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Daily MP with Accu MP Volume 5 *
It took me almost a year to figure out how to create a daily MP chart with accu volume showing HVN (High Volume Nodes) and LVN (Low Volume Nodes). Maybe some of you will find the enclosed template handy.

You will need to download GomMP to make it work. Enjoy!


Category NinjaTrader 7 Templates 
 
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Details: Daily MP with Accu MP Volume
Category: NinjaTrader 7 Templates 


April 16th, 2011
Size: 20.55 KB
Downloaded: 1790 times
Data export 5 *
This is another NT data exporter.
I hope it gives some value over other exporters.
It exports Bar data (time, open, close, high, low, volume) as others and adds values of two indicators of you're choice.
An output file will be created in NT root directory, by a name of an instrument.

p.s.
Thanks to : @Gomi and @NJAMC for the inspiration.


Category NinjaTrader 7 Strategies 
 
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Details: Data export
Category: NinjaTrader 7 Strategies 


March 1st, 2013
Size: 3.96 KB
Downloaded: 539 times

Keywords: export
DateChecker: Identifies possible data gaps
I build this indicator to help me identify possible data gaps after importing historical data.

At this point, v001 simply looks at the yearly and monthly changes to make sure that if there is a change that the change is predicted (ie, 2009 comes after 2008; month 1 after month 12; month 4 after month 3).

I could have gotten more fancy with for statements and such, but instead I opted for a simple if-else framework so you can easily see what's going on.

If there is a data gap (ie, current month is 4 but the previous month is 11; current year is 2009 but the previous year is 2007), the indicator gives you a text visual alert.

I set up tick offsets off the High for the alert, month and year labels.

At some point in the future I may add in daily checks (or less), as well, but for the time being this serves my needs.

I'm happy to answer any reasonable questions or consider any reasonable improvements.

Good luck,

Aventeren


Category The Elite Circle 
 
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Details: DateChecker: Identifies possible data gaps
Category: The Elite Circle 


February 11th, 2014
Size: 2.31 KB
Downloaded: 121 times

Keywords: alert date datechecker check year month
Day OHC Fibs v1 5 *
export using 7.0.1000.4
add 3 fib lines for Current Day OHC indicator


Category NinjaTrader 7 Indicators 
 
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Details: Day OHC Fibs v1
Category: NinjaTrader 7 Indicators 


April 13th, 2011
Size: 2.85 KB
Downloaded: 938 times

Keywords: close daily fibs high low
Decycler Indicators - DecyclerOscillator_V1 5 *
Decycler indicators Exported with NinjaTrader 7.0.1000.30

Note: The download on this entry and the one on the SimpleDecycler entry are the same and contain both indicators.


Revised 11/1/15

Revisions:

1 Ability to change plot colors and line widths.
2. Remove all code related to the signals produced for Bloodhound.
Another indicator which contains Bloodhound signals will be posted on the Bloodhound thread here.
3. Add basic signal codes to replace the Bloodhound codes.
4. Correct minor problem in code in formula calculation
5. Change the percent parameter to accept the more standard notation xx.y (%).

>>>End Revisions 11/1/15<<<


The two indicators provided, the Decycler Oscillator and the Simple Decycler, are based on the writing of John F. Ehlers published in the September 20015 issue of Stocks & Commodities magazine. The implementation used as the basis for this version was provided by NinjaTrader(NT). Although both indicators are contained in the download they are described separately. This entry describes the DecyclerOscillator.

The screenshot shows the DecyclerOscillator with modified version of the SimpleDecycler set to appear like the NT provided version (which can be downloaded here). Installing the NT version will not disturb the indicators provided as they are prefixed with “fpg”.

In the article Mr. Ehlers describes a class of filters known as high-pass filters which “allow the high-frequency components in the data to pass through to the filter output, and reject the low-frequency components”. He goes on further stating, “Since high-pass filters have very little lag, here is the trick to computing a decycler: Subtract the high-pass filter output from the data input.” This is performed in the partner indicator, the SimpleDecycler. He also states that, “You can virtually eliminate lag by getting rid of those low-frequency components.”. Both indicators contain the same algorithm (which is left to the interested math and EE gurus to figure out what he is doing) for identifying the high-pass frequencies.

The article states that the oscillator is useful when two instances , with different parameters, are placed in the same sub-graph. The NT implementation requires this to be done manually which, among other things this modification can do optionally. There are 2 controlling parameters, the HPPeriod (default 125) and the K value (default 1). According to the article, “The second instance is plotted at 80% of the HPPeriod with an input K value of 1.2. The basic idea is to compensate for a 20% reduction in cycle period with a 20% increase in the amplitude swing (the K value) of the indicator.”.

Ehlers notes that “there will always be some whipsaw conditions, but these are relatively easy to remove with other conditional statements in the code.”. Unfortunately he does not offer any suggestions here. Another important item to note, the default HPPeriod is set to the value of a half year on a day chart, likely being used for detecting cycle reversals on stocks. However as further stated in the article, “Decyclers and decycler oscillators can be used over a very wide range of input filter parameters”, but here too he offers no suggestions. This will be an experiment to be conducted by the user. However, setting it too low does introduce choppiness.


Enhancements:


1. The ability to request either the Slow, Fast, or Both plots (the “Plots Type” option).
2. Automatically adjust the fast indicator parameters by the specified percent (the “Percent” option) or to use the parameters specified by the user (the “ AsSpecified” option).
3. Three signaling options are provided: Off, Basic, and Extended (experimental for Bloodhound users). The Basic option provides the standard IntSeries values for the crossing (1, 0, -1). Extended signaling is described in the BloodHound thread here.
4. Optional smoothing for both the Fast and Slow Plots

Caution:

If the Extended signaling option is selected additional but non-conflicting signals are sent to the same IntSeries used by the Basic signaling option.

Credits with my thanks to:
1. @Zondor and @Aligator for a formula used in the Extended signaling
2. @Jack22 for the formula and supporting code.


Change Log

9/29/2015 :- Initial release
10/1/2015 :- Correct error in algorithm code for calculating Fast plot in DecyclerOscillator
11/1/2015 :- Revisions are described at the top of this page


Category NinjaTrader 7 Indicators 
 
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Details: Decycler Indicators - DecyclerOscillator_V1
Category: NinjaTrader 7 Indicators 


November 5th, 2015
Size: 17.61 KB
Downloaded: 1875 times
Decycler Indicators - SimpleDecycler_V1 5 *
Decycler indicators Exported with NinjaTrader 7.0.1000.30

Revised 11/1/15

Revisions:

1. Ability to specify Fast, Slow, or Both plots
2. Change the percent parameter to accept the more standard notation xx.y (%).
3. Remove all code related to the signals produced for Bloodhound.
Another indicator which contains Bloodhound codes will be posted on the Bloodhound thread here.
4. Add basic signal codes to replace the Bloodhound codes.
5. Ability to add dual bands for Fast, Slow, or Both plots with the following features:
-a. Different plot colors when using Dual Bands
-b. Inner and outer bands are calculated using VWStdDev each having user defined
multipliers and periods.
-c. user option to specify what values are used for the inner and outer bands follows:
--1. Fast- uses the appropriate inner or outer values derived from only the Fast midline.
--2. Slow- uses the appropriate inner or outer values derived from only the Slow midline.
--3. Min - uses the appropriate inner or outer values derived from the minimum values
of either the Fast or Slow inner and outer bands accordingly.
--4. Max - uses the appropriate inner or outer values derived from the maximum values
of either the Fast or Slow inner and outer bands accordingly.
--5. minMax - uses the minimum values from either the Fast or Slow inner for the plotted inner band, and the maximum values from either the Fast or Slow Outer band for the plotted outer band.
---6. Fast, Slow, or Both Plots is automatically set according to the Dual Band option chosen.
6. Separate parameters for Dual Bands to allow easier switching between Dual and non-Dual modes.

>>>End revisions 11/1/15<<<


The background for this indicator is explained in the entry DecyclerOscillators (above) and is not described here. [I]The download file is the same as the one posted in the DecyclerOscillator with both indicators contained in the download. The NT version can be downloaded from the link supplied in the DecyclerOscillator entry.

This indicator is the opposite of the high-pass filter with the SinpleDecycler plots created by subtracting the high-pass filtered data from the input stream allowing the decycler to display “the low-frequency components with virtually no lag.”. The author suggests the period parameter be a half-year period however, states, “the range of this variable is just about anything you choose.”.

In addition to the decycler plot the original indicator (show in the visual in the DecyclerOscillator) plots two lines that are plus and minus 0.5 percent from the low frequency decycle plot and are referred to as the hysteresis lines. The interpretation is that if Close prices are above the upper line the market is in an uptrend, with a downtrend indicated by Close prices below the lower line. No trend is when the prices fall within the lines.

Enhancements:

Warning!!!

The enhancements provided must be considered experimental as they are not part of the original concept described in Mr. Ehler’s article. More testing and experimenting needs to be performed in order to determine their usefulness.

The enhancements provide the ability to:
1. request a Single plot (Slow) or Dual plots (Slow and Fast) . The method to set the fast period lookback is similar to the DecyclerOscillator and can be either a “Percentage” from the slow period or the “AsSpecified” values for each parameter will be used.
2. vary the multiplier percentage used to form the hysteresis band.
3. use a standard deviation to determine the hysteresis band in lieu of a multiplier.
4. Specify three signaling options, Off, Basic, and Extended. The Extended signal is experimental and is intended to be used with Bloodhound. The signals produced are described in the thread here
5. paint the region between the two midRange decycler bands.

Credits with my thanks to:
1. @Fat Tails for the region painting code copied from his TriggerLines Indicator
2. @Fat Tails for his Volume Weighted Standard Deviation method used in the hysteresis band offset calculation



Change Log

9/29/2015 :- Initial release
10/1/2015 :- Correct error in algorithm code for calculating Fast plot in DecyclerOscillator
11/1/2015 : - Revisions described at top of page.


Category NinjaTrader 7 Indicators 
 
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Details: Decycler Indicators - SimpleDecycler_V1
Category: NinjaTrader 7 Indicators 


October 1st, 2015
Size: 17.61 KB
Downloaded: 420 times
Delta Momentum Bars With Cumulative Count 5 *
The candles are representative of the individual delta bars. The dotted line is the cumulative delta since the sign change. So if we start to go positive it sums up all the positive bars.

the data series is not written in the indicator you need to set that in the
-Format Study
-Base Study On
-Select Data

To get my same format, you may need to make it look like candles, you may need to set in the
-Style
-Plots
Close = Type Right Tick
High =Bar High
Low = Bar Low
0 = Left tick

Version 1.0


Category MultiCharts 
 
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Details: Delta Momentum Bars With Cumulative Count
Category: MultiCharts 


June 4th, 2013
Size: 5.60 KB
Downloaded: 661 times
Delta Package V3 NT8.0.2 with COT, HA and strategy sample code 5 *

Delta Package V3 NT8.0.2 now with commitment of traders (COT) and heiken-ashi

Update Feb 2017: Changed "Show above / below EMA colors" to false to avoid confusion.

Minor fix 30 Dec: Added ability to change bar width manually. Note, if you have any custom built strategies using DeltaV3 then you will have to adjust your code as per the strategy sample included.

New: Sample code for use in a strategy is included. The strategy does not do anything, it simply shows how to access the delta values. It works, I've tested it. Make sure you use TickReplay on your host chart if you want historical values accessed within a strategy.

Includes everything from V2 here as well as these additions:

1. Commitment of traders: high, low and total.
2. EMA plot: Set to normal, gapless and reset at session open.
3. Heiken Ashi: Chose from the algorithms of Dan Valcu (standard) or Sylvain Vervoort.
4. Painbars based on delta values or above/below the ema.

Plus general improvements......

Make sure you enable Tick Replay to use this historically! You will not need Gom recorder for this.

However, Tick replay will not work with some Renko bars due to RemoveLastBar()

*Occasionally if the bid/ask plots don't look quite right, especially if you haven't connected for a few days, make sure you right-click on the chart and select "Reload all Historical Data".

** Please report bugs to me via PM rather than in the comments. Thank you.

Here is a picture of how you can use delta for your trading.

I am not affiliated with this person or website, but you can get some ideas here.




Category NinjaTrader 8 Indicators and More 
 
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Details: Delta Package V3 NT8.0.2 with COT, HA and strategy sample code
Category: NinjaTrader 8 Indicators and More 


November 8th, 2016
Size: 13.50 KB
Downloaded: 5304 times
DMI change bar color 2 *
I want to change the ID code to change color when there is current bar cross between DM + DM uphill (blue) and down (red). The other bars are still black. View Source (not working)


using System.Drawing;
using PowerLanguage.Function;

namespace PowerLanguage.Indicator
{
public class DMI_joa : IndicatorObject
{
private DirMovement m_dirmovement1;

private IPlotObject Plot1;

private IPlotObject Plot2;

private IPlotObject Plot3;

public DMI_joa(object ctx) :
base(ctx){
adxtrend = 25;
length = 8;
}

[Input]
public int length { get; set; }

[Input]
public double adxtrend { get; set; }

[Input]
public Color UpbarColour { get; set; }

[Input]
public Color DownBarColour { get; set; }

private IPlotObject plotOpen, plotHigh, plotLow, plotClose;

protected override void Create(){
m_dirmovement1 = new DirMovement(this);
Plot1 =
AddPlot(new PlotAttributes("DMI+", 0, Color.Blue,
Color.Empty, 0, 0, true));
Plot2 =
AddPlot(new PlotAttributes("DMI-", 0, Color.Red,
Color.Empty,
0, 0, true));
Plot3 =
AddPlot(new PlotAttributes("ADX", 0, Color.Cyan,
Color.Empty, 0, 0, false));

// Initialize the IPlotObjects
plotHigh = AddPlot(new PlotAttributes("High",
EPlotShapes.BarHigh, Color.Black));
plotLow = AddPlot(new PlotAttributes("Low",
EPlotShapes.BarLow, Color.Black));
plotOpen = AddPlot(new PlotAttributes("Open",
EPlotShapes.LeftTick, Color.Black));
plotClose = AddPlot(new PlotAttributes("Close",
EPlotShapes.RightTick, Color.Black));

// Default values for the inputs
UpbarColour = Color.Green;
DownBarColour = Color.Red;
}

protected override void StartCalc(){
m_dirmovement1.PriceH = Bars.High;
m_dirmovement1.PriceL = Bars.Low;
m_dirmovement1.PriceC = Bars.Close;
m_dirmovement1.Length = length;
}


protected override void CalcBar(){
m_dirmovement1.Call();
Plot1.Set(0, m_dirmovement1.DMIPlus.Value);
Plot2.Set(0, m_dirmovement1.DMIMinus.Value);
Plot3.Set(0, m_dirmovement1.ADX.Value);


if (PublicFunctions.DoubleGreater(m_dirmovement1.ADX.Value, adxtrend))
{
if (this.CrossesOver(m_dirmovement1.DMIPlus, m_dirmovement1.DMIMinus))
{
Alerts.Alert("Bullish alert");
// plotOpen.Set(Bars.Open[0], UpbarColour);
// plotHigh.Set(Bars.High[0], UpbarColour);
// plotLow.Set(Bars.Low[0], UpbarColour);
// plotClose.Set(Bars.Close[0], UpbarColour);
}
else{
if (this.CrossesUnder(m_dirmovement1.DMIPlus, m_dirmovement1.DMIMinus))
{
Alerts.Alert("Bearish alert");
// plotOpen.Set(Bars.Open[0], DownBarColour);
// plotHigh.Set(Bars.High[0], DownBarColour);
// plotLow.Set(Bars.Low[0], DownBarColour);
// plotClose.Set(Bars.Close[0], DownBarColour);
}
}
}
}
}
}


I tried to SetPlotColor and PlotPaintBar and do not get
By the way I use multicharts.net
Can you help me? Thank you


Category MultiCharts 
 
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Details: DMI change bar color
Category: MultiCharts 


November 16th, 2015
Size: 14.72 KB
Downloaded: 104 times
Donchian Channel 5 *
MultiCharts .NET64 Version 12.0 Release (Build 18187)

 
Code
using System;
using System.Drawing;
using System.Linq;
using PowerLanguage.Function;

namespace PowerLanguage.Indicator
{
	public class Donchian Channel : IndicatorObject
	{
		public Donchian Channel(object _ctx):base(_ctx)
		{
			n_bars = 5;
		}

        [Input]
        public int n_bars { get; set; }
		
		private IPlotObject plothigh, plotlow;
		
		protected override void Create()
		{
			plothigh = AddPlot(new PlotAttributes("plothigh", EPlotShapes.Line, Color.Red));
			plotlow = AddPlot(new PlotAttributes("plotlow", EPlotShapes.Line, Color.Red));
		}
		
		protected override void StartCalc()
		{
		}
		
		protected override void CalcBar()
		{
			if(Bars.High[5] > 0 && Bars.Low[5] > 0)
			{
				plothigh.Set(Bars.High.Highest(n_bars));
				plotlow.Set(Bars.Low.Lowest(n_bars));
			}
		}
	}
}


Category MultiCharts 
 
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Details: Donchian Channel
Category: MultiCharts 


October 7th, 2019
Size: 1.73 KB
Downloaded: 137 times
 



 
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All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
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