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Who are you?

Good article by Linda.

Category Educational

Details: Who are you?
Category: Educational

May 13th, 2011
Size: 168.04 KB
Downloaded: 547 times

Notes from an FX professional

A friend of mine summarized some thoughts from the Head FX trader of a very large Chinese pension fund (I mean large).
By his own admission he was not a good daytrader, so don't take his comments about daytrading too seriously. On the other hand he was very good in the weekly and monthly time frames. There are several good nuggets, enjoy.

Category Educational

Details: Notes from an FX professional
Category: Educational

May 13th, 2011
Size: 85.76 KB
Downloaded: 480 times

Market microstructure for practitioners

Everything you wanted to know about markets and were afraid to ask.

Category Educational

Details: Market microstructure for practitioners
Category: Educational

May 13th, 2011
Size: 650.18 KB
Downloaded: 680 times

MultiPeriod Candles

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

Details: MultiPeriod Candles
Category: NinjaTrader 7 Indicators

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

Keywords: candles candlesticks multi timeframe

ChartTraderIndicator

NinjaTrader by default disables the Chart Trader when one uses any strategy. This is a limitation which often bogs traders. Chart Trader indicator demonstrates how to send orders via an indicator.

Here in the sample indicator you can send Limit orders, through two additional buttons in the chart trader. The orders can be modified/cancelled from the chart or from the SuperDom.

for more pls visit https://www.volumedigger.com/NinjaTrader/Indicators/ChartTraderIndicator.aspx

Exported with NinjaTrader 7.0.1000.4

The indicator is tested in Sim and Interactive Brokers DEMO account. Trade it live entirely at your own risk.

Use the indicator entirely at your own risk. Under no circumstances the author be held responsible for any damages, whatsoever, arising out of the use of this indicator.

Category The Elite Circle

Details: ChartTraderIndicator
Category: The Elite Circle

May 9th, 2011
Size: 2.44 KB
Downloaded: 1019 times

Derivative Oscillator

Exported using NT Version 7.0.1000.7

Constance Brown's Derivative Oscillator was published in her book "Technical Analysis for the Trading Professional".

The oscillator uses a 14-period RSI. The RSI is then double smoothed with exponential moving averages. The default settings for the smoothing periods are 5 and 3.

In a second step a signal line is generated from the smoothed RSI by calculating a simple moving average with a period of 9.

The Derivative Oscillator is calculated as the difference between the smoothed RSI and the signal line and displayed as histogram.

Category NinjaTrader 7 Indicators

Details: Derivative Oscillator
Category: NinjaTrader 7 Indicators

May 2nd, 2011
Size: 8.11 KB
Downloaded: 1156 times

Keywords: derivative oscillator rsi

Expectancy Score Optimization Type

Here is my rendition of the Expectancy Score from [I][COLOR=#810081]Trade Your Way to Financial Freedom[/COLOR][/I] by Van K. Tharp. The basis of this optimization is found in this link:

https://www.unicorn.us.com/trading/expectancy.html

which states in part:

Expectancy is how much you expect to earn from each trade for every dollar you risk. Opportunity is how often your strategy trades. You want to maximize the product of both.
Expectancy = (AW � PW + AL � PL) ⁄ |AL| (expected profit per dollar risked)
Expectancy score = Expectancy � Opportunity
where AW = average winning trade (excluding maximum win) PW = probability of winning (PW = <wins> ⁄ NST

where <wins> is total wins excluding maximum win) AL = average losing trade (negative, excluding scratch losses) |AL| = absolute value of AL PL = probability of losing (PL = <non-scratch losses> ⁄ NST) Opportunity = NST � 365 ⁄ studydays (opportunities to trade in a year) where

NST = <total trades> − <scratch trades> − 1
In other words, NST = non-scratch trades during the period under test (a scratch trade loses commission+slippage or less) minus 1 (to exclude the maximum win).
studydays = calendar days of history being tested

This code atttempts to duplicate this algebraic information in NT7 eese.

Enjoy!
Gordo

Version 2 cleaned up a few coding errors.

I also added a new optimizer type which is just called expectancy. It does not include opportunity. Take a look. Join us on this link for a discussion on expectancy.

Enjoy!
Gordo

Category NinjaTrader 7 Miscellaneous

Details: Expectancy Score Optimization Type
Category: NinjaTrader 7 Miscellaneous

April 29th, 2011
Size: 2.22 KB
Downloaded: 396 times

MyBBs tempate

See the discussion here. (Note this thread goes back to an earlier time and the template has evolved slightly... for instance the 540BB is white since I use a black background; but these changes are minor and you can get the idea from them).

There is no version number as this is a comilation of all the custom indicators used in this template. It is what I use as of the date of this submission.

Category The Elite Circle

Details: MyBBs tempate
Category: The Elite Circle

April 26th, 2011
Size: 64.14 KB
Downloaded: 692 times

Keywords: cci stochastics "bollinger bands" "multiple timeframes"

d9ParticleOscillator_V2

Updated April 14, 2011.

I found (or someone pointed out & I remembered) that this version could plot Green bars below zero (when they should have been Red) or Red bars above zero (when they should have been Green). I found the error in the code & corrected it.

Once imported, it will appear in your indicator list as "d9POV2".

NinjaTrader 7.0: YES

Category The Elite Circle

Details: d9ParticleOscillator_V2
Category: The Elite Circle

April 23rd, 2011
Size: 10.42 KB
Downloaded: 6960 times

Keywords: d9 oscillator thewizard d9particleoscillator sefstrat particle

Gomi's Cumulative Delta Volume indicators from MultiCharts

Gomi's Cumulative Delta Volume indicators from MultiCharts.

The collection consists of:
GomCD
GomCDHA
GomDeltaMomentum
GomDeltaVolume

NOTE; These are Up/Down Volume Type and not Bid/Ask

Category The Elite Circle

Details: Gomi's Cumulative Delta Volume indicators from MultiCharts
Category: The Elite Circle

April 22nd, 2011
Size: 21.19 KB
Downloaded: 1505 times

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