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Market Replay CL 06-23 (NT8) - 2 of 3

Please check part 1 for full download and extract instructions.

Category NinjaTrader Market Replay Data

Details: Market Replay CL 06-23 (NT8) - 2 of 3
Category: NinjaTrader Market Replay Data

May 21st, 2023
Size: 99.00 MB
Downloaded: 31 times

Adaptive CCI using Ehlers calculated period

Put so much work into this that it seemed like a waste to leave it languishing in the Ninjatrader Indicators created free? thread. There are no dependencies on external indicators so all you need to do is put the cs file in your Indicator folder and compile (after removing any previous versions of this indicator that have the same CLASS NAME).

The Adaptive_CCI_db was developed by Mike Winfrey and Gumphrie in a galaxy far far away what seems like a long long time ago for NT 6.0. It needed to be completely recoded for NT7.

This indicator produces one plot, and one optional set of plots:

A single plot of the CCI index, with the option to dynamically adjust the CCI period based on the market cycle length per a rather old John Ehlers algorithm that does have some shortcomings. To choose this option set the period to 1. Selecting a period other than 1 will cause a standard CCI to be plotted, with the period selected.
Plots of alternate CCIs in addition to the primary CCI. The Alternate CCI's are standard CCI's with fixed periods. The number of alternate CCI's, the period value for the one with the lowest period, and the spacing of the periods are user selectable. Example: 10 alternate CCI's, fastest period = 20, spacing of periods = 2. This will plot CCI's with periods of 10 12 14 16 18 20 22 24 26 28.

Code is optimized to avoid unneeded calculations. All of the alternate CCI's are calculated by one algorithm. The alternate CCI's are completely optional. There don't need to be any, but there can be any number, within reason, please.

Category The Elite Circle

Details: Adaptive CCI using Ehlers calculated period
Category: The Elite Circle

April 28th, 2014
Size: 28.70 KB
Downloaded: 1366 times

Distance Coefficient Ehlers Filter

Exported using NT version 7.0.1000.11

This is a nonlinear FIR filter based on the work of John F. Ehlers. A short description of the methdology can be found here:

https://www.mesasoftware.com/Papers/Ehlers%20Filters.pdf

The filter follows the EasyLanguage code, which you will find under Figure 6 in the paper cited above. However, it uses a 4-period triangular moving average as input series, where the code example relies on the bar center.

The Distance Coefficient Ehlers Filter is already included with the Bollinger Bands Universal, Keltner Channel Universal, SuperTrend U11 and Heikin Ashi indicators, but I had not made it available so far as a separate download.

Update October 1, 2012: Small bug removed. Indicator will now correctly display when a period of 1 is selected.

Category NinjaTrader 7 Indicators

Details: Distance Coefficient Ehlers Filter
Category: NinjaTrader 7 Indicators

October 1st, 2012
Size: 5.80 KB
Downloaded: 574 times

Keywords: ehlers filter fir

jhlHoltEMA

This is a type of double smoothed exponential average, different from DEMA. More information here:
[COLOR=#0000ff]https://nexusfi.com/ninjatrader-programming/4416-fluxsmiths-indicators-6.html#post65443[/COLOR]

Version 1

Used the nt7 version provided by fluxsmith and modified by Mike Winfrey for use with nt6.5

Category NinjaTrader 6.5 Indicators

Details: jhlHoltEMA
Category: NinjaTrader 6.5 Indicators

October 16th, 2010
Size: 4.05 KB
Downloaded: 186 times

NT7 Forex Tick Data - AUDJPY - 200704 - 201110

Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 54 months of data, starting from April 2007.

Category The Elite Circle

Details: NT7 Forex Tick Data - AUDJPY - 200704 - 201110
Category: The Elite Circle

December 10th, 2011
Size: 160.32 MB
Downloaded: 77 times

Keywords: audjpy data forex nt7 tick

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