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jdDonchianTraderV101

Here is a current version of the Donchian Channel indicator I had modified. You can change all the plot settings to color and sizes that work for you, also included in this is the ADXVMA indicator that can filter the Back Ground Color plots. There are so many ways to plot this indicator you will just need to play with it.

The Inputs are in alphabetical order so you will need to pay attention t what you are changing, I dont know how to change them in the programming....

In the jpeg you will see the 2 inputs that will need to match some preset ATM strategy you have already done, if you would like to be able to quickly place that ATM strategy order at the given Entry Dot location, this will not move the order once it is placed, that is up to you to manage, this is just a fast way to colorize your entry....I have used this alot but you are responsible for your own trades....PLEASE USE IN SIMM MODE UNTIL YOU KNOW HOW THIS WORKS....

Any additional questions feel free to ask, anyone who can make improvements please feel free to do that also....

Again a big thanks to all that post great trading tools in this area!

Category The Elite Circle

Details: jdDonchianTraderV101
Category: The Elite Circle

November 25th, 2012
Size: 13.17 KB
Downloaded: 730 times

Keltner Universal V4

Exported using NT version 7.0.1000.27

This is a generalized version of the Keltner Channels with a few options added:

- The midband can be selected from a moving median, a moving mode or 27 different moving averages, all of which are calculated from the typical price.

- Midband and channels can be smoothed.

- The smoothing period for the range or the true range can be different from the period for the moving average.

- The indicator has an option to display the channels or the midband individually.

- All plots can be colored according to their slope, or alternatively all plots can be colored according to the slope of the midband.

- The slope color includes a neutral slope, which can be adjusted via a threshold.

- The area between the Keltner Channels can be shaded according to the slope of the midband.

- The trend derived from the midband slope can be displayed via paint bars.

Update July 3 2012: Midband can now be selected from a moving median, a moving mode or 27 different moving averages. Adjustable neutral zone added. Bands can be colored according to their own slope or slope of midband, midband and channels can be displayed individually.
Update July 5, 2012: Bug removed - Butterworth, Gauss and Supersmoother Fillter did not use the specified period.
Update August 20, 2012: Old version pf ADXVMA replaced with new version.
Update August 25, 2012: Paint bars added.
Update August 31, 2012: Ehlers Filter updated.
Update October 4, 2012: Ehlers and Gauss filters updated, moving mode removed. Channel and paintbar colors will now align, when indicator is displaced.
Update January 14, 2012: Second indicator added, which calculates upper band from high average and lower band from low average. Bug removed, which caused erroneous results when Butterworth, Gauss or Supersmoother options were used for calculating the average range or true range.
Update August 7, 2013: Tillson T3 added.
Update October 10, 2014: When paintbars were selected without showing the midband, occasionally some bars were set to transparent. Bug removed.
Update March 19, 2015: Slope trend exposed via public IntSeries.

Category NinjaTrader 7 Indicators

Details: Keltner Universal V4
Category: NinjaTrader 7 Indicators

March 19th, 2015
Size: 59.45 KB
Downloaded: 5248 times

Keywords: keltner keltnerchannel slope smoothing

MTF momentum strategy focused on the ADXVMA

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.

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

Category The Elite Circle

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

December 3rd, 2009
Size: 4.08 KB
Downloaded: 684 times

Keywords: adx adxvma mxasj mtf

Multiple Keltner Channels (amaMultiKeltner)

Version 1.6 November 25, 2017

The Multiple Keltner Channels are a generalized version of the Keltner Channels.

Standard Keltner channels are built from a simple moving average (SMA) and two channels lines above and below. The two lines above and below are drawn at a distance from the center line, a distance which is a multiple of the simple moving average of the ranges of the past N bars.

The generalized concept has the SMA replaced with any of 30 moving averages. The volatility measure used to calculate the distance of upper and lower line from the center line can be derived from an average range (AR) or average true range (ATR). You may select different lookback periods for the moving average that serves as the center line and the moving average which is applied to the range or true range.

The Multiple Keltner Channels come with an additional smoothing option for center line and channel lines. The additional smoothing is obtained by further smoothing all plots with a 3-period simple moving average (SMA).

Moving averages available for calculating the center line:

- Adaptive Laguerre Filter
- ADXVMA
- Butterworth Filter
- DEMA
- Distant Coefficient Filter
- Double Weighted Moving Average (DWMA)
- Exponential Hull Moving Average (EHMA)
- EMA
- Gaussian Filter
- HMA
- Holt EMA
- Laguerre Filter
- LinReg
- Moving Mean TPO
- Moving Median
- Moving Median TPO
- Range Weighted Moving Average (RWMA)
- Sine Weighted Moving Average (SWMA)
- SMA
- SuperSmoother
- TEMA
- Tillson T3
- TMA
- Triple Weighted Moving Average (TWMA)
- Wilder's Average
- WMA
- ZerolagHATEMA
- ZerolagTEMA
- ZLEMA

Moving averages colored according to slope: You may also use this indicator to display any of the above listed moving averages and color them according to slope. The slope is not based on a geometrical concept, as this would not be compatible with the scalability of modern charting applications. The indicator adjusts slope to bar volatility such that the indicator may be used across all instruments and bar types with the same settings. The slope is shown as upsloping, downsloping or flat. The degree of flatness which is still considered as being flat may be adjusted via the neutral threshold parameter. When you set that parameter to zero, the slope will not show any flat sections, but the moving average will always be identified as upsloping or downsloping. Channel lines may be unselected, if you just wish to display the selected moving average.

Volatility measures: The standard Keltner channel uses the range. This indicator also for substituting the range with the average true range. The average true range is used as default option to facilitate the application of the Multiple Keltner Channels to other indicators.

Applying the Multiple Keltner Channels to indicators: When an indicator is used as input series, the range will always return the value 0. However, the average true range will return the absolute amount of the difference of two neighbouring data points of the selected input series. Therefore the indicator may only be applied to other indicators, as long as the offset formula is set to "True_Range".

Paint Bars: The Multiple Keltner Channel indicator comes with paint bars. The paint bars are colored according to the slope of the center line. The paint bars may be displayed without the indicator plots. The colors of the paint bar will then show the slope of the moving average selected as center line.

Sound Alerts: In case that the sound alerts are active, the indicator will alert you when the trend derived from the slope of the center line changes. Currently, there are no sound files included with the zip file, but it is easy to create them and copy them to the NinjaTrader sounds directory.

Category NinjaTrader 8 Indicators and More

Details: Multiple Keltner Channels (amaMultiKeltner)
Category: NinjaTrader 8 Indicators and More

November 25th, 2017
Size: 81.22 KB
Downloaded: 1730 times

Keywords: channel keltner keltnerchannel movingaverage range slope truerange volatility

Multiple Moving Average Crosses (amaMultiMACross)

Version 2.2 March 8, 2020

The Multiple MA Cross indicator plots a fast and a slow moving average and colors the area between the two moving averages. Both the fast and the slow moving average may be selected from a collection of over 30 different moving averages.

The indicator is primarily designed as a trend filter to show whether the market is in an uptrend or in a downtrend. The indicator comes with two different trend definitions - cross and thrust. The trend is exposed as a double series and can be accessed via the NinjaTrader strategy builder or the market analyzer. Directly accessing the trend via the market analyzer requires a separately coded market analyzer column, which is not yet included with the install file.

Trend definition "MA Cross": The current trend changes to "uptrend" when the fast moving average crosses the slow moving average from below. The current trend changes to "downtrend" when the fast moving average crosses the slow moving average from above.

Trend definition "Thrust": The current trend changes from �downtrend� to �uptrend� with the first bullish thrust bar that plots above the upper moving average. A bullish thrust bar is a bar that closes above the prior bar�s high and has a larger range than the prior bar. The current trend changes from �uptrend� to �downtrend� with the first bearish thrust bar that plots below the lower moving average. A bearish thrust bar is a bar that closes below the prior bar�s low and has a larger range than the prior bar.

Moving averages available as fast and slow moving average:

- Adaptive Laguerre Filter
- ADXVMA
- Butterworth Filter
- DEMA
- Distant Coefficient Filter
- Double Weighted Moving Average (DWMA)
- Exponential Hull Moving Average (EHMA)
- EMA
- Gaussian Filter
- HMA
- Holt EMA
- Laguerre Filter
- LinReg
- Moving Mean TPO
- Moving Mean VWTPO
- Moving Median
- Moving Median TPO
- Moving Median VWTPO
- Range Weighted Moving Average (RWMA)
- Sine Weighted Moving Average (SWMA)
- SMA
- SuperSmoother
- TEMA
- Tillson T3
- TMA
- Triple Weighted Moving Average (TWMA)
- VWMA
- Wilder's Average
- WMA
- ZerolagHATEMA
- ZerolagTEMA
- ZLEMA

Applying the Multi MA Cross to indicators: The Multi MA Cross is designed to be applied to other indicators which may be selected as input series. However, some of the moving averages listed above will not support this feature. In case that a selected moving average does not support the feature the indicator will display an error message asking you to select a different moving average for the fast or the slow moving average. These are the moving averages that may not be selected when an indicator is chosen as input series: Mean TPO, Mean VWTPO, Median TPO, Median VWTPO, RWMA, VWMA, ZerolagHATEMA. These moving averages may only be applied to price.

Paint Bars: The MultipleMA Cross indicator comes with paint bars. The paint bars are colored according to the trend, where the trend maybe determined via the "MA Cross" or the "Thrust" option. The paint bars may be displayed without the indicator plots.

Category NinjaTrader 8 Indicators and More

Details: Multiple Moving Average Crosses (amaMultiMACross)
Category: NinjaTrader 8 Indicators and More

January 8th, 2018
Size: 87.10 KB
Downloaded: 3523 times

Keywords: cross median movingaverage slingshot trend trendfilter

Price and Volume Trading Template ZTrade101 v1

For examples See: https://forum.bigmiketrading.com/journals-daily-charts-tape-reading/2296-price-volume-trading-journal.html

It uses:
ADXVMA-sharky_paint (Big Mike Downloads)
BSVLine (Big Mike Downloads)*
jtRealStats (NinjaTrader downloads)
SMA(close, 20) (Standard Ninja Trader Indicator)
bwAC (NinjaTrader downloads)

*This is real time indicator and will be erased with any indicator change and restarted, hope this is changed when NT7 comes out.

Category NinjaTrader 6.5 Templates

Details: Price and Volume Trading Template ZTrade101 v1
Category: NinjaTrader 6.5 Templates

January 5th, 2010
Size: 18.84 KB
Downloaded: 202 times

sharky/mike adxvma with color

here is a colored adxvma same as the old one but much faster its a moving average of an adx ...sharky wrote by big mike great job

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: [COLOR=#0000ff]NOT TESTED [feedback][/COLOR]

Category NinjaTrader 6.5 Indicators

Details: sharky/mike adxvma with color
Category: NinjaTrader 6.5 Indicators

June 19th, 2009
Size: 2.94 KB
Downloaded: 1393 times

Keywords: ninjatrader sharky

SuperTrend U11

Exported using NT Version 7.0.1000.11

This is a new implementation of the TradeStation SuperTrend indicator for NinjaTrader 7. The SuperTrend indicator is an application of the concept of MAE (maximum adverse excursion), which was introduced by John Sweeney in the mid-nineties. The SuperTrend can be viewed as a trailing stop and changes direction, when the trailing stop is taken out.

The SuperTrend U11 calculates both the baseline and the offset 1 bar ago, as did the SuperTrend M11. This is to reduce CPU load and avoid feedback loops.

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

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 SuperTrend. 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.

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.

Comparing Supertrend U11 to Supertrend M11:

The SuperTrend U11 is a generalization of the SuperTrend M11.

-> The SuperTrend M11 uses the moving median of the arithmetic mean (High + Low)/2 one bar ago and adds/subtracts a multiple of the average true range one bar ago.

-> The SuperTrend U11 allows you to use the median as above , but instead you can also calculate the baseline from a selection of other indicators. These are the options available for the baseline

- a moving median
- a moving mode
- 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 LLMA (phase set to 0)
- 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

While the SuperTrend M11 uses the average true range as an offset, the offset for the SuperTrend U11, can be selected as

- a moving average (or median, mode) of the simple range
- a moving average (or median, mode) of the true range
- the standard deviation

The added options will not slow down the indicator, as the selection becomes effective, when the indicator is added.

You can reproduce the SuperTrend M11 with the SuperTrend U11, if you apply it to the arithmetic mean (Median in NinjaSpeak) and select "Median" for the baseline, "EMA" for offset smoothing and "True Range" for offset type. However you need to take into account that the ATR uses Wilder's exponential smoothing (smoothing constant k = 1/n) which is different from the EMA (smoothing constant k = 2/(n+1)). For example an offset period of 8 for the SuperTrend M11 will produce a smoothing factor of 1/8 and translate to an offset period of 15 for the SuperTrend U11.

Update July 3, 2012: ADXVMA option for baseline added.
Update July 5, 2012: Bug removed - Butterworth, Gauss and Supersmoother Fillter did not use the specified baseline period.
Update August 17, 2012: Old version of ADXVMA replaced with new version.
Update August 31, 2012: Ehlers filter updated.
Update October 2, 2012: Indicator simplified. Trend state can no longer change intra-bar. Gaussian and Ehlers filters updated. Mode removed from options.
Update October 3, 2012: Indicator now allows for displacement. BoolSeries modified for accessing the trend. Trend change intra-bar is possible with option reverse intra-bar and COBC = false.
Update March 5, 2013: Arrows now plotting one bar earlier for the option Reverse intra-bar = true.

For the last three updates you also need to update Bollinger Universal & Keltner Universal, if you have them installed. Please remove old versions of those indicators first.

Category NinjaTrader 7 Indicators

Details: SuperTrend U11
Category: NinjaTrader 7 Indicators

March 6th, 2013
Size: 285.67 KB
Downloaded: 7800 times

Keywords: atr averagetruerange median movingmedian supertrend trailingstop

SuperTrend U11 (amaSuperTrendU11)

Version 2.3*) November 16, 2017

The SuperTrend indicator is an application of the concept of MAE (maximum adverse excursion), which was introduced by John Sweeney in the mid-nineties. It is a Stop-And-Reverse (SAR) indicator based on breakouts from a modified Keltner channel.

The SuperTrendU11 is an enhanced version of the original SuperTrend indicator that comes with the following modifications:

- You may select between 36 different moving averages for the baseline.
- The baseline is calculated one bar ago to avoid recalculating with each incoming tick.
- You may select from 4 different volatility measures - average true range, average range, residual mean absolute deviation and residual root mean square deviation
- Average true range and average range can be calculated from 30 different moving averages.
- All volatility measures are also calculated one bar ago.

In fact there is no point in moving a trailing stop towards the current price intra-bar. Therefore a trailing stop should always be calculated from the prior bar and not the last price.

When you import the install file to NinjaTrader, it will also install the following moving averages:

- Moving Median
- Moving Median TPO
- Moving Median VWTPO
- Moving Mean TPO
- Moving Mean VWTPO
- Adaptive Laguerre Filter
- ADXVMA
- Butterworth Filter
- Distant Coefficient Filter
- Double Weighted Moving Average (DWMA)
- Exponential Hull Moving Average (EHMA)
- Gaussian Filter
- Holt EMA
- Laguerre Filter
- Range Weighted Moving Average
- SuperSmoother
- Sine Weighted Moving Average
- Tillson T3
- Triple Weighted Moving Average (TWMA)
- ZerolagHATEMA
- ZerolagTEMA

It will also install debugged versions of MAX and MIN, as the in-built versions supplied with NT8 do not work correctly with Renko bars (RemoveLastBarSupported).

The SuperTrend U11 can be set to revert intra-bar or at the bar close. With default settings the stop line is only broken, when there is a bar close beyond the stop. The indicator further comes with paint bars and sound alerts.

The SuperTrend is a trend indicator, which can be used in various ways. It is best used as a trailing stop or as a trend filter. It can also be used as a stop-and-reverse indicator, but will only work as such in trending markets. Typically it will allow for profitable results while the market is trending and then give the money back in sideways markets.

Note: The SuperTrend U11 has the trend exposed as a public property. This property can be accessed programmatically. However, it cannot be currently accessed via the market analyzer. In order to access the Trend series via the market analyzer, a specific MarketAnalyzerColumn is required. The MarketAnalyzerColumn is not yet included with the install file, as it has led to freezes with NT 8.0.8.0. The bug has been confirmed by NinjaTrader developers and only fixed with the latest release NT 8.0.9.0. (issue #12054). The market analyzer column and sound files for the SuperTrend U11 will be available with a future update.

*) Unfortunately, the forum software always renames zip files to match the original file name. Therefore the zip file refers to a prior version of the amaSuperTrendU11. Be assured that the zip file contains the indicator version referenced in the headline.

Category NinjaTrader 8 Indicators and More

Details: SuperTrend U11 (amaSuperTrendU11)
Category: NinjaTrader 8 Indicators and More

October 21st, 2017
Size: 88.94 KB
Downloaded: 3634 times

Keywords: atr average averagetruerange mad median movingaverage movingmedian range rms sar supertrend trailing trailingstop

TOS_ADXVMA v1

This is a port of the Ninja indicator (and other places).

There is an option to easily toggle paint bars in the options screen of the study (as well as change the period).

Note that in TOS, there appears to be a bug with the trend candle setting, where it does not fully honor paint bars. I recommend using the vanilla candles if you want to use paint bars.

Category ThinkOrSwim

Details: TOS_ADXVMA v1
Category: ThinkOrSwim

November 19th, 2012
Size: 1.89 KB
Downloaded: 343 times

Keywords: adxvma tos

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