NinjaTrader 7 Miscellaneous
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NinjaTrader 7 Miscellaneous
Downloads in this section are for NinjaTrader 7 and include files that don't fit into any other category (ie: Market Replay Data, Custom Bar Types)


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NYSE Composite Index Daily 12/31/1965 to 01/23/2017 5 *
NYSE Composite Index Daily 12/31/1965 to 01/23/2017  
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Details: NYSE Composite Index Daily 12/31/1965 to 01/23/2017


January 24th, 2017
Size: 757.68 KB
Downloaded: 32 times
NASDAQ Composite Index Daily 02/05/1971 to 01/23/2017
NASDAQ Composite Index Daily 02/05/1971 to 01/23/2017  
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Details: NASDAQ Composite Index Daily 02/05/1971 to 01/23/2017


January 24th, 2017
Size: 697.17 KB
Downloaded: 26 times
Russell 2000 Index Daily 09/10/1987 to 01/23/2017
Russell 2000 Index Daily 09/10/1987 to 01/23/2017  
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Details: Russell 2000 Index Daily 09/10/1987 to 01/23/2017


January 23rd, 2017
Size: 446.77 KB
Downloaded: 21 times
Standards and Poors 500 Index Daily 1/1/1950 to 12/31/2016
Standards and Poors 500 Index Daily 1/1/1950 to 12/31/2016  
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Details: Standards and Poors 500 Index Daily 1/1/1950 to 12/31/2016


January 22nd, 2017
Size: 228.21 KB
Downloaded: 38 times

Keywords: index s&p500
Dow Jones Industrial Average Index Daily 1/1/1885 to 12/31/2016
Dow Jones Industrial Average Index Daily 1/1/1885 to 12/31/2016  
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Details: Dow Jones Industrial Average Index Daily 1/1/1885 to 12/31/2016


January 22nd, 2017
Size: 319.74 KB
Downloaded: 28 times

Keywords: djia
$BITUSD Minute Data 7/28/2016 to 12/24/2016
Created a data set for Bitcoin to USD exchange rate for NT7!! Minute data 7/28/2016 to 12/24/2016. Volume in Bitcoin.  
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Details: $BITUSD Minute Data 7/28/2016 to 12/24/2016


January 22nd, 2017
Size: 163.32 KB
Downloaded: 7 times
$BITUSD Daily Data 1/1/2011 to 12/31/2016
Created a data set for Bitcoin to USD exchange rate for NT7!! Daily Data 1/1/2011 to 12/31/2016. Volume in Bitcoin.  
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Details: $BITUSD Daily Data 1/1/2011 to 12/31/2016


January 22nd, 2017
Size: 73.56 KB
Downloaded: 7 times
Point On Close ChartStyle
This adds a ChartStyle called PointOnClose.
Copy BruChartStyles.cs into your Types folder,
e.g. C:\Users\YourUserName\Documents\NinjaTrader 7\bin\Custom\Type
Compile any indicator using Tools + Edit NinjaScript
Close and re-start NinjaTrader.
Tested with NinjaTrader 7.0.1000.31
 
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Details: Point On Close ChartStyle


August 4th, 2016
Size: 3.77 KB
Downloaded: 29 times

Keywords: chartstyle ninjatrader
NT7 Market Replay Data $EURUSD and $EURJPY for the week of 2/16/2014 to 2/21/2014
Recorded from MB Trading this past week. Enjoy!  
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Details: NT7 Market Replay Data $EURUSD and $EURJPY for the week of 2/16/2014 to 2/21/2014


February 23rd, 2014
Size: 114.29 MB
Downloaded: 46 times
NT7 Market Replay Data $EURUSD and $EURJPY for the week of 2/9/2014 to 2/14/2014
Recorded from MB Trading this past week. Enjoy!  
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Details: NT7 Market Replay Data $EURUSD and $EURJPY for the week of 2/9/2014 to 2/14/2014


February 23rd, 2014
Size: 133.25 MB
Downloaded: 21 times
NT7 Market Replay - Feb 2-7 2014 $EURUSD and $EURJPY for the week of 2/2/2014 to 2/7/2014
Recorded from MB Trading this past week. Enjoy!  
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Details: NT7 Market Replay - Feb 2-7 2014 $EURUSD and $EURJPY for the week of 2/2/2014 to 2/7/2014


February 8th, 2014
Size: 51.12 MB
Downloaded: 31 times
Percentage Based Slippage Fill Type
This is different fill type that I use when testing stocks. Whatever you set for slippage in the strategy analyzer will be applied as a percentage.

Ex: If you set 0.005 for slippage, it will apply 0.5% slippage to each transaction.

I find this more useful than the default tick or price based fill types, since this helps normalize the slippage across stocks with a wide range of values. If going long, the slippage is defined as either 0.5% or the next high, whichever is greater (same as the default slippage calc from NT). For low priced stocks, it also applies a minimum of $0.01/share.

Note that for a typical stock, 0.5% is quite conservative. 0.3% would probably even be a bit high (But obviously that depends on your strategy).
 
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Details: Percentage Based Slippage Fill Type


June 20th, 2013
Size: 4.96 KB
Downloaded: 26 times
HLC Chart Style (Version 2.0) for NinjaTrader 7 5 *
The attached file is a new chart style for NinjaTrader 7 that adds High, Low, Close (HLC) bars, which are popular for Volume Spread Analysis (VSA).

There are indicators for NT that can be used to simulate HLC bars, but these are not coloured by paint bar indicators, which are designed to colour bars and not other indicators.

This chart style will be coloured by paint bar studies, because it creates a new bar style.

The first version of the chart style is described here and that page has tips on programming and installing the chart style.

Installation

Download HlcChartStyle.zip, then follow the usual import procedure. File, Utilites, Import NinjaScript. Then restart NT.

The screen shot shows HLC bars coloured by Better ProAm from Emini-Watch.
 
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Details: HLC Chart Style (Version 2.0) for NinjaTrader 7


November 6th, 2012
Size: 2.03 KB
Downloaded: 667 times
Screen Capture and Indicator Print..... Made Easy 5 *
This strategy is simple straight forward... and replaces the other... Sorry if I'm not doing it right. I added screen capture as well as indicator capture... You can fire this off at each trade... or you can fire it off by depressing the mouse down on the button...

It's design is to help you look for signals... and compare the visual to the data later... I know when back testing and simulation... it would have been easier if I had this routine already built in...
 
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Details: Screen Capture and Indicator Print..... Made Easy


March 14th, 2012
Size: 1.82 KB
Downloaded: 239 times

Keywords: indicator mouse utility screen capture
Caputue Utility... This might help if you're trying to figure.. 5 *
This combines code that was found on the board and creates a utility tool. Simply copy the code into your strategy or use this a start. Modify the MouseDown event and add any indicator that you want to have printed or output to a file.

I find this code useful when designing "Bots"....

Hope this helps...
 
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Details: Caputue Utility... This might help if you're trying to figure..


March 14th, 2012
Size: 1.50 KB
Downloaded: 118 times

Keywords: mouse tool utility
R Squared - Coefficient of Determination
Optimization Type:
RSquared is the coefficient of determination.

The optimization performs simple linear regression of the equity curve by the least squares method to determine slope of a linear line. This linear regression line is then correlated with the equity curve by trade # to calculate r-squared. The closer to 1 the better the fit. I have wrote the code to only return result with positive net income.

I have pulled the following definition from Investopedia which provides a very good explanation.

What Does Coefficient of Determination Mean?
A measure used in statistical model analysis to assess how well a model explains and predicts future outcomes. It is indicative of the level of explained variability in the model. The coefficient, also commonly known as R-square, is used as a guideline to measure the accuracy of the model.

Investopedia explains Coefficient of Determination

One use of the coefficient of determination is to test the goodness of fit of the model. It is expressed as a value between zero and one. A value of one indicates a perfect fit, and therefore, a very reliable model for future forecasts. A value of zero, on the other hand, would indicate that the model fails to accurately model the dataset.

Copy file to directory ".../Ninja Trader 7/bin/custom/type/" and open up any indicator for editing and recompile. This optimization type will then show up in strategy analyzer.

Revision 0.12 - Uploaded 11/10/2011: Fixed error in calculation
 
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Details: R Squared - Coefficient of Determination


November 9th, 2011
Size: 3.63 KB
Downloaded: 202 times
Expectancy Optimization Type
Similiar to the Expectancy Score Optimization Type, but this one does not include opportunity. Look at this link to read how this file can help you with your optimizing.

Join us on this thread to read more about how to use Optimization Types to improve your optimizations.

Enjoy!
Gordo

P.S. If you get a score of 777, that means there were no trades that met the criterea. I score of 888 means there were less than 52 trades in a year's time and a score of 999 means the strategy had no losing trades making it not viable.
 
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Details: Expectancy Optimization Type


May 24th, 2011
Size: 2.15 KB
Downloaded: 353 times
Expectancy Score Optimization Type 5 *
Here is my rendition of the Expectancy Score from Trade Your Way to Financial Freedom by Van K. Tharp. The basis of this optimization is found in this link:

https://www.unicorn.us.com/trading/expectancy.html

which states in part:

Expectancy is how much you expect to earn from each trade for every dollar you risk. Opportunity is how often your strategy trades. You want to maximize the product of both.
Expectancy = (AW PW + AL PL) ⁄ |AL| (expected profit per dollar risked)
Expectancy score = Expectancy Opportunity
where AW = average winning trade (excluding maximum win) PW = probability of winning (PW = <wins> ⁄ NST


where <wins> is total wins excluding maximum win) AL = average losing trade (negative, excluding scratch losses) |AL| = absolute value of AL PL = probability of losing (PL = <non-scratch losses> ⁄ NST) Opportunity = NST 365 ⁄ studydays (opportunities to trade in a year) where
  • NST = <total trades> − <scratch trades> − 1
    In other words, NST = non-scratch trades during the period under test (a scratch trade loses commission+slippage or less) minus 1 (to exclude the maximum win).
  • studydays = calendar days of history being tested
This code atttempts to duplicate this algebraic information in NT7 eese.

Enjoy!
Gordo

Version 2 cleaned up a few coding errors.

I also added a new optimizer type which is just called expectancy. It does not include opportunity. Take a look. Join us on this link for a discussion on expectancy.

Enjoy!
Gordo
 
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Details: Expectancy Score Optimization Type


April 29th, 2011
Size: 2.22 KB
Downloaded: 395 times
ExportData 5 *
I've converted the indicator ExportChartData to a Strategy to make it easier to apply against a basket of instruments. Thanks to BigMike and Sam for some older comments and code that inspired this .

Next releases will include enums to select various DateTime output formats. It is currently outputing POSIX-style DateTime. Feel free to make it better!

Strategy ExportData changelog:

24 February 2011: ver 3.35 posted. Significant refactor. Adds enums for DateTime output formats, delimiters, file types. Adds user-configurable output preferences for export to Matlab and R, and a code example for exporting indicator data with timeseries data.
21 February 2010: ver 3.00 posted
22 February 2010: ver 3.01 posted. Deleted Print statements that were used for debugging and changed an if/if to an if/else to save processor power.
22 February 2010: ver 3.10 posted. Added OnStartUp() and OnTermination() methods and moved code there from OnBarUpdate() for efficiency.
2 November 2010: ver 3.2 posted. Fixed bug where spaces in path names would throw an exception, added better exception handling, added Print statements in OnStartUp() and OnTermination(). NT7b23 compile.

Compatability:
NT7 only
 
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Details: ExportData


February 24th, 2011
Size: 5.95 KB
Downloaded: 909 times

Keywords: export mxasj
BhavCopy ImportType
Exported with NT 7 RC 1 (23)

National Stock Exchange provides bhavcopies or End of Day data. But sadly the same cannot be fed to NinjaTrader natively. So I build a custom ImportType file so that the same can be fed to NinjaTrader.

The same is supposed to work in conjunction with Data Downloader (in Data Downloader use the default format to format the data). Of-course any data of similar format can also be fed. Being an open-source code you can always modify the same to suit your needs.

For more details please visit https://www.volumedigger.com/NinjaTrader/Miscellaneous/BhavCopy_ImportType.aspx

In case of any bugs pls shoot me a mail.

Pls backup your database before using the same.
Pls use the same at your own risk.
 
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Details: BhavCopy ImportType


November 29th, 2010
Size: 2.40 KB
Downloaded: 91 times
replay data for week 43 (6x, ES, NQ, TF, CL, ...) 5 *
for 12/10 contracts: 6A, 6B, 6C, 6E, 6J, 6S, CL, EMD,ES, FDAX, FESX, FGBL, GC, NQ, TF, ZB, ZN, YM
for 11/10 contracts: CAC40
 
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Details: replay data for week 43 (6x, ES, NQ, TF, CL, ...)


October 30th, 2010
Size: 50.93 MB
Downloaded: 572 times
NinjaTraderDDE 2 *
Exported with NT7 7.0.0.15

NinjaTrader do not have Dynamic Data Exchange (DDE) capability. This indicator helps one to build a DDE connection between NT and any client application like excel. NT acts as the server and sends the data.

.Net do not supports DDE natively but there is a very good free open source library namely NDDE, which i have used to make the dde link.

The indicator uses many "non-supported stuffs". So use/edit is judiciously.

For more details pls visit here
 
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Details: NinjaTraderDDE


June 14th, 2010
Size: 134.80 KB
Downloaded: 270 times

Keywords: data dynamic dde exchange
dsDataBox 4 *
Exported with NT 7.0.0.17

an alternative to the native Data Box or the Mini Data box dsDataBox displays the OHLC in the tool strip of the chart. Can be edited to include custom information like volume etc. It uses many non supported stuffs so do take care on that.

More info can be found here
 
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Details: dsDataBox


June 14th, 2010
Size: 2.33 KB
Downloaded: 378 times
AMEX, ARCX, NASDAQ & NYSE Stock Symbols 4 *
Hi,

The attachment contains 4 lists with tickers of the AMEX, ARCX, NASDAQ and the NYSE.

Importing these lists into Ninjatrader 7b16 will solve the problem that since NT7 it does no longer recognize tickers on the fly and gives an error if any stock ticker is entered that is not already in the instrument list.

AMEX 564 stock symbols
ARCX 1083 stock symbols
NASDAQ 2397 stock symbols
NYSE 3273 stock symbols

Import a list goes as follow:
File->Utilities->Import Stock Symbol List
Select the correct exchange from the list and import the list. Please note, this can take a very long time.

Enjoy


W.
 
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Details: AMEX, ARCX, NASDAQ & NYSE Stock Symbols


June 9th, 2010
Size: 18.07 KB
Downloaded: 118 times

Keywords: nt7 amex arcx nasdaq nyse
WickedRenko v1 5 *
BetterRenko is avail in elite area, and provides a better implementation, but this is left here for those interested.


Renko implemenation that maintains the correct wicks/volume.

It should coexist with SbsRenko and MedianRenko and NT Renko. The implementation also allows CandleSticks or OpenClose bar types to be used, but maintains the wick data reguardless of how it is displayed. The bar open is repainted, which is a weakness.

To use this, just import the zip file, compile some indicator, and restart Ninja to get the code loaded.
 
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Details: WickedRenko v1


May 23rd, 2010
Size: 2.07 KB
Downloaded: 351 times
SbS Renko for NinjaTrader 7.0 5 *
Renko variation which shows current price, highs and lows of the price travel during the formation of the bar.

Import as a regular indicator.
Do not look for it in the indicator list.

It will appear under Interval Settings in "Format Data Series" dialog


COMPATIBILITY:
NinjaTrader 6.5: No
NinjaTrader 7.0: Yes
 
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Details: SbS Renko for NinjaTrader 7.0


May 14th, 2010
Size: 3.69 KB
Downloaded: 1048 times

Keywords: renko roonius sbs
HowTo Setup the FTSE 100 stocks with Yahoo & NT7
In this post I'll describe how to quickly setup the FTSE 100 stock list in NT7.

It is a pity that there is no easy "just import" and share these list stock list with all the mappings to the different brokers like Yahoo, Google Interactive Brokers etc yet.

I have already request the NT-team to implement a full import/export of the Instrument Manager, however I hope they do.
Please add you're support on this threat Here is you like this idea too.

How to create the FTSE 100 in Ninjatrader with Yahoo data source
I presume you already created a Yahoo as data source if not, look around how to do this.

Here is how you import all the FTSE 100 tickers at ounce:
First open the Yahoo Page with the FTSE index on:
FTSE Index Components

Scroll down and download the Spreadsheet
or click here

Open the spreadsheet and remove all column leave only the ticker column.
Save the list into a cvs text file.

Now start NT7 and go to:
File->Utilities->Import Stock Symbols
Change Traded on to Liffe
Change the currency into pounds
Click the button <New> and Type the Name FTSE 100
You can change the session template but not necessary needed
Remove the Separator chars
And press the load button.
Select your file you just saved from the spread sheet ( set file type to any if you cant see it )
After clicking ok you should see the full FTSE 100 list.

Now look for the BT-A.L symbol. It will give an error because Ninja doesn't allow "-" in ticker symbols. And change it into BTA.L We'll come back to this later so that Yahoo will understand this.

Press Ok.

The symbols will be imported.
Click ok to finish.

Now we need to adjust the BT-A.L stock so Yahoo understands us on this stock.
Go to the Tools->Instrument Manager and search for your BTA.L stock
Press edit, and go to the Misc tab and scroll down to the Yahoo field and change the BTA.L into BT-A.L
Press Ok

Now some serious testing and easy usage:
Connect NT with the Yahoo data source:
File->Connect-> your Yahoo connect name

Now go to: File->New->Market Analyzer
Right Mouse click in one of the fields of the market analyzer.
Select Add Instrument List-> FTSE 100

The full FTSE 100 list will appear in the Market Analyzer.

Open a chart File->New->Chart
Scroll down to out FTSE 100 list and select any stock you like and press New
Change in the right column under the Period section the Type to day
And press Ok

You're first UK chart is now on.
Now go to the top right corner of the chart where the close window X is and look a bit to the left there is an L.
Click on this L and select the first color there.

Now go to your Market Analyzer and pick the same color there too also on the right corner. We have now connected the two windows together for easy stock browsing.

Click in the market analyzer on the first stock and the chart should update and show that ticker. Use enter to quickly run through the list.

Good Luck! and safe trading!

Wessel
 
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Details: HowTo Setup the FTSE 100 stocks with Yahoo & NT7


April 25th, 2010
Size: 237 bytes
Downloaded: 80 times

Keywords: 100 ftse nt7 yahoo
ExportChartData 5 *
This is an NT7 indicator used to write timestamped OHLC and volume data from the open chart to a text file for analysis outside of NT (Excel, Matlab, R, etc). It gives you the option to use different characters for delimiting files, as well as the option to split Date and Time into two separate fields. Upcoming features include custom DateTime formats.

Feel free to help make it better!

Change Log:
30 Jan 2010. Ver 1.0 posted.
31 Jan 2010. Ver 1.1 posted. Cleans up the code and displays variables for planned future enhancements.
20 Feb 2010. Ver 2.0 posted. Split path and file name options and added filename default to instrument name/barstype/periodicity, which should make batch usage easier. MXASJ stopping development of this as an INDICATOR in favor of a STRATEGY called ExportData which will be posted seperately.
 
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Details: ExportChartData


January 30th, 2010
Size: 3.42 KB
Downloaded: 296 times

Keywords: export mxasj
NoGapRangeBars_NT7 5 *
NoGapRangeBars are a slightly modified version of NinjaTrader's Range Bars.

In NinjaTrader's Range Bars, the Open[0] of each bar equals Close[0] at the open of each bar.

In This version, the Open[0] of each bar equals Close[1] at the open of each bar.

NinjaTrader's Range Bars set on a 4 tick range needs 5 ticks of movement to create a new bar.

This version set on a 4 tick range needs just 4 ticks of movement to create a new bar.

It closes the gaps in trending bars.

It also removes a 1 tick hash programmed into the chart when the market is moving sideways.

I think it makes for a cleaner chart.

Update: Period.Type changed to resolve a conflict. New ID is Custom2
 
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Details: NoGapRangeBars_NT7


December 25th, 2009
Size: 2.43 KB
Downloaded: 2994 times
NoGapRangeBars_NT65 5 *
This is a slightly modified version of NinjaTrader's Range Bars.

In NinjaTrader's Range Bars, the Open[0] of each bar equals Close[0].

In This version, the Open[0] of each bar equals Close[1] .

NinjaTrader's Range Bars set on a 4 tick range needs 5 ticks of movement to create a new bar.

This version set on a 4 tick range needs just 4 ticks of movement to create a new bar.

It closes the gaps in trending bars.

It also removes a 1 tick hash programmed into the chart when the market is moving sideways.

I think it makes for a cleaner chart.
 
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Details: NoGapRangeBars_NT65


August 25th, 2009
Size: 1.43 KB
Downloaded: 795 times
 


 
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