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Standards and Poors 500 Index Daily 1/1/1950 to 12/31/2016

Standards and Poors 500 Index Daily 1/1/1950 to 12/31/2016

Category NinjaTrader 7 Miscellaneous

Details: Standards and Poors 500 Index Daily 1/1/1950 to 12/31/2016
Category: NinjaTrader 7 Miscellaneous

January 22nd, 2017
Size: 228.21 KB
Downloaded: 45 times

Keywords: index s&p500

McClellan Oscillator & Summation Index

Exported using NT Version 7.0.1000.12

Following a request by a member of this forum I have quickly implemented a version of the McClellan Oscillator and the (calibrated) McClellan Summation Index. The indicators can only be used with daily data. It is required that your daily data feed includes data for the net advancing/declining issues. The NinjaTrader symbol is ^ADD. The data is also available through the free Kinetick EOD data feed.

McClellan Oscillator: The McClellan Oscillator is a MACD calculated from the NYSE net advancing/declining issues. The oscillator is calculated from the 10% trend and the 5% trend, or otherwise put from an EMA(19) and an EMA(39).

McClellan Summation Index: The McClellan Summation Index is obtained by adding up the values of the McClellan Oscillator. It is neutral at the +1000 level. Historically the neutral level was shifted to + 1000 to make negative levels rare and noteworthy. The indicator attached follows the formula published in the June 1994 issue of Technical Analysis of Stocks & Commodities.

The indicator values that will be displayed depend on the input data. I have noticed that the data for advancing/declining issues used by McClellan Financial Publications slightly differs from the data supplied by Kinetick EOD. The indicator values are therefore similar, but not identical. For practical purposes the accuracy should be sufficient.

For further information please visit:

https://www.mcoscillator.com/learning_center/kb/mcclellan_oscillator/the_mcclellan_oscillator_summation_index/

Category NinjaTrader 7 Indicators

Details: McClellan Oscillator & Summation Index
Category: NinjaTrader 7 Indicators

March 17th, 2013
Size: 7.53 KB
Downloaded: 656 times

Keywords: index mcclellan oscillator summation

Color DMI, with Wilder MA V.1

This is a color version of DMI, I add Wilder MA for a smooth look.

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

Category NinjaTrader 6.5 Indicators

Details: Color DMI, with Wilder MA V.1
Category: NinjaTrader 6.5 Indicators

December 29th, 2009
Size: 5.85 KB
Downloaded: 336 times

Keywords: cory dmi dynamic index momentum