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AdaptiveSuperTrend

Found on NT forums.
( OP: lgarcia3 NinjaTrader Support Forum - View Profile: lgarcia3 )

More information at: Adaptive SuperTrend - NinjaTrader Support Forum

Category NinjaTrader 7 Indicators

Details: AdaptiveSuperTrend
Category: NinjaTrader 7 Indicators

December 10th, 2012
Size: 6.49 KB
Downloaded: 694 times

BMT SuperTrend

This is my own interpretation of the popular SuperTrend indicator.

It is a function and an indicator, so you can also easily use it to generate signals.

To get the desired Indicator effect and control over plot colors that I wanted, I made Plot1 and Plot2 a real plot so you could precisely control the RGB color. You need to mark these plots as invisible once you setup the indicator! I will provide a screen shot below as an example.

Plot3 is the real plot, and it will be colored based on if trend is up or down.

Discussion thread is here:
https://nexusfi.com/tradestation-easylanguage-programming/3347-easylanguage-supertrend-indicator.html

Mike

Category MultiCharts

Details: BMT SuperTrend
Category: MultiCharts

March 26th, 2010
Size: 9.31 KB
Downloaded: 1052 times

Keywords: easylanguage multicharts supertrend

Chandelier Stop

Exported using NT Version 7.0.1000.12

This is a new implementation of the chandelier stop developed by Charles LeBeau. For a long trade the chandelier stop is calculated by subtracting a multiple of the average true range over the last N bars from the highest high (chandelier) since the inception of the trade. For a short trade the chandelier stop is calculated by adding a multiple of the average true range over the last N bars to the lowest low since the inception of the trade.

Instead of calculating the stop from the highest high and the lowest low, it is also possible to calculate it from the highest close and the lowest close.

The indicator version presented here uses the average true range calculated one bar ago. This is to avoid that the stop moves away when approached by a bar, it further acts against the distortion of the average true range when the indicator is set to COBC = false and reduces CPU load. The concept of using the ATR one bar ago was already introduced with the SuperTrend M11.

UseHighLow: The chandelier stops can be calculated from highest high/lowest low or from highest close/lowest close:

Reverse Intra-bar = false: This is the default setting of the indicator. A logical signal will be generated when the close of the signal bar has taken out the stop line. The position may be reversed at the open of the next bar. The paint bars will only change colors for the bar after the signal bar. The arrow will be also plotted for the entry bar.

Reverse Intra-bar = true: This is an unusual setting for the Chandelier Stop The signal will be generated with the first tick that has plotted on the other side of the stop line. In this case the position may be reversed intra-bar for the signal bar. Paintbars and arrows will already plot for the signal bar.

Accessing the trend: The indicator comes with a BoolSeries that holds the trend. This BoolSeries can be accessed by other indicators or automated strategies.

Paintbars: The indicator has an option to display the current trend via paintbars. Downclose bars are filled, upclose bars are hollow. For the upclose bars an opacity can be selected for better visibility.

Arrows: The indicator has an option to display trend changes via an arrow.

Sound alerts: The indicator will alert to trend reversals and potential trend reversals. A potential trend reversal occurs when price touches the stop line intra-bar prior to the confirmation by a close on the other side of the stop line. The sound files are included with the indicator install file. Please unzip and copy them into the program files (x86)\ NinjaTrader 7\ sounds directory or whatever directory is used by NinjaTrader to store the sound files.

Category NinjaTrader 7 Indicators

Details: Chandelier Stop
Category: NinjaTrader 7 Indicators

April 22nd, 2013
Size: 227.83 KB
Downloaded: 1498 times

Keywords: atr averagetruerange chandelier stop trailing

Distance Coefficient Ehlers Filter

Exported using NT version 7.0.1000.11

This is a nonlinear FIR filter based on the work of John F. Ehlers. A short description of the methdology can be found here:

https://www.mesasoftware.com/Papers/Ehlers%20Filters.pdf

The filter follows the EasyLanguage code, which you will find under Figure 6 in the paper cited above. However, it uses a 4-period triangular moving average as input series, where the code example relies on the bar center.

The Distance Coefficient Ehlers Filter is already included with the Bollinger Bands Universal, Keltner Channel Universal, SuperTrend U11 and Heikin Ashi indicators, but I had not made it available so far as a separate download.

Update October 1, 2012: Small bug removed. Indicator will now correctly display when a period of 1 is selected.

Category NinjaTrader 7 Indicators

Details: Distance Coefficient Ehlers Filter
Category: NinjaTrader 7 Indicators

October 1st, 2012
Size: 5.80 KB
Downloaded: 574 times

Keywords: ehlers filter fir

Gann HiLoActivator U1

Exported using NT Version 7.0.1000.10

This is a new implementation of the Gann HiLo activator for NinjaTrader 7. The HiLo Activator was introduced by Robert Krausz with his FibonacciTrader and first described by him in "The New Gann Swing Chartist", which was published in the TASC magazine (Stocks & Commodities V16:2, pp 57-66) in 1998. The original HiLo Activator was a three day simple moving average calculated from the daily highs and the daily lows.

The HiLowActivator gives a reversal signal, when the bar closes below the low average in an uptrend or above the high average in a downtrend. The HiLoActivator should be used in conjunction with other indicators.

This NinjaTrader version has a few particularities:

- It calculates the indicator value from the prior bar, that is one period ago. This is the reason that I have called it U1 in line with the SuperTrend U11 indicator.

- With historical data and CalculateOnBarClose = true: Signals are generated for the current bar.

- With real-time data: The reversal signal is generated, when the first tick of the following bars confirms that the previous bar has been closed. It is recommended to use the One-tick repaint option with real-time data. The signal will then be shown for the bar which actually broke the stopline. The One-Tick repaint option is deactivated per default, to avoid any problems, if the indicator is called by a strategy.

Paintbars: The indicator has an option to display the trend via paintbars. Donwclose bars are filled, upclose bars are hollow. For the upclose bars an opacity can be selected for better visibility.

Arrows: The indicator has an option to display trend changes via an arrow.

Sound alerts: The indicator will alert to trend reversals and potential trend reversals. A potential trend reversal occurs when price touches the stop line intra-bar prior to the confirmation by a close on the other side of the stop line. The sound files are included with the indicator install file. Please unzip and copy them into the program files (x86)\ NinjaTrader 7\ sounds directory or whatever directory is used by NinjaTrader to store the sound files.

The HiLoActivatorU1 can calculate the stop line from the following moving averages:

- a moving median
- an ADXVMA
- a 2-pole Butterworth filter
- a 3-pole Butterworth filter
- a DEMA (double exponential MA)
- a DSMA (double simple MA)
- a DTMA (double triangular MA)
- a DWMA (double weighted MA)
- an Ehlers filter
- an EMA
- a 2-pole Gauss filter
- a 3-pole Gauss filter
- a 4-pole Gauss filter
- a HMA (Hull MA)
- a Holt EMA
- a Linear Regression indicator
- a SMA
- a 2-pole Supersmoother
- a 3-pole Supersmoother
- a TEMA (triple exponential MA)
- a TMA (triangular MA)
- a TSMA (triple simple MA)
- a TWMA (triple weighted MA)
- a VWMA(volume weighted MA)
- a WMA (weighted MA)
- a ZeroLagHATEMA
- a ZeroLagTEMA
- a ZLEMA

Before installing the indicator you need to update SuperTrendU11, Bollinger Universal & Keltner Universal, if you have them installed. Please remove old versions of those indicators first.

Category NinjaTrader 7 Indicators

Details: Gann HiLoActivator U1
Category: NinjaTrader 7 Indicators

July 12th, 2012
Size: 277.23 KB
Downloaded: 3074 times

Keywords: gann hiloactivator stopandreverse trailingstop

SuperTrend

//*** This is a tradestation version of the code Big Mike and Fat Tails have
uploaded here. I made several modifications as well. The sample
picture is inspired from BMT traders and many sharky templates.

//*** The sample picture contains Super trend and Double WMA Ultra Grad

Version 1: Modified Jan 2012 for tradestation ELD ***********
//**** added up dn color, added single or multi dot ***********
//**** added median price moving average logic

Category TradeStation (hidden)

Details: SuperTrend
Category: TradeStation (hidden)

January 14th, 2012
Size: 8.15 KB
Downloaded: 1258 times

Keywords: anasupertrend sar sharky supertrend

SuperTrend

Version 1.0

This is the popular SuperTrend Indicator (original version) which was first developed by Olivier Seban and later recoded by Jason Robinson in 2006 for the MT4 platform. This indicator has the benefit of being able to work on all time frames and all price based charts.

Logic of SuperTrend

This indicator is based on ATR (average true range). If price is above Green Trend line, market is bullish. If price is below red trend line, market is bearish. This indicator can be used for buy and sell signals or as a trailing stop.

Parameters:

ATR peroids = 10

Multiplier = 3

Category MultiCharts

Details: SuperTrend
Category: MultiCharts

April 27th, 2014
Size: 3.98 KB
Downloaded: 894 times

SuperTrend Color Background

This is just a modification of Super Trend Stop Indicator (already included in Sierra Chart).
It colors the background between the SuperTrend Line and the price (highlight)

Version 1.0 Compiled under Sierra Chart Version 1239.

Category Sierra Chart

Details: SuperTrend Color Background
Category: Sierra Chart

March 22nd, 2015
Size: 11.27 KB
Downloaded: 551 times

SuperTrend indicator

Good day, everybody!
After a short acquaintance with "thinkScript" turned out here this indicator.

P.S. Sorry for my broken (https://translate.google.com/) English.

Category ThinkOrSwim

Details: SuperTrend indicator
Category: ThinkOrSwim

October 27th, 2010
Size: 3.12 KB
Downloaded: 1671 times

Keywords: supertrend thinkorswim thinkscript

Supertrend Indicator

Supertrend indicator is based around average true range. Green indicates a bullish trend and red indicates a bearish trend. The indicator parameters let you set the atr length and multiplier.

Category FXCM Strategy Trader (hidden)

Details: Supertrend Indicator
Category: FXCM Strategy Trader (hidden)

January 12th, 2011
Size: 1.48 KB
Downloaded: 234 times

Keywords: supertrend

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