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Donchian Channel with Trendfilter 5 *
Exported using NT version 7.0.1000.27

This is a generalized version of the Donchian Channel with a few options added:

- The Donchian Channel lines can be calculated from High/Low, Close, Typical or Weighted price. With the default option High/Low they will be calculated from the highest high and lowest low over the lookback period. With the other options the highest and lowest of the selected input series are used, which produces narrow channels.

- The indicator has an option to display outer channels, inner channes or midband individually.

- The indicator comes with a fast and a slow trend filter. The fast trendfilter changes direction, when the midband breaches the prior low of the upper band (trend change up) or when it breaches the prior high of the lower band (trend change down, as shown in the chart attached). The slow trendfilter changes direction, when the lower band breaches the prior low of the upper band (trend change up) or when the upper brand breaches the prior high of the lower band (trend change down, as shown in the chart attached.

- The indicator allows to display the fast trend, the slow trend or a combination of fast and slow trend, when appropriate colors are selected. If you want to show the fast trend only, you need to use identical colors for fast/slow uptrend and fast/slow downtrend. If you want to show the slow trend only, you would need to use the same colors for slow uptrend/fast downtrend and fast uptrend/slow downtrend. Both trendseries are exposed as public BoolSeries and can be called in an automated strategy.

- The trend can be displayed via the channel and midband colors or via paint bars. The indicator also has an option to display the channels or the midband individually. If you just need the paint bars, you can disable all plots.

Update October 4, 2012: Channel and paintbar colors will now align, when indicator is displaced.
Update July 5, 2015: Second channel added to indicator.


Category NinjaTrader 7 Indicators 
 
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Details: Donchian Channel with Trendfilter
Category: NinjaTrader 7 Indicators 


July 6th, 2015
Size: 8.28 KB
Downloaded: 2971 times

Keywords: donchian paintbars trendfilter
Donchian MA with color ver 1 5 *
This is a moving average between minimum and maximum value of a look back period thus it can be used to filter out some market noise.

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


Category NinjaTrader 6.5 Indicators 
 
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Details: Donchian MA with color ver 1
Category: NinjaTrader 6.5 Indicators 


December 12th, 2009
Size: 5.04 KB
Downloaded: 641 times

Keywords: donchian ma ninjatrader
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.

COMPATIBILITY:
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
 


 
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