Some Random Entries

Here is an NT8 "SigmaSpikes" as described by Adam during the webinar.

His blog shows the formula's:
https://adamhgrimes.com/how-to-calculate-sigmaspikes/

Here is Adam Grimes' Webinar that discusses their use:
https://futures.io/elite-circle/43999-webinar-exit-strategies-missing-puzzle-piece-w-adam-grimes.html

By applying the Fisher Trasform to the %K, the problems with the stochastic getting stuck near its extremes are eliminated. This indicator is designed for minimal use of CPU resources with COBC false.

This is a work in progress. Considering adding the Inverse Fisher Transform of the %K later. One of the better known guru trading rooms sells this for a high price, referring to it as the "Cyclone" indicator. It is doubtful that their expensive version is coded to run as efficiently as this one.

Maybe I will apply this to the Cumulative Delta.....

This is for VIP use only, please do not distribute it.

I've been toying with both 24h and cash only charts (session times) and wanted a quick way to visually make sure I knew which chart was which.

So I created this indicator that lets you put a chart label on the chart. It allows you to configure all the colors, font size, opacity, position, etc.

I know others have used another method of renaming an indicator label to show the "Chart Name", but this seems better.

Enjoy!

Feedback encouraged...

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES

Median Absolute Deviation (MAD) is a statistical measure of volatility similar to Standard Deviation. It is considered more resilient to outliers in a data set then StdDev. In the MAD, the deviations of a small number of outliers are irrelevant.

On the screenshot:
yellow: StdDev,
green: g3MAD

[v1.0]

The Ninja team beat me to the punch on this one....
I coded this for NT7 long ago and posted on BMT and Ninja. The Ninja team opted to converted it to NT8 early. Since I coded it originally, I am re-posting here.

The Squeeze V1 cloned for NT8b13

The indicators have public properties for you to access in a strategy or the analyzer:

* Histogram value.
* Histogram direction: AboveUp = 2, AboveDown = 1, BelowUp = -1, BelowDown = -2
* Squeeze boolean: Squeeze or not to squeeze, that is the question
* Number of bars: How many bars ago an event happened (including the current bar).

Download the analyzer template here. Copy and paste to your NinjaTrader/Templates/Market Analyzer folder.

Once imported you will find the indicators within Sim22>Gapless.

If you would like to see more indicators uploaded I would encourage you to do the same.

Overview:
Built in 892, but should work in some earlier versions.
This spreadsheet calculates your profit/loss after commissions, based on 3 data:
Daily PL
Net PL
OpenPL
-The calculation subtracts the full round trip commission per contract, even if you still have a position open.
-This is a standalone study that does not require any other studies for its calculations, but it is intended to be used with the Text (Large) Display for Study study, so that you can display any/all of the 3 values anywhere in the chart region. The chart in the pic is only an example.

Instructions:
-Unzip the attached file, put the contents in your Sierra Chart \data folder.
-Focus your chart, click on Analysis >> PL After Comm-
-When asked 'Clear existing studies on chart?' , choose No.
-Enter your round trip commissions in cell J2.
-It is recommended that you use the PL After Comm-.StdyCollct file because it loads the correct spreadsheet study and contains the correct settings.
-This spreadsheet study uses the Spreadsheet System for Trading study because it the only study that has the required outputs. To assure that it does not cause erroneous entries, autotrading has been disabled in cell J28. Furthermore, do not put any formulas in columns K,L,M,N.

Update: You may instead want to consider using the Trading: Profit/Loss Text study now that it has the option to deduct commissions from the DPL, NPL, and OpenPL. However, it does not subtract the full round trip commission per contract when you still have a position open.