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improved Keltner Channel and Bollinger Bands

Version: 20150901

Improvements comparing to out-of-box BB and KC indicators:
1) It is rewritten based on underlying functions, so that when you need to write strategy, you can call the function directly.
2) it gives you choice of moving average type. I only enable EMA and SMA, but you can add more with simple coding.
3) the mid line can be in two colors when it is up/down from last bar.

Category MultiCharts

Details: improved Keltner Channel and Bollinger Bands
Category: MultiCharts

September 1st, 2015
Size: 4.37 KB
Downloaded: 432 times

Walk Forward Optimized Moving Average Indicator

Version 1

This indicator is a Walk Forward Optimizer for a pair of moving averages. The moving averages in this case is the Ahrens Moving Averages that I have previously posted in the elite section. Pay attention to the output window as I print the results of the optimization there.

HOW IT WORKS

At the beginning of each session it will optimize the two variables (Moving Average Periods) for the last three sessions and draw the optimized moving averages for the current session. So the optimized variables are never tested on the current session that it is being drawn. Optimized prices takes place after the moving average cross on the open of the next bar.

I used the walk forward method to avoid CPU lag and massive curve fitting.

It works only on minute charts at the moment, but i am exploring solutions for other chart types.

I created a thread to post ideas or general discussion around said indicator here: https://nexusfi.com/elite-trading-journals/36833-walk-forward-optimized-moving-average-indicator.html

Cheers,

Sody

Category The Elite Circle

Details: Walk Forward Optimized Moving Average Indicator
Category: The Elite Circle

August 28th, 2015
Size: 4.36 KB
Downloaded: 417 times

inputPCFileData

Input CBOE daily Put/Call data file into NinjaTrader as an indicator.
CBOE data can be downloaded from https://www.cboe.com/data/putcallratio.aspx

Category The Elite Circle

Details: inputPCFileData
Category: The Elite Circle

August 16th, 2015
Size: 2.94 KB
Downloaded: 349 times

TPO Profile RTH v Overnight v1

This is the tos standard TPO profile modified to allow the user to input the regular trading hour (rth) times. The study will then plot the profile into two parts, the rth and the overnight (non-rth). This is especially useful for futures products.

Category ThinkOrSwim

Details: TPO Profile RTH v Overnight v1
Category: ThinkOrSwim

July 31st, 2015
Size: 2.88 KB
Downloaded: 600 times

Volume Profile RTH v Overnight v1

This is the tos standard volume profile modified to allow the user to input the regular trading hour (rth) times. The study will then plot the profile into two parts, the rth and the overnight (non-rth). This is especially useful for futures products.

Category ThinkOrSwim

Details: Volume Profile RTH v Overnight v1
Category: ThinkOrSwim

July 31st, 2015
Size: 2.96 KB
Downloaded: 573 times

Elder's Ray, BullPower and BearPower

In this pack there are three indicators:
- Elder's Ray: composed by BullPower line and BearPower line;
- BullPower only, histogram version
- BearPower only, histogram version

This is an oscillator created by Alexander Elder and explained in his famous book "Trading For a Living". The oscillator formula is simple but useful at the same time:
- BullPower = CurrentHigh - EMA(13, Close)
- BearPower = CurrentLow - EMA(13, Close)

Category NinjaTrader 7 Indicators

Details: Elder's Ray, BullPower and BearPower
Category: NinjaTrader 7 Indicators

July 14th, 2015
Size: 7.55 KB
Downloaded: 597 times

Keywords: elder indicator ninjatrader oscillator ray elderray

Simple Excel spreadsheet for ZB ZF ZN conversion to decmial

No big shakes here just something I use to plot my levels on 5 yr notes, ZF, using rancho's tradeplan indy.
Ron

Category The Elite Circle

Details: Simple Excel spreadsheet for ZB ZF ZN conversion to decmial
Category: The Elite Circle

July 8th, 2015
Size: 15.29 KB
Downloaded: 321 times

Keywords: interest notes rates treasuries bonds

XTL - eXpert Trend Locator

XTL is an indicator that originally was introduced in eSignal Advanced Get. This a version that approximate in a good way the original version (which formula seems to be secret and not shared by eSignal company). It helps you to easily define in what kind of trend you are.
Its calculation is based on CCI and a fixed value of that indicator:
- if CCI value<-fixed value you're in a short trend (red bars);
- if -fixedvalue<=CCI<=+fixedvalue you are in a non trend/flat period (black bars);
- if CCI>fixed value you're in a long trend period (blue bars);

In this version created by me you can customize:
- the fixed value (standard setting is 37)
- CCI period (stardard settings are 21 or 35)
- uptrend/flat trend/downtrend bar color

Very useful if used on tick chart or range bar chart

v 1.00 2015 Jul 8 - First Release, no bugs
v 1.01 2015 Jul 14 - Added Public Indicator Value String

Category NinjaTrader 7 Indicators

Details: XTL - eXpert Trend Locator
Category: NinjaTrader 7 Indicators

July 8th, 2015
Size: 6.01 KB
Downloaded: 1547 times

Keywords: extreme locator ninjatrader trend xtl

Donchian Channel with Trendfilter

Exported using NT version 7.0.1000.27

This is a generalized version of the Donchian Channel with a few options added:

- The Donchian Channel lines can be calculated from High/Low, Close, Typical or Weighted price. With the default option High/Low they will be calculated from the highest high and lowest low over the lookback period. With the other options the highest and lowest of the selected input series are used, which produces narrow channels.

- The indicator has an option to display outer channels, inner channes or midband individually.

- The indicator comes with a fast and a slow trend filter. The fast trendfilter changes direction, when the midband breaches the prior low of the upper band (trend change up) or when it breaches the prior high of the lower band (trend change down, as shown in the chart attached). The slow trendfilter changes direction, when the lower band breaches the prior low of the upper band (trend change up) or when the upper brand breaches the prior high of the lower band (trend change down, as shown in the chart attached.

- The indicator allows to display the fast trend, the slow trend or a combination of fast and slow trend, when appropriate colors are selected. If you want to show the fast trend only, you need to use identical colors for fast/slow uptrend and fast/slow downtrend. If you want to show the slow trend only, you would need to use the same colors for slow uptrend/fast downtrend and fast uptrend/slow downtrend. Both trendseries are exposed as public BoolSeries and can be called in an automated strategy.

- The trend can be displayed via the channel and midband colors or via paint bars. The indicator also has an option to display the channels or the midband individually. If you just need the paint bars, you can disable all plots.

Update October 4, 2012: Channel and paintbar colors will now align, when indicator is displaced.
Update July 5, 2015: Second channel added to indicator.

Category NinjaTrader 7 Indicators

Details: Donchian Channel with Trendfilter
Category: NinjaTrader 7 Indicators

July 6th, 2015
Size: 8.28 KB
Downloaded: 3013 times

Keywords: donchian paintbars trendfilter

SampleStreamWriter improved

save to a file your favourite indicator along with the price series.

Category NinjaTrader 7 Indicators

Details: SampleStreamWriter improved
Category: NinjaTrader 7 Indicators

July 1st, 2015
Size: 3.21 KB
Downloaded: 225 times

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