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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 
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Multiple Keltner Channels (amaMultiKeltner) 5 *
Version 1.6 November 25, 2017

The Multiple Keltner Channels are a generalized version of the Keltner Channels.

Standard Keltner channels are built from a simple moving average (SMA) and two channels lines above and below. The two lines above and below are drawn at a distance from the center line, a distance which is a multiple of the simple moving average of the ranges of the past N bars.

The generalized concept has the SMA replaced with any of 30 moving averages. The volatility measure used to calculate the distance of upper and lower line from the center line can be derived from an average range (AR) or average true range (ATR). You may select different lookback periods for the moving average that serves as the center line and the moving average which is applied to the range or true range.

The Multiple Keltner Channels come with an additional smoothing option for center line and channel lines. The additional smoothing is obtained by further smoothing all plots with a 3-period simple moving average (SMA).

Moving averages available for calculating the center line:

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

Moving averages colored according to slope: You may also use this indicator to display any of the above listed moving averages and color them according to slope. The slope is not based on a geometrical concept, as this would not be compatible with the scalability of modern charting applications. The indicator adjusts slope to bar volatility such that the indicator may be used across all instruments and bar types with the same settings. The slope is shown as upsloping, downsloping or flat. The degree of flatness which is still considered as being flat may be adjusted via the neutral threshold parameter. When you set that parameter to zero, the slope will not show any flat sections, but the moving average will always be identified as upsloping or downsloping. Channel lines may be unselected, if you just wish to display the selected moving average.

Volatility measures: The standard Keltner channel uses the range. This indicator also for substituting the range with the average true range. The average true range is used as default option to facilitate the application of the Multiple Keltner Channels to other indicators.

Applying the Multiple Keltner Channels to indicators: When an indicator is used as input series, the range will always return the value 0. However, the average true range will return the absolute amount of the difference of two neighbouring data points of the selected input series. Therefore the indicator may only be applied to other indicators, as long as the offset formula is set to "True_Range".

Paint Bars: The Multiple Keltner Channel indicator comes with paint bars. The paint bars are colored according to the slope of the center line. The paint bars may be displayed without the indicator plots. The colors of the paint bar will then show the slope of the moving average selected as center line.

Sound Alerts: In case that the sound alerts are active, the indicator will alert you when the trend derived from the slope of the center line changes. Currently, there are no sound files included with the zip file, but it is easy to create them and copy them to the NinjaTrader sounds directory.

Category NinjaTrader 8 Indicators and More 
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Details: Multiple Keltner Channels (amaMultiKeltner)
Category: NinjaTrader 8 Indicators and More 

November 25th, 2017
Size: 81.22 KB
Downloaded: 1377 times

Keywords: channel keltner keltnerchannel movingaverage range slope truerange volatility
Center of Gravity / Polynomial Regression Channel / Belkhayate COG 5 *
This is the Belkhayate COG (Center of Gravity) indicator. Also known as a polynomial regression channel with 3 std deviations and many other names. I transported this code directly from here.

If anybody has any useful information regarding the usability of the indicator I'd appreciate the feedback. The fact that it repaints takes a lot away from it, but here it is in case someone has use for it!

Category NinjaTrader 8 Indicators and More 
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Raff Regression Channel 5 *
This Indicator is the Raff Regression Channel or RRC. Some credit needs to be given to FatTails as I used his regression channel that painted bars as a starting point. You can find his code here:

For more information on the Raff Regression Channel I suggest here:

Let me know what you think, as feedback is always welcome.



Category The Elite Circle 
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Details: Raff Regression Channel
Category: The Elite Circle 

April 22nd, 2014
Size: 3.05 KB
Downloaded: 549 times

Keywords: channel regression rrc raff
Regression Channel V2 5 *
Exported using NT 7.0.1000.6

This indicator is an enhanced version of the NinjaTrader Regression Channel Indicator.

The indicator calculates the same values for the linear regression as the default NinjaTrader indicator does, but uses a modified Plot() method.

If you scroll the chart horizontally, this indicator will display the regression channel for the last bar painted on the chart, while the NinjaTrader indicator always displays the regression channel for the last bar of the data base.

To understand how it works, just put both indicators - the NinjaTrader default indicator and this indicator - on your chart and scroll horizontally, and you will notice the difference.

Update July 23, 2011: Indicator updated to work with non-equidistant bar spacing, as used by multi-series charts.

Category NinjaTrader 7 Indicators 
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Details: Regression Channel V2
Category: NinjaTrader 7 Indicators 

July 23rd, 2011
Size: 3.19 KB
Downloaded: 2478 times

Keywords: channel regression trendline
Multi MA Price Channel V2 4 *
Inspired by my time in Felton Trading live trading room, this ind. is a multi selectable MA(currently BMCollectiveMAv2, EMA, EMADouble, TEMA, EMAZeroLag, HATEMAZeroLag, TEMAZeroLag, HMA, HoltEMA, JMA, LinReg, SMA, TMA, TSF, VWMA, WMA) with offset bands based on ATR, Range, or Tick. Besides being pretty, this ind. when properly "matched" to the instrument it gives a good indication of direction change. Obviously, no guarantee for how long.
Exported from NT.0.1000.2

V2: Added more MAs as listed above. Can now access MA value. Added some extra options. Upper & Lower plots change color to match shading, when not set to Transparent.

Category The Elite Circle 
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Details: Multi MA Price Channel V2
Category: The Elite Circle 

January 31st, 2011
Size: 36.93 KB
Downloaded: 1659 times

Keywords: channel ma price multi
XPeriodChannel Indicator for NT 7 5 *
XPeriodChannel - multi-time frame capable indicator to reference a different timeframe to plot channels on your lower timeframe chart.

Credit to Sam Collins who gave me original AmiBroker formula for this indicator which I converted to NinjaTrader.

Edit: Got feedback for hard-coding black as color for text that displays channel prices. Re-coded to refer to color of channel line plots to correct.

6.5: No
7.0: Yes

Category NinjaTrader 7 Indicators 
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Details: XPeriodChannel Indicator for NT 7
Category: NinjaTrader 7 Indicators 

April 1st, 2010
Size: 2.64 KB
Downloaded: 826 times

Keywords: multi-time frame period nt7 idfgan channel xperiodchannel
CCL SR & CCLATRDonch - SR and expansion/contraction guages 5 *
This is a work in progress although probably mainly done.

Two indicators, the first based on the second which has limited helpfulness although it does show things that the first (SR) does not.

Details here.

NinjaTrader 6.5: YES
NinjaTrader 7.0: NOT TESTED [feedback]

Category The Elite Circle 
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Details: CCL SR & CCLATRDonch - SR and expansion/contraction guages
Category: The Elite Circle 

December 4th, 2009
Size: 19.23 KB
Downloaded: 359 times

Keywords: cclsys channel donchian sr
PRC2 4 *
this is a new version of PRC (used in the holy grail setup)

i found this indicator on line from :

very useful indicator , work better then the previous version consume less memory

NinjaTrader 6.5: YES
NinjaTrader 7.0: YES (tested by sam028)

Category NinjaTrader 6.5 Indicators  NinjaTrader 7 Indicators 
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Details: PRC2
Category: NinjaTrader 6.5 Indicators  NinjaTrader 7 Indicators 

November 10th, 2009
Size: 9.35 KB
Downloaded: 3078 times

Keywords: prc ninjatrader benbrooke polynomial channel regression
Keltner Signal to Noise 4 *
Here is a simple Signal to Noise indicator based on keltner channel.

You can use it to determine if the market is trending or not.

NinjaTrader 6.5: YES
NinjaTrader 7.0: NOT TESTED [feedback]

Category NinjaTrader 6.5 Indicators 
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Details: Keltner Signal to Noise
Category: NinjaTrader 6.5 Indicators 

July 12th, 2009
Size: 2.95 KB
Downloaded: 498 times

Keywords: channel keltner ninjatrader sefstrat


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