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.
Plots a vertical line at a specified time. BzvVerticalLineAtTime Indicator converted from NT7 to NT8.
Note (bug): For some reason when the time is changed into the indicator set up still allways the default time.
Code should be reviewed. Now the time only can be changed into the code. Help if anybody knows how fix it.
Fixed issue. New Version from Ninjatrader indicators Forum
January 2nd, 2018
Size: 3.19 KB
Downloaded: 380 times
1948
bcomas
Chart will draw up to 3 MAs with selection of 7 diff MA to choose from. Note that you can modify the code to add more MAs if you have them. I have to comment out some of them as they are not converted to NT8 yet.
Export with 8.0.2.0
This is a custom bar type which is based on the Bid Ask Delta (Ask Volume - Bid Volume).
A new bar is created when the Delta is greater than a given Threshold-Value defined in the Data Series Properties.
The archive also contains a custom Delta indicator specially coded to work with this bar type.
Ranging or trending? From 'Tackling trending and ranging markets with CMI', by Daniel Fernandez, currencytrader.com 8/11.
This indicator shows the change in price of an instrument as a percentage of the range over the same time period. If price started the period at one extreme of the range and ended at the other extreme, percentage will be 100. If it started and ended at the same price, percentage will be zero. Also shows when current price is above or below that of the 'Signal period' by coloring the CMI line green or red. In addition, there is an SMA of the CMI line. Basically, when the value is low, price isn't really going anywhere and when it's high, price is moving steadily. Overall period, signal period and SMA period are all user-configurable.
This indicator is certainly similar to some others, but I have found that it has helped me identify tops and bottoms better than the various included-with-Ninjatrader indicators that I have tried. So, I thought I'd offer it to the community, in case it's of use to anyone else.
This description is right from the currencytrader.com article:
Ranging: enter long when Smooth < 40 and CMI is red; enter short when Smooth < 40 and CMI is green. Trending: enter long when Smooth > 60 and CMI is green; enter short when Smooth > 60 and CMI is red. Exit all trades when CMI crosses 50. Divides difference between Close[0] and Close[CMIPeriod] by difference between MAX(High, CMIPeriod) and MIN(Low, CMIPeriod). Adds SMA(SMAPeriod) of that value. Colors CMI plot green when Close[0] > Close[SignalPeriod] and red when Close[0] < Close[SignalPeriod].
Fernandez's default values are 60, 20, 10. (CMI, Signal, SMA)
December 22nd, 2017
Size: 7.78 KB
Downloaded: 320 times
1945
DavidBodhi
The ROC Smoothed indicator is a modification of the ROC, as described in Alexander Elder's book Trading for a Living. It plots two lines: ROC, which is the difference between the current price and the price x-time periods ago, and SROC which is the difference between an MA of price and the MA of price x-time periods ago.
This oscillator avoids the major flaw of ROC. Smoothed Rate of Change compares the values of an exponential moving average instead of prices at two points in time. It gives fewer trading signals, and the quality of these signals is better.
Excerpt from the book "Trading for a Living"
To create S-ROC you must first calculate an exponential moving average of closing prices. The next step is to apply Rate of Change to the EMA. S-ROC is not very sensitive to the length of its EMA or ROC parts. You can calculate a 13-day EMA of closing prices and then apply a 21-day Rate of Change to it. Some traders calculate the Rate of Change of prices first and then smooth it with a moving average. Their method produces a much jumpier indicator, which is less useful than S-ROC.
Crowd Behavior:
An exponential moving average reflects the average consensus of value of all market participants during the period of its window. It is like a composite photograph that reflects major features of the market crowd rather than its fleeting moods. S-ROC compares each reading of an EMA to a past reading from your selected period of time.
It compares the average mass consensus today to the average consensus in the past. S-ROC tracks major shifts in the bullishness and bearishness of the market crowd.
Trading Rules:
Changes in the direction of S-ROC often identify important market turns.
Upturns of S-ROC mark significant bottoms, and its downturns mark important tops.
Divergences between S-ROC and prices give especially strong buy and sell signals.
1. Buy when S-ROC turns up from below its centerline.
2. Sell when S-ROC stops rising and turns down. Sell short when S-ROC turns down from above its centerline.
3. If prices reach a new high but S-ROC traces a lower peak, it shows that the market crowd is less enthusiastic even though prices are higher. A bearish divergence between S-ROC and price gives a strong signal to sell short.
4. If prices fall to a new low but S-ROC traces a higher bottom, it shows that the market crowd is less fearful, even though prices are lower. It shows that the downside pressure has lessened, even though the market has fallen deeper than before. A bullish divergence gives a strong signal to cover shorts and buy.
December 21st, 2017
Size: 15.00 KB
Downloaded: 596 times
1944
affoltes
NT 8 Market Replay data for CL
Contract: CL 01-18
Download instructions:
dowload and unzip file in NT 8 replay folder Documents\NinjaTrader 8\db\replay
The file will create a folder with the relevant front month and a series of .nrd files inside (one per day)
Make sure to use the "extract here" function as shown, and not the "Extract to" function, to avoid the creation of a folder within a folder.
Note: this is Market Replay data for NinjaTrader 8. The format is different from NT7.
December 16th, 2017
Size: 215.78 MB
Downloaded: 124 times
1943
xplorer
The VixRSI which was presented in the January 2014 issue of the TASC magazine.
Several years ago, Larry Williams developed something he calls the VIX fix. What he developed was a simple calculation that closely emulates the performance of the original VIX using only price data, and which can therefore be applied to any tradable. In a nutshell, we take the highest close over the last 22 trading days, subtract today’s low price, and then divide the result by the highest close over the last 22 trading days. https://www.marketcalls.in/wp-content/uploads/2014/12/VIXFix.pdf
Combining the VixFix with the RSI makes it even more powerful to detect Instrument bottoms and oversold areas. Detecting overbought VIX “greed areas” can also be useful if you try to catch a fast and profitable long trade on the VIX itself.
The calculation is simple:
VixRSI = ema3 of VixFix / ema3 of 14-day RSI
December 9th, 2017
Size: 7.74 KB
Downloaded: 1173 times
1942
affoltes
NT 8 Market Replay data for CL
Contract: CL 12-17
Download instructions:
dowload and unzip file in NT 8 replay folder Documents\NinjaTrader 8\db\replay
The file will create a folder with the relevant front month and a series of .nrd files inside (one per day)
Make sure to use the "extract here" function as shown, and not the "Extract to" function, to avoid the creation
of a folder within a folder.
Note: this is Market Replay data for NinjaTrader 8. The format is different from NT7.
March 14th, 2024 06:10 AM Leafcutter Although I downloaded this bar type years ago I never used it and didn´t realize the benefit that it provides
in terms of anticipation of the directional change...till a few months ago. In combination with the delta indicator tha
t shows the delta next to the developing bar this bartype changed a lot for me! IThe bar type would even be better if th
ere was a possibility to automatically and dynamically change the amount of delta that is necessary to form a new bar i.
e. in addiction to the change in total volume so that increasing volume means relational increasing the amount of delta
to form a new bar. I even would pay you for programming that.
July 18th, 2023 03:17 AM XDiavel Thank you very much!
December 31st, 2022 12:49 AM viviancpy
October 31st, 2022 02:35 PM sigmatrader Is there a "Delta Bar" thread that has discussion of the use of this bar and its associated Delta indicator?
February 8th, 2019 11:06 PM laenxin I have the latest version of NT8 as of 2/8/19. This indicator is the culprit in consistently freezing up my charts, as w
ell as another trader's charts, with whom I work. After deleting it from every chart, i am running smoothly. I like the
idea and intent very much, but it does not work for me.
September 21st, 2018 04:30 PM kareem40 Been looking for it, nice work, thanks
January 21st, 2018 03:12 PM BucketTrader bcomas thank you for submitting this. I am having trouble changing the time this line appears. I changed the times in
the indicator settings with no luck. I also changed the time from 0930 written in the script with no luck. Will you le