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ExportData 5 *
I've converted the indicator ExportChartData to a Strategy to make it easier to apply against a basket of instruments. Thanks to BigMike and Sam for some older comments and code that inspired this .

Next releases will include enums to select various DateTime output formats. It is currently outputing POSIX-style DateTime. Feel free to make it better!

Strategy ExportData changelog:

24 February 2011: ver 3.35 posted. Significant refactor. Adds enums for DateTime output formats, delimiters, file types. Adds user-configurable output preferences for export to Matlab and R, and a code example for exporting indicator data with timeseries data.
21 February 2010: ver 3.00 posted
22 February 2010: ver 3.01 posted. Deleted Print statements that were used for debugging and changed an if/if to an if/else to save processor power.
22 February 2010: ver 3.10 posted. Added OnStartUp() and OnTermination() methods and moved code there from OnBarUpdate() for efficiency.
2 November 2010: ver 3.2 posted. Fixed bug where spaces in path names would throw an exception, added better exception handling, added Print statements in OnStartUp() and OnTermination(). NT7b23 compile.

NT7 only

Category NinjaTrader 7 Miscellaneous 
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Details: ExportData
Category: NinjaTrader 7 Miscellaneous 

February 24th, 2011
Size: 5.95 KB
Downloaded: 907 times

Keywords: export mxasj
ConnectionMonitor for NT7 5 *
This Strategy does not trade, but instead does three things:
- Checks that your PC clock is accurate
- Alerts you if the delay in your receipt of exhange data exceeds a threshold
- Optionally ping a remote IP host and alert you or get flat if the host is unreachable.

This has been tested on Zen-Fire and IQFeed data.

Version 2.32. NT7b17 compile. Feedback welcome!

Category The Elite Circle 
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Details: ConnectionMonitor for NT7
Category: The Elite Circle 

June 24th, 2010
Size: 5.31 KB
Downloaded: 510 times

Keywords: mxasj connectionmonitor
LogReturnsZScore 4 *
This indicator plots the z-score of the log returns of a time series. It can be used to indicate periods of high and low volatility.

Ver 1.00 posted 20 June 2010

NT7b17 compile

Category The Elite Circle 
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Details: LogReturnsZScore
Category: The Elite Circle 

June 19th, 2010
Size: 5.97 KB
Downloaded: 328 times

Keywords: mxasj volatility zscore
This indicator plots the ratio between two instruments. The default quantity is 1 (1*x/1*y, for example), though that can be changed in the dialog.

Attached is a monthly chart of the Gold/Oil ratio as an example.

Version 3.12 posted 16 May 2010 by MXASJ.

Category NinjaTrader 7 Indicators 
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Details: Ratio2Instrument
Category: NinjaTrader 7 Indicators 

May 16th, 2010
Size: 2.70 KB
Downloaded: 405 times

Keywords: mxasj ratio
A ZScore indicator for NT7. ZScore looks at deviations from the moving average, and this plots an oscilator in a new panel. Note in the attached chart where Bollinger channels are breached and where ZScore lines are breached. Help make it better!


4 March 2010: Version 2.00 posted.
22 April 2010: Version 3.00 posted. Revamp of code, same calculation logic.


NT7 Only

Category The Elite Circle 
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Details: ZScore
Category: The Elite Circle 

April 22nd, 2010
Size: 5.80 KB
Downloaded: 743 times

Keywords: oscilator zscore mxasj bollinger ma
ExportChartData 5 *
This is an NT7 indicator used to write timestamped OHLC and volume data from the open chart to a text file for analysis outside of NT (Excel, Matlab, R, etc). It gives you the option to use different characters for delimiting files, as well as the option to split Date and Time into two separate fields. Upcoming features include custom DateTime formats.

Feel free to help make it better!

Change Log:
30 Jan 2010. Ver 1.0 posted.
31 Jan 2010. Ver 1.1 posted. Cleans up the code and displays variables for planned future enhancements.
20 Feb 2010. Ver 2.0 posted. Split path and file name options and added filename default to instrument name/barstype/periodicity, which should make batch usage easier. MXASJ stopping development of this as an INDICATOR in favor of a STRATEGY called ExportData which will be posted seperately.

Category NinjaTrader 7 Miscellaneous 
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Details: ExportChartData
Category: NinjaTrader 7 Miscellaneous 

January 30th, 2010
Size: 3.42 KB
Downloaded: 295 times

Keywords: export mxasj
MTF momentum strategy focused on the ADXVMA 4 *
I've been working on a multi-timeframe momentum strategy focused on the ADXVMA for a few months now. It uses 4 Range bars for entries and 11 range bars for filters. No secrets, the code is below (keep it amongst the Elite brothers and sisters please).

Details here.

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

Category The Elite Circle 
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Details: MTF momentum strategy focused on the ADXVMA
Category: The Elite Circle 

December 3rd, 2009
Size: 4.08 KB
Downloaded: 672 times

Keywords: adx adxvma mxasj mtf


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