Search

Categories

Show

Search Results

Searching for entries matching high low, looking in title and description, keywords for any words
Found 277 matching entries

Page 1 of 28

Last »

Entries

3 Bar Reversal 2a

I dug this up somewhere. You might find it useful.

2 different 3 bar reversal patterns are shown by this indie -

3 Bar Reversal Pattern
BuyColor(Cyan)
SellColor(Magenta)

Low(1)>=Low(2)
Low(3)>=Low(2)
Low(3)<=Low(4)
High>High(1) trigger magic tick
Note : I have deleted one definition of Low>Low(1) in the previous version

+++++++++++++++++++
suri 3 Bar Reversal
BuySuri(Blue)
SellSuri(Red)

Low(1)>Low(2)
High(1)>High(2)
Close(1)>Close(2)
High(3)>High(2)
High>High(3) trigger

Category MultiCharts

Details: 3 Bar Reversal 2a
Category: MultiCharts

March 21st, 2010
Size: 5.99 KB
Downloaded: 618 times

Keywords: bar reversal websouth

3 Bar Trailing Stop

Exported using NT Version 7.0.1000.22

This is a trailing stop calculated from the prior 3 bars. It is similar to the trailing stop developed by Larry Williams, but not identical. The indicator plots a channel with an upper and lower stopline. When price reaches out beyond the upper channel line, all short positions should be exited. When price breaks through the lower channel line, that is a signal for exiting long positions.

Formula: The upper channel line is calculated as the larger of the prior bar's high + 1 tick and the upper line of a 2-period Keltner Channel displaced by 2 bars. The lower channel is calculated as the smaller of the prior bar's low - 1 tick and the lower line of a 2-period Keltner Channel displaced by 2 bars. The Keltner Channel is built from the average true range instead of the simple range, which was used for the original Keltner Channel.

Parameters: The midband of the Keltner Channel can be calculated from the typical price (default setting), the close, the median or the weighted price. The multiplier used for calculating the channel width can be selected.

Reverse Intra-bar = false: This is the default setting of the indicator. A logical signal will be generated when the signal bar closes outside the channel. The position may be reversed at the open of the next bar.

Reverse Intra-bar = true: This is a different setting. The signal will be generated with the first tick that has plotted outside the channel. In this case the position may be reversed intra-bar.

Accessing the trend: The indicator comes with a BoolSeries that holds the trend derived from the last channel breakout. The BoolSeries can be accessed by other indicators or automated strategies.

Channel shading: The area between the Keltner Channels can be shaded according to the current trend.

Paintbars: The trend can also be displayed via paint bars.

Category NinjaTrader 7 Indicators

Details: 3 Bar Trailing Stop
Category: NinjaTrader 7 Indicators

April 27th, 2014
Size: 5.46 KB
Downloaded: 1462 times

Keywords: keltner stop trailing trend

AaDszlDszl

This is the same indicator as found in the NT 7 downloads, but in NT 6.5 Zip format. For the NT 7 download go to this link.

Version 7.1
This is one of my favorite indicators. We call it the 'Double Diesel'. It is two double stochastic zero lags running on the same indicator. When both lines cross through the high or low bars (selectable values) the background floods. When only one passes through, the background floods blue.

One of our favorite features with this indicator is when the fast DSZL moves down/up and back while the slow DSZL does not. This is a sure signal of a pull back. We call it the 'Jersey Pullback'. You can see one on the attached screenshot at 10:19.

Version 7.2
I got so many nice compliments on this indicator and it seems to be very popular, so I enhanced it and made it NT6.5 compatible. I put the NT6.5 version here.

This update allows the user to select the back ground colors and intensities for up or down movements.

Enjoy!
G

COMPATABILITY:
NT 6.5: Yes
NT 7.0: Yes (see link)

Category NinjaTrader 6.5 Indicators

Details: AaDszlDszl
Category: NinjaTrader 6.5 Indicators

August 17th, 2010
Size: 7.87 KB
Downloaded: 466 times

AaTripleDszl

This is the zip file for the NT 6.5 release. For the NT 7.0 Beta 22 realase, click here.

Version 6.5.0

This is adaptation of my Double DSZL indicator ( [COLOR=#810081]NT 6.5[/COLOR] or [COLOR=#810081]NT 7.0[/COLOR]). I really like the patterns this indicator makes. When all three Dszl's are overlapping, I use that as a sign that the price is moving in that direction. When one indicator moves from high to low (or vice-versa) it's a pretty good sign of a pull back. The patterns are very repeatable and help me a lot to read price action.

I use this in combination with my AaTripleCCI indicator ( NT 6.5 or [COLOR=#810081]NT 7.0[/COLOR]).

Enjoy!
gordo

COMPATABILITY:
NT 6.5: Yes
NT 7.0: Yes (see link)

Category NinjaTrader 6.5 Indicators

Details: AaTripleDszl
Category: NinjaTrader 6.5 Indicators

October 12th, 2010
Size: 8.09 KB
Downloaded: 293 times

ABC_Midpoint Study

Changelog:
V 1.00 - 2013-07-04

The Midpoints study tracks the extremes of the day or a custom session between a start and end time. Bases on the high and low extremes, three Midpoints are calculated:

1. daily midpoint = (Session High + Session Low)/2
2. the midpoint between the session extreme high and the daily midpoint
3. the midpoint between the session extreme low and the daily midpoint

The study comes with three color inputs and the plots change their color depending on the value of the bar close compared to the plot value.
Description of Inputs:

UseTime:
False = StartTime and EndTime will have no effect and the High and Low will be tracked for the complete day. If true, High and Low will be tracked according to the StartTime/EndTime settings only.

UpColor:
is used to color the specific plot, if Close > Plot Value
DnColor:
Close < Plot Value
MatchColor:
Close = Plot Value

Round2Tick:
Study will round the MidPoints to the nearest tick if this input is true. If false the study will not round the MidPoints.

The study was not designed to use a session spanning over two calendar days, like an overnight Globex session. In case you use the UseTime input and a StartTime later than the EndTime, you might run into problems. The study would need to be adapted to properly work on overnight sessions.

Category MultiCharts

Details: ABC_Midpoint Study
Category: MultiCharts

July 17th, 2013
Size: 8.48 KB
Downloaded: 290 times

ABC_unstacked TPO Chart

Changelog:
Version 1.01 - 2013-07-29
Version 1.00 - 2013-07-22

This indicator plots an unstacked TPO chart. TPO stands for Time-Price-Opportunity. The charts are constructed the following way. Each day is divided into equal time brackets. By default these brackets are 30 minutes long. You can change this via an input to shorten or lengthen the brackets. A character is now assigned for each time bracket.
By default the indicator will start with A and with the next 30 minute bracket switch to letter B. In case the session starts at 720, the next bracket will begin at 730. You can customize the letters used for the brackets via an input, too.

The code uses some new PowerLanguage reserved words, so you can take advantage of the new millisecond precision in Multicharts.
The indicator comes with a modified CurrentSession function. The characters for the TPO chart will start over at a session change.

Inputs:

BracketLengthInMinutes � The length in minutes for each bracket, starting at midnight. The default value is 30 for 30 minutes.
TextColor � The color input for the TPO chart
OpenColor � The open for each session will be market with a �>�, you can change its color with this input
CloseColor � The close is market in the same way with a �<�. You can change the color with this input.
TextSize � The input for the text size used for the TPO chart
TextFont � Multicharts offers the ability to use all text fonts installed in your Windows OS.
HorizTxtPl � This input lets you specify the horizontal text placement for the TPOs relative to the underlying bar:
0 � to the right of the specified bar,
1 � to the left of the specified bar
2 � centered on the specified bar
VertTxtPl � The corresponding input for the vertical text placement:
0 � below the specified price value
1 � above the specified price value
2 � centered on the specified price value
StringToUse � With this input you have full control over the characters used for the TPO chart. The first character in this input will be used for the first bracket in the session. With the default input (�ABCDEFGHIJKLMNOPQRSTUVWXYZ�) this means for a market opening at 830, the first bracket will be labeled with an A.
LockText � Multicharts offers the ability to lock text and trendlines drawn by studies, so you can�t move them by mistake. If LockText = false the locking will be disabled.
DrawBracketOnOneBar � This input gives you the ability to plot the bracket on one bar only. This is helpful if you use a smaller timeframe than the bracket setting or work with Treasuries for example. Assume you are using a 10 minute chart and the BracketLengthInMinutes is 30 minutes. The text for the current bracket will always shift to latest 10 minute bar, but will span over the full bracket. If you set the input to false the study will plot on every bar, but only from high to low for each bar.
TextIDs � This input is only used if BracketLengthInMinutes is true. It specifies how many text ids the study will store for each bracket. If the market spans more than the default 100 ticks (as one text id is used per tick) over your bracket period, the study will raise an error. You need to adapt the text id setting then i.e. raise the number.

If you encounter a bug, please write me a short PM. I don't get a notification when you post it in here.

Category MultiCharts

Details: ABC_unstacked TPO Chart
Category: MultiCharts

July 25th, 2013
Size: 25.25 KB
Downloaded: 240 times

ACD Daily Pivot

ACD Daily Pivot for TradeStation v1.0

Works on at least TradeStation 9.0 and later

Description:
Plots the ACD daily pivot. Allows the option of choosing either the ETH session or RTH session range.

Usage:
The indicator plots the daily pivot as described in Mark Fisher's book, The Logical Trader. Fisher's subscription service uses the RTH high and low to calculate the daily pivot along with the exchange close. This indicator does that and at the same time allows the option to use the ETH session high and low instead of the RTH session. The close used by the indicator is always the exchange close which is usually reset by the exchange, and is usually different than the last print for the session, between the ETH session close and the next ETH session open.

Works on the following chart types:

Time Only. It might work on the other chart types but it might be inaccurate.

Input Parameters:
For session start times, use the bar time of the first bar in the session. This would vary depending upon the interval of the time chart. For instance, for CL, in a 1 min chart, the first RTH session start bar would be 801 whereas in a 5 minute chart, the first bar would be 805. To get theoretically accurate values, the correct session start and end times must be specified.

ETHStart- Time in HH24MM format (eg: 0800 for 8 AM and 1600 for 4 PM) specifying the ETH session start
ETHEnd- Time in HH24MM format (eg: 0800 for 8 AM and 1600 for 4 PM) specifying the ETH session end
RTHStart- Time in HH24MM format (eg: 0800 for 8 AM and 1600 for 4 PM) specifying the RTH session start
RTHEnd- Time in HH24MM format (eg: 0800 for 8 AM and 1600 for 4 PM) specifying the RTH session end
UseETH_1OrRTH_2- Specify 1 to use ETH session or 2 to use RTH session
ShowPivotPoint- Specify True to show the daily pivot point (in addition to the range), False to hide it.

Change Log:

02/15/2014 - v1.0 - Initial Upload

Category TradeStation (hidden)

Details: ACD Daily Pivot
Category: TradeStation (hidden)

February 15th, 2014
Size: 20.45 KB
Downloaded: 256 times

Adaptive Laguerre Filter (amaAdaptiveLaguerreFilter)

Version 1.1 August 1, 2017

This is a four element Adaptive Laguerre Filter as described by John Ehlers in his paper "Time Warp - Without Space Travel".

The Laguerre Filter is a smoothing filter based on Laguerre polynomials. Its first term is an EMA, which is then further smoothened with a damping factor. The damping factor may take any value between 0 and 1. When the damping factor is set to 0, the Laguerre Filter becomes a finite impulse response (FIR) filter. When the damping factor is set to a value close to 1, the filter becomes dramatically smoother, but will have a significant lag.

The Adaptive Laguerre Filter is based on the simple Laguerre Filter, but uses a variable damping factor. The damping factor is adjusted such that low frequency components are delayed more than high frequency components. The resulting filter is an adaptive moving average and can be compared to the Kaufman Adaptive Moving Average (KAMA) or the Variable Index Dynamic Average (VIDYA).

Category NinjaTrader 8 Indicators and More

Details: Adaptive Laguerre Filter (amaAdaptiveLaguerreFilter)
Category: NinjaTrader 8 Indicators and More

October 20th, 2017
Size: 9.89 KB
Downloaded: 601 times

Keywords: adaptive damping filter iir laguerre polynomials

Adaptive Laguerre QuickStart MultiColor for NT7

Thanks, itguy, for posting the Adaptive Laguerre MA. It is the best MA of this type that I have seen. I use it as a trailing, stepped MA to suggest entry and exit areas.

NOTE: The major parameter that controls this indicator is the L_Period, NOT the AdaptLength. Try slowing down the L_Period from 4 to around 10 and note what happens.

I made two minor tweaks. So most of the credit for this goes to itguy, who did the hard stuff.

The original version would start with a very low initial value and take many bars to converge upon the price series. This version will converge almost immediately after starting up.

The original version used the familiar method of switching between different colored plots to simulate a multi-color plot. This version uses the PlotColors method to change the color of a single plot, which is now a true multi color plot. That's why this indicator will work for Ninjatrader 7 ONLY.

Updated on Oct 28, 2011. Plot colors and line properties have all been moved to the PlotAttributes area near the bottom of the indicator properties. Have not yet checked regarding report of performance issues on COBC false.

Ninjatrader 7 ONLY. Ninjatrader 6.5 does not support multicolor plotting. Another reason to take the leap.

Category The Elite Circle

Details: Adaptive Laguerre QuickStart MultiColor for NT7
Category: The Elite Circle

February 27th, 2010
Size: 5.07 KB
Downloaded: 845 times

ADR with Projection Lines V2

Note: If you find bugs, have feature requests, or anything else, post in THIS thread.

IMPORTANT: Read before install. This is an Average DAILY range indicator, so you MUST have at least the number of days you are setting your ADR to compute an ADR. This includes weekends that don't have data. So if it does not work, MAKE sure you have enough days loaded. E.g., if you are trying to display a 14-day average, but only have 10 actual days of data(excluding weekends), the indicator will return a null value(∞).
------------------------------------------------------------

This indicator will display an ADR on your screen. It will also display projections of that ADR as the day progresses.

As the range is extended, the lines will adjust until the ADR is achieved... The lines will then LOCK in place, change color and remain FIXED for the rest of the session. The image attempts to show this.

The lines produced are projections, NOT predictions. The lines are simply the result of subtracting the ADR from the CURRENT daily High to plot the LOW projection, and the opposite to plot the HIGH projection. This is why the lines will adjust and shrink as the range expands.

Setting "AutoScaleLines" to true, will autoscale so that the lines are always in view on your chart. I.e., this will shrink the bars.

The on-Screen text should be self-explanatory, but the label of "complete" simply describes the current day's range as a percentage of the ADR. E.g., a value of 50% tells you the CURRENT day's range is 1/2 the ADR.

You can either on-screen display, lines or both.

The indicator will update in real-time, on each tic.

Note, installing this indicator will create a folder in your indicators called "BTMM", that's where the indicator will be.

->UPDATE(26Nov2020): V2 of Indicator. Added new Parameter called Last-Bar SmartFit. This parameter will push the ADR(the lines) to the LOD(Low of Day) or HOD(High of Day), on the LAST bar in the session. This will occur when the ADR is NOT achieved on that day.

It works by putting the range on whichever came FIRST(LOD or HOD). THis is mostly visual, as I like to see visually, by how much the ADR was missed. Mostly just an easier way to see historical data. This adjustment will ONLY occur on the LAST bar of the session.

THIS image below attempts to explain what the new parameter is doing.

Category NinjaTrader 8 Indicators and More

Details: ADR with Projection Lines V2
Category: NinjaTrader 8 Indicators and More

November 21st, 2020
Size: 5.08 KB
Downloaded: 882 times

Keywords: adr average daily range session

Page 1 of 28

Last »