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RJay's jtRealstats_v2 for Ninjatrader 7

NEW! Updated on March 1 because of run time errors in NT7B10. Cleaned up the code in the OnMarketDepth method, and removed list row creation from Plot method.

The Histogram Width Factor gives you full control of that width, and is a double, not an integer. For the ES you might want to go as low as 0.15. Also note that the bar opacity is on a scale of 0 to 255.

The histogram will auto scale according to the width of the chart, to always leave some space to the left of the longest histogram bar regardless of your Histogram Width Factor setting.

You can also select the number of rows to display with MaxRows, under Level II Settings. For most instruments, you can get a maximum of ten levels of bid and ask.

Thanks to John Thom for the original version and to RJay for the updated version. All I did was make it run in NT7. I am a strong advocate of migrating to NT7 ASAP.

NinjaTrader 7.0: Yes - Zondor

Category The Elite Circle

Details: RJay's jtRealstats_v2 for Ninjatrader 7
Category: The Elite Circle

January 27th, 2010
Size: 9.92 KB
Downloaded: 2031 times

PH Genetic Optimizer v1.12

Please see this thread for instructions/discussion.

* PH Genetic Optimizer
* Copyright (c) 2009, Piers Haken
*
* v1.0 - 6/17/2009
* Initial Release
*
* v1.01 - 6/20/2009
* Add Walkforward checkbox
* More suitable defaults
*
* v1.02 - 6/21/2009
* BastTestFrom date hack for detecting walkforward
*
* v1.03 - 6/21/2009
* added support for Enum parameters
*
* v1.04 - 7/16/2009
* added support for bool parameters
* dump best DNA at end
*
* v1.05 - 7/23/2009
* fix #combinations display
*
* v1.06 - 7/26/2009
* use decimal for #combinations calculation
*
* v1.07 - 9/1/2009
* don't create parameter definitions for non-primitive types
*
* v1.08 - 1/25/2010
* NT7 support
* split common stuff into separate file
*
* v1.09 - 1/25/2010
* fix 'abort'
*
* v1.10 - 4/3/2010
* various fixes
*
* v1.11 - 4/7/2010
* moved to separate namespace to avoid conflicts
*
* v1.12 - 4/9/2010
* added MaximumPerformance cutoff
*
* Portions copyright (C) 2006, NinjaTrader LLC <www.ninjatrader.com>.
*
* Losely based on GAOptimizer by Pete_S
* https://ninjatrader.com/support/forum/showpost.php?p=30291

NOTE: please ignore the '1.09' in the filename. the zip you download here will always be the latest version.

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES

Category NinjaTrader 6.5 Strategies NinjaTrader 7 Strategies

Details: PH Genetic Optimizer v1.12
Category: NinjaTrader 6.5 Strategies NinjaTrader 7 Strategies

January 25th, 2010
Size: 17.34 KB
Downloaded: 2193 times

CMI V8.0

This is CMI package V8.0 from ninja trader website

enjoy.

Ban.

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: NO (sam028)

Category NinjaTrader 6.5 Indicators

Details: CMI V8.0
Category: NinjaTrader 6.5 Indicators

January 25th, 2010
Size: 59.26 KB
Downloaded: 451 times

Keywords: cmi pivots benbrooke

Historical Volatility

This is a very interesting indicator that shows historical volatility for the current time fo day, averaged over a selected number of previous days. It tracks surprisingly well with ADX, except that it actually leads ADX in many cases. The screenshot shows how the two compare.

This could be very useful in strategies because you could actually look forward and see the expected volatility ahead of time.

A nice future addition to this indicator would be an option to shift it forward a few bars, so you could be aware of the predicted volatility before it gets there.

I found the indicator here: https://ninjatrader.com/support/forum/showthread.php?t=5385

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES (sam028)

Category NinjaTrader 6.5 Indicators NinjaTrader 7 Indicators

Details: Historical Volatility
Category: NinjaTrader 6.5 Indicators NinjaTrader 7 Indicators

January 24th, 2010
Size: 2.23 KB
Downloaded: 883 times

Keywords: volatility goldstandard

RJay's Level 2 Bid/Ask Supply Total (Line Version)

This is a level 2 indicator. It measures market supply, not market volume.

This indicator can display all levels, a range of levels, or just a single level of supply in the level 2 book.

There are three variables with this indicator that can be set.

Beginning level, ending level, and smooth.

The first two sub panels are displaying all levels, raw data, then smoothed.

The last two sub panels are displaying just level 0, raw data, then smoothed.

( Note: Level 0 supply is the supply that current best price Market Orders transact with.)

Because of the spike nature of book levels, I have built in the optional smooth feature which takes an EMA of the last 5 bars, minus the highest and lowest values of the five.

In the smooth setting, this indicator begins plotting after the fifth bar.

THIS INDICATOR IS FOR NT7 ONLY !!!!

Upload Date 4/10/2011

Category The Elite Circle

Details: RJay's Level 2 Bid/Ask Supply Total (Line Version)
Category: The Elite Circle

January 22nd, 2010
Size: 8.04 KB
Downloaded: 480 times

RJay's Level 2 Bid/Ask Supply Total (Bar Version)

Category The Elite Circle

Details: RJay's Level 2 Bid/Ask Supply Total (Bar Version)
Category: The Elite Circle

January 22nd, 2010
Size: 8.03 KB
Downloaded: 514 times

RJay's Level 2 Bid/Ask Supply Delta

This is a level 2 indicator. It measures market supply, not market volume.

This indicator can display all levels, a range of levels, or just a single level of supply in the level 2 book.

There are three variables with this indicator that can be set.

Beginning level, ending level, and smooth.

The first two sub panels are displaying all levels, raw data, then smoothed.

The last two sub panels are displaying just level 0, raw data, then smoothed.

( Note: Level 0 supply is the supply that current best price Market Orders transact with.)

Because of the spike nature of book levels, I have built in the optional smooth feature which takes an EMA of the last 5 bars, minus the highest and lowest values of the five.

Also, the bar colors reflect the raw data direction, even on the smoothed version. This accounts for some red bars above and green bars below the center line in the smoothed version.

In the smooth setting, this indicator begins plotting after the fifth bar.

THIS INDICATOR IS FOR NT7 ONLY !!!!

Upload Date 4/10/2011

Category The Elite Circle

Details: RJay's Level 2 Bid/Ask Supply Delta
Category: The Elite Circle

January 22nd, 2010
Size: 8.08 KB
Downloaded: 663 times

Tick Money Flow

This is a realtime indicator that measures money flow by the individual tick. Not related to NYSE TICK. It does a decent job of showing which swings are real moves with volume behind them and which are just retracements.

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES (sam028)

Category NinjaTrader 6.5 Indicators NinjaTrader 7 Indicators

Details: Tick Money Flow
Category: NinjaTrader 6.5 Indicators NinjaTrader 7 Indicators

January 22nd, 2010
Size: 1.89 KB
Downloaded: 1403 times

Keywords: tick ninjatrader goldstandard volume obv money flow

BuySellVolumeTotal with Data Persistence

Feb 18: Version Update

NEW! Version G35 updated on Feb 18. (If you already have an older version, please remove it before importing this latest version, or the import may fail. The installer was prepared by NT7. If the import into NT6.5 fails, remove the info.xml file from the zip folder and try the import again.) All volumes now display as integers. In zero centered mode, trades above the ask and below the bid are overlaid on the buy and sell bars in colors you can select. Set those colors to transparent if you do not want to see those trades. In the new BelowBidAndAboveAsk filtermode, ONLY the volumes of trades meeting those criteria are shown.

Zero-Centered display option shows buy volume above, and sell volume below, the zero line. PaintSpecialColor setting assigns a different color to bars having buy and sell volume within 5% of each other. The buy, sell, and total volumes can be set to any desired widths without hiding each other. You can choose to show the actual values from the zero line of buy and sell volume, or show the bar composition, where the buy and sell volumes are stacked to equal the total volume.

This screen shot has FIVE instances of the indicator showing the different display options. If you change the colors, note that BuyVolume and BuyVolume2 should be the same color.

For data persistence it is best to have an environment variable named GOMFOLDER, which designates a destination folder that can be located and named any way you choose. If there is no GOMFOLDER Environment Variable, the data files will be stored in your My Documents folder. You also need a GomRecorderIndicator that is "Recording OK". You can turn on recording from the settings panel of THIS indicator without having to run a separate GomRecorder.

Only Total Volume will be plotted for periods when the GomRecorder was not "Recording OK".

Gomi made this possible, with his outstanding, incredible, generous contributions. Note the "Recording Off" text in the lower left corner of the indicator windows. That shows that this indicator is a subclass of the GomRecorder Indicator.

Many thanks to ZTrade101 for great ideas and inspiring feedback, and to RJay for valuable insights into market action.

I recommend running CalcuateOnBarClose=false. Ninjatrader 7 is more efficient, so is preferred to keep CPU usage reasonable.

NinjaTrader 6.5: YES
NinjaTrader 7.0: YES (sam028)

Category The Elite Circle

Details: BuySellVolumeTotal with Data Persistence
Category: The Elite Circle

January 22nd, 2010
Size: 13.94 KB
Downloaded: 1112 times

Stochastics of Price and of CD Volume for NT7

These are the common stochastics indicators with a few minor changes. THEY ARE FOR NINJATRADER 7 ONLY.

The main value of these is that they show: how to implement multi-color plotting in NT7; how to serialize colors for use as parameters; and how to use the dataseries objects exposed by GOMCD as input to other indicators.

The stochastic of price is the common, garden variety stochastic oscillator. I changed it to oscillate between -100 and +100 instead of between 0 and 100, and used the new PlotColors() method of NT7 to give different colors for rising and falling. Once the color changes, it stays changed.

The stochastic of CD is based on the CUMULATIVE DELTA OF VOLUME. It is not based on price AT ALL. For it to work, you need to have installed the GomCD indicator. If you are running a GomRecorder and have set up a GOMFOLDER, this plot will refresh historically, and will not disappear when you make changes to the chart. This is a good code sample for those who would want to use the GomCd to give inputs to other custom indicators.

For both of these, the colors of the rising and falling plots "K" are ColorRising and ColorFalling, the first two parameters all the way at the top of the list. Changing the color of Plot "K" will not do anything. However, that is where you can adjust the line weight and style of that plot.

COMPATIBILITY:
NinjaTrader 6.5: NO
NinjaTrader 7.0: YES

Category NinjaTrader 7 Indicators

Details: Stochastics of Price and of CD Volume for NT7
Category: NinjaTrader 7 Indicators

January 21st, 2010
Size: 26.92 KB
Downloaded: 683 times

Keywords: stochstic non-repaint delta zondor nt7 multi-color cumulative

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