The Holt EMA is a trend corrected exponential moving average based on a double exponential smoothing model.
Holt’s paper, “Forecasting Seasonals and Trends by Exponentially Weighted Moving Averages” was published in 1957 in O.N.R. Research Memorandum 52, Carnegie Institute of Technology.
The tools developed by Holt & Winters are mainly used for forecasting time series.
The Double Exponential Moving Average (DEMA) was first presented by Patrick Mulloy in "Stocks & Commodities" in 1994. It attempts to offer a smoothed average with less lag than a straight exponential moving average.
The Double Weighted Moving Average (DWMA) replicates the DEMA formula, applying it to the WMA (weighted moving average) instead of the EMA.
The Hull Moving Average (HMA) was developed by Alan Hull and is mainly used to identify the current market trend. The HMA is composed of three weighted moving averages (WMA).
The Exponential Hull Moving Average (EHMA) has those weighted moving averages replaced with exponential moving averages.
The Exponential Hull Moving Average exhibits an excellent balance between smoothing and lag (also see "Moving Averages for Financial Data Smoothing" by Aistys Raudys, Edmundas Malčius, and Vaidotas Lenčiauskas – Vilnius University, Faculty of Mathematics and Informatics)
The Relative Ranges indicator measures the range of a minute bar or a daily bar against the average range for the same time of the day over the preceding n days. The indicator comes with two different options to calculate the relative range:
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 trading hours templates which match the trading day of the instrument traded. Trading hours 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 range 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.
Relative Ranges: The relative ranges are shown as a percentage of the average volume calculated over the reference period.
Cumulated ratio: Compares the cumulated ranges of the current day to the average ranges of the selected reference period.
Holidays: Holidays as selected via the indicator dialogue box may be excluded from all calculations.
Default settings: Relative range bars between 80% and 120% of the normal range are shown as white bars. Higher relative range bars are shown as blue bars, lower relative range bars are shown as red bars.
The Relative Volume indicator measures the volume of a minute bar or a daily bar against the average volume for the same time of the day over the preceding n days. The indicator comes with two different options to calculate the relative volume:
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 trading hours templates which match the trading day of the instrument traded. Trading hours 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.
Relative Volume: The relative volume is shown as a percentage of the average volume calculated over the reference period.
Cumulated ratio: Compares the cumulated volume of the current day to the average cumulated volume of the selected reference period.
Holidays: Holidays as selected via the indicator dialogue box may be excluded from all calculations.
Default settings: Relative volume bars between 80% and 120% of the normal volume are shown as white bars. Higher relative volume bars are shown as blue bars, lower relative volume bars are shown as red bars.
Wilder’s Smoothing indicator was developed by Welles Wilder and mentioned in his book” New Concepts in Technical Trading”. Wilder used the Smoothing indicator as a component in several of his other indicators including the RSI. Wilder’s Smoothing indicator can be used in the same capacity as other moving averages. The smoothing indicator is used as an input in Wilder’s other indicators such as the RSI, Wilder’s Swing Indicator and Wilder’s Volatility Indicator.
I made a slight visual modification so that up/down arrows are painted once a trend stays with 4 blocks of the same color. The code logic hasn't been changed at all.
Hello Traders, the is an NT8 indicator(exported from 8.0.7.0) that is a colored HMA. The HMA can be calculated from any chart type and period (Multi Time Frame). In the picture is a 15M CL chart. It has two instances of this indie. One is an HMA21 calculated from a 10 min chart and the second is a HMA21 calculated from a 10Range. The indie title displayed on the chart shows the type and period info, as does the title in the user configuration panel. The HMA is completely configurable for color, drawing type HMA Period, Chart Type and Chart Period. There is a label in the right margin of the chart that identifies the indicator. Depending on the timeframes of the chart vs the HMA, you may need to enable Tick Replay in the Data Series. Let me know what you think!
July 8th, 2017
Size: 6.79 KB
Downloaded: 751 times
1881
bobc635
CamsVp is a volume profile indicator for NinjaTrader 8 with added features of delta, footprint and imbalance. CamsVp has great flexibility in the selection of chart regions from which to generate a profile. The start and end of regions may be defined as window, date, current, bar and daily. There is also a handy mouse drawing tool to define regions. A region may be as small as one bar or as large as computer memory capacity. There is no limit as to the number of regions that can be drawn. Granularity can be chosen to minimize computer load especially for large time span profiles. CamsVp automatically configures itself according if a chart's Tick Replay feature is enabled. Calculation mode and bid/ask delta are affected. Scales may be mixed, for instance a volume profile can be shown with a Delta scale.
R4: added Enable CamsVpRegion to control cross talk using multiple instantiations on same chart. 11/8/2017
R3: added volume imbalance, changed display to Bid/Ask, value area boundary line, improved text alignment, scale and bar opacity, 8/6/2017
R2: fixed granular bar offset, added Day and Volume granularity, improved value area calculation, added VA smoothing, fixed Right orientation for regions Bar and Daily, 07/07/2017
R1: initial release, 6/19/2017
Like many others, in migrating over to NT 8 many indicators are not available yet. I use the HMA often and prefer when color changes if rising or falling.
Note that it adds a separate data series for each leg of the spread so you don't need either leg to be the main chart data series (IE you could add NOB spread to an ES chart).
May 23rd, 2017
Size: 1.83 KB
Downloaded: 680 times
1870
TWDsje
This drawing tool is coded as a native NT DrawingTool class rather than within an indicator wrapper. There have been many requests over the years for NT to add a native horizontal ray tool but it has still yet to be implemented. This tool was created based on the original NT Lines.cs file.
I've yet to experience any issues, however, it is not advised that any trading actions be based on this add-on (i.e. alert to trigger a live market order if this horizontal ray is crossed). Hot-key activation is also supported through the standard NT selection dialog.
Exported using NT Version 8.0.12.0 64-bit (Standard)
Edit (06/22/22): version 5 has been uploaded which adds the option show/hide price labels
May 12th, 2017
Size: 4.00 KB
Downloaded: 1224 times
1869
brohnhdon
This code allows lines to be drawn at regular price levels. I had this converted professionally from a NT7 indicator so I cannot assist with support.
The lines are customisable with the usual line options as well as the line length.
I hope someone else finds it helpful.
This chart style is identical to the standard NinjaTrader candlestick style except that it uses the previous candle's closing value for the current candle's open value (except when the current bar is the first bar of a session). This eliminates single tick gaps between intraday bars when the last price changes on the first tick of a new bar. As a result, charts appear smoother and are easier to read and interpret, without any price data truly being modified. See attached example of ES.
Exported using NT Version 8.0.6.1 64-bit (Standard)
edit: The file has been updated to display doji bodies in the same color as the wick (NT default behavior is to display dojis with the candle outline color, but this becomes a problem when you try to display candles with no outline.)
A simple indicator that shows the high volume. You can change the volume alert depending the time frame used.
Converted from NT7. I found this indicator useful in this forum some years ago. I use it in time frames of one and five minutes.
UPDATE: 3/26/17 Fixed bugs where you could not save in a chart template and so its less sluggish on chart.
Its been brought to my attention this indicator may or may not use excessive RAM. Word of caution if you have issues using this indicator. I personally have not had issues besides sluggishness moving the x-axis.
March 25th, 2017
Size: 2.65 KB
Downloaded: 1585 times
1843
ericson
Mar 17th 2017 Version 1
This Indicator displays the swing information at cursor position, useful for quickly gauging the current swing duration and distance in ticks within the Toolbar with options to customize including:
- Font Color
- Font Select
- Show Swing Information Label
- Hide Indicator Name
I'm self taught and just starting to understand what's required to convert my NT7 indicators over to NT8 so let me know if this can be improved.
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, NT8 crashes. The problem is NT8 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 OpenWorkspaces 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 NT8 to do a similar job, but I like the flexibility of choosing my own workspaces to load.)
When NT8 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.
March 9th, 2017
Size: 34.18 KB
Downloaded: 562 times
1840
Sim22
This is the Belkhayate COG (Center of Gravity) indicator. Also known as a polynomial regression channel with 3 std deviations and many other names. I transported this code directly from here.
If anybody has any useful information regarding the usability of the indicator I'd appreciate the feedback. The fact that it repaints takes a lot away from it, but here it is in case someone has use for it!
R7: 2/28/2022: I normalized Bands to accommodate fractional TickSize.
R6a: 6/23/2021 - Fixed the background not shading properly and the column number setting.
R5: 1/27/2021 - Added the calculation and display of the range from High to Low inside bands.
R4: 4/10/2020 - NT made some changes that caused errors with some indies. I took care of the error with this rev. When the button hides the indie, you need to hit f5 to hide the background color. If someone knows how to fix this... let me know.
R3:12/20/2018 - I added a switch to show or hide the indicator. I renamed it to ADXVMAButtonBand.
R2: 9/23/2018- I noticed a small error when displaying the Period in the title block.
R1: 2/22/2018- I found an error in how larger user inputs were being handled for the volatility band multipliers. If you were using < 4 multiplier, then you will not see a difference.
Hello Traders, I have added color and Volatility (Keltner-esk) Channels to the popular ADXVMA. You can select your colors for an Up trend, Down trend or Neutral. The Keltner 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 1.5 for the inner band and 2.5 for the outer band. The background can also be shaded to same colors as the lines.
Many Thanks to Zondor for the original NT8 coding of the ADXVMA.
March 2nd, 2017
Size: 1.98 KB
Downloaded: 1111 times
1837
TraderSC
Run the console app to delete all files and folders within the 'NinjaTrader 8> db> cache' folder.
The NT8 data cache folder saves pre-formatted data to suit your bars types, the purpose of which is to enable faster startup times.
Sometimes in certain circumstances your chart bars will be full of errors, so it doesn't hurt to clear the cache once in a while, or every day if you are having issues.
Use only if you are having problems with data, tick replay indicators or if you have modified your bars types.
This will NOT make a backup of your cache files, so use carefully!
It WILL, however, check for NT8 being open and advise you as such. It WILL check for your cache folder being empty and advise you as such.
This was built using an English speaking culture on Windows 10. It directs the delete command to: 'yourDocumentsFolder\NinjaTrader 8\db\cache'. This will not work on XP. Although I have tried to use code to work on all cultures, I have not tested it as such.
Thanks to bobc635 for suggesting this simple concept.
Tips:
* Extract the file to the desktop and run from there.
* If you wish to see inside the .exe file just download a free decompiler like DotPeek.
July 24th, 2021 10:10 PM Abusamjad91 Thank you so much!!!
October 15th, 2019 03:30 PM Flyboy1966 Thank you very much, between using this about every day I only have to reset the db every so often. Actually sometimes I
also reboot my computer even tho I always reboot before I start my day.....
August 30th, 2019 04:04 AM Flyboy1966 I will try this, however just deleting some of the cache seems to allow NT 8 to work my charts flawlessly..... Many than
ks. In the past I have just tryed things (including this) and then forgotten about it. So the next time NT screws up I'm
scrambling to find out how to solve all over again. This time I bookmarked this page..... Would you say I'm a bit slow.
... Lol's
April 12th, 2019 10:04 AM Botts
April 4th, 2019 12:43 PM Maxie I use it every day after close, thanks
great indicator. Was wondering if you could could make a verssioin of the indicater so that a third party indicator like
markers plus can copy lines to make an semi auto entry. thank you Bill
August 5th, 2021 05:59 PM Pocketful Thank you Bob for demo in webinar. I use a fib trend indi and always liked the ADXVMA. Now I'll compare with the bands
.
September 18th, 2020 05:30 AM TexNinja THANKS!
May 5th, 2020 04:20 AM bcomas Thanks! Fantastic tool
September 12th, 2019 12:53 PM BoltTrader Thank you! Looks great
April 4th, 2019 12:40 PM Maxie very helpful, thanks
August 3rd, 2018 05:09 PM Zephyr I'm a HUGE believer in the Polynomial Regression Channel. If it's coded correctly, it's highly predictive for support a
nd resistance. I use 2 of them on my charts. One is longer term (150 - 200 bars for daytrading), and one is short-term
(50 bars). I only use upper and lower lines. I use one at full range for the multiple time frames of swing trading.
The only one I've ever seen coded perfectly and correctly is the one made by Robert Payne at www.funwiththinkscript.com
- made for Thinkorswim.
Thank you very much for this. I will test it shortly.
July 8th, 2018 06:09 AM Ratdog INstant money maker when applied correctly.
May 27th, 2017 01:55 AM romus I am keen to see live results from trading it (about to test on some strategies in NT7) - even though it repaints, but a
s long as highs and lows stay within extremes the results should be as per backtesting.
It certainly is difficult to follow visually.
I am not into NT8 yet - but glad to see this indi is already converted
April 30th, 2018 01:16 PM hautetoddy Most excellent. Thank you
November 7th, 2017 04:01 PM brucerobinson
April 8th, 2017 04:22 AM Zondor Just watch the RAM go up up up steadily in Task Manager as you use this, until Ninnnie crashes. Every single point on e
ach of those plots is a separate drawing object that KEEPS using RAM from the time it is drawn until Ninjatrader shuts d
own. Or crashes.
This is the worst possible way to display horizontal lines. There should be a law against it.
March 31st, 2017 01:19 PM no3putts Thanks for sharing.
March 29th, 2017 06:11 PM skfutures For some reason after applying the indicator my chart lags a lot.
I thought maybe it has some complication with other indicator but when I apply this to naked chart it still lags a lot.
Loading time takes really long time instead of 1 second.
October 4th, 2017 02:55 PM snowpatrol Nice indicator. A volume feature would make it really amazing. Still, love the vertical bars highlighting the surge in
volume.
May 15th, 2017 10:20 AM PierreG Thx. Very useful
May 13th, 2017 10:32 PM bobc635 A nice additions.....Thx
November 24th, 2023 09:12 PM FundedTrader82 Works good on Gold.
April 26th, 2023 08:44 PM Blessedprofits Thank you for sharing the tool. How do you get it to print price at the end of each line? And how do you adjust the spac
ing?
October 8th, 2021 09:08 AM rickr Thx for your contribution
June 18th, 2021 09:15 AM tonylou Excellent visual indicator to show speed and range of the market.
It worked great on my desktop. I also installed on a laptop but the lined are off. I wanted the lines at a certain numbe
r but they seem to have a mind of their own. At least it works on my desktop...
July 5th, 2023 02:27 PM l1onel would be great to be able to write a text label also
thanks a lot
April 2nd, 2023 05:25 PM Adfra Just worked, ace.
January 12th, 2023 05:19 AM meganer
November 13th, 2022 11:14 PM biegea Possible to add a user-defined text label? So frustrating how difficult it has been to try to find something that does