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Real Line Break 5 *
This is a variation of Gordos "Better Line Break".
The difference: the "Real Line Break" uses the close of the last bar as open. This gives a more realistic chart and backtesting results.
Install via "Import Ninja Script".
(The code uses "Custom6" as ID. Change the value, if you already have an bar type with this number.)
Version 1.


Category The Elite Circle 
 
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Details: Real Line Break
Category: The Elite Circle 


May 10th, 2015
Size: 4.79 KB
Downloaded: 970 times
Real time POC based on Gom package 5 *
Indicator based on Gom package and made up following GomVWAP class and structure that calculates POC as GomMP 2.1
Thanks to Gomi.

The indicator plots the historical POC from a reset time parameter.

Link to thread where commented:
https://nexusfi.com/elite-circle/3737-gommp-market-profile-indicator-4.html


Category NinjaTrader 7 Indicators 
 
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Details: Real time POC based on Gom package
Category: NinjaTrader 7 Indicators 


August 30th, 2010
Size: 12.35 KB
Downloaded: 1275 times

Keywords: marketprofile mp poc gompoc n10t
Realistic Statistical Modelling of Financial Data 5 *
Research Paper published by Tina Rydberg in 1997.

Category Educational 
 
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Details: Realistic Statistical Modelling of Financial Data
Category: Educational 


September 10th, 2011
Size: 297.94 KB
Downloaded: 359 times
Rectangle Extension 5 *
I'm happy to share this indicator, that when you select a rectangle you can extend it into the future, whether it's the next day or several days into the future. I hope you find it useful, and here is a short VIDEO
so you can see how it is used.​


Category NinjaTrader 8 Indicators and More 
 
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Details: Rectangle Extension
Category: NinjaTrader 8 Indicators and More 


March 16th, 2023
Size: 2.90 KB
Downloaded: 352 times
Regression Analysis 5 *
This indicator compares four types of regression (linear, quadratic, logarithmic and exponential) and chooses the one that best fits the data analyzed. Works on any period type. I paid to have coded.

DP_limiter = bar period
Endpos = x-axis adjustment
Multistddev = std dev bands


Category NinjaTrader 7 Indicators 
 
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Details: Regression Analysis
Category: NinjaTrader 7 Indicators 


January 17th, 2017
Size: 3.57 KB
Downloaded: 566 times
Regression Channel (amaRegressionChannel) 5 *
Version 1.1 September 9, 2018

The Regression Channel already comes as a NinjaTrader default indicator. However, the NinjaTrader default indicator comes with a few limitations, which are adressed by this indicator:

- The default indicator calculates the regression channel from the last bar loaded by OnBarUpdate(). When the chart scrolled back horizontally, the regression channel remains in its future position until it drops out of the chart.
- The default indicator does not allow for calculating the linear regression channel a few bars ago and then project the channel lines forward until the current bar.

This version of the indicator has the two issues addressed:

- The regression channel is calculated from the last bar shown on the chart and will adapt its position accordingly when you scoll back the chart horizontally.
- You may enter an offset and calculate the regression channel a few bars ago. The regression channel will then be extended until the last bar shown on the chart.

Repainting behavior: All regression channels - whether linear or polynomial - belong to the class of repainting indicators. All regression channels are retrofitted to the selected lookback period. The repainting can be easily observed with this indicator when scrolling horizontally. The indicator comes with an option to display the regression bands. The regression bands show the trace that the regression channel has painted on the chart without repainting any prior bars.

Public DataSeries: The indicator comes with four additional public DataSeries that can be accessed via the strategy builder.

- Normalized slope - This is an output which returns the slope in synthetic degrees. The slope has been normalized by dividing it by the square root of the average true range and then applying the arctangent.
- NormalizedChannelWidth - This series returns the normalized channel width around the regression line and may be used as a measure of non-directional volatility.
- RegressionTrend - The regression trend holds the value + 1 for an upsloping regression line and -1 for a downsloping regression line.

Market Analyzer Columns: The indicator comes with three separately coded market analyer columns which allow for displaying normalized slope, normalized channel width and the regression trend on the market analyzer.


Category NinjaTrader 8 Indicators and More 
 
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Regression Channel V2 5 *
Exported using NT 7.0.1000.6

This indicator is an enhanced version of the NinjaTrader Regression Channel Indicator.

The indicator calculates the same values for the linear regression as the default NinjaTrader indicator does, but uses a modified Plot() method.

If you scroll the chart horizontally, this indicator will display the regression channel for the last bar painted on the chart, while the NinjaTrader indicator always displays the regression channel for the last bar of the data base.

To understand how it works, just put both indicators - the NinjaTrader default indicator and this indicator - on your chart and scroll horizontally, and you will notice the difference.

Update July 23, 2011: Indicator updated to work with non-equidistant bar spacing, as used by multi-series charts.


Category NinjaTrader 7 Indicators 
 
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Details: Regression Channel V2
Category: NinjaTrader 7 Indicators 


July 23rd, 2011
Size: 3.19 KB
Downloaded: 2500 times

Keywords: channel regression trendline
Regression Channel V3 5 *
Here is a simple mod to the Fat Tails anaRegressionChannel with slope up/down colors. For more information see the original indicator here.

4/26/12 - Replaced with a version that allows the lines to have the correct colors as the chart is scrolled. Originally it was just a real time indicator.


Category NinjaTrader 7 Indicators 
 
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Details: Regression Channel V3
Category: NinjaTrader 7 Indicators 


April 27th, 2012
Size: 3.46 KB
Downloaded: 1521 times
Regression Channel with fixed start V2 NT8.0.2 updated 5 *
Regression Channel with fixed start V2 NT8.0.2 updated

Updates::

Update V2.1.0 22 Jan=>

* Bug fix: On some occasions when using fixed start the LRC would not adjust accordingly.
* Made text messages more readable and less intrusive. (From feedback....thank you).
* Added option for a start marker. (From feedback....thank you).
* ZOrder adjustment - place behind or in front of bars.
* For coders: 'Friendly' names enums - no more camel case enums!

Update V2.0.2 Jan=>

* Added Mean Absolute Deviation thanks to 'spooz2'



Note: Make sure you have >= NT8.0.3.1 for the button to work without issues.

Included with this LRC:

* Ability to start the LRC from any bar of your choosing via a button.
* Directional coloring.
* Bands
* Four different price marker displays: Price, Standard deviations, ticks from the middle line, regression slope per ticksize (which enables you to compare the slopes of other instruments)
* Decimal places formatter....adjust to your liking.
* Ability to use Raff channels as shown here in TASC Oct 1991
* You can use on any indicator
* Unlike the NT8 version, you can scroll backwards and the LRC will plot the past.

Note:

If using the LRC fixed start feature you will have to manually refresh the chart by pressing F5. This is the compromise of using an indicator instead of a drawing tool.

You can download the two videos here and here for setting up options.




Category NinjaTrader 8 Indicators and More 
 
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Details: Regression Channel with fixed start V2 NT8.0.2 updated
Category: NinjaTrader 8 Indicators and More 


January 14th, 2017
Size: 13.12 KB
Downloaded: 1533 times
Relative Ranges (amaRelativeRanges) 5 *
Version 1.1 July 21, 2017

Only to be used with minute or daily charts.

The Relative Ranges indicator measures the range of a minute bar or a daily bar against the average range for the same time of the day over the preceding n days. The indicator comes with two different options to calculate the relative range:

All_Days: Today's ranges are compared to the average ranges of the N preceding business days. The default value is N = 40. With the setting "All_Days" the indicator requires the use of proper trading hours templates which match the trading day of the instrument traded. Trading hours templates that cut the week into arbitrary sessions - such as the session template 24/7 - cannot be handled by the indicator and will trigger an error message.

Day_Of_Week: Today's ranges are compared to the average range calculated for the same day of the week over the N preceeding weeks. The default value is N = 8. With the setting "Day_Of_Week", all session templates can be handled.

Relative Ranges: The relative ranges are shown as a percentage of the average volume calculated over the reference period.

Cumulated ratio: Compares the cumulated ranges of the current day to the average ranges of the selected reference period.

Holidays: Holidays as selected via the indicator dialogue box may be excluded from all calculations.

Default settings: Relative range bars between 80% and 120% of the normal range are shown as white bars. Higher relative range bars are shown as blue bars, lower relative range bars are shown as red bars.


Category NinjaTrader 8 Indicators and More 
 
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Details: Relative Ranges (amaRelativeRanges)
Category: NinjaTrader 8 Indicators and More 


September 4th, 2017
Size: 12.43 KB
Downloaded: 691 times

Keywords: cumulated range relativeranges
 



 
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