The Regression Channel already comes as a NinjaTrader default indicator. However, the NinjaTrader default indicator comes with a few limitations, which are adressed by this indicator:
- The default indicator calculates the regression channel from the last bar loaded by OnBarUpdate(). When the chart scrolled back horizontally, the regression channel remains in its future position until it drops out of the chart.
- The default indicator does not allow for calculating the linear regression channel a few bars ago and then project the channel lines forward until the current bar.
This version of the indicator has the two issues addressed:
- The regression channel is calculated from the last bar shown on the chart and will adapt its position accordingly when you scoll back the chart horizontally.
- You may enter an offset and calculate the regression channel a few bars ago. The regression channel will then be extended until the last bar shown on the chart.
Repainting behavior: All regression channels - whether linear or polynomial - belong to the class of repainting indicators. All regression channels are retrofitted to the selected lookback period. The repainting can be easily observed with this indicator when scrolling horizontally. The indicator comes with an option to display the regression bands. The regression bands show the trace that the regression channel has painted on the chart without repainting any prior bars.
Public DataSeries: The indicator comes with four additional public DataSeries that can be accessed via the strategy builder.
- Normalized slope - This is an output which returns the slope in synthetic degrees. The slope has been normalized by dividing it by the square root of the average true range and then applying the arctangent.
- NormalizedChannelWidth - This series returns the normalized channel width around the regression line and may be used as a measure of non-directional volatility.
- RegressionTrend - The regression trend holds the value + 1 for an upsloping regression line and -1 for a downsloping regression line.
Market Analyzer Columns: The indicator comes with three separately coded market analyer columns which allow for displaying normalized slope, normalized channel width and the regression trend on the market analyzer.
This indicator is for equities traders, to compare current performance with the 'other 3' equities and an average of all 4.
It adds data series for ES, NQ, RTY and YM, shows % change for each since the session open (24 hr session, not just the day session) as well as a simple moving average of all 4. The SMA period is user-configurable. Default is 10.
Please note that the expiry date is one of the parameters. It's hard-coded with an 09-18 expiration, but you'll need to manually update that when you use the next contract date. (Or an earlier one)
I know I could have made the code extract the current expiry date, but the truth is I didn't feel like bothering working out that code again. (Did it for a previous indicator in NT7.)
August 27th, 2018
Size: 5.34 KB
Downloaded: 243 times
1994
DavidBodhi
Version 1.0 August 14, 2018
The Double Smoothed Stochastics by Walter Bressert came after William Blau presented his version of the Double Smoothed Stochastics in 1991. Both indicators are widespread in the trading community, but they use different algorithms. While William Blau applied separate smoothing to numerator and denominator, Walter Bressert simply applied the Stochastics %K line to itself. Applying the Stochastics twice leads to an acceleration of the running pattern. Furthermore the Double Stochastics is smoother when compared to the classic Stochastics and generates signals more frequently.
The Double Stochastics by Walter Bressert ships with NinjaTrader as in-built indicator. This version of the Stochastics adresses a few issues of the NinjaTrader default indicator:
- The default indicator has preset the %K line smoothing to 3, value which cannot be changed.
- The default indicator does not have a signal line.
- The default indicator can only be applied to price, but cannot be applied to other indicators.
This version allows for setting the smoothing period for the %K line, comes with a signal line and maybe applied to other indicators as input series.
This indicator is based on the original version of the Better Volume Indicator from https://www.emini-watch.com/. It identifies the following events relative to the selected lookback period:
Breakout or climax bars: A breakout or climax bar is a wide range high volume bar for which the the product "volume times range" is higher than for all preceeding bars of the lookback period.
Churn bars: A churn bar is a narrow range high volume bar for which the ratio "volume per range" is higher than for all preceeding bars of the lookback period.
Climax churn bars: A climax churn bar is a high volume bar that qualifies both as a climax bar and as a churn bar.
Low volume bars: A low volume bar is a bar which has a lower volume than for all preceeding bars of 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.
A breakout or climax bar may occur at different locations. It may start a trend as a breakout bar, it may indicate that an existing trend continues after price has consolidated or it may occur at the end of a trend and indicate that the trend is near exhaustion. This bar type is similar to classic types of gaps that may be found on daily charts. There are runaway gaps, continuation gaps and exhaustion gaps. Breakout or climax bars may be used as a subsitute for those gaps when trading smaller timeframes.
Relative Volume: When you use the BetterVolume indicator with intraday data, it is pretty much distorted at the beginning of the regular session. When compared to pre-session bars, all the bars in the beginning of the regular session look like high volume bars, which in turn leads to false signals. This behavior is corrected when the Better Volume indicator is applied to "relative volume" instead of "absolute volume". This version of the indicator allows for performing the Better Volume calculations on both absolute volume and relative volume.
Sound Alerts: The indicator comes with sound alerts.
Market Analyzer Column: I have included a market analyzer column with the install file. The market analyzer column will return bar codes for each type of signal: strong climax churn bar = 0, strong climax bar = 1, strong churn bar = 2, weak climax churn bar = 3, weak climax bar = 4, weak churn bar = 5, low volume bar = 6, upclose no signal bar = 7, downclose no signal bar = 8, doji no signal bar = 9. Based on these values you may define cell conditions and show the signals as text with background color on the market analyzer.
Update version 1.1: Bug removed. Sound alerts did not fire, because the path for the sound files had not been initialized.
Update version 1.3:: Holiday calendar updated for Relative Volume indicator, sound alerts now working on inactive charts.
Nota: The forum software has renamed the downloadable zip file to the false version number 1.0. Please disregard the version number of the zip file. The zip file contains the indicator version as specified above.
This indicator merely draws a horizontal line at the current price, updating as price changes.
I find it kinda handy for noting when price is approaching previous turning points without drawing S/R lines all over the place.
NOTE:
Version 8.0.15.1 of Ninjatrader includes an indicator they cleverly called PriceLine. It will break this indicator, but provides the same functionality as this plus can show a Bid and an Ask line. rendering this indicator obsolete.
(10/4/18)
August 15th, 2018
Size: 1.42 KB
Downloaded: 495 times
1988
DavidBodhi
As requested, this indicator has been updated for NT8.
It merely counts the number of rising and falling bars that occur in succession, resetting the number every time a bar either goes the other way or closes at the same value as it opens.
This also includes an SMA of both rising and falling bars with a user-configurable SMA period.
August 15th, 2018
Size: 3.33 KB
Downloaded: 503 times
1987
DavidBodhi
Version 1.0
Exported from NT 8.0.14.1 64 Bit
This is a modification to the existing candlestick pattern indicator included with NT 8. Their version only allows for selecting one pattern at a time. This version allows you to select all or each one individually. Otherwise it operates the same as the old version.
To allow each type to be selected, uncheck the box that says "Find_All" then check the boxes you want the indicator to find.
If you leave the check box "Find_All" checked it will find all regardless of how you have the others set.
I have a decent computer and I notice a little lag when "Find_All" is selected. Use with caution.
Version: 1.0
Exported with NinjaTrader 8.0.14.1 64 bit.
Simple Tick Counter modification to the one included with NinjaTrader 8 that replaces the one located at the bottom right of the screen and places it next to the current bar.
The size of the text is determined by the font size you have set for the chart. The color is also automatically set based on the text color settings you have set for that chart.
This is my first indicator modification, please let me know if you have issues importing.
October 5th, 2019 07:41 AM tonycashflow Can you re-upload without the DLL? Thanks otherwise.
September 20th, 2018 02:28 AM BoltTrader Exactly what I was looking for! However, it would be nice to be able to select the font, font size and color. In NT7,
I use a smaller font size than what is set for the chart and when bored while waiting for a trade setup, I am always adj
December 15th, 2020 06:02 AM globoman Finally found it. Thanks a lot!!
August 15th, 2020 10:21 AM stocks29 this is a great indicator! just what I was looking for.
November 17th, 2018 03:06 PM BoltTrader Thank you! I love these that you have coded. Have you ever thought about combining your time and tick counters into on
e indicator instead of 2 separate indicators? You could also add a volume counter and it would be perfect. One indicat
or that you could save on your chart template that would work on 3 different types of charts.
August 17th, 2018 06:24 AM Cudashark That is Awesome....
January 14th, 2022 10:03 AM Maxie Hello @TradingOgre
a great indicator, I've been using it for a long time and wanted to say thanks here too. How it with the alarm, how is i
t displayed- with a sound? (that would be wonderful)
July 20th, 2021 05:44 PM TraderGB Very nice indicator TradingOrge! I needed to find a certain pattern and, before deciding to program it, I looked on the
forum and found yours. You saved me a ton of time. Thanks Again!
November 22nd, 2020 05:58 AM NgoLimit Thank You!
July 16th, 2019 04:13 PM alessk nice indicator. thanks