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tos range bars

range bar sim for thinkorswim
============================
input Range = 2;

def HighAndLowConcatenated = (high * 100000000) + (low * 100);

rec RangeBreakOut = if IsNan(RangeBreakOut[1]) or RangeBreakOut[1] == 0 or
RangeBreakOut[1] == 1 then HighAndLowConcatenated else if
(round(RangeBreakOut[1]/100000000) - close) >= Range then 1 else if (close -
((RangeBreakOut[1] - ((round(RangeBreakOut[1]/100000000)) * 100000000))/100))
>= Range then 1 else if high > (round(RangeBreakOut[1]/100000000)) then (high
* 100000000) + ((RangeBreakOut[1] - ((round(RangeBreakOut[1]/100000000)) *
100000000))/100) else if low < ((RangeBreakOut[1] -
((round(RangeBreakOut[1]/100000000)) * 100000000))/100) then
(round(RangeBreakOut[1]/100000000)) + low else RangeBreakOut[1];

rec NewBarOpen = if IsNan(NewBarOpen[1]) then close else if RangeBreakOut == 1
then open else NewBarOpen[1];

plot NewBarLevel = if NewBarOpen > 0 then NewBarOpen else double.nan;

Category ThinkOrSwim

Details: tos range bars
Category: ThinkOrSwim

November 11th, 2010
Size: 68.87 KB
Downloaded: 1100 times

TradeRuler

Places trade targets ruler on chart and calculates risk/reward/position sizing for trade planning, review and management, using Van Tharp style Risk based position sizing

Setting Lines:
- Middle mouse button click above/below any bar shows ruler for long/short respectively
- Shift-Middle mouse button sets entry line
- Control-Middle mouse button sets stop line
- Alt-Middle mouse button sets target line

Moving Lines:
- Lines can be selected and moved separately
- CTRL-ALT locks line relationships. Moving one line moves all lines together
- CTRL-ALT again unlocks line relationships

Clearing lines:
- The same key combination on a displayed line, erases that line
- Middle mouse button click on vertical line of the displayed ruler, erases the ruler.
- Control-Alt-Shift Middle mouse button erases all lines
- Unlimited stops and targets are allowed

If no entry/stop/target lines are explicitly set, then they are defaulted to high/low/close of the associated candle.

...

To change position sizing calculations:
- Change AcctSize, AcctRisk, and FixedShares user parameters
- or specify them in the line input boxes on the chart as follows:

100 => means trade a fixed size of 100 shares/contracts
$100 => means max stop loss size is $100
2% => means risk only 2% of AcctSize

Version: V3

Category NinjaTrader 7 Indicators

Details: TradeRuler
Category: NinjaTrader 7 Indicators

August 21st, 2012
Size: 9.89 KB
Downloaded: 1864 times

Keywords: a1traderuler.zip

Trend Bars Hi Lo

Introduction:
Trend Bars Hi Low is a very simple trend indicator in the form of a Paint Bar study.

Bars trending up have higher highs and higher lows, bars trending down have lower lows and lower highs.

Options:
The indie has a couple of options

1. Period - this allows you to increase the lookback period to more than one bar
2. Ignore Inside bars - set this to true if you wish for smaller - less significant - bars that have lower highs and higher lows to be ignored in your trend path

How to use it:

1. Use it on time based bars - won't make sense on anything else.
2. Look to a higher timeframe - is the trend up or down and how advanced is it - too advanced => maybe time for a pulback
3. In your trading timeframe look for signals of pullbacks that suit your trading direction
4. Entries: Following a pullback enter on candles that have your trend color - i.e. enter long when the direction is starting to move up after a period of downtrending candles
5. Exits : Trail your entry and exit when the trend turns against you

Version:
1.0 - Original Version

Credits:
Ripped off from various indicators by @Silvester17, @Abde, @Dorschden

Category The Elite Circle

Details: Trend Bars Hi Lo
Category: The Elite Circle

April 3rd, 2014
Size: 3.48 KB
Downloaded: 664 times

Trend GRaBer Indicator for FIO

Note: If you find bugs, have feature requests, or anything else, post in THIS thread.

This is the TrendGRaBer, ORIGINALLY created by @ Aligator. His NT7 version can be found HERE, and the NT8 version he created is on NT's EcoSystem HERE.

This indicator is based on a setup by Mrs. Raghee Horner. The credit for the setup goes to Mrs. Horner, and the indicator development to Aligator.

If interested in more information about trading this system, you can watch a webinar she posted HERE.

The indicator is simple, in that it produces 3 moving averages, based on a the High, Close and Low. These 3 MAs produce a channel. Prices that close ABOVE the channel are painted based on the bar's Open-Close relationship. Prices BELOW in a similar fashion. Closes in between the upper/lower channel a different color, also based on the individual bar's Open-Close relationship.

The indicator updates in real-time, on each tic.

The MA types available are:

EMA
SMA
HMA
WMA
DEMA
TMA
TEMA
ZLEMA

Again, this indicator is not my idea, but based on the setup by Mrs. Horner, and the indicator built by Aligator.

---EDIT - 24January2020---
This indicator was renamed to Trend GRaBer with proper citations provided.

Category NinjaTrader 8 Indicators and More

Details: Trend GRaBer Indicator for FIO
Category: NinjaTrader 8 Indicators and More

January 22nd, 2021
Size: 14.01 KB
Downloaded: 1171 times

Keywords: aligator graber horner raghee trend

Trend Status V1.64

1. Show real time trend direction, based on the following features and help to visualize underlying trend.
1. Display long/short status based on main MA is above/below second MA
2. Optional, Display how many support/resistance MA's are above/below main MA(up to three MA's).
3. Optional DM direction trend filter.
4. Optional N bars high above/low below, reference MA as trend direction/filter.
5. Selectable 14 MA types
6. Selectable price type for each MA.

Release September 03, 2012 version 1.64

Exported using NT version 7.0.1000.10

Category The Elite Circle

Details: Trend Status V1.64
Category: The Elite Circle

September 3rd, 2012
Size: 50.04 KB
Downloaded: 985 times

True Slope Indicator V1

THERE IS A NEW VERSION OF THIS INDICATOR. FIND IT AT:
https://nexusfi.com/download/ninjatrader-7/indicators/1922-download.html?view

At various times, I have wanted an indicator that showed the slope of a line between two price points on a chart. I looked here on the forum for one and found a number of people discussing it, generally attempting to measure the slope of a line they'd drawn on the chart, and realizing that, if the chart is resized in any way, the slope is changed, blowing its usability.

I finally looked at the question independent of the chart. Treating the problem as that of measuring the leftmost angle of a right triangle, with the hypotenuse formed by the price at the starting point and the price at the end point and the right angle at the lower right, I finally found a usage for the trigonometry classes I'd had.

If you know the length of two sides of a right triangle, you can calculate the angles using the inversions of the sine, cosine and tangent functions, the arcsin, the arccos and the arctangent.

Taking the difference in price between the starting bar and the ending bar, converted to ticks, as the height of the side opposite the angle and the number of bars as the length of the side parallel to the bottom of the chart, the leftmost angle can be calculated and it will stay the same regardless how the chart is resized. This gives the 'real' angle, or slope, of a line drawn from the price on the starting bar to a price on the ending bar. Fortunately, the C# programming language contains the arctan function, Atan(), so it was possible to build the math without my brain exploding.

I wrote a NinjaTrader indicator that allows you to choose whether to start on Open, Close, High, Median or Low, to choose whether to end on Open, Close, High, Median or Low and the period, or number of bars, you want to measure. I have uploaded the .cs file, zipped. Just import it, as usual. All the math is contained within the indicator.

No line is drawn on the chart (since it calculates for every bar, you'd potentially have a bazillion confusing lines). Instead a new panel is created with the angle at each bar plotted, between +90 and -90, which would be the angle if you measured price change on one bar.

The usability of this indicator is not as immediately obvious as I expected it to be. However, you can see that, where the plot makes a kind of 'plateau' or trough, price is continuing steeply up or down. With a long period, areas that are usually called 'chop' can be seen, as the angle maintains a value closer to zero.

This is not a lagging indicator, regardless how long the period is. Price movement on the current bar is immediately reflected in the angle. Relatively short periods can be used, for example, in automated trading to help guard against sudden unfavorable price spikes, an intra-day nemesis.

I have not tested moving averages of the angle, but those may also be useful, though will add a lag, of course.
(11/25/15) I have found myself using a Linear Regression Channel of the angle indicator and comparing to an LRC of price.)

I may also make an indicator that averages high-to-high, low-to-low, median-to-median and high-to-low angles in an attempt to emulate what the human brain does when we look at a chart. We see all this detailed activity, but the brain sort of fuzzes the image allowing us to immediately see, price going up, price going down, price going nowhere. Seeing the forest, rather than the trees.

If it seems to do the trick, I will post that, as well.
(11/25/15) After further exploration, I realized that the Linear Regression Channel indicator that comes with NinjaTrader does this already, and better than I could.

I hope those of you looking for an angle/slope indicator will find this of some use.

(Double-checked math. It is correct and you can use it with confidence. Understand that the 2 period minimum actually goes BACK 2 bars, so this version minimally measures 3 bars, including bar 0. 11/19/15)

Category NinjaTrader 7 Indicators

Details: True Slope Indicator V1
Category: NinjaTrader 7 Indicators

November 15th, 2015
Size: 2.53 KB
Downloaded: 323 times

True Slope Indicator V5

After explicitly and laboriously adding various moving average types, linear regression, etc. to subsequent versions of my slope angle indicator, I finally realized that, in the indicator code, Input[0] refers to whatever price or indicator data series the user puts in the "Input series" field of the indicator parameters window. Duh. I reiterate: duh.

So, in this version (V5) I removed all the explicit options and changed the code to calculate using the Input series. Now, it'll simply use the values of whatever you put in the Input series field.

What it no longer will do, however, is allow you to measure the angle between High and Low or Median and Close or whatever. Now it'll just do High to High, Low to Low, etc. I may, in the future, add back the option to choose differing price values to start and end on, but you can still use V1 for that, if desired.
Or, if someone wants to merge the two versions, feel free. Just let me know so *I* can use it!

In the screen shot, you can see two instances of it. The upper plot shows the angle between Low[3] and Low[0]. The lower plot shows the angle between SMA(50)[3] and SMA(50)[0].

I drew the vertical lines to show that the plot crosses zero, meaning a perfectly flat slope, a little later than where the SMA slope is visually flat. That's due to the period of the measurement being 3 bars. A 1 bar period shows the zero slope much closer to its real location, but you tend to get a much choppier line. Another trade-off. Still, the indicator can be useful for measuring extreme slopes or generally flat periods, which was my original intent.

I do want to mention that any negative value means slope is downward. Likewise any positive value means slope is upwards. So, even where the slope curve is rising, if it's still below zero, the slope you're measuring is descending, just not as steeply.

I hope this indicator is of some greater use to the community than V1.

Category NinjaTrader 7 Indicators

Details: True Slope Indicator V5
Category: NinjaTrader 7 Indicators

October 25th, 2017
Size: 2.00 KB
Downloaded: 309 times

TSI Plus v.1

Hello All,

I asked Adrian over at Expert Trading Programmers to be build me a True Strength Indicator that would paint the bars when price was overbought / sold.

He did a great job creating it and I thought I would share it. I edited the install folder so that it would go to a folder called True Strength vs my name.

If there are any issues on the install let me know and I'll post the original zip.

The setting in the image are 14/3 and high low 45 / -45

If you need custom work done ETP are great to work with. Quotes and turn times are excellent.

NOTE: Try pairing it with VWAP and the STD levels.

Category NinjaTrader 8 Indicators and More

Details: TSI Plus v.1
Category: NinjaTrader 8 Indicators and More

March 9th, 2024
Size: 4.77 KB
Downloaded: 569 times

Update of "Awesome Oscillator" but now it's a different animal

Another find from the Ninjatrader Forums, attributed to the legendary Bill Williams but the version I found there was coded so poorly as to be useless.

Changed the plot to a multi-color line.
Added user selection option for MA periods. Defaults are 9/12, original was 5/34.
Added the choice of using the SMA or the LLMA.
Added the choice of using the actual statistical median, computed on a bar by bar basis, or the Ninjatrader median which is just the average of the High and Low.

Thanks to aslan for LLMA and FatTails for help with medians.

Note that the plots have only very minor differences whether the actual, or Ninjatrader estimated H+L/2 medians are used.

REVISED VERSION 3 uploaded on November 2 2011 at 3:00 PM ET. General code cleanup and implemented a corrected calculation of the median. Will now work on time based charts.

REVISED VERSION 4 uploaded on November 2 2011 at 7:10 PM ET. Fixed bug of not updating intra-bar with COBC=false. PREVIOUS VERSIONS OF THIS INDICATOR SHOULD NOT BE USED!

Since this has little relation to the legendary Bill Williams version the name has been changed to AwesomePlus�. If you have any questions about the coding methods, feel free to contact me.

Category The Elite Circle

Details: Update of "Awesome Oscillator" but now it's a different animal
Category: The Elite Circle

October 28th, 2011
Size: 9.92 KB
Downloaded: 465 times

Update(2): KR_Trender_v5

updated .ts file to reflect correct version # and add a quick change log.. no code changes. thanks to Hguru for the feedback...
Another update from previously posted KR_Trender_v4 for ToS. Inspired by some research around the 9/30 method, i needed something to show me the fast price move on the short-term compared to the prevailing longer-term trend to better identify entry points. initially i used Slow/Fast Stoch & Stoch Momentum but wasn't convinced. I went ahead and added a Fast_Momentum to KR_Trender.

for me, this is a 3 in 1. The concpet behind the calc of Fast_Mom and Trender lines is close to MACD (but more elaborate as we look at 3 EMA's not 2 - and Trender is bounded -100 to 100, where MACD isn't). then we have a representation of fast momentum (save the space of my SMI), and we have the "full trend flag" indicator when the price AND all the 3 EMA's align in a full trend formation.

on the top screen, i show the actual 3xEMA setup i used to originally develop the concept of KR_Trender, the shading is based on a BB, but has nothing to do with Trender, but it changes color based on the Trend state (Full up, Full Down, or in-Transition).

- Fast_Mom is calculated as score of the fast EMA vs it's own Hi/Low Channel. this is the same concept used by Stoch & Stoch Momentum, but then it's scaled to same scale as the main trend line - enabling mathematically comparing the 2 as rate of change of price taken from 2 diferent views.
- a crossing between Fast_Mom and Trender means the rate of price change on the short term has started to exceed, slow, or change direction from the longer-term rate of change. A crossing of zero means the shorter-term trend is reversing. if that's strong enough of a move, the longer trend will follow.
- once you get to use it, you will see the 2 lines sort of pull each other. retraces and pullbacks that provide good position entry points are much clearer as identified by the Fast_Mom line (that was my main issue)
- i kept PPS (Person's) indicator on top chart - Fast_Mom compares very well against PPS signals. many times beats it to indicate a change up or down. so that made me happy.

Other improvements:
- can show/hide Fast_Momentum plot
- can change length of Long_term Trend period. if equal to or below the main length, it will be ignored.
- Adjusted smoothing calc to only use EMA smoothing, as HMA causes an issue with chart labels in ToS
- Fast_Price_weight now 0 by default to allow focus on long-term trend and Fast_Momentum.
- Fast EMA is always taken as half of the main length
suggested Length/Long_Trend settings: 10/20 or 8/16 for intraday and 20/40 or 20/50 for longer term. Should not use Length lower than 4.

i used KR_Trender on a 5min chart as well as on daily/week . initial results are positive and tested well in live trading.

feel free to use, comment and feedback, and please keep only within BMT.

RedK

Category The Elite Circle

Details: Update(2): KR_Trender_v5
Category: The Elite Circle

August 31st, 2012
Size: 5.03 KB
Downloaded: 741 times

Keywords: kr_trender momentum redk thinkorswim tos trend

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