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Submitted by Jura
Found 15 matching entries

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Double Stochastics

This is the conversion of the NinjaTrader 7 Double Stochastics indicator by FatTails.

Both periods can be changed in the settings, and the color for up lines and down lines can be selected. Double Stochastics work especially well when using one with a more 'quicker' setting and one with a 'slower' setting, notifying you early of trend changes.

This indicator also includes a function for use in backtesting.

Category MultiCharts

Details: Double Stochastics
Category: MultiCharts

January 22nd, 2012
Size: 6.70 KB
Downloaded: 258 times

NonLinear Moving Averages collection

Attached is a collection of 7 NonLinear Moving Averages and their functions for easy use in backtesting. Every indicator also contains an option to color the line to signal up and downtrends, and the user can specify these colors.

This pack include the following moving averages:

KAMA (Kaufman Adaptive Moving Average),
VIDYA (Variable Index Dynamic Average),
MAMA (MESA Adaptive Moving Average),
Ehlers Filter,
Median-MA Difference Filter,
FRAMA (Fractal Adaptive Moving Average),
NonLinear Laguerre Filter.

If you want to import a specific indicator, uncheck the other ones while importing them in MultiCharts.

The example screenshot just shows one nonlinear moving average to give an idea.

Source: John Ehler's presentation 'Building Trading Systems on NonLinear Filters' at the TradeStationWorld 2005 Expo.

Category MultiCharts

Details: NonLinear Moving Averages collection
Category: MultiCharts

January 22nd, 2012
Size: 49.54 KB
Downloaded: 477 times

Keywords: ehler fractals frama kama laguerre ma mama median movingaverage nonlinear vidya

Fractal Dimension Index

This is the Fractal Dimension Index (FDI) for MultiCharts.

The FDI was developed by Erik Long and the code for this version is based on Radha Panini's March 2007 S&C article "Using The Fractal Dimension Index: Trading Systems And Fractals".

According to Long in this article:

Quoting

This specialized indicator identifies the Fractal Dimension of the market by using re-scaled range analysis and an estimated Hurst exponent. FDI uses all available data on the time/price chart to determine the volatility or trendiness of a given market.

For interpretation, Long suggests:

Quoting

The FDI is useful for traders because it determines the amount of market volatility. The easiest way to use this indicator is to understand that a value of 1.5 suggests that the market is acting in a completely random fashion. As the market deviates from 1.5, the opportunity for profit earning is increased in proportion to the amount of deviation.

and..

Quoting

When a market is not random it is more predictable. In the case of the FDI a fractal dimension closer to two may provide substantial opportunities because of the high volatility and changes in market movement. An FDI closer to one signals a trending market that is moving in one direction.

As the image shows, this indicator plots an horizontal line at 1.5, and the farther the FDI indicator moves from 1.5, the stronger is the trend. Note that this indicator does not say which direction the trend is moving; a negative value can happen in a uptrend or a downtrend.

Radha Panini uses in his S&C article a length of 30, which is set to the default value in this indicator.

Thanks to FatTails for pointing out the S&C code for the FDI indicator.

Category MultiCharts

Details: Fractal Dimension Index
Category: MultiCharts

January 21st, 2012
Size: 9.72 KB
Downloaded: 500 times

Keywords: fractals long ranini chaostheory

Kaufman Efficiency Ratio

This indicator is ported from on FatTails' Kaufman Efficiency Ratio indicator for NinjaTrader 7.

The Kaufman Efficiency Ratio shows the amount of "trendiness" versus chop. When the Efficiency Ratio crosses above the chop line, there is a trend. If the Efficiency Ratio crosses below that, the market is range bound.

Efficiency Ratio's above the horizontal chop line cause this line to be coloured yellow to help with the interpretation of chop vs trend.

Category MultiCharts

Details: Kaufman Efficiency Ratio
Category: MultiCharts

January 21st, 2012
Size: 8.71 KB
Downloaded: 529 times

Keywords: filter kaufman trend rangebound

Ping Indicator

I've created this indicator, which pings various websites provided by the user at the end of each bar, based on the ConnectionMonitor from MXASJ ( see this thread).

Features
This indicator has the following features:

Ping as much websites as entered by the user,
Display an error to the NinjaTrader Control Center Log tab when an ping fails,
Custom number of milliseconds for the timeout of the ping,
The results of the pings (successful and unsuccessful) can be displayed in the Output Window,
Text box with data from the last pings (time of last pings and roundtrip time in milliseconds for each site),
An configurable text box (opacity, font size, background color, and an on/off setting).

As soon as there is a ping time out, you'll see an spike downwards in the indicator (i.e. there is no milliseconds response time) and a red dot drawn on the indicator panel to highlight the error. Also will the textbox print 'error' besides the website which failed to ping successfully. In that way, you can see if it's just an website which couldn't be contacted or, if all websites give errors, an potential problem with your internet connection.

Any feedback or questions are more than welcome.

Version 1.0 - exported with NinjaTrader version 7.0.1000.2.

(A special thanks for MXASJ for providing an great example with the ConnectionMonitor to learn from).

Category The Elite Circle

Details: Ping Indicator
Category: The Elite Circle

March 9th, 2011
Size: 3.67 KB
Downloaded: 283 times

Keywords: ping

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