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NT7 Market Replay Data - part 8/36

***ONLY DOWNLOAD EACH PART ONE AT AT TIME. If you download in multiples, you will be throttled to slower speeds, and you will loose all of the data. Your download will also be more efficient. In order for everyone to have broad access to this kind of data, please be mindful of the bandwidth used!

***PLEASE ONLY DOWNLOAD IF YOU INTEND TO USE THIS ONLY. These large files require ample bandwidth, so please only use if necessary!

***THIS IS MARKET REPLAY DATA ONLY, NOT HISTORICAL DATA. COMPATIBLE WITH NINJATRADER 7 ONLY.

See original post (1/ 37) or the last post (37/37) for the list of the included data.

Category NinjaTrader Market Replay Data

Details: NT7 Market Replay Data - part 8/36
Category: NinjaTrader Market Replay Data

January 14th, 2014
Size: 953.67 MB
Downloaded: 160 times

NT7 Market Replay Data - part 9/36

Category NinjaTrader Market Replay Data

Details: NT7 Market Replay Data - part 9/36
Category: NinjaTrader Market Replay Data

January 14th, 2014
Size: 953.67 MB
Downloaded: 162 times

OIF CLose Position With Button

FOR CHART TRADERS: This indicator is a sample of how to automate the exit of a position with a chart indicator

Version 1.1
Exported with NT 7.0.1000.11
(1.0 did not connect the Parm to the Button correctly)
(1.0 did not have MA plots
(1.1 now detects the account with the position, SIM and REPLAY overridden by live account)
(1.1 does not toggle exit button when position is closed, 1.0 did)

The method of closing the position is through an OIF file written into the "My Documents\NinjaTrader 7\Incoming" folder.

In this exmaple, when the Exit button is White
a long position is exited on a CrossUnder EMA13 x SMA20
a short position is exited on a CrossOver EMA13 x SMA20

NOTE: Change the variable OIF_Folder to point to your My Documents folder.
THE ATI INTERFACE OPTION MUST BE SELECTED ON CONTROL CENTER / FILE

This indicator creates a Exit button on the toolbar
When the Exit is enabled, the button is White
When the Exit is disabled, the button is Gray

Category NinjaTrader 7 Indicators

Details: OIF CLose Position With Button
Category: NinjaTrader 7 Indicators

October 29th, 2012
Size: 6.69 KB
Downloaded: 310 times

replay data for week 43 (6x, ES, NQ, TF, CL, ...)

for 12/10 contracts: 6A, 6B, 6C, 6E, 6J, 6S, CL, EMD,ES, FDAX, FESX, FGBL, GC, NQ, TF, ZB, ZN, YM
for 11/10 contracts: CAC40

Category NinjaTrader 7 Miscellaneous

Details: replay data for week 43 (6x, ES, NQ, TF, CL, ...)
Category: NinjaTrader 7 Miscellaneous

October 30th, 2010
Size: 50.93 MB
Downloaded: 576 times

Replay data week 1 2013

index ES,YM,TF,NQ,FGBL,FESX,DAX - all replay
NINJA TRADER 7
unpack in ..... Documents\Ninja trader 7\db\data

Category The Elite Circle

Details: Replay data week 1 2013
Category: The Elite Circle

May 3rd, 2013
Size: 113.26 MB
Downloaded: 152 times

Reversal Bars

This is my first shot at a custom bar type, so please report any issues in the discussion thread: https://nexusfi.com/elite-circle/26005-reversal-bars.html

Bar Logic
-When a new bar is formed, price must move "Direction Size" ticks to establish a bar direction.
-Once a direction is established, if price pulls back "Reversal Size" ticks, a new bar is formed.
-The previous bar does not include the final reversal tick. The final reversal tick forms a new bar.
-The opens and closes of bars are actual ticks. No fake opens or closes.

If you prefer the version that requires Reversal Size to be breached, change:

Code

//reversalSize = bars.Instrument.MasterInstrument.Round2TickSize(bars.Period.Value * bars.Instrument.MasterInstrument.TickSize);    //This gives you tips of Reversal Size
reversalSize = bars.Instrument.MasterInstrument.Round2TickSize((bars.Period.Value - 1) * bars.Instrument.MasterInstrument.TickSize);    //This creates a new bar on Reversal Size

to:

Code

reversalSize = bars.Instrument.MasterInstrument.Round2TickSize(bars.Period.Value * bars.Instrument.MasterInstrument.TickSize);    //This gives you tips of Reversal Size
//reversalSize = bars.Instrument.MasterInstrument.Round2TickSize((bars.Period.Value - 1) * bars.Instrument.MasterInstrument.TickSize);    //This creates a new bar on Reversal Size

Log:
- 10/27/13 : Fixed code causing issues in market replay. Thanks @devdas.

Category The Elite Circle

Details: Reversal Bars
Category: The Elite Circle

February 22nd, 2013
Size: 1.85 KB
Downloaded: 1179 times

SDY Account level pnl tracking with trailing max drawdown

What is up FIO elite,

after a little escape from coding NT8, I decided to take another go at it and am moving forward with my little project. In order to help track some of these Top-Step rules, I am making a series of indicators, starting with an indicator that tracks the trailing max drawdown and target goal for a Combine.

The SDY_Account_Risk_Targets indicator is designed to keep track of the training max drawdown of an account (not a strategy). It was developed to help traders that have restrictions on the maximum amount they are allowed to lose. For example, in Top Step trading combine, the 50k dollar version has a max trailing loss of 2k and a profit goal of 3k.

I will still need to make an indicator for both the weekly max loss and the daily max loss.

This indicator access the account level not the security level of Ninjatrader and will only work on non-historic data, so like past indicators, members gladly told me that it does not work (when it does) do not try and use this on historic data. Market replay works fine, but not optimization.

To use the indicator, select the account you want to monitor in the drop-down and your risk targets, add the indicator and wait. To read the values of the account it will wait for an account update change (i.e. trading).

Sody

(this indicator is part of a personal project where I am openly building a training system for fun, follow along here)

Category The Elite Circle

Details: SDY Account level pnl tracking with trailing max drawdown
Category: The Elite Circle

March 22nd, 2022
Size: 2.61 KB
Downloaded: 283 times

Sim22_DeltaV4

Kudos to Gomi, Sim22 and Zondor for this excellent Cumulative Delta indicator. It was modified per NitroG's request so that it would work in NT8 version 8.0.23.1.

On import the indicator will be stored in the Sim22 folder and as Sim22_Delta4 and should not interfere with Sim22_Delta3.

Make sure you have Tick Replay on when using this indicator.

Please let me know if you run into any issues.

Enjoy,
TraderGB

Category NinjaTrader 8 Indicators and More

Details: Sim22_DeltaV4
Category: NinjaTrader 8 Indicators and More

March 4th, 2021
Size: 12.67 KB
Downloaded: 819 times

Keywords: cumulative delta

SMA Indicator Pack - NT 8 8.0.17.0

Due to a breaking change in NT 8.0.17.0 I have re-released all of the indicators described elsewhere as there are a number of inter-dependencies. This seems far easier than breaking them apart - for me anyway (hope you agree). There are a number of sub-indicators, but the main ones are:

smaCDCycleMTF

smaDeltaMomentum

smaCDMomentum

smaVacuumBars

smaProAm

smaZiggetyZag

smaSineWave

All described:

Delta

ProAM

SineWave

I have included MathNet DLL in the ZIP to make things a little easier. And remember most need Tick Replay.

Enjoy.

Category The Elite Circle

Details: SMA Indicator Pack - NT 8 8.0.17.0
Category: The Elite Circle

February 5th, 2019
Size: 531.89 KB
Downloaded: 1870 times

SuperTrend M11

Exported using NT Version 7.0.1000.11

Please download the new Supertrend U11 (Universal), which allows to calculate the stop line from median, mode and 27 other moving averages.

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 M11 is particularly stable and has a few advantages over other SuperTrend indicators:

It uses a moving (statistical) median of the arithmetic mean (High + Low)/2 of the bars instead of a moving average. The (statistical) median is known to be more robust than any average.

It calculates both the Median and the ATR (average true range) 1 bar ago, whereas the original SuperTrend indicator takes the ATR and moving average of the current bar. If you use the current bar's ATR, the current bar's breakout is partly measured against its own range. This is particularly true, if the ATR period is short.

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.

Comparison between SuperTrend M1 and SuperTrend M11:

The SuperTrend M11 calculates both the average true range and the median 1 bar ago. This results in a considerable saving in CPU load, if you use the indicators in CalculateOnBarClose = false mode. The SuperTrend M11 does the median calculation only once per bar, while the SuperTrend M1 recalculates it with every incoming tick. If you use the indicator with CalculateOnBarClose = true setting, you can also continue to use the SuperTrend M1. There will be no significant difference in performance.

Changed formula: The Supertrend M11 will give slightly different results, when compared with the Supertrend M1. If you want to reproduce the settings of your Supertrend M1, you should use the same value for the ATR period and the ATR multiplier, but reduce the value for the median period by 1. The result will still not be identical. Also for both indicators a minimum size for the ATR values has been imposed, the ATR may not be smaller than the ticksize. This is only important for lower timeframes during low volatility and prevents the SuperTrend from changing the trend too often.

SuperTrend M1: The indicator package contains an updated version of the SuperTrend M1. However, I recommend to switch to SuperTrend M11.

Update August 10, 2011 : Visual design improved. The new indicator version can also be called by other indicators and strategies.
Update May 23, 2012: Entirely recoded version, which uses Median and ATR 1 bar ago to avoid recalculation with every tick. Sound alerts added that trigger intra-bar and which can be used on replay. Smaller improvements added.
Update May 24, 2012: Bug removed, upclose candles were not plotting properly.
Update June 30, 2012: New SuperTrend U11 "Universal" released, this is a new indicator - see link for more information
Update October 2, 2012: Indicator simplified. Trend state can no longer change intra-bar.
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.

Category NinjaTrader 7 Indicators

Details: SuperTrend M11
Category: NinjaTrader 7 Indicators

March 6th, 2013
Size: 229.56 KB
Downloaded: 11641 times

Keywords: atr averagetruerange median movingmedian supertrend

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