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MTF momentum strategy focused on the ADXVMA 4 *
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 
 
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Details: MTF momentum strategy focused on the ADXVMA
Category: The Elite Circle 


December 3rd, 2009
Size: 4.08 KB
Downloaded: 685 times

Keywords: adx adxvma mxasj mtf
Multi MA Price Channel V2 4 *
Inspired by my time in Felton Trading live trading room, this ind. is a multi selectable MA(currently BMCollectiveMAv2, EMA, EMADouble, TEMA, EMAZeroLag, HATEMAZeroLag, TEMAZeroLag, HMA, HoltEMA, JMA, LinReg, SMA, TMA, TSF, VWMA, WMA) with offset bands based on ATR, Range, or Tick. Besides being pretty, this ind. when properly "matched" to the instrument it gives a good indication of direction change. Obviously, no guarantee for how long.
Exported from NT.0.1000.2

V2: Added more MAs as listed above. Can now access MA value. Added some extra options. Upper & Lower plots change color to match shading, when not set to Transparent.


Category The Elite Circle 
 
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Details: Multi MA Price Channel V2
Category: The Elite Circle 


January 31st, 2011
Size: 36.93 KB
Downloaded: 1687 times

Keywords: channel ma price multi
Multi-time Frame Stochastic 5 *
05/13/2012 NOTE: A newer version has been uploaded...(xcStoch)......
new version adds RangeNoGap...per requests from BMT members


xcStochastic...

In response to several BMT member requests to expand the "xc" series (crosschart) of indicators......this indicator will plot a Stochastic from about any Chart Type or Time frame on a different Chart Type or time frame.
The example shown is a 5min Stochastic running on a 1 min chart....(the original 5min chart is also shown just for comparison). The xcStoch will plot the 5min value on the 1min chart....
NOTE: Because the xcStoch draws based on the bar interval of the displayed chart, the Stochastic line may not change value for several bars when the "alternate" chart is a larger time period.....See the 'stairsteps' on the chart. In this configuration, StairStepping is NORMAL....not an error

xcStoch is selectable by Chart Type (Minute, Tick, Range)
and selectable by Chart Period.
D & K Plots are completely configurable as well (period, color, style, width, etc.) as are the high/low lines.

To increase the availability of this indicator to those who requested it, I am putting it in the "General Downloads" section instead of Elite....


Category NinjaTrader 7 Indicators 
 
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Details: Multi-time Frame Stochastic
Category: NinjaTrader 7 Indicators 


August 5th, 2011
Size: 9.73 KB
Downloaded: 924 times
Multi-Time Range Background for Sierra Chart 5 *
Multi-Time Range Background to color multiple sessions. Modification of the canned indicator. Was tired of having to add and setup 3 indicators on every chart to separately highlight the lunch, afternoon and overnight sessions. Zip file contains cpp and dll files.


Category The Elite Circle 
 
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Details: Multi-Time Range Background for Sierra Chart
Category: The Elite Circle 


August 7th, 2011
Size: 38.79 KB
Downloaded: 142 times
MultiPeriod Boxes 5 *
Exported using NinjaTrader 7.0.1000.8

This is a simple indicator that allows to display larger timeframe boxes on any chart. For example you can display 30 min or 60 min boxes on a 5 min chart.

The larger timeframe boxes are plotted behind the standard candles of the chart and are aligned to session times. Colors and opacity of the boxes and the box outline color can be selected.

The indicator has been tested to work on fixed period (minute), tick, range, Kagi, Renko and rangeNoGap charts. Due to its session logic in cannot be used on daily data.

Drawing boxes around candles is a standard feature of NinjaTrader. However, if your primary chart is built from ticks, adding boxes will cause NinjaTrader to switch to non-equidistant bar spacing.

This indicator basically allows you to draw those boxes without suffering from unevenly spaced bars. However, it is not a genuine multi-timeframe indicator which loads a secondary bar series. The boxes just regroup N candles as selected via indicator panel.


Category NinjaTrader 7 Indicators 
 
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Details: MultiPeriod Boxes
Category: NinjaTrader 7 Indicators 


December 13th, 2011
Size: 6.55 KB
Downloaded: 1487 times

Keywords: candles candlesticks mtf multi-timeframe
MultiPeriod Candles 5 *
Exported using NinjaTrader 7.0.1000.8

This is a simple indicator that allows to display larger timeframe candles on any chart. For example you can display 30 min or 60 min candles on a 5 min chart.

The larger timeframe candles are plotted behind the standard candles of the chart and are aligned to session times. Colors and opacity of the candles and the candle outline color can be selected.

The indicator has been tested to work on fixed period (minute), tick, range, Kagi, Renko and rangeNoGap charts. Due to its session logic in cannot be used on daily data.

Update December 3, 2010: Improved to work with all data feeds. Some data feeds fill and other do not fill the minute data, when no trade has occurred. The indicator will now select the correct intervals in both cases.
Update May 6, 2011: Bug fixed. On minute charts the first multi period candle after the session start contained one bar less than expected.
Update December 14, 2011: Indicator optimized following suggestion by Richard (Zondor).


Category NinjaTrader 7 Indicators 
 
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Details: MultiPeriod Candles
Category: NinjaTrader 7 Indicators 


May 10th, 2011
Size: 6.98 KB
Downloaded: 3259 times

Keywords: candles candlesticks multi timeframe
Multiple Keltner Channels (amaMultiKeltner) 5 *
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 
 
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Details: Multiple Keltner Channels (amaMultiKeltner)
Category: NinjaTrader 8 Indicators and More 


November 25th, 2017
Size: 81.22 KB
Downloaded: 1733 times

Keywords: channel keltner keltnerchannel movingaverage range slope truerange volatility
Multiple Moving Average Crosses (amaMultiMACross) 5 *
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 
 
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Details: Multiple Moving Average Crosses (amaMultiMACross)
Category: NinjaTrader 8 Indicators and More 


January 8th, 2018
Size: 87.10 KB
Downloaded: 3540 times

Keywords: cross median movingaverage slingshot trend trendfilter
Narrow Range Bars with Sound Alerts 5 *
Exported using NT Version 7.0.1000.4

This indicator is no longer maintained. Please download the new Range Analysis indicator, which identifies inside bars, narrow range bars, outside bars, wide range bars and LBR triangles.

https://nexusfi.com/download/ninjatrader-7/indicators/1450-download.html?view


This is my personal version of the narrow range and inside range bars, which were first presented by Toby Crabel in his book "Day Trading With Short Term Price Patterns and Opening Range Breakout".

Narrow Range 7 (NR7) Bar: A bar which has a smaller range than the preceding 6 bars. This definition does not include any bars that have a range smaller or equal to the preceding 6 bars.

Inside Range Bar: A bar with a lower or equal high, a higher or equal low and a smaller range than the preceding bar.

Inside Range 4 (IR4) Bar: An Inside Range Bar which qualifies as weak Narrow Range 4 Bar. Only for the purpose of qualifying Inside Range Bars, I use a weaker definition for Narrow Range Bar, which includes the bars that have a range smaller or equal to the preceding 3 bars, as opposed to the definition given above.

Inside Range 7 (IR7) Bar: A bar which is both a Narrow Range 7 and an Inside Bar.

The lookback periods for the Narrow Range and Inside Range Bars can be selected by the user. The default values are 7 and 4 and include the current bar.

Sound File: The sound file is user selectable. You first need to copy your sound file to the directory C:\Program Files\Ninjatrader 7 \sounds. You can then select the file via the indicator dialogue box. Make sure that your sound file is compatible with NinjaTrader. NinjaTrader 7 does not support wav\MPEG, you need to convert it to wav\PCM first with an audio recorder.


Category NinjaTrader 7 Indicators 
 
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Details: Narrow Range Bars with Sound Alerts
Category: NinjaTrader 7 Indicators 


March 22nd, 2011
Size: 5.89 KB
Downloaded: 1412 times

Keywords: insiderange narrowrange squeez
NoGapRangeBars_NT65 5 *
This is a slightly modified version of NinjaTrader's Range Bars.

In NinjaTrader's Range Bars, the Open[0] of each bar equals Close[0].

In This version, the Open[0] of each bar equals Close[1] .

NinjaTrader's Range Bars set on a 4 tick range needs 5 ticks of movement to create a new bar.

This version set on a 4 tick range needs just 4 ticks of movement to create a new bar.

It closes the gaps in trending bars.

It also removes a 1 tick hash programmed into the chart when the market is moving sideways.

I think it makes for a cleaner chart.


Category NinjaTrader 7 Miscellaneous 
 
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Details: NoGapRangeBars_NT65
Category: NinjaTrader 7 Miscellaneous 


August 25th, 2009
Size: 1.43 KB
Downloaded: 797 times
 



 
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