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Access denied - You must be an Elite Member to access this file, and be logged in. Z-score (amaZScore) 5 *
Version 1.3 September 25, 2017

The Z-score or standard score is a numerical measurement of a value’s relationship to the arithemic mean of the data set. The Z-score is the signed number of standard deviations by which the current value of a data point is above the mean value or below the mean value as calculated for the selected lookback period.

For a normally distributed sample 95.8% of the z-scores of all data points fall within the range [-2, +2]. A Z-score of 0 indicates that the data point is identical with the arithmetic mean of the data set.

The Z-score is a normalized oscillator that can be used to identify extreme readings of the input series. The Z-score is calculated by dividing the absolute difference between a data point and the arithmetic mean by the standard deviation.

One of the main applications of the Z-score is that it can be used to normalize any oscillator. For example, the MACD is a non-normalized oscillator which does not pass the c-test introduced by William Eckhardt. However, when the Z-score is used to normalize the MACD, the resulting oscillator uses a normalized scale and will pass the c-test. The normalized MACD is obtained, when the MACD is used as the input series for the Z-score.


Category NinjaTrader 8 Indicators and More 
 
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Details: Z-score (amaZScore)
Category: NinjaTrader 8 Indicators and More 


May 9th, 2018
Size: 2.54 KB
Downloaded: 85 times

Keywords: normalized oscillator standarddeviation volatility zscore
Access denied - You must be an Elite Member to access this file, and be logged in. Chart Identifier NT8 5 *
Indicator to identify symbol name and period on chart. Multiple locations ,font and size.


Category The Elite Circle 
 
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Details: Chart Identifier NT8
Category: The Elite Circle 


April 21st, 2018
Size: 2.78 KB
Downloaded: 94 times

Keywords: name identify symbol
Access denied - You must be an Elite Member to access this file, and be logged in. BetterBrick ChartStyle 5 *
This is the NinjaTrader 8 version of the BetterBrick ChartStyle, which is especially useful in conjunction with the BetterRenko Bar Type.

You can find the discussion thread here: https://www.bigmiketrading.com/elite-circle/4978-better-renko.html

History:
v1 20100807 - @Aslan created to go with BetterRenko
v2 20100812- @Aslan changed to paint OHLC bar for live bar
v2 20150719 - @Dalebru converted to NT8. Exported with NinjaTrader 8.0.0.5
v2 20170102 = @shanmugs added missing "Open" line
v2 20180306 - @DaleBru changed ChartStyleType enum value that conflicted with recent NT8 update
v2 20180409 - @DaleBru exported with NinjaTrader 8.0.12.0


Category NinjaTrader 8 Indicators and More 
 
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Details: BetterBrick ChartStyle
Category: NinjaTrader 8 Indicators and More 


April 9th, 2018
Size: 2.25 KB
Downloaded: 193 times

Keywords: betterbrick betterrenko chartstyle renko
Access denied - You must be an Elite Member to access this file, and be logged in. MultiREMA Extended 5 *
Exported with NinjaTrader 7.0.1000.37

Updated Version: 01.01.000 Updated: 04/11/2018

Named: fpgMultiREMAExtended


Enhancements

This version includes the previous bug fix and has several enhancements (some of which might have slipped into the previous fix release) as described below:

1. Reorganized the indicators parameters section
2. Version and release date included in the indicators parameters section
3. Changed the C-Rema and T-Rema OB and OS plots so that when they expand the new values are recorded immediately rather than waiting for a pull back. This results in the plot lines being a curve rather than being step-wise. However, because the OB/OS channel lines exactly match the C and T Rema plots they may be hidden until those plots pull back.
4. The OB and OS can be optionally and independently set to contract. When enabled (disabled by default), the rules for contraction are as follows:

Once the C or T Rema plot cross their respective midlines the indicator records the highest value and checks them against the outer or inner line offset value (as set by the user). If the plots fail to reach either of the offset values the highest Rema (C or T) value(s) become the new outer or inner channel line respectively. In the event of choppy plot lines, to avoid unnecessary changes the new outer or inner lines are not set until the Rema plot lines cross opposite the midline again, resulting in a step-wise contraction. All of the other lines are adjusted as required.


Updated Version: 04/09/2018, bug fix only

This version fixes a problem when the indicator is used with certain currencies. In these situations the various lines indicating Overbought and Oversold channels are not calculated. Because the OB/OS channel lines are not calculated the Breakout lines are not calculated either.

Note: If you are not having this problem then it isn't necessary to install this version as a new one will be out shortly that includes this fix and some new enhancements.

Release Data 3/21/2018

This indicator is an extension of the indicator found here. It was release separately rather than updating the existing one because of the experimental nature of some of the enhancements. These enhancements should be considered experiment because:

1. None of these enhancements were described in Ehler’s article, (this includes plotting the Cycle and Trend REMAs in the same panel as in the MultiREMA and using the crossing as a potential signal)
2. The value of them in trading has not been determined.
3. Although it has been tested with most all bar types most of the testing was done using only Renko bars (shown in the screenshot)

Note: The REMA indicator included is unaltered from the one installed with the MultiREMA and need not be installed again.


Enhancements

1. Dynamic Overbought (OB) and Oversold (OS) channel lines based on historical values with a midline for each
(disabled by default). Both the Inner and Outer Channel lines automatically expand only away from the zero line.
2. Short and Long Breakout lines as determined by the user (more below).
3. Optional markers indicate when the cycle RFEMA crosses (in both directions) the inner line of the Overbought or
Oversold channels.
4. Expose potential trade signal codes to IntSeries that identify Cycle/Trend line crossing.
5. Control of how/when to begin calculating the OB/OS lines. The default is “Daily” which causes the OB/OS lines to
be reset every new day at midnight (except for Sunday USA which happens at market open).

Descriptions
1. Expansion
a. Dynamic OB and OS Channel Expansion. The outer line moves higher (lower) each time the Cycle Plot line attains a new higher (lower) value.
b. The Inner channel works in a similar manner except the Trend Plot line is used rather than the Cycle Plot line.
2. Contraction - Neither the inner or outer OB or OS channel lines contract at this time, except when reset.
3. Breakout lines
a. The Long and Short breakout lines are calculated using a user specified percentage and is the value of distance between the inner OB/OS line times a user specified percentage.
b. Both the Long and Short breakout lines are calculated using the same percentage.
c. The breakout lines are recalculated when the inner channel lines are adjusted.
4. Exposed Signals - A code is sent to an IntSeries when the Cycle REMA crosses the Trend REMA. Different codes
are used for the crossing depending on where the crossing occurred relative to the zero line.

Change Log
Date Description
03/21/2018 Initial Release
03/22/2018 Correct Numbering in Indicator Parameters
04/09/2018 Correct problem calculating OB/OS channels for certain currencies.
04/11/2018 Enhancements as described above


Category NinjaTrader 7 Indicators 
 
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Details: MultiREMA Extended
Category: NinjaTrader 7 Indicators 


March 21st, 2018
Size: 11.84 KB
Downloaded: 232 times
Access denied - You must be an Elite Member to access this file, and be logged in. Market Replay CL 04-18 (NT8)
NT 8 Market Replay data for CL

Contract: CL 04-18



Download instructions:
dowload and unzip file in NT 8 replay folder Documents\NinjaTrader 8\db\replay
The file will create a folder with the relevant front month and a series of .nrd files inside (one per day)

Make sure to use the "extract here" function as shown, and not the "Extract to" function, to avoid the creation of a folder within a folder.



Note: this is Market Replay data for NinjaTrader 8. The format is different from NT7.


Category NinjaTrader 8 Indicators and More 
 
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Details: Market Replay CL 04-18 (NT8)
Category: NinjaTrader 8 Indicators and More 


March 18th, 2018
Size: 247.83 MB
Downloaded: 35 times
Access denied - You must be an Elite Member to access this file, and be logged in. BVA Version 2 5 *
BVA Version 2 (Bar Volume Accumulation), is for spotting Divergences in Volume and Price Action.

Example:
Higher High with less BVA, upward trend is loosing momentum.
Lower Low with less BVA, downward trend is loosing momentum.

Version 2 has current and historical values included for use in back testing and strategies. The rest of the code is the same as Version 1 that's posted in the Elite Download Section.


Note:
The plot values for testing have been set to transparent. If you want to see them on your chart, you must select a color for each plot.

Compiled using NT 8.0.12.0 64-bit (Multi-Broker)


Category NinjaTrader 8 Indicators and More 
 
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Details: BVA Version 2
Category: NinjaTrader 8 Indicators and More 


March 5th, 2018
Size: 4.87 KB
Downloaded: 399 times
View the winning 'starred entries' Access denied - You must be an Elite Member to access this file, and be logged in. Pairs Study SPY and VIX 5 *
Winning Entry March 1st, 2018 to April 1st, 2018 [1 votes]

This works on any timeframe.
I used the SPY instrument instead of /ES because of the way SPY moves tick or tick accuracy instead of /ES quarter tick or tick.

It is written as a pairs study for SPY and VIX. It can be changed easily for any pair in the source code by changing the 8 instances of the underlying instrument that you want to visualize.

Currently:
If the SPY close higher than previous candle and simultaneously the VIX closes lower than the previous candle then the current candle will automatically color cyan.
The study will also color magenta candles if the SPY closes lower than previous candle and simultaneously the VIX closes higher than previous candle.

If you want to change the study use this example:
----/6E and DXY example ----
If you want to change it for /6E and DXY then just change the 4 instances of SPY to /6E or EUR/USD and 4 instances of VIX to DXY.
This will allow you to make bullish/bearish trades on the /6E. If you want to trade the DXY then change SPY to DXY and VIX to /6E or EUR/USD.

Choose any pair you want and make sure to keep the quotations in the study or it will have errors.


Category ThinkOrSwim 
 
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Details: Pairs Study SPY and VIX
Category: ThinkOrSwim 


February 24th, 2018
Size: 321 bytes
Downloaded: 93 times

Keywords: pair pairs vix spy /vx
Access denied - You must be an Elite Member to access this file, and be logged in. Inside_LegUp_LegDn_Candles
This study is very simple. An IO member asked me to create it for their own strategy. It is useful for visualizing acceptance/failure in price exploration. I find it most useful in 30 min and 15 min time frames. The candles will automatically color based on the close of a candle and will tell you more about price action than your order flow candles.

Order flow has a lot of information/details, but I like the way these candles visualize automatically and I don't know c## so can't create this on ninja.

Leg Up means close is above previous High
Inside means close is inside previous candle, but price explored outside previous candle
Leg Down means close is below previous Low
Base means entire current candle is inside previous candle price action


Category ThinkOrSwim 
 
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Details: Inside_LegUp_LegDn_Candles
Category: ThinkOrSwim 


February 24th, 2018
Size: 1.01 KB
Downloaded: 61 times

Keywords: candle down inside up leg base
Access denied - You must be an Elite Member to access this file, and be logged in. Market Replay CL 03-18 (NT8)
NT 8 Market Replay data for CL

Contract: CL 03-18



Download instructions:
dowload and unzip file in NT 8 replay folder Documents\NinjaTrader 8\db\replay
The file will create a folder with the relevant front month and a series of .nrd files inside (one per day)

Make sure to use the "extract here" function as shown, and not the "Extract to" function, to avoid the creation

of a folder within a folder.



Note: this is Market Replay data for NinjaTrader 8. The format is different from NT7.


Category NinjaTrader 8 Indicators and More 
 
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Details: Market Replay CL 03-18 (NT8)
Category: NinjaTrader 8 Indicators and More 


February 24th, 2018
Size: 256.02 MB
Downloaded: 33 times
Access denied - You must be an Elite Member to access this file, and be logged in. SigmaSpikes 4 *
Here is an NT8 "SigmaSpikes" as described by Adam during the webinar.

His blog shows the formula's:
https://adamhgrimes.com/how-to-calculate-sigmaspikes/

Here is Adam Grimes' Webinar that discusses their use:
https://futures.io/elite-circle/43999-webinar-exit-strategies-missing-puzzle-piece-w-adam-grimes.html


Category NinjaTrader 8 Indicators and More 
 
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Details: SigmaSpikes
Category: NinjaTrader 8 Indicators and More 


February 15th, 2018
Size: 3.34 KB
Downloaded: 156 times

Keywords: adam grimes sigmaspikes sigma spikes
 



 
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All information is for educational use only and is not investment advice.
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