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Submitted by Zondor
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The Ninjatrader MIN System Indicator

Like its evil twin MAX, this was a notorious resource hog until rewritten by Ninjatrader a couple of years ago in response to postings on BMT. I just realized that there are some obvious further improvements that can be made.

Performance on COBC false will be better, but on COBC true there won't be any improvement. COBC false is now the default, and PriceTypes other than Close are now supported.

This indicator is important because it is called by so many other indicators. Most of the indicators that I use were modified to call MIN only once per bar, but that's probably not the case for the indicators you are using, in which case there will be a performance improvement.

Once again this file is intended to REPLACE the file @MIN in your indicator folder.

Category The Elite Circle

Details: The Ninjatrader MIN System Indicator
Category: The Elite Circle

January 2nd, 2013
Size: 7.01 KB
Downloaded: 253 times

The Ninjatrader MAX System Indicator

This was a notorious resource hog until rewritten by Ninjatrader a couple of years ago in response to postings on BMT. I just realized that there are some obvious further improvements that can be made.

Performance on COBC false will be better, but on COBC true there won't be any improvement. COBC false is now the default, and PriceTypes other than Close are now supported.

This indicator is important because it is called by so many other indicators. Most of the indicators that I use were modified to call MAX only once per bar, but that's probably not the case for the indicators you are using, in which case there will be a performance improvement.

Once again this file is intended to REPLACE the file @MAX in your indicator folder.

Category The Elite Circle

Details: The Ninjatrader MAX System Indicator
Category: The Elite Circle

January 2nd, 2013
Size: 7.34 KB
Downloaded: 261 times

The Ninjatrader EMA System Indicator

"The Exponential Moving Average (EMA) is an indicator that indicates the exponential moving average value of a security's price over a period of days. When calculating an Exponential Moving Average (EMA), The Exponential Moving Average (EMA) applies more weight to recent prices than the SMA. What IS the SMA, anyway?..."

Here's one that is often used by itself, as well as being called on by many other indicators. There are two variables that depend only on the period, therefore only need to be calculated once, when the indicator first starts up. For some reason they were being calculated on every incoming tick, which is trivial to fix. Also, the term that is dependent on the previous value of the EMA only needs to be calculated on FirstTickOfBar.

The reduction in CPU demand is small for each instance, but you might have a lot of instances. This will run very well on COBC false. The addition of code to screen out redundant intrabar ticks (no price change, as in NT8) would reduce CPU demand on COBC false by around 70%.

Once again I am providing a cs file which is intended to replace the system indicator file, @EMA.cs.

Everyone knows what this looks like so I skipped the screen shot.

Revision B is the latest version. If you downloaded this before about 11:20PM Pacific Time on January 1 you do not have the correct file and should download it again.

The changes that I made must be very difficult to understand since nobody ever thought of making them before. The only reason they occurred to me is that I have two Advanced Degrees. A PhD in Neckwear Design and a Masters in Gibberish.

Category The Elite Circle

Details: The Ninjatrader EMA System Indicator
Category: The Elite Circle

January 1st, 2013
Size: 7.14 KB
Downloaded: 287 times

The Ninjatrader SUM system indicator

There is seldom any need to use it by itself, but the SUM indicator is important because it is often called upon by other indicators, which might be set to CalculateOnBarClose = false.

It is also inefficiently coded. Two logic tests that are performed on every tick only need to be performed once per bar.

Correcting this reduces the CPU load when CalculateOnBarClose is false. For COBC true, it does not make any difference.

Therefore consider REPLACING the existing file, @SUM, with this one, using Windows Explorer.. NOT the Ninjascript installation utility.

I don't think a screen shot is necessary for this one.

WRONG FILE had been uploaded. Corrected file uploaded at 2:45 PM ET January 3 2012. Thanks for bringing this to my attention, and please accept my apologies.

Category The Elite Circle

Details: The Ninjatrader SUM system indicator
Category: The Elite Circle

January 1st, 2013
Size: 5.19 KB
Downloaded: 189 times

Fisher Transform of Stochastic Oscillator

By applying the Fisher Trasform to the %K, the problems with the stochastic getting stuck near its extremes are eliminated. This indicator is designed for minimal use of CPU resources with COBC false.

This is a work in progress. Considering adding the Inverse Fisher Transform of the %K later. One of the better known guru trading rooms sells this for a high price, referring to it as the "Cyclone" indicator. It is doubtful that their expensive version is coded to run as efficiently as this one.

Maybe I will apply this to the Cumulative Delta.....

Category The Elite Circle

Details: Fisher Transform of Stochastic Oscillator
Category: The Elite Circle

November 14th, 2012
Size: 11.38 KB
Downloaded: 899 times

Oscillator, Elders Force Index

A simple and classic momentum oscillator from Dr. Alexander Elder. This optimized version has the same features as the one that was posted on the Ninjatrader forum, with the added option of using the WMA.

However, the version on the Ninjatrader forum, aside from the usual inefficient method of making calls to external classes (that people everywhere, including here are so fond of) also had a crude and primitive method for selecting the types of MA's to be used, which I replaced with Enums. This was one of the worst programmed indicators that I have found so far.

Category The Elite Circle

Details: Oscillator, Elders Force Index
Category: The Elite Circle

October 11th, 2012
Size: 9.33 KB
Downloaded: 291 times

Ultimate Oscillator 2

Took a few minutes to improve the function and performance of this "stock" Ninjatrader� indicator. This should give the same results as the Ninjatrader� version but is a lot more efficient and has multicolor plotting. Aside from that there is nothing new here.

Quoting

Developed by Larry Williams in 1976 and featured in Stocks & Commodities Magazine in 1985, the Ultimate Oscillator is a momentum oscillator designed to capture momentum across three different timeframes.

https://stockcharts.com:443/school/doku.php?id=chart_school:technical_indicators:ultimate_oscillator

Category The Elite Circle

Details: Ultimate Oscillator 2
Category: The Elite Circle

September 19th, 2012
Size: 4.57 KB
Downloaded: 487 times

T3 Dual MA using Fulks-Matulich Algorithm

A version of this was posted in the "Get your free Ninjatrader Indicators here" thread. https://nexusfi.com/elite-circle/1261-want-your-ninjatrader-indicator-created-free-549.html

It colors the region between two T3 moving averages. They are not Fulks-Matulich moving averages. I think it makes more sense to say that they are T3 moving averages calculated by a method developed by Fulks and Matulich.

I saw possibilities for improvement so took the liberty of revising it. This version will have a drastically lower usage of CPU cycles than the version that I found in the pot luck thread.

Category The Elite Circle

Details: T3 Dual MA using Fulks-Matulich Algorithm
Category: The Elite Circle

July 28th, 2012
Size: 7.09 KB
Downloaded: 1035 times

MACD Up Down Color Bars

Colors the bars of the price series based on a request in the "Want Your Indicators Created Free" thread. The version posted there was improved.

The coloring is based on whether the underlying MACD is rising or falling. The MACD is the difference between two EMA's.

This version allows user selection of the MACD fast and slow periods and is optimally coded for minimal CPU usage. The calculation of the EMA's and the MACD is done within the indicator, eliminating any dependence on external indicators. Error trapping has been added.

I copyrighted it with a prohibition of commercial distribution. Please let me know if you find it turning up for sale anywhere.

If you downloaded this before 7:30PM ET on March 16, comment out line 94.

Category The Elite Circle

Details: MACD Up Down Color Bars
Category: The Elite Circle

March 16th, 2012
Size: 3.09 KB
Downloaded: 618 times

Trade Size Analyzer for Ninjatrader - Latest Update

Here is the most recent version of the Trade Size Analyzer, which groups trades into size categories based on user controlled cutoff points that define small, medium, large and extra large trades. (Sorry, no Jumbo� or Colossal� categories.)

I uploaded the .cs file to avoid making an installation package that would have needed to include the entire Gom Framework.

Do not install this indicator without having first installed the complete Gom Framework consisting of the GomRecorderIndicator and related classes.

Category The Elite Circle

Details: Trade Size Analyzer for Ninjatrader - Latest Update
Category: The Elite Circle

March 11th, 2012
Size: 25.58 KB
Downloaded: 728 times

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