Downloads
futures io futures trading


Categories Help    

New Ratings

Sort by

Show full/short entries Entries
SigmaSpikes strategy NT8 5 *
Strategy based on SigmaSpikes

SigmaSpikes as described by Adam H Grimes. https://adamhgrimes.com/how-to-calculate-sigmaspikes/

* standard deviation of daily returns over a period , searching price spikes.

Parameters:

// SigmaSpikes Settings
SigmaSpikesFactor = 2.50; (tweak according timeframe used)
UseSigmaSpikes = true;

// StopLoss & ProfitTarget
UseProtectiveStops = true;
StopLoss = 100;
ProfitTarget = 100;

// Daily Target
Contracts = 1;
DailyLossLimit = -100;
DailyProfitLimit = 100;
DailyTradesCount = 100;

// Email alerts
UseEmail = false;
EnableEntryAlert = false;
EnableExitAlert = false;
toEmailAddress = @"";

// Times
Session1 = true;
Session1Start = 0;
Session1End = 235959;

Session2 = false;
Session2Start = 90000;
Session2End = 110000;

Session3 = false;
Session3Start = 120000;
Session3End = 125900;

Thanks to the first developer:



Category The Elite Circle 
 
Suggest other entries I might like
Details: SigmaSpikes strategy NT8
Category: The Elite Circle 


May 26th, 2020
Size: 7.41 KB
Downloaded: 86 times
ZigZagTicks 5 *
This is a modified version of the standard ZigZag NT indicator. Input is swing size in ticks.
I was looking for a lightweight swing indicator to use in another project and decided to modify the standard one.

Installs in a folder called "SeeT".


Category NinjaTrader 8 Indicators and More 
 
Suggest other entries I might like
Details: ZigZagTicks
Category: NinjaTrader 8 Indicators and More 


May 25th, 2020
Size: 4.22 KB
Downloaded: 58 times

Keywords: swing ticks zigzag
Market Replay CL 06-20 (NT8) 5 *
NT 8 Market Replay data for CL

Contract: CL 06-20



Download instructions:
dowload and unzip file in NT 8 replay folder Documents\NinjaTrader 8\db\replay
The file will create a folder with the relevant front month and a series of .nrd files inside (one per day)

Make sure to use the "extract here" function as shown, and not the "Extract to" function, to avoid the creation of a folder within a folder.



Note: the archive contains only the dates with the most volume for this contract, meaning, this is data relevant only to when the contract becomes the front month.


Category NinjaTrader 8 Indicators and More 
 
Suggest other entries I might like
Details: Market Replay CL 06-20 (NT8)
Category: NinjaTrader 8 Indicators and More 


May 25th, 2020
Size: 190.95 MB
Downloaded: 11 times
IntraBarDeltaMax 5 *
Indicator: gemIntraBarDeltaMax
Version: 1.3
Platform: NT8

This indicator identifies the maximum ask and bid deltas within a bar. You can plot one or both as hash marks on the bar. Alternatively, you can also plot the price level with the maximum volume within a bar.

This indicator requires tick data, so best not to load a large time frame or it will take a while to load.

Enjoy!

Please do not distribute outside the futures.io community.

1.3 Actually uploaded this time, sorry about that.
1.3 - Added ability to restrict the look back period for the indicator (bit of a time savings if you are loading more than a day or two).
1.2 - Show max min price level delta or max ask bid volume
1.1 - Found and fixed a logic error. bid ask and total volume are now lining up perfectly with with the Ninjatrader orderflow.


Category The Elite Circle 
 
Suggest other entries I might like
Details: IntraBarDeltaMax
Category: The Elite Circle 


May 4th, 2020
Size: 3.97 KB
Downloaded: 194 times
Price Action Swing strategy NT8 5 *
Strategy based on PriceActionSwing indicators



Parameters:

// PriceActionSwing indicator Setting
SwingStrength = 20;

// StopLoss & ProfitTarget
UseProtectiveStops = true;
StopLoss = 100;
ProfitTarget = 150;

// Daily Target
Contracts = 1;
DailyLossLimit = -99;
DailyProfitLimit = 999;
DailyTradesCount = 99;

// Email alerts
UseEmail = false;
EnableEntryAlert = false;
EnableExitAlert = false;
toEmailAddress = @"";

// Times
Session1 = true;
Session1Start = 0;
Session1End = 235959;

Session2 = false;
Session2Start = 90000;
Session2End = 110000;

Session3 = false;
Session3Start = 120000;
Session3End = 125900;

/// Thanks to "autotrader8" for share a PAS strategy sample in the Elite Automated Trading
///


strategy with abc pattern - PASPRO



Category The Elite Circle 
 
Suggest other entries I might like
Details: Price Action Swing strategy NT8
Category: The Elite Circle 


April 12th, 2020
Size: 71.57 KB
Downloaded: 665 times
Squeeze 5 *
Version 1.0

gemSqueeze is a modified squeeze indicator that also brackets bars during the squeeze to help visually identify breakouts.


Category NinjaTrader 8 Indicators and More 
 
Suggest other entries I might like
Details: Squeeze
Category: NinjaTrader 8 Indicators and More 


April 12th, 2020
Size: 15.29 KB
Downloaded: 402 times

Keywords: breakout momentum squeeze volatility
Regression Channel (amaRegressionChannel) 5 *
Version 1.1 September 9, 2018

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.


Category NinjaTrader 8 Indicators and More 
 
Suggest other entries I might like
OrderFlow SnapShot (NT8) 5 *
This is just a handy tool i made for myself and thought that maybe other traders will find it useful. As i am usually trading from charts but like to keep an eye on the orderflow, specially on areas of interest for entries or exits.

The indicator is just kind of a simple Footprint SnapShot, which can be toggled by double clicking on the chart. By holding the Control-Key while double clicking, the SnapShot will be reset.

Happy Trading,
Mike

(i am not planning to add anything else to this indicator but everybody is free to use and edit the provided code)


Updates:

- Dynamic Font-Size
- Small fixes
- BugFix


Category NinjaTrader 8 Indicators and More 
 
Suggest other entries I might like
Details: OrderFlow SnapShot (NT8)
Category: NinjaTrader 8 Indicators and More 


November 7th, 2017
Size: 6.61 KB
Downloaded: 1520 times

Keywords: orderflow snapshot
SuperTrend U11 (amaSuperTrendU11) 5 *
Version 2.3*) November 16, 2017

The SuperTrend indicator is an application of the concept of MAE (maximum adverse excursion), which was introduced by John Sweeney in the mid-nineties. It is a Stop-And-Reverse (SAR) indicator based on breakouts from a modified Keltner channel.

The SuperTrendU11 is an enhanced version of the original SuperTrend indicator that comes with the following modifications:

- You may select between 36 different moving averages for the baseline.
- The baseline is calculated one bar ago to avoid recalculating with each incoming tick.
- You may select from 4 different volatility measures - average true range, average range, residual mean absolute deviation and residual root mean square deviation
- Average true range and average range can be calculated from 30 different moving averages.
- All volatility measures are also calculated one bar ago.

In fact there is no point in moving a trailing stop towards the current price intra-bar. Therefore a trailing stop should always be calculated from the prior bar and not the last price.

When you import the install file to NinjaTrader, it will also install the following moving averages:

- Moving Median
- Moving Median TPO
- Moving Median VWTPO
- Moving Mean TPO
- Moving Mean VWTPO
- Adaptive Laguerre Filter
- ADXVMA
- Butterworth Filter
- Distant Coefficient Filter
- Double Weighted Moving Average (DWMA)
- Exponential Hull Moving Average (EHMA)
- Gaussian Filter
- Holt EMA
- Laguerre Filter
- Range Weighted Moving Average
- SuperSmoother
- Sine Weighted Moving Average
- Tillson T3
- Triple Weighted Moving Average (TWMA)
- ZerolagHATEMA
- ZerolagTEMA

It will also install debugged versions of MAX and MIN, as the in-built versions supplied with NT8 do not work correctly with Renko bars (RemoveLastBarSupported).

The SuperTrend U11 can be set to revert intra-bar or at the bar close. With default settings the stop line is only broken, when there is a bar close beyond the stop. The indicator further comes with paint bars and sound alerts.

The SuperTrend is a trend indicator, which can be used in various ways. It is best used as a trailing stop or as a trend filter. It can also be used as a stop-and-reverse indicator, but will only work as such in trending markets. Typically it will allow for profitable results while the market is trending and then give the money back in sideways markets.

Note: The SuperTrend U11 has the trend exposed as a public property. This property can be accessed programmatically. However, it cannot be currently accessed via the market analyzer. In order to access the Trend series via the market analyzer, a specific MarketAnalyzerColumn is required. The MarketAnalyzerColumn is not yet included with the install file, as it has led to freezes with NT 8.0.8.0. The bug has been confirmed by NinjaTrader developers and only fixed with the latest release NT 8.0.9.0. (issue #12054). The market analyzer column and sound files for the SuperTrend U11 will be available with a future update.

*) Unfortunately, the forum software always renames zip files to match the original file name. Therefore the zip file refers to a prior version of the amaSuperTrendU11. Be assured that the zip file contains the indicator version referenced in the headline.


Category NinjaTrader 8 Indicators and More 
 
Suggest other entries I might like
NT8 Hull Moving Average Color Change 5 *
Hello All,

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.

Here's my conversion using the script found on the NT Forums here: https://ninjatrader.com/support/forum/showthread.php?t=79551&page=7

Enjoy.


Category NinjaTrader 8 Indicators and More 
 
Suggest other entries I might like
Details: NT8 Hull Moving Average Color Change
Category: NinjaTrader 8 Indicators and More 


May 29th, 2017
Size: 4.81 KB
Downloaded: 494 times

Keywords: change color hma
 



 
Category
 



Copyright © 2020 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.