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Submitted by Fat Tails
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SessionNoiseBands V39

Exported using NT Version 7.0.1000.10

This indicator is an old version and there will be no more maintenance. All the features have now been integrated with the SessionPivots indicator that can be downloaded here:

https://nexusfi.com/download/ninjatrader-7/indicators/371-download.html?view

The indicators that come with the SessionPivots package also allow to display weekly and monthly noise bands.

Indicator will only run on NT 7.0.1000.5 or later.

The indicator identifies the intraday volatility generated by noise traders. The daily noise is defined as the smaller of (High - Open) and (Open - Low). The indicator detects the average daily noise (ADN) for two selectable periods and uses them to calculate intraday targets, which are displayed as noise bands. The upper band is calculated by adding the expected noise to the current open, the lower band is calculated by subtracting the expected noise from the current open.

The daily noise can be calculated and displayed for the full session or any intraday (RTH) session defined via the template. The indicator also can display OHL and Dynamic Fib Lines for the current session.

Indicator Settings

BandRange: The default setting uses 100% of the ADN of the selected period. Instead of using 100% you can select any other percentage to calculate the intraday target bands.

Include After-Session : If set to true, the volatility bands of an intraday session will be extended to the next session, the after-session, but not recalculated. Default value is "false".

Period(1) for the average daily range: This is the shorter period used to calculate average daily range. Default value is 3 days, maximum selectable is 100 days.

Period(2) for the average daily range: This is longer period used to calculate the average daily range. Default value is 10 days, maximum selectable is 100 days.

Session: Select between the full ETH and the RTH session. Default value is "ETH."

Session for RTH: Select the RTH session, for which you want to display the bands. For FOREX, you would select "First" for the Asian session, "Second" for the European session and "Third" for the US session, if you use a session template with 3 intraday sessions. For ES you would select "Second", if your session is divided into night and day session. Default value is "Second". This option only applies, if "RTH" has been selected under "Session". A hybrid setting selects the third intraday session for FOREX and currency futures, and the second intraday session for all other futures contracts. Only select it, if you use triple session templates (Asian, European, US) for FOREX and Currency Futures.

Show Current Open: Selects or unselects Current Open.

Show Dynamic Fib Lines: Selects or unselects intraday Fibonacci retracements. Fib retracements will only be shown if Show High/Low is set to true.

Show High/Low: Selects or unselects to show the current day's high and low.

Show Noise Bands: Selects or unselects projection bands.

Show Noise Labels: Selects or unselects projection band labels.

Show Range Data: Displays average daily ranges and current day's range for the selected session in the upper left or upper right corner of the chart.

The indicator calculates the average daily noise without using range data from holiday sessions.

FOREX / Currency Futures: Daily Ranges are displayed in PIPS.

Update Jan 23 2011: Globex Holiday Calendar for 2011. Holiday sessions will only be applied to Globex instruments. Price markers are now correctly formatted for US interest rate futures and FOREX.
Update June 2, 2011: New signature for GetNextBeginEnd() implemented.
Update June 20, 2011: The indicator now works with half-pip FOREX feeds. Indicator dialogue box improved.
Update June 25, 2011: Band colors were not serialized and therefore did not keep the selected color, when saved as part of a template or workspace.
Update July 11, 2011: Band colors change when the noise bands are penetrated. The signature for DrawRectangle() was changed to avoid some rare problems.
Update July 19, 2011: Serialization of the plots changed.
Update September 24, 2011: ChartControl checked for null, indicator can now be called by strategies.
Update August 28, 2012: Globex Holiday Calendar for 2012 added. Custom plot recoded to remove a minor bug and improve CPU efficiency.

Category NinjaTrader 7 Indicators

Details: SessionNoiseBands V39
Category: NinjaTrader 7 Indicators

August 28th, 2012
Size: 13.00 KB
Downloaded: 3531 times

Keywords: noise rds sessions stretch volatility

Trigger Lines

Exported using NT 7.0.1000.15

This is a simple implementation of the trigger lines which can be used as a trend filter. The trigger lines are composed of a linear regression indicator (LinReg) and a signal line, which is calculated as the exponential moving average (EMA) of the linear regression line.

When the LinReg indicator crosses above the signal line, it is considered bullish, if it crosses below, it is considered bearish.

The indicator allows to select a color for bullish and bearish conditions and shades the area between the trigger lines.

Default values used for the periods are 80 for the LinReg indicator and 20 for the EMA.

Update January 13, 2011: Indicator speed improved.
Update August 25, 2012: Algorithm for draw area improved to work with COBC = false.
Update October 5, 2013: Indicator code modified to allow for correct coloring when the plot is shifted.

Category NinjaTrader 7 Indicators

Details: Trigger Lines
Category: NinjaTrader 7 Indicators

August 25th, 2012
Size: 7.91 KB
Downloaded: 3999 times

Keywords: ema linreg regression triggers triggerlines

Gann HiLoActivator U1

Exported using NT Version 7.0.1000.10

This is a new implementation of the Gann HiLo activator for NinjaTrader 7. The HiLo Activator was introduced by Robert Krausz with his FibonacciTrader and first described by him in "The New Gann Swing Chartist", which was published in the TASC magazine (Stocks & Commodities V16:2, pp 57-66) in 1998. The original HiLo Activator was a three day simple moving average calculated from the daily highs and the daily lows.

The HiLowActivator gives a reversal signal, when the bar closes below the low average in an uptrend or above the high average in a downtrend. The HiLoActivator should be used in conjunction with other indicators.

This NinjaTrader version has a few particularities:

- It calculates the indicator value from the prior bar, that is one period ago. This is the reason that I have called it U1 in line with the SuperTrend U11 indicator.

- With historical data and CalculateOnBarClose = true: Signals are generated for the current bar.

- With real-time data: The reversal signal is generated, when the first tick of the following bars confirms that the previous bar has been closed. It is recommended to use the One-tick repaint option with real-time data. The signal will then be shown for the bar which actually broke the stopline. The One-Tick repaint option is deactivated per default, to avoid any problems, if the indicator is called by a strategy.

Paintbars: The indicator has an option to display the trend via paintbars. Donwclose bars are filled, upclose bars are hollow. For the upclose bars an opacity can be selected for better visibility.

Arrows: The indicator has an option to display trend changes via an arrow.

Sound alerts: The indicator will alert to trend reversals and potential trend reversals. A potential trend reversal occurs when price touches the stop line intra-bar prior to the confirmation by a close on the other side of the stop line. The sound files are included with the indicator install file. Please unzip and copy them into the program files (x86)\ NinjaTrader 7\ sounds directory or whatever directory is used by NinjaTrader to store the sound files.

The HiLoActivatorU1 can calculate the stop line from the following moving averages:

- a moving median
- an ADXVMA
- a 2-pole Butterworth filter
- a 3-pole Butterworth filter
- a DEMA (double exponential MA)
- a DSMA (double simple MA)
- a DTMA (double triangular MA)
- a DWMA (double weighted MA)
- an Ehlers filter
- an EMA
- a 2-pole Gauss filter
- a 3-pole Gauss filter
- a 4-pole Gauss filter
- a HMA (Hull MA)
- a Holt EMA
- a Linear Regression indicator
- a SMA
- a 2-pole Supersmoother
- a 3-pole Supersmoother
- a TEMA (triple exponential MA)
- a TMA (triangular MA)
- a TSMA (triple simple MA)
- a TWMA (triple weighted MA)
- a VWMA(volume weighted MA)
- a WMA (weighted MA)
- a ZeroLagHATEMA
- a ZeroLagTEMA
- a ZLEMA

Before installing the indicator you need to update SuperTrendU11, Bollinger Universal & Keltner Universal, if you have them installed. Please remove old versions of those indicators first.

Category NinjaTrader 7 Indicators

Details: Gann HiLoActivator U1
Category: NinjaTrader 7 Indicators

July 12th, 2012
Size: 277.23 KB
Downloaded: 3075 times

Keywords: gann hiloactivator stopandreverse trailingstop

ADXVMA - Recoded for NT7

Exported using NT Version 7.0.1000.10

Why code another version of the ADXVMA?

All previous versions of the ADXVMA are based on a dirty transcript from MetaTrader which has a number of bugs, inconsistencies or variables that are not being used. This is just an attempt to clean up the mess and come up with a proper version. These are the changes:

Initialization: Most versions are initialized with a value of 0 instead of Input[0], this usually creates false values for the first 100 or 200 bars.

Redundant variables: The transscripts from MetaTrader use 4 different variables for the period, although it is always the same period. A variable used for the shift in MetaTrader is carried around, although it always has the value 0.

Inefficient algorithms: The indicator mostly uses Wilder's smoothing for calculating exponential averages from the positive and negative Momentum. The smoothing constant k is calculated once and applied to the various steps required for smoothing. Searching the highest and lowest value for the last n+1 period was hidden in a complex algorithm.

Input Series: The prior versions can only be applied to the close, this version also accepts other input series, such as the high, low or the typical price of the selected instrument.

Trendfilter: The indicator can best be used as a trendfilter. The trend state, which can be positive, negative and neutral, is exposed via an IntSeries, which can then be accessed by other indicators and strategies. The trend can also be shown via a paintbar option.

Update June 11, 2012: Trendfilter and colors modified to avoid frequent trend changes.
Update July 3, 2012: Serialization of display options changed. This will make it simpler to call the indicator from other indicators or strategies.

Category NinjaTrader 7 Indicators

Details: ADXVMA - Recoded for NT7
Category: NinjaTrader 7 Indicators

July 3rd, 2012
Size: 8.56 KB
Downloaded: 3001 times

Keywords: adxvma average moving trendfilter vidya

MACD BB Lines V3

Exported using NT Version 7.0.1000.10

This is a fast version of the MACD BB Lines indicator. The MACD settings and the band period, the multiplier for the standard deviation, the dotsize and all colors can be selected.

Different colors can be selected for a rising and falling MACD and for dots outside and inside the Bollinger Bands. The zeroline crosses are indicated by large dots. The zeroline itself can be used as a trend filter.

Paint Bars: The price bars can be painted in the same color as the dots. To allow for differentiating downcloses from upcloses, downcloses are filled while upcloses are hollow bars. The opacity for the upcloses can be selected.

Alerts: Breakouts from the Bollinger Band (violation dots) can be indicated with arrows or sound alerts. A sound alert for zeroline crosses has also been added.

This indicator can also be used on multiseries charts or charts with equidistant bar spacing set to "false".

The default colours are adapted to dark backgrounds. Please change them, if you use the MACDBBLines on a lighter background.

The sound files are included with the zip file. You have to unzip them manually and copy them to the NinjaTrader sounds directory.

Update April 5, 2011: You can now select different colors for
- rising MACD below upper Bollinger Band
- rising MACD above upper Bollinger Band (trending)
- falling MACD above lower Bollinger Band
- falling MACD below lower Bollinger Band (trending)
Update July 17, 2011: Indicator simplified.
Update September 6, 2011: Options for customizing plots added.
Update February 8, 2011: Paintbars added.
Update May 17, 2012: Arrows and sound alerts added. Opacity for upclose paint bars is selectable.

Category NinjaTrader 7 Indicators

Details: MACD BB Lines V3
Category: NinjaTrader 7 Indicators

May 17th, 2012
Size: 354.34 KB
Downloaded: 8615 times

Keywords: macd macdbb macdbblines

Momentum BB Lines

Exported using NT Version 7.0.1000.8

The Momentum BB Lines is an indicator, which is similar to the MACD BB Lines. However, it is not based on the MACD, but on a smoothed, balanced momentum.

The balanced momentum is obtained, when the input value one period ago is replaced with a triangular moving average. This avoids that wide ranging bars which drop out of the momentum calculation have an impact on the momentum line.

The balanced momentum is exponentially smoothed with a selectable smoothing period. The BB Lines are Bollinger Bands, which use the same period for the standard deviation as is used for the balanced momentum before smoothing. The Bollinger Bands are applied to the smoothed momentum.

Different colors can be selected for a rising and falling smoothed momentum and for dots outside and inside the Bollinger Bands.

The indicator has an option to plot paint bars showing whether the smoothed momentum is sloping up or down and whether it is outside or inside the Bollinger Bands.

Category NinjaTrader 7 Indicators

Details: Momentum BB Lines
Category: NinjaTrader 7 Indicators

February 6th, 2012
Size: 10.67 KB
Downloaded: 1687 times

Keywords: bband bollinger momentum momentumbblines triangular

CurrentOHLV38 with DynamicFibLines

Exported using NT Version 7.0.1000.8

This indicator package is an old version and there will be no more maintenance. All the features have now been integrated with the SessionPivots indicator that can be downloaded here:

https://nexusfi.com/download/ninjatrader-7/indicators/371-download.html?view

Indicators will only run on NT 7.0.1000.5 and later.

The indicators are also included with the SessionPivots install file.

Family of 3 indicators to display OHL of current day, current week and current month. The package includes

- anaCurrentDayOHLV38
- anaCurrentWeekOHLV38
- anaCurrentMonthOHLV38

The indicators include an option to display dynamic fiblines calculated from the high and low of the current day, current week or current month.

Right side chart margin: Please set the right side margin under chart properties to at least 100 to allow for correct display of labels.

The indicators use the sessions as defined per session template. This allows you to alternatively display the high and low of the day session or the high and low of the entire session. For the RTH high and low. please use a multi-session (2 or 3) session template. The reference session for the OHL indicator can be selected, so high and low can be taken from first, second or third intraday session.

Hybrid: This is a setting that will identify the RTH session as the third intraday session for FOREX and currency futures, but as the second session for all other instruments. This is a convenience setting, which I personally use, as I have 3-session templates (Asia, Europe, US) for FOREX and currency futures. For all other instruments, I have session templates, where the second session is the RTH session.

Public Holidays: The indicator is preconfigured for public holidays without settlement for trade date next day or later. These holiday session will only be applied to Globex instruments. The Current Day OHL will then be displayed according to trade dates. If you use the indicator for other instruments you will not need to change the settings.

Update May 24, 2011: Signature changed for GetNextBeginEnd(), indicator did not always plot. Now the new signature is used for OnBarUpdate() and the old signature for Plot() Override.
Update June 21, 2011: The indicator now works with half-pip FOREX feeds. Indicator dialogue box improved.
Update July 19, 2011: Adapted to half-pips FOREX feeds, dialogue box improved, plot serialization changed.
Update December 10, 2011: Label size is now adjustable. Globex Holiday Calendar for 2012 added.
Update January 6, 2012: Holiday fields added for anaCurrentOHLV38

Detailed explanations how to use the indicator with session templates can be found here:

https://nexusfi.com/elite-circle/3790-ninjatrader-7-toolbox-floor-pivots.html

Category NinjaTrader 7 Indicators

Details: CurrentOHLV38 with DynamicFibLines
Category: NinjaTrader 7 Indicators

January 6th, 2012
Size: 22.65 KB
Downloaded: 1886 times

Keywords: currentdayohl currenthigh currentlow currentmonthohl currentopen currentweekohl dynamicfiblines fibonacci retracements

MultiPeriod Boxes

Exported using NinjaTrader 7.0.1000.8

This is a simple indicator that allows to display larger timeframe boxes on any chart. For example you can display 30 min or 60 min boxes on a 5 min chart.

The larger timeframe boxes are plotted behind the standard candles of the chart and are aligned to session times. Colors and opacity of the boxes and the box outline color can be selected.

The indicator has been tested to work on fixed period (minute), tick, range, Kagi, Renko and rangeNoGap charts. Due to its session logic in cannot be used on daily data.

Drawing boxes around candles is a standard feature of NinjaTrader. However, if your primary chart is built from ticks, adding boxes will cause NinjaTrader to switch to non-equidistant bar spacing.

This indicator basically allows you to draw those boxes without suffering from unevenly spaced bars. However, it is not a genuine multi-timeframe indicator which loads a secondary bar series. The boxes just regroup N candles as selected via indicator panel.

Category NinjaTrader 7 Indicators

Details: MultiPeriod Boxes
Category: NinjaTrader 7 Indicators

December 13th, 2011
Size: 6.55 KB
Downloaded: 1487 times

Keywords: candles candlesticks mtf multi-timeframe

IFTA Journal on Technical Analysis

The International Federation of Technical Analysts publishes a yearly journal, which is available for free download here:

https://ifta.org/publications/journal/

I have attached the the journals from 2000 to 2011.

Category Educational

Details: IFTA Journal on Technical Analysis
Category: Educational

October 28th, 2011
Size: 19.62 MB
Downloaded: 398 times

The Curious Case of Marketable Limit Orders

Order Submission Strategy and the Curious Case of Marketable Limit Orders

by Mark Peterson and Eri Sirri

Category Educational

Details: The Curious Case of Marketable Limit Orders
Category: Educational

October 16th, 2011
Size: 195.03 KB
Downloaded: 474 times

Keywords: orders ordertypes

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