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Zscore Indicator

Updated 16th February 2015 : Zscore_v3
1. Added code to prevent 'out of valid range error' (picked up by Harry - thank you).
2. Changed condition for permission bar coloring.
3. Enabled option to show 1st Std Dev line.
4. Minor visual enhancements and tidied up the code.

For use in sideways or range bound markets.
You can save a few bob if you don't want to pay for a custom profile tool.
The z-score is used to compute the probability of occurrence of a value in a particular normally distributed range OR shows how many Standard deviations away from the mean is a value. If a value is 2 std dev from the mean and you have a nearly normal distribution then 95% of values within that distribution lie above/below your current value in other words there is a good probability that price will revert to the mean and this could be good place to look for a trade back to it or beyond it.
I have shown the volume profile for reference but you can see that this range is normally distributed.
The z-score indy is set to the range of your distribution in ticks. The yellow areas are turning points 2 std dev from the mean and offer the highest probability trades with the lowest risk but the red area turns out not to be worth trading and the z-score helps you stay away from the ambiguity this price action depicted in real time. (HL followed by a LH and then another HL).

v2.0 for NT7
v3.0 for NT7 (current)

Many have asked me for the custom Market Profile tool - you may find it here:

http://fin-alg.com/products/tpochart-rangeselect2.html

Good luck with your trading.

Category NinjaTrader 7 Indicators

Details: Zscore Indicator
Category: NinjaTrader 7 Indicators

July 31st, 2014
Size: 6.94 KB
Downloaded: 2235 times

GHPBarTimer

I know I have seen an indicator like this before on BMT, but I was asked to create this by someone recently so I figured I would post it for the rest of BMT. This indicator is meant for not time based bar types such as Renko or Range. It will report the average time of the bars over the last period in Sec. It will also present the time of the current bar for comparison. If the Sec are less than the alarm limit, it will paint that bar Green and a gray strip into the primary chart.

Summary:
Red Trace: Average time in Bars/Sec over period
Light Blue: Time of current bar in seconds
Green/Gray Strip: Alarm limit reached

VERSION:
00: Initial release

Category NinjaTrader 7 Indicators

Details: GHPBarTimer
Category: NinjaTrader 7 Indicators

July 30th, 2014
Size: 2.36 KB
Downloaded: 358 times

Keywords: average bar time timer alarm

Line Alerts On Price & Indicators V3

Exported using NT 7.0.1000.25

This indicators allows you to enter user defined values, display them as horizontal lines and trigger alerts within a zone of several ticks or units around these lines.

The package includes two indicators:

- anaLineAlertsOnPrice
- anaLineAlertsOnIndicator.

Line Alerts On Price:

The indicator will automatically show up on the price panel. It can display up to 10 different alert lines. Each of the lines can be activated individually via the indicator dialogue box.

Sound alerts: When sounds are enabled, the indicator will generate sound alerts when one of the lines is approached. Sound files can be selected individually for each of the 10 alert lines.
E-mail alerts: When e-mails are enabled, the indicator will generate e-mail alerts when one of the lines is approached. For the e-mail feature you need to enter the sending and the destination e-mail via indicator dialogue box, and NinjaTrader should be enabled for sending e-mails under Tools -> Options -> Misc
Enabling lines: First enter an alert level and a label, then activate the line. Each line can be activated individually.
Trigger options: Cross_Above, Cross_Below & Cross_Above_Or_Below.
Offset in ticks: Allows to trigger an alert prior to the crossing of the line.
Rearm time: Can be set to avoid permanent triggering of alerts.

Line Alerts On Indicator:

The indicator can be used on other indicators and triggers an alert when the indicator value approaches the alert level. The referenced indicator should be used as the input series, and anaLineAlertsOnIndicator should be applied to the appropriate indicator panel manually.

Sound alerts: When sounds are enabled, the indicator will generate sound alerts when one of the lines is approached. Sound files can be selected individually for each of the 10 alert lines.
E-mail alerts: When e-mails are enabled, the indicator will generate e-mail alerts when one of the lines is approached. For the e-mail feature you need to enter the sending and the destination e-mail via indicator dialogue box, and NinjaTrader should be enabled for sending e-mails under Tools -> Options -> Misc
Enabling lines: First enter an alert level and a label, then activate the line. Each line can be activated individually.
Trigger options: Cross_Above, Cross_Below, Cross_Above_Or_Below, Larger_Than, Smaller_Than. The last two options should be used with histogram indicators such as volume.
Offset value: Allows to trigger an alert prior to the crossing of the line. The offset amount refers to the indicator scale.
Rearm time: Can be set to avoid permanent triggering of alerts.

Update July 28, 2011: Value 0 will be no longer displayed, if no values are entered for the second line. Number of lines reduced to 10. This is no restriction, as the indicator can be applied several times.
Update July 29, 2011: As lots of users tried to apply the lines to other indicators, I have added a version adapted for use with indicators.
Update August 3, 2011: Alert logic modified. Alert will fire when line is touched (offset = 0), or when a value is printed within the alert range (offset > 0).
Update December 7, 2011: A different sound file can now be selected for each of the lines. The user interface is improved.
Update September 20, 2012: For LineAlertsOnPrice option added to differentiate between Cross_Above and Cross_Below, for LineAlertsOnIndicator further option added for histograms, that is Larger_Than or Smaller_Than, new option added for e-mail alerts.
Update March 21, 2014: Small bug removed, indicator occasionally threw exceptions.
Update April 20, 2014: Values for price labels are now correctly display for interest futures in '16 / '32.
Update July 19, 2014: LineAlertsOnIndicator did not display all lines, when some of the alerts were disabled. Bug removed. LineAlertsOnPrice was not affected.

Category NinjaTrader 7 Indicators

Details: Line Alerts On Price & Indicators V3
Category: NinjaTrader 7 Indicators

July 19th, 2014
Size: 14.80 KB
Downloaded: 5952 times

Keywords: alerts horizontal lines resistance support

GlobexCloud V3

The "Highlight Extended-Hours Trading session" gets a bit wonky for me with tick & range charts; it creates gaps in the shading. Wrote an indicator to create a cloud with changeable colors to make it darker than the default. There is also an option to turn off the cloud and show vertical lines instead. There are presets for the US Index Futures, /CL & /GC and a custom option to manually set any open and close time.

*V2: Added a "Show Cloud" option to turn off the cloud. Thought I had it in there the first time but it was not.
*V3: Fixed some errors it had when I originally copy pasted the presets I did not change the script text to the correct variables.

Category ThinkOrSwim

Details: GlobexCloud V3
Category: ThinkOrSwim

July 18th, 2014
Size: 4.03 KB
Downloaded: 199 times

PivotsPlus

Hello Traders, I have added several important levels to the standard NT Pivots indicator. The additions are yesterdays high, low, mid, cash close, RMS High and Low values as well as todays high and low values. The indi also calculates upper and lower bands around the Pivot, R1 and S1. All plots are available to set the weight, color and type of plot. The plot labels can be adjusted xx bars left of the right margin with the 'Width' parameter.

Trade Well
Bob

Category NinjaTrader 7 Indicators

Details: PivotsPlus
Category: NinjaTrader 7 Indicators

July 11th, 2014
Size: 9.35 KB
Downloaded: 687 times

Lag Calculation for Octave (MatLab)

This script is inspired by John Ehlers works on using DSP for trading. His books and articles contain formulas that estimate lag for some indicators. However, how to estimate lag in general case?

This script uses the DFT Phase Response (PhR) to make this estimation. The negative shift in the PhR pushes the values to the right, thus delaying the signal. The raw PhR returns the angle value. However, we want to estimate lag in terms of bars (time delay). To do it, we need to take an account the frequency (or period) of the phase:

Lag = | min(Phase * Period) | = | min(Phase / Frequency) |

Then we need to take the minimal value and take its absolute value. We skip all frequencies above 0.5 (the maximum possible without aliasing).

Version: 0.1.1

Examples:

SMA(3):

>> a = [1];
>> b = [1/3,1/3,1/3];
>> lag(b,a)
ans = 1.0000

EMA(0.1):

>> a = [1,-0.9];
>> b = [0.1];
>> lag(b,a)
ans = 9.0000

Category The Elite Circle

Details: Lag Calculation for Octave (MatLab)
Category: The Elite Circle

June 30th, 2014
Size: 2.17 KB
Downloaded: 1 times

LowPassCycle for ThinkorSwim

This is the ThinkorSwim version of the LowPassCycle indicator. It is set to stlm2 emulation settings and it seems to work well on these settings. It does have problems painting correctly on lower settings. Feel free to update or modify the code.

Thanks

Category The Elite Circle

Details: LowPassCycle for ThinkorSwim
Category: The Elite Circle

June 25th, 2014
Size: 1.19 KB
Downloaded: 355 times

Keywords: cycles filter lowpass thinkorswim

LowPassFilter for ThinkorSwim

A trend indicator / filter that filters noise out.

Recommend you use 2nd order or 3rd order parameters.
1st order is just a sma presmoothed with another sma.

So for the "Order" Parameter the options are 1, 2, or 3.

Maybe someone can look into the code fix the calculation of bars on the left side of the chart.

Category The Elite Circle

Details: LowPassFilter for ThinkorSwim
Category: The Elite Circle

June 24th, 2014
Size: 1.09 KB
Downloaded: 244 times

Keywords: filter lowpass thinkorswim trend

LowPassFilter v1

Category The Elite Circle

Details: LowPassFilter v1
Category: The Elite Circle

June 23rd, 2014
Size: 4.60 KB
Downloaded: 1387 times

Keywords: filter trend lowpass

Excel Spreadsheet for tracking Price Action trades

I think you will need at least Excel 2007 for this, I have Excel 2010
I am using Price Action Setups on NQ for day trading and this spreadsheet uses the Statistics from Sierra Chart Trade Statistics report and data that I collect after each trade.
I include a Notes.docx on how to start out and for ongoing.
My price action setups won't be the same as yours. The last sheet is called Data Validation and you would enter your Trading Strategies, Support Reasons, Error reasons etc. here to customize to your own Price Action strategies.
I don't do anything fancy in Excel. You can easily use the Excel help to learn the basics to make this work for you.

This could be converted to use NinjaTrader trade stats.
V1.0 - July 20, 2014
V1.1 - I discovered a hidden Row (#23) which does not get cleared when you 'clear contents'. This affects your Pivot Tables because you have data in row #23 you don't see in the Data Worksheet. I tried Unhiding the row in the Data worksheet using Home > Format > hide - unhide rows which didn't work for me. I needed to type A23 in the top left home cell of the Data Worksheet to highlight Row #23 then I was able to use Home > Format > Hide - Unhide and then clear contents of this row. Hope this helps

Category Sierra Chart

Details: Excel Spreadsheet for tracking Price Action trades
Category: Sierra Chart

June 20th, 2014
Size: 287.50 KB
Downloaded: 230 times

Page 99 of 233