NinjaTrader 7 Indicators - ADX BollingerBandwidth CCI indicator
futures io futures trading


Categories Help    

NinjaTrader 7 Indicators
Indicators in this section are compatible with NinjaTrader 7


Entries
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.


Category NinjaTrader 7 Indicators 
 
Suggest other entries I might like
Details: ADX BollingerBandwidth CCI indicator
Category: NinjaTrader 7 Indicators 


October 27th, 2012
Size: 9.10 KB
Downloaded: 923 times
 


 
Category
 



Copyright © 2021 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.