Search

Categories

Show

Help

Search Results

Submitted by Zondor
Found 54 matching entries

Page 3 of 6

Last »

Entries

GomDeltaVolumeUpDown

Plots a non cumulative histogram of Gom delta volume.

The earlier version of this indicator has been downloaded over 1800 times, but it is outdated and incorrect. I URGE YOU to use this one instead!

Provided as a cs file, because my versions of the GomCD and GomRecorder are non-standard, so I don't want to put them into an installation package that might cause you to have problems.

I uploaded a revised version at around 10PM PT on Sunday January 8. The indicator was missing a lot of volume between the bid and ask, requiring the use of the "direction" from Gomi's hybrid delta calculation mode as the tiebreaker. Anyone who downloaded the earlier version should replace it with this one.

Thank you to Silvester17 for pointing out the problem. And, as usual, to Gomi.

Category NinjaTrader 7 Indicators

Details: GomDeltaVolumeUpDown
Category: NinjaTrader 7 Indicators

January 8th, 2012
Size: 11.41 KB
Downloaded: 1395 times

SMA of Gom CD (GomCDSMAUpDown)

Plots a simple moving average of the Gom Cumulative Delta, with multi color plotting correctly implemented for rising and falling slopes.

The earlier version of this indicator has been downloaded over 1800 times, but it is outdated and incorrect. I URGE YOU to use this one instead!

Provided as a cs file, because my versions of the GomCD and GomRecorder are non-standard, so I don't want to put them into an installation package that might cause you to have problems.

Category NinjaTrader 7 Indicators

Details: SMA of Gom CD (GomCDSMAUpDown)
Category: NinjaTrader 7 Indicators

January 8th, 2012
Size: 9.80 KB
Downloaded: 632 times

TMFT Dual MA

ThatManFromTexas (I lived in Texas for four years, too!) created this useful indicator that colors the region between two moving averages.
I applied extremely aggressive optimization techniques that should reduce the CPU cycles on COBC false by 90% or more compared to the original version. I used every trick I could think of: moving code that was executing on every tick to OnStartUp(), using predefined instances of the external indicators, and redundant tick rejection. If you select EMA's, they will be calculated within the indicator, without any need to use an instance of the EMA class.
This is provided as a protected assembly. I don't have to give away all of my secrets, do I?

Why do this? Optimally coded indicators load faster, and use less computer resources while running. CPU cycles are not free. Using less of them makes Ninjatrader more responsive and reliable. Charts load faster, and lag less in fast markets. Crashes and freezes become less frequent.
Have you noticed how quickly this indicator loads, and how responsive it is? Please leave comments regarding your experience with this version. Maybe some day ALL of your indicators can be coded like this.....

Category The Elite Circle

Details: TMFT Dual MA
Category: The Elite Circle

January 2nd, 2012
Size: 41.56 KB
Downloaded: 1150 times

Ichimoku Essentials

A very basic version of the Ichimoku from the Ninjatrader� forum, with only the essentials. Nothing special except for the code optimization which makes it want to run with CalculateOnBarClose = FALSE. Seems to work okay in replay... at 500x actual market speed.

This is good enough for now, but further optimization is possible. The MIN and MAX functions are being called more often than actually necessary, and redundant intrabar ticks are being processed.

Category The Elite Circle

Details: Ichimoku Essentials
Category: The Elite Circle

December 31st, 2011
Size: 6.98 KB
Downloaded: 1200 times

Sine Weighted Moving Average

The Sine Weighed Moving Average is, as they say, "an indicator that indicates the sine weighted moving average of a security's price over a period of time". (Why do people put descriptions like that in indicators, anyway?)

I found a rather sloppily coded version of this indicator on the Ninjatrader forums so I fixed it.

Category The Elite Circle

Details: Sine Weighted Moving Average
Category: The Elite Circle

November 25th, 2011
Size: 2.45 KB
Downloaded: 437 times

Volume Oscillator

Revised the Ninjatrader @VolumeOscillator for better performance and multi color plotting. Will appear in your indicator list as Volume Oscillator 2.

Minor corrections included in v2 uploaded at 10:52 AM ET 11/17.

Category The Elite Circle

Details: Volume Oscillator
Category: The Elite Circle

November 17th, 2011
Size: 4.34 KB
Downloaded: 459 times

Percentage Price Oscillator

A simple and useful price oscillator. Continuing on my crusade of updating the built in Ninjntrader indicators, it has been optimized for operation on COBC false and given multi color plotting.

Thanks RJay for RangeNoGap bar type used in example.

Category The Elite Circle

Details: Percentage Price Oscillator
Category: The Elite Circle

November 8th, 2011
Size: 4.36 KB
Downloaded: 558 times

Fisher Transform

I happened to take a look at the @FisherTransform Indicator that comes with Ninjatrader and it was such an embarrassment that I decided to make some easy fixes.

This one is for COBC FALSE and has a multi-color line plot as the default. See comments in code for list of changes. It does plot the same results as the original.

Category The Elite Circle

Details: Fisher Transform
Category: The Elite Circle

November 5th, 2011
Size: 6.49 KB
Downloaded: 488 times

Mean and Median

This indicator plots the statistical means and medians of the Master Instrument price series.

The mean is the sum of all price values that occur during the life of the bar, divided by the number of prices. (Simple arithmetic mean)
The median is the price in the middle of the series. Half of the prices are above the median, and the other half of those prices are below the median. (Statistical median)
The smaller the difference between mean and median, and the closer they are to the vertical midpoint of the bar, the more symmetrical is the distribution of the prices over the life of the bar.

Because the historical calculation uses an ADDed one tick secondary data series, this indicator is slow to load. The backfill setting should be DAYS back, not bars back. Minimize the number of days that you go back. Start with ONE.

Because the means and medians are Plots, you should be able to access them for use as inputs to other indicators. Keep me posted on how well that works.

Category The Elite Circle

Details: Mean and Median
Category: The Elite Circle

November 3rd, 2011
Size: 14.76 KB
Downloaded: 472 times

Update of "Awesome Oscillator" but now it's a different animal

Another find from the Ninjatrader Forums, attributed to the legendary Bill Williams but the version I found there was coded so poorly as to be useless.

Changed the plot to a multi-color line.
Added user selection option for MA periods. Defaults are 9/12, original was 5/34.
Added the choice of using the SMA or the LLMA.
Added the choice of using the actual statistical median, computed on a bar by bar basis, or the Ninjatrader median which is just the average of the High and Low.

Thanks to aslan for LLMA and FatTails for help with medians.

Note that the plots have only very minor differences whether the actual, or Ninjatrader estimated H+L/2 medians are used.

REVISED VERSION 3 uploaded on November 2 2011 at 3:00 PM ET. General code cleanup and implemented a corrected calculation of the median. Will now work on time based charts.

REVISED VERSION 4 uploaded on November 2 2011 at 7:10 PM ET. Fixed bug of not updating intra-bar with COBC=false. PREVIOUS VERSIONS OF THIS INDICATOR SHOULD NOT BE USED!

Since this has little relation to the legendary Bill Williams version the name has been changed to AwesomePlus�. If you have any questions about the coding methods, feel free to contact me.

Category The Elite Circle

Details: Update of "Awesome Oscillator" but now it's a different animal
Category: The Elite Circle

October 28th, 2011
Size: 9.92 KB
Downloaded: 465 times

Page 3 of 6

Last »