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166

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jhlSpearmanTC

Spearman Rank Correlation, with tie correction

Version 2:
Corrected tie correction algorithm

Note: It would be great if a math or statistics expert could verify this, I'm neither.

Category NinjaTrader 7 Indicators

Details: jhlSpearmanTC
Category: NinjaTrader 7 Indicators

February 16th, 2011
Size: 3.19 KB
Downloaded: 304 times

Generic EMA

Exported using NT Version 7.0.1000.3

This is a generalized EMA, which allows you to use it with fractional periods. The minimum period required is 1.0.

This generalization is possible, as the integer period of an EMA is an artificial construct, which was adapted following the work of Jack K. Hutson, who compared simple and exponential moving averages. The generalized formula for an EMA is

EMA[0] = (1 - k) * EMA[1] + k * Price[0] , where 0 < k <= 1

The period n translates into k = 2/(n+1), so that n >= 1 is required not to violate the allowed range for k. Fractional values for n are possible.

The chart shows a fast EMA with a period of 12.7 and a slow EMA with a period of 38.3. The indicator which can be downloaded here, does not shade the region, a dual MA indicator will be released later.

Category NinjaTrader 7 Indicators

Details: Generic EMA
Category: NinjaTrader 7 Indicators

February 16th, 2011
Size: 1.93 KB
Downloaded: 867 times

Keywords: ema movingaverage

Three Bars Inside Bar

This indicator is an adaptation of the Three Bars Inside Bar concept discussed in a related article in March 2011 issue of Technical Analysis of Stocks and Commodities. I have very little experience with NinjaScript and just experimented with programing this indicator. I am sure someone can check it out for potential improvements.

The indicator draws buy and sell arrows on any price chart (time and tick bars) with high, low, and close data. The three Bars Inside Bar is an old concept and trading method used by many well known old timer traders.

Exported in NT7.0.1000.2

Category The Elite Circle

Details: Three Bars Inside Bar
Category: The Elite Circle

February 16th, 2011
Size: 1.30 KB
Downloaded: 1059 times

jhlSpearman

Spearman Rank Correlation, without tie correction.

Version 1

Category NinjaTrader 7 Indicators

Details: jhlSpearman
Category: NinjaTrader 7 Indicators

February 15th, 2011
Size: 3.11 KB
Downloaded: 194 times

ElliotOscillator

I was searching for some help with Elliot Wave Theory and I came upon this indicator on the Ninja forum.

It seems to be pretty helpful picking the end of trend moves.

If anyone cares to share any documentation on other uses, I would love to see it.

Category NinjaTrader 7 Indicators

Details: ElliotOscillator
Category: NinjaTrader 7 Indicators

February 15th, 2011
Size: 3.75 KB
Downloaded: 1881 times

Keywords: elliott oscillator theory wave

jhlMedian

Another implementation of Moving Median

Version 1

Category NinjaTrader 7 Indicators

Details: jhlMedian
Category: NinjaTrader 7 Indicators

February 15th, 2011
Size: 5.23 KB
Downloaded: 416 times

Moving Median

Exported using NT Version 7.0.1000.3

Besides the average there are other statistical measures to describe the behavior of a sample of n values. One of these measures the median, which is the numeric value separating the higher half of the sample from the lower half of the sample. In case that the number n of the values of the sample is even, the median is defined as the mean of the two middle values.

The median is statistically more robust than any average, as it does not take into account outliers or black swans. A moving average can be replaced with the moving median for many purposes.

This indicator calculates the moving median by writing the last n values to an array, sorting the array and selecting the middle value - or in case that n is even, the two middle values of the sample.

The NinjaScript method GetMedian() is not used, because it is flawed.

Category NinjaTrader 7 Indicators

Details: Moving Median
Category: NinjaTrader 7 Indicators

February 13th, 2011
Size: 2.12 KB
Downloaded: 965 times

Keywords: median movingmedian

divergence spotter

this is an indicator that measures divergence ..... it was developed for ninja 6.5 by a person no longer trading...

it measures peaks in the stochastics, and numbers them .... on both the indicator, and price...

since i'm a trader, and NOT a programmer/coder .... i have given up on trying to convert this myself to the new ninja 7 format ...

would like to have this converted to ninja 7 by someone who actually enjoys doing that kinda thing ....

thanks ....

sounds are available upon request ....

Category NinjaTrader 6.5 Indicators

Details: divergence spotter
Category: NinjaTrader 6.5 Indicators

February 12th, 2011
Size: 9.25 KB
Downloaded: 262 times

jhlLLMA

Aslan contributed LLMA here:
https://nexusfi.com/free_downloads/ninjatrader-7/indicators/738-download.html?view

I just stood on his shoulders and converted it to my style. This version uses much less memory, is simpler for me to follow, and has a startup phase where it has a pretty good estimate instead of no value set.
It can be constructed from my generic MA adaptor (jhlMA) with only a period specified, providing a default phase value of 0.

Version 1

Category NinjaTrader 7 Indicators

Details: jhlLLMA
Category: NinjaTrader 7 Indicators

February 12th, 2011
Size: 15.66 KB
Downloaded: 335 times

SuperSmoother Filter

Exported using NT Version 7.0.1000.2

These are the 2 pole and 3 pole Super Smoother Filters, which were described by John F. Ehlers in his book "Cybernetic Analysis for Stocks and Futures". Ported from Easy Language to NinjaTrader.

The chart shows that the 2 pole super smoother filter (yellow) gives a better approximation for price while the 3 pole filter (spring green) offers superior smoothing.

Category NinjaTrader 7 Indicators

Details: SuperSmoother Filter
Category: NinjaTrader 7 Indicators

February 11th, 2011
Size: 2.31 KB
Downloaded: 1196 times

Keywords: movingaverage signalprocessing supersmoother

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