a system of geometry that can be used to describe market price movements in time. This geometry facilitates the use of Gann's trading techniques.

(courtesy https://www.foretrade.com/MM_description.htm)

This is modified from Big Mike's version with help from Bertrand @ NT Support

NT 7 Compatable: Yes - ZTrade101
 
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Details: MurreyMath_NT7_v1


February 5th, 2010
Size: 28.35 KB
Downloaded: 3734 times

Keywords: math gann bmt murrey
Historical Volatility 5 *
This is a very interesting indicator that shows historical volatility for the current time fo day, averaged over a selected number of previous days. It tracks surprisingly well with ADX, except that it actually leads ADX in many cases. The screenshot shows how the two compare.

This could be very useful in strategies because you could actually look forward and see the expected volatility ahead of time.

A nice future addition to this indicator would be an option to shift it forward a few bars, so you could be aware of the predicted volatility before it gets there.

I found the indicator here: https://ninjatrader.com/support/forum/showthread.php?t=5385


COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES (sam028)


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Details: Historical Volatility


January 24th, 2010
Size: 2.23 KB
Downloaded: 883 times

Keywords: volatility goldstandard
Tick Money Flow 4 *
This is a realtime indicator that measures money flow by the individual tick. Not related to NYSE TICK. It does a decent job of showing which swings are real moves with volume behind them and which are just retracements.

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES (sam028)


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Details: Tick Money Flow


January 22nd, 2010
Size: 1.89 KB
Downloaded: 1403 times

Keywords: tick ninjatrader goldstandard volume obv money flow
Stochastics of Price and of CD Volume for NT7
These are the common stochastics indicators with a few minor changes. THEY ARE FOR NINJATRADER 7 ONLY.

The main value of these is that they show: how to implement multi-color plotting in NT7; how to serialize colors for use as parameters; and how to use the dataseries objects exposed by GOMCD as input to other indicators.

The stochastic of price is the common, garden variety stochastic oscillator. I changed it to oscillate between -100 and +100 instead of between 0 and 100, and used the new PlotColors() method of NT7 to give different colors for rising and falling. Once the color changes, it stays changed.

The stochastic of CD is based on the CUMULATIVE DELTA OF VOLUME. It is not based on price AT ALL. For it to work, you need to have installed the GomCD indicator. If you are running a GomRecorder and have set up a GOMFOLDER, this plot will refresh historically, and will not disappear when you make changes to the chart. This is a good code sample for those who would want to use the GomCd to give inputs to other custom indicators.

For both of these, the colors of the rising and falling plots "K" are ColorRising and ColorFalling, the first two parameters all the way at the top of the list. Changing the color of Plot "K" will not do anything. However, that is where you can adjust the line weight and style of that plot.


COMPATIBILITY:
NinjaTrader 6.5: NO
NinjaTrader 7.0: YES
 
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Details: Stochastics of Price and of CD Volume for NT7


January 21st, 2010
Size: 26.92 KB
Downloaded: 683 times

Keywords: stochstic non-repaint delta zondor nt7 multi-color cumulative
TEMA with Slope value in Degrees 5 *
Triple Exponential Moving Average with the angular slope calculated for each Bar.
Display of angle maybe turned on/ off in Dialogue Box.
I have calculated the slope using only the values at the current and last Bars, not the Current Bar and the average of the last 2 bars as many indicators do.


COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES (sam028)


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Details: TEMA with Slope value in Degrees


January 20th, 2010
Size: 3.67 KB
Downloaded: 954 times

Keywords: tema ma angle slope degree rbsailing
STPMT (by Eric Lefort)
Description

Give a visual idea of price cycle in ID or daily basis.

References ( in french)
https://www.dailyfx.com/francais
Reference (in English)

Version:
20100118: V1

To Import
1. Download the attached file to your desktop
2. From the Control Center window select the menu File > Utilities > Import NinjaScript
3. Select the downloaded file

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES (sam028)


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Details: STPMT (by Eric Lefort)


January 18th, 2010
Size: 6.87 KB
Downloaded: 628 times

Keywords: stochastic jpk67fr stochastics
Scalper 4 *
Description
Requested by pdawg. This is an indicator that looks for higher highs and lower lows. Inspired by John Carter's TTMScalper.

References
https://www.simplertrading.com/scalper/

To Import
1. Download the attached file to your desktop
2. From the Control Center window select the menu File > Utilities > Import NinjaScript
3. Select the downloaded file


COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES (sam028)


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Details: Scalper


January 14th, 2010
Size: 3.70 KB
Downloaded: 2619 times

Keywords: ttm scalper alrhai
Colored Zones01 4 *
Just an indicator to place support/resistance zones on a chart. 10 zones are available. Would like to be able to make the zones color selectable, but I'm not a programmer, just a "copy and paster" . These work better than rectangles because you can't mistakenly grab them and move them.


COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES (sam028)


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Details: Colored Zones01


January 10th, 2010
Size: 3.14 KB
Downloaded: 968 times

Keywords: zones support resistance blaporte1234
ReversalBar - A paintbar to color reversal bars on range charts 4 *
ReversalBar - A paintbar to color reversal bars on range charts

20100106 v1.1
Fixed problem with saving color parameters.
Added purple bars for consolidation


COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES (sam028)


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Details: ReversalBar - A paintbar to color reversal bars on range charts


January 1st, 2010
Size: 5.21 KB
Downloaded: 2302 times

Keywords: reversal range paintbar bar cunparis
Vertical Horizontal Filter 5 *
The VHF indicator can be a useful tool as it attempts to measure the “trendiness” of a market. It reveals the strength of a trend, not the trend direction. This filter compares the sum of one-day price changes within a specific time period to the range between the high and low prices over the specified period. The VHF values help identify whether prices are in a trending phase as well as the degree or strength of a trend, where the trader should use trend-following indicators, or if the prices are in a trading range market, a case where congestion-phase indicators (such as
oscillators which work well in trading range markets) should be used.

In theory, the VHF indicator can be used in the following three ways:

1. In determining whether a particular market condition is trending or is in a congestion/non-trending phase: A rising VHF line indicates a developing trend; a falling VHF line indicates prices may be entering a trading range market.

2. To determine the degree or strength of a trend: The higher the VHF line, the higher the degree of trending. A falling line indicates a trend is weak.

3. The use of the VHF as a contrarian indicator: Relatively low VHF values can indicate that prices can be expected to break out of the congestion phase and start trending. On the other hand, relatively high VHF values indicate that a trending phase may be coming to a close and that the market is getting ready to enter a congestion phase.

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES


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Details: Vertical Horizontal Filter


December 6th, 2009
Size: 5.92 KB
Downloaded: 1944 times

Keywords: trend ninjatrader chop sideways congestion gregid
Qualitative Quantitative Estimation 5 *
This is an indicator that I have found on ninjatrader support website , I though it would be a good add-on to BMT collection
Combination of RSI and ATR .

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES (tested by sam028)


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Details: Qualitative Quantitative Estimation


December 2nd, 2009
Size: 7.47 KB
Downloaded: 1078 times

Keywords: quantative qualitative ninjatrader soumi71
PivotLevels
This is a simple indicator which shows the various pivot levels: Pivot Point, S1, S2, S3, R1, R2, R3. It works only on a 24hour chart. You must choose your session open and session close. At present it will not work for overnight sessions. I will probably make a new one for overnight sessions as I am interested in this myself, but for now it won't work with overnight sessions.

There are pivot indicators available on the Ninja forum but the ones I found there were either overly complicated or they didn't keep the lines on the historical charts, only on the present day.

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES (tested by sam028)


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Details: PivotLevels


November 19th, 2009
Size: 2.45 KB
Downloaded: 895 times

Keywords: pivot ninjatrader rsi77
ADX Colors 5 *
This is a slightly improved ADX indicator which colors the indicator different colors for above & below a threshold. This makes it easy to see if the ADX is above a threshold. I use it to stop trading when price isn't trending.

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES (tested by sam028)


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Details: ADX Colors


November 18th, 2009
Size: 2.44 KB
Downloaded: 1270 times

Keywords: cunparis adxvma adx ninjatrader
TSSupertrend v2.3 5 *
TSSupertrend v2.3

SuperTrend uses ATR (average true range) to identify when the trend has changed direction. You can combine this with multiple moving average types to smooth the averages, and you are left with a super effective indicator that can be used to:

- Used to paint bars
- Used to show stop/reverse lines

EDIT: v2.2 added 11/17/2009
EDIT: v2.3 added 12/23/2009 - Added sound alerts, fixed VWMA bug

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES (tested by sam028)


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Details: TSSupertrend v2.3


November 17th, 2009
Size: 30.02 KB
Downloaded: 8736 times

Keywords: supertrend atr roonius
BuySellPlot 5 *
Updated version by Zondor in the Elite area

This is version 1.0 of a Buy Sell Indicator modified from Buy Sell Pressure on the Ninja Trader Links and Downloads Manager ( https://ninjatrader.com/support/forum/local_links.php page).

This indicator is a real-time indicator and does not plot against historical data. A histogram splitting volume between trades at higher or equal to the high of the last bar or lower or equal to the low of the last bar is plotted.
It is currently executed using Chart Trader under the Advanced Trade Management system on Ninja Trader. The goal is to write a strategy using these indicators and back test it. The one think I do not know how to do is how to pass the 2 variables generated by this indicator to a strategy.

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES (tested by sam028)


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Details: BuySellPlot


November 13th, 2009
Size: 2.02 KB
Downloaded: 4004 times

Keywords: sell pressure ninjatrader buy ztrade101
PRC2 4 *
this is a new version of PRC (used in the holy grail setup)

i found this indicator on line from : https://www.integrity-traders.com/

very useful indicator , work better then the previous version consume less memory

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES (tested by sam028)


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Details: PRC2


November 10th, 2009
Size: 9.35 KB
Downloaded: 3097 times

Keywords: prc ninjatrader benbrooke polynomial channel regression
Range Bar High Low Current Bar Indicator v2 5 *
This indicator plots the maximum high or minimum low of a forming Range Bar. The plots disappear as soon as a new bar forms or the current bar has filled its required range.

Nov 5th: have fixed coding problem so that it will no longer function when you change to other chart formats. Right now is good for Range Bar and RangeAlt. If someone tells me the coding for the RangeNoGap I can add that in.

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: Yes


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Details: Range Bar High Low Current Bar Indicator v2


November 1st, 2009
Size: 2.13 KB
Downloaded: 1404 times

Keywords: ninjatrader high cclsys range low current bar
Volume Patterns 5 *
This is my version of two of the volume patterns from the Better Volume indicator from eminiwatch.com. I only use HVC & LV bars in my trading and these were easy to port. The other volume bars (Climax bars) require upticks & downticks which are available historically with Tradestation but not with Ninjatrader.

HVC bars often mark turning points and are usually the result of professional activity.

LV bars are usually amateur activity and the move may not continue.

I have tested this indicator against the better volume indicator on Tradestation and there is zero difference. If you want the Climax bars I encourage you to purchase the Better Volume for Ninjatrader from eminiwatch.

I also plan to add more volume patterns to this indicator such as "No Demand", "Stopping Volume", etc. If anyone would like to contribute please let me know, I have lots of ideas but little time so I could use the help.

For more information on using this indicator and the volume patterns, please see the thread:

https://forum.bigmiketrading.com/general-discussion/634-how-use-volume-your-trading.html

Update History:

Date: 20091024 Version: 0.4
Added audio alert for minute chart - will alert 1 minute before close and on the close
Thanks to Prtester for the code

Date: 20091024 Version: 0.3
Added option to display volume or not

Date: 20091018 Version: 0.2
Added an audio alert for HVC for tick charts. Will do it for minute charts soon.

Date: 20090914 Version: 0.1p2
Fixed bug where paintbars are yellow instead of default color

Date: 20090912 Version: 0.1p1
Added CurrentBar < 2 return

Date: 20090912 Version: 0.1
Initial version

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES (tested by sam028)


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Details: Volume Patterns


October 19th, 2009
Size: 8.05 KB
Downloaded: 4852 times

Keywords: ninjatrader hvc cunparis lv emniwatch stopping
Economic News Indicator v2a 4 *
I have created a basic economic news indicator using the ForexFactory feed. It's pretty much a port of the FFCal indicator for Metatrader.

Full details can be found here.

10/19 - Fixed a date/time formatting issue with non-"en-US" cultures.

10/29 - A got a lot of requests to provide a background and border so that the candles and other indicators didn't overlay the text. If you would like this version it can be found here: https://www.johnthom.com/2009/10/economic-news-indicator.html

11/02 - Final version: Layout fixes, efficiencies added, code clean up.
More info here...
https://www.johnthom.com/2009/10/economic-news-indicator.html

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES (tested by sam028)


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Details: Economic News Indicator v2a


October 19th, 2009
Size: 7.73 KB
Downloaded: 3453 times

Keywords: ninjatrader johnthom ffcal news
EMA_HMA_SMA_WMA_Colors_V3_No_Repaint_Bars 4 *
Here are the EMA_HMA_SMA_WMA_Colors_V3_No_Repaint_Bars.

Enclosed in the zip file are the four indicators as shown in the picture.

The moving average for each indicator is compared to a slope that you specify.

Results are displayed with different colors, depending on the slope and market direction.

Indicator MA specified length and slope MA specified lengths are defined seperately to increase flexibility of utilization.

I did not create the original versions of these indicators.

I just made a few changes.

RJay

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES (tested by sam028)


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Details: EMA_HMA_SMA_WMA_Colors_V3_No_Repaint_Bars


October 5th, 2009
Size: 16.25 KB
Downloaded: 1912 times

Keywords: sma repaint hma wma rjay ninjatrader ema
ColorSampleUniversalMovingAverage 1 *
From an unknown author, this indicator simply plot an MA with changing colors, if rising or falling.
MA possible types: SMA/EMA/HMA/WMA.

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES (tested sam028)


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Details: ColorSampleUniversalMovingAverage


October 5th, 2009
Size: 9.20 KB
Downloaded: 1479 times

Keywords: sample sam028 ninjatrader color universal
SMI2 with no repaint option 5 *
Requested by VIP user.

Same SMI2 but this one won't repaint if you use a plot other than Line. If you use line, it will repaint 1 bar back to connect plots (like normal). But if you use something else, like a dot, it won't repaint.

Mike

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES (tested by sam028)


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Details: SMI2 with no repaint option


September 29th, 2009
Size: 8.28 KB
Downloaded: 1370 times

Keywords: smi ninjatrader bmt stochastic
ADXVMA Alerts v1.05 5 *
Requested by VIP user. This ADXVMA adds the ability to not re-paint 1 bar back if the plot style is not a line. So if you use Lines, they will repaint to connect the plots (like normal). But if you use something else, like Dots, they will not repaint.

Mike

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES (tested by sam028)


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Details: ADXVMA Alerts v1.05


September 29th, 2009
Size: 5.75 KB
Downloaded: 2663 times

Keywords: ninjatrader bmt adxvma
Laguerre ECO 4 *
Richard from MoveTheMarkets wrote this indicator. Visit his blog here:
http://ww38.movethemarkets.com/blog/2009/09/23/laguerre-eco-ergodic-candle-oscillator-indicator/?subid1=20240315-1655-3292-8cdc-d13274496a51


Richard
Most indicators out there run on bars. Let’s take a 3-period moving average. You compute it on the Close, the previous Close, and the Close before that. Well, what if you used 3 other values in your average, instead of the last three prices? Like, what if you used the current value of the 2-EMA, 5-EMA, and 8-EMA and computed the average of those instead?

Ehlers uses the 4-RSI as an example application of the Laguerre treatment. Instead of the last 4 Closes, he uses 4 Laguerre values. Using only four values makes the indicator turn quickly, but you can adjust the overall speed of the output via the gamma input to the transform. Pretty neat!

In July, I looked around briefly to see what other Laguerre indicators were out there. Surprisingly, I couldn’t find any. I thought that was strange, because all you have to do is plug in the Laguerre values you need and see what happens. I coded up a few, and found the the Ergodic Candle Oscillator looked pretty good Laguerre-ized.

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES (tested by sam028)


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Details: Laguerre ECO


September 26th, 2009
Size: 5.89 KB
Downloaded: 1158 times

Keywords: laguerre ehlers eco bmt ninjatrader
RubberBand indicator
see this post Rubber Band Indicator & TS Code

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES (tested by sam028)


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Details: RubberBand indicator


September 24th, 2009
Size: 2.17 KB
Downloaded: 806 times

Keywords: rubberband ninjatrader piersh
Ehlers Collection v1.00 5 *
This is a collection of various filters by John Ehlers outlined in his excellent books "Rocket Science for Traders" and "Cybernet Analysis for Stocks and Futures"

it includes:
- Adaptive Cyber Cycle
- Adaptive CCI
- Adaptive Center of Gravity
- Adaptive Relative Vigor Indicator
- Laguerre Filter
- Adaptive Laguerre Filter
- Laguerre RSI
- Hilbert Transform
- Hilbert Sinewave Oscillator
- Instantaneous Trend
- Dominant Cycle
- Dominant Cycle Oscillator
- Smoothed Adaptive Momentum

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES (tested by sam028)


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Details: Ehlers Collection v1.00


September 16th, 2009
Size: 32.86 KB
Downloaded: 1409 times

Keywords: sinewave momentum gravity cycle cci rsi laguerre ehlers cyber trend piersh hilbert dominant cog
RMO (Rahul Mohindar Oscillator) System 5 *
RMO Indicator.

This is a package of two of the three indicators that are part of the RMO system. In this package are included the RMO Oscillator and the RMO SwingTrader indicators. HOLIDAY SPECIAL: Adding RMO System Indicator that colors bars and marks system entries and exits. Arrows suggest entries. Diamonds suggest exits. Use at your own risk. Real money not recommended. Enjoy.

ChangeLog
v3.0.1 - Added divide-by-zero fix provided by Max-td and roonius to fix display problem with shorter intervals.
v3.0.0 - I believe all issues are fixed and am also adding Holiday bonus Indicator that marks entries and exits for the system.
v2.0.1 - Fixed bug where charts would not update from real time data for intervals less than 10min on some Instruments (YM).


Exported with 6.5.1000.12

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES (tested by sam028)


See also NinjaTrader 6.5 Indicators 
 
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Details: RMO (Rahul Mohindar Oscillator) System


September 4th, 2009
Size: 21.78 KB
Downloaded: 2058 times

Keywords: rahul osc mohindar randyt
OBV and Bollinger bands 5 *
The idea was found on a french website by a friend, I've just cleaned the code, and add some goodies.

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES (tested by sam028)


See also NinjaTrader 6.5 Indicators 
 
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Details: OBV and Bollinger bands


September 3rd, 2009
Size: 7.55 KB
Downloaded: 999 times

Keywords: obv ninjatrader bollinger sam028
Ehlers Corona Indicators 5 *
These are the Corona Indicators originally created by John Ehlers.

They are meant to identify cycles in the market and help you determine whether or not the market is currently suitable for trading cycles. They develop the corona at times when the signal is weak or unstable.

You can read more about them here:
http://survey-smiles.com

For those who are interested, all of them are based on cycle extraction using a DFT variant.

In general, Fourier analysis is not suitable for use on financial timeseries since it is based on the assumption of Stationarity. In the DSP world that restriction is commonly relaxed to include WSS signals (wide sense stationary). Ehlers seeks to approximate a WSS signal by detrending the data with a high pass filter before the DFT step, whether or not that is a suitable approximation is questionable as it ultimately depends on the specific data being processed.

What is certain is that they look very cool, so try them for yourself and see if you find them useful

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES (tested by sam028)


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Details: Ehlers Corona Indicators


July 20th, 2009
Size: 14.18 KB
Downloaded: 1044 times

Keywords: ninjatrader ehlers corona sefstrat
VolumeGraph 5 *
I wrote this indicator because I like to look at Volume, but wanted something different than just "green=higher volume, red=lower volume".

So, this indicator uses a sophisticated exponential Linear Regression Slope method to determine if the Volume color should be Up or Down.

It also adds an average to quickly identify volume spikes.

Mike


COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES (tested by sam028)


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Details: VolumeGraph


June 20th, 2009
Size: 7.41 KB
Downloaded: 3200 times

Keywords: volume regression linreg exponential volumegraph slope ninjatrader linear bmt
eco2 new sharky's package 5 *
The ECO2New2 is a Momentum Oscillator that is not affected by opening gaps. See William Blau's Momentum/Direction/Divergence book.

Trading Ergodics with the Trend - Rules:

1. Enter or hold position only when slope of ECO2New2 Signal line has the same direction as the trend
2. Stand aside when slope of ECO2New2 Signal Line is in the opposite direction of trend
3. Enter or exit position when ECO2New2 and its Signal Line cross
4. Take note when the ECO2New2 is 'inside' it's signal line. This indicates failing momentum. This is what the magenta dot signifies.

Author: Zoltran
The original Ninja forum thread: https://ninjatrader.com/support/forum/showthread.php?t=3693&highlight=eco2&page=11


COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0.0.13: YES Jura


See also NinjaTrader 6.5 Indicators 
 
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Details: eco2 new sharky's package


June 12th, 2009
Size: 6.51 KB
Downloaded: 4071 times

Keywords: blau zoltran sharky ninjatrader eco
 


 
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