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Auto Trend Line Detection

I tripped over this indicator (version NT 6.5) from Ninja Trader Support Forum. Thanks to Sam028 and Fat Tails we now have a compatible version for NT 7. Enjoy!

Category NinjaTrader 7 Indicators

Details: Auto Trend Line Detection
Category: NinjaTrader 7 Indicators

December 5th, 2010
Size: 6.25 KB
Downloaded: 2479 times

Auto Trend Line for NT7

Found on the Ninja Trader Site:

Description
This is an indicator NinjaTrader_Ray published for the September 07 issue of Stocks & Commodities magazine. Converted it to NT7 by fixing the DrawRay code break.

To Import
1. Download the attached file to your desktop
2. From the Control Center window select the menu File > Utilities > Import NinjaScript
3. Select the downloaded file

Automatically draws a line representing the current trend and generates an alert if the trend line is broken. 0 = no signal, 1 = buy signal on down trend break, 2 = sell signal on up trend break

NT7 Only see above link for 6.5

Category NinjaTrader 7 Indicators

Details: Auto Trend Line for NT7
Category: NinjaTrader 7 Indicators

May 18th, 2010
Size: 6.25 KB
Downloaded: 2982 times

Keywords: alert auto line trend ztr

AutoTrendline With History True/False

While the Auto Trendline tool has already been done, this twist adds a true/false for historical trendlines. The benefit is you can add it to your chart several times with different pivot strengths showing more relevant trendlines across multiple synthetic timeframes without all of the historical lines all over the place.

Again as always, you will find it under the J's for JAM as that is how I organize my indicators that my programmer builds for me. Feel free to rename it.

Category The Elite Circle

Details: AutoTrendline With History True/False
Category: The Elite Circle

January 11th, 2012
Size: 6.21 KB
Downloaded: 2011 times

Average Daily Range NJ 6.5

This indicator calculates historic average daily range, just make sure you load enough days for the calculation Sat, Sun included.

Note: at the minimum make sure session starts at 12AM in order for it to work.

6/24/10
-take out session has to start at 12Am restriction

dicussion link:
https://nexusfi.com/elite-group-trading-methods/4287-average-daily-range-adr.html

Category The Elite Circle

Details: Average Daily Range NJ 6.5
Category: The Elite Circle

June 21st, 2010
Size: 3.35 KB
Downloaded: 828 times

Average Time Per Bar

Modified on Dec 23, 2009...fixed a few bugs...

I use range and volume bars. Many times it takes an inordinate amount of time to build a bar but it isn't obvious unless you do some basic math to find out. So, I created this indicator that works on any chart that is not time based. Really if you think about it you don't need this indicator on a time based chart.

It has two parameters. One is used to declare the number of bars you want to use to calculate the average time per bar and is called "Period". The second parameter is called "MaxLevel" which is used to set the level that you consider to be the acceptable level. For example, I base everything on 5 minutes so my "MaxLevel" is set to 5. So, if the average time per bar plot is below the "MaxLevel" line, I consider the market to be moving in an acceptable manner. Anything over the "MaxLevel" line is considered too slow for trading.

That about covers it. Pretty simple stuff.
Good luck and I hope you find it useful. In fact, I'm curious if anyone actually finds it to be useful. Please let me know.

Mike Winfrey

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

Category NinjaTrader 6.5 Indicators

Details: Average Time Per Bar
Category: NinjaTrader 6.5 Indicators

September 22nd, 2009
Size: 2.70 KB
Downloaded: 441 times

Keywords: average time joeblow

Average Volume

This indicator plots a 2 colored line representing the average volume over a period of bars. Simple as that...I was asked about the way I use volume to evaluate my entries and so I uploaded this indicator to assist in answering question. I won't answer that question here but just provide the indicator.

Category NinjaTrader 6.5 Indicators

Details: Average Volume
Category: NinjaTrader 6.5 Indicators

November 19th, 2010
Size: 7.77 KB
Downloaded: 168 times

Average Volume

Category NinjaTrader 7 Indicators

Details: Average Volume
Category: NinjaTrader 7 Indicators

November 19th, 2010
Size: 7.77 KB
Downloaded: 814 times

Avoid Same Bar Whipsaws v1.1

Exported using NT Version 6.5.1000.14

################################

v 1.1 - modified December 15, 2009

Summary of changes

Changed defaults for targets and stops, after queries indicated that most users were using the default 1 tick while evaluating v1.0, which naturally resulted in 1 bar whipsaws.
Added remarks to better explain the code.
Added notes to initial description, to explain what the strategy does.

################################

Released with no copyright.

It is free to use for any purpose.

This is demonstration of how to set up a strategy that will not whipsaw trades on the same bar as entry. I seemed to have that problem with a lot of the strategies that I wrote that were designed to reverse in the market if conditions reversed, which is why I wrote this, as an example template.

The strategy keeps you always in the market until either:

The profit target is hit; or
The stop loss is hit; or
Market conditions reverse.

Either of the first 2 exit conditions takes you flat; the 3rd condition causes an immediate reversal from long to short, or short to long, as the case may be.

To stay always in regardless, use excessively large stops and targets.

By using this code, you accept all responsibility for any results that may occur. This is not a recommendation to use the code to trade any equity in a live market.

Any investments, trades and/or speculations using this code are made solely at your own risk, financial or otherwise. Results will be dependent on market conditions, timing and your trading style.

If you disagree with these conditions, please do NOT use the code.

########################################################################
!!!!! Translation: You are responsible for your own investment decisions. Not anyone else. YOU !!!!!
########################################################################

To Import
1. Download the attached file to your desktop
2. From the Control Center window select the menu File > Utilities > Import NinjaScript
3. Select the downloaded file

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

Category NinjaTrader 6.5 Strategies

Details: Avoid Same Bar Whipsaws v1.1
Category: NinjaTrader 6.5 Strategies

December 14th, 2009
Size: 4.15 KB
Downloaded: 508 times

Awesome Oscillator

Exported using NT Version 7.0.1000.3

Bill William's Awesome Oscillator is quite similar to the raw MACD, but uses simple moving averages with a period of 34 and 5 instead of the exponential moving averages used for the MACD. The input value is the median of the bar, whereas the default MACD uses the close.

The histogram shown by the indicator is comparable to the raw MACD line. I have added a signal line to the raw oscillator, just to show that it can be used in a similar fashion as the MACD.

There are other NinjaTrader versions of the Awesome Oscillator

- which use an additional data series to allow for changing the plot colors (NT 6.5)
- which do not allow to change the parameters for the moving averages

This indicator can be used as a MACD, which is built from simple instead of exponential moving averages.

Category NinjaTrader 7 Indicators

Details: Awesome Oscillator
Category: NinjaTrader 7 Indicators

March 8th, 2011
Size: 4.37 KB
Downloaded: 2208 times

Keywords: awesome macd oscillator

BaBAR: Backfilling Bid/Ask Recorder to extend the usefulness of the GOMI toolset

BaBAR is a standalone application that creates live and historical tick data files for the GOMI toolset. Tab delimited output is also supported. ...

Please note: BaBAR will only work with an IQFeed connection as it is based on their proprietary data formats. (The IQFeed API)

I originally wrote this application to avoid the issue with GOMI toolset indicators and their derivations which required me to keep charts up all the time. NinjaTrader does not allow recording of historical Bid/Ask data, so disruptions for any reason would cause blank spots in my charts.

However once I got a ways into development, I realized it could be used for much more than that. This application is capable of grabbing Bid/Ask data from a wide range of instruments over a long time frame. Currently IQFeed provides 180 days of data, but as I store more data my sample size will continue to grow.

More recently, I extended the ability to write tab delimited files which include new fields provided by the latest IQFeed Client. These include millisecond resolution, market center and trade condition codes for each tick.

I now have Bid/Ask tick data in both GOMI binary and tab delimited format (with extended fields) for all futures contracts, the 100 most active ETFs and all of the equities that comprise the DOW, NASDAQ, and S&P 500 indices.

Besides having Gomi�s indicators ready to go on just about any chart I can think of, I can now use the GOMI family of indicators in strategy development for any of these instruments, as well as datamine using external applications.

I believe the tab delimited format can also be used for other purposes, including better tick aggregation, but I haven't fully explored that yet.

A NinjaTrader Export file format is also available, which is produces files for direct import into NinjaTrader.

If you like using BaBAR, please consider subscribing to the Official GomRecorder and QCollector Tick Data Sharing Thread, so that when other BMTers need data, you can help them out. Also in that regard, there is a folder in the BaBAR distribution called "Create Monthly Files for BMT Data Sharing Thread" which provides an automated way to create monthly data for the data sharing thread.

Current Version 1.4.5a

(Uploaded August 4, 2014)

The application remains the same, but the sample Gomfolder & related spreadsheets were updated, including a fix of a typo in the gold (GC) contract.

Support thread:

If you have any questions or comments, or run into any problems, please see the support thread.

Subscribing to this thread is suggested as it is where I will make announcements, etc.

Requirements:

This application requires an IQFeed data connection. A regular subscription will do however; it does not require a special developer or other license, and this app will run concurrently with your NinjaTrader or other trading platform. Note: Because data vendors have different APIs (internal data architectures) there is no way to adapt the application to other sources such as CQG, etc.
Gomi released an update of his toolset to version 2.6, which among other things has a change to help ensure that the indicators will be compatible with this application. If you use this application, be sure to update your GOMI toolset installation to the latest version, always available here: https://nexusfi.com/elite-circle/6802-gomrecorder-2-a.html
After installing version 2.6 of the Gomi Toolset, >>be sure to apply the patch<< included with the download.
If you currently have charts that use the GOMI toolset, the only other change required to use this application is to remove the GomRecorderIndicator from your charts as it is no longer needed, and to be sure that all other GOMI indicators on your charts have their �Write Data� property set to false.

Please Note:

Be sure to read the �READ ME FIRST� pdf file included in the package before installing or using the application. (And before asking for support please.)
This download is a ZIP file, but it is not a NinjaTrader import file. Do NOT import it into NT. Just open it with explorer.

Older Version 1.4.5

(Uploaded June 27, 2014)

This version fixes a problem that some users outside the US experienced.
Also the futures contracts in the sample instrument lists have been updated.

Older Version 1.4.1

(Uploaded December 6, 2013)

This version has a small change to take advantage of IQFeed extending tick storage to 180 days.

Older Version 1.4

(Uploaded November 1, 2013)

This version mostly fixes bugs, but it is more robust than the previous version. Documentation is updated as well.
This version gives the user the option to include implied trades or not. See the included document "BaBAR Tab Delimited Output Reference" for details.
The included patch to the Gomi Toolset is still required to ensure millisecond compatibility. Be sure to install it using the provided instructions.

Older Version 1.3

(Uploaded August 1, 2013)

In this version I took advantage of the new features of IQFeed Client Version 5.0.

Gomi Files now have millisecond resolution. For this to work correctly the current version (v 2.6) of the Gomi toolset must be used, and patched with the file included in the download.
Tab delimited file output now has a millisecond resolution option, and also supports extended trade information for each tick. The extended trade information includes the market center where the trade occurred, and up to 4 trade condition codes.

(Both of these features are discussed in the �Read Me First� document included with the download.)

Older Version: 1.2

(Uploaded June 26, 2013)

In this version I focused on output file formats.

For the Gomi output format, I added the ability to store each instrument in a separate folder, which I am finding is quite convenient for managing the various instruments in my GOMFOLDER.
I added Tab Delimited and NinjaTrader output formats. The former should be consistent with QCollector output.
I also fixed a number of small bugs, including one where the application appears to use a lot of CPU cycles.

Older Version: 1.1

(Uploaded Nov. 18, 2012)

I released this version mainly to ensure compatibility with the new IQFeed client (v4.9) which was released yesterday. Be sure to use this version if you update your IQFeed client.
Additionally, there is now more extensive error reporting and I made a number of small UI fixes.

Original version: 1.0

(Uploaded Oct 14, 2012)

Initial Version

Category The Elite Circle

Details: BaBAR: Backfilling Bid/Ask Recorder to extend the usefulness of the GOMI toolset
Category: The Elite Circle

August 5th, 2014
Size: 571.32 KB
Downloaded: 1977 times

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