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GW Tri Diff NT8 Version

NinjaTrader 8.0.0.10 (Multi-Broker) - BETA

This is the NT 8 version of the GW TriDiff indicator Glennw created for Think or Swim platform. See his post and description here:

https://nexusfi.com/free_downloads/vip_elite_circle/862-download.html?view

Category NinjaTrader 8 Indicators and More

Details: GW Tri Diff NT8 Version
Category: NinjaTrader 8 Indicators and More

April 18th, 2016
Size: 5.25 KB
Downloaded: 1044 times

Keywords: gwtridiff trend

True Strength Index (TSI)

Exported using NT Version 7.0.1000.30

The True Strength Index was developed by William Blau and published in his book "Momentum, Direction and Divergence". This version of the TSI is an enhanced version of the NinjaTrader default indicator. It comes with the following improvements:

Momentum period: The original version of the indicator uses the price difference between the current and the prior close, which is the 1-period momentum. The updated version of the indicator also allows for selecting a momentum period greater than 1.

Triple Smoothing: The standard version of the indicator comes with double smoothing for momentum and absolute momentum. William Blau himself also used triple smoothing, This indicator lets you choose between double and triple smoothing. If you set the third smoothing period to 1, you will get double smoothing, and the indicator will display identical results with the NinjaTrader default indicator.

Smoothing with different moving averages: William Blau has suggested to use the EMA for double or triple smoothing. This indicator offers you a selection of more than 30 different moving averages for the smoothing. The default is set to EMA in line with the original indicator.

Signal Line: I have added a signal line for timing entries and exits. The signal line is obtained by smoothing the TSI with one of the selectable moving averages, similar to the signal line of the MACD. The default period for the signal line is 7.

Histogram: The indicator has an option to plot a histogram, which shows the difference between TSI and signal line.

Trend definition: The indicator exposes the current trend via an IntSeries. The trend can be determined based on the TSI (rising & not oversold, falling & not overbought, neutral), the signal line (rising & not oversold, falling & not overbought, neutral)) or the TSI / signal line crosses. All trend definitions are not straightforward, but require a higher close to switch to an uptrend, or a lower close to switch to a downtrend. Moreover the DSM / signal line cross will only show an uptrend, when not oversold and a downtrend when not overbought.

Paint bars: The paintbars can be used to plot the trend information. The trend states are uptrend, downtrend and neutral trend as explained above. It is possible to apply the indicator to the price panel and unselect the indicator plots. This allows to use the indicator as a "paintbar only" indicator.

Sound alerts: The indicator comes with sound alerts which are triggered when the trend changes. The sound files are included with the zip file and should be manually copied into the directory Documents -> program files (x86) -> NinajTrader 7 -> sounds.

Update March 13, 2014: Trend filter, paint bars, sound alerts and histogram added.
Update November 16, 2015: Momentum period added. Option added to select from different moving averages.

Note: The parameter structure of the indicator was changed. In case that you have used the prior version of the anaTSI as input series for other indicators or strategies, these indicators or strategies will only work, if you change the syntax of the indicator call to conform with the new parameter structure.

Category NinjaTrader 7 Indicators

Details: True Strength Index (TSI)
Category: NinjaTrader 7 Indicators

November 16th, 2015
Size: 86.86 KB
Downloaded: 2958 times

Keywords: blau momentum. trend truestrengthindex divergence smoothing trendfilter tsi

XTL - eXpert Trend Locator

XTL is an indicator that originally was introduced in eSignal Advanced Get. This a version that approximate in a good way the original version (which formula seems to be secret and not shared by eSignal company). It helps you to easily define in what kind of trend you are.
Its calculation is based on CCI and a fixed value of that indicator:
- if CCI value<-fixed value you're in a short trend (red bars);
- if -fixedvalue<=CCI<=+fixedvalue you are in a non trend/flat period (black bars);
- if CCI>fixed value you're in a long trend period (blue bars);

In this version created by me you can customize:
- the fixed value (standard setting is 37)
- CCI period (stardard settings are 21 or 35)
- uptrend/flat trend/downtrend bar color

Very useful if used on tick chart or range bar chart

v 1.00 2015 Jul 8 - First Release, no bugs
v 1.01 2015 Jul 14 - Added Public Indicator Value String

Category NinjaTrader 7 Indicators

Details: XTL - eXpert Trend Locator
Category: NinjaTrader 7 Indicators

July 8th, 2015
Size: 6.01 KB
Downloaded: 1547 times

Keywords: extreme locator ninjatrader trend xtl

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: 1386 times

Keywords: filter trend lowpass

3 Bar Trailing Stop

Exported using NT Version 7.0.1000.22

This is a trailing stop calculated from the prior 3 bars. It is similar to the trailing stop developed by Larry Williams, but not identical. The indicator plots a channel with an upper and lower stopline. When price reaches out beyond the upper channel line, all short positions should be exited. When price breaks through the lower channel line, that is a signal for exiting long positions.

Formula: The upper channel line is calculated as the larger of the prior bar's high + 1 tick and the upper line of a 2-period Keltner Channel displaced by 2 bars. The lower channel is calculated as the smaller of the prior bar's low - 1 tick and the lower line of a 2-period Keltner Channel displaced by 2 bars. The Keltner Channel is built from the average true range instead of the simple range, which was used for the original Keltner Channel.

Parameters: The midband of the Keltner Channel can be calculated from the typical price (default setting), the close, the median or the weighted price. The multiplier used for calculating the channel width can be selected.

Reverse Intra-bar = false: This is the default setting of the indicator. A logical signal will be generated when the signal bar closes outside the channel. The position may be reversed at the open of the next bar.

Reverse Intra-bar = true: This is a different setting. The signal will be generated with the first tick that has plotted outside the channel. In this case the position may be reversed intra-bar.

Accessing the trend: The indicator comes with a BoolSeries that holds the trend derived from the last channel breakout. The BoolSeries can be accessed by other indicators or automated strategies.

Channel shading: The area between the Keltner Channels can be shaded according to the current trend.

Paintbars: The trend can also be displayed via paint bars.

Category NinjaTrader 7 Indicators

Details: 3 Bar Trailing Stop
Category: NinjaTrader 7 Indicators

April 27th, 2014
Size: 5.46 KB
Downloaded: 1462 times

Keywords: keltner stop trailing trend

Directional Trend Index

Exported using NT Version 7.0.1000.22

The Directional Trend Index (DTI) was developed by William Blau and published in his book "Momentum, Direction and Divergence".

To determine the value of the DTI William Blau first calculates a composite momentum from both highs and lows of the last days. In a next step both the composite momentum and the absolute values of the composite momentum are smoothed. The smoothed momentum is then divided by the smoothed absolute momentum and the result is multiplied with 100.

Momentum smoothing: William Blau smoothed both momentum and absolute momentum by applying an EMA several times (double or triple smoothing). This indicator allows to use 16 different moving averages for the smoothing. The same moving average type is used for all three average calculations.

Parameters: The lookback period for the momentum the number of bars from which the momentum is calculated. Blau uses a lookback period, which is different from the standard momentum. To obtain a 1-period momentum (price change from the last to the current bar) the Directional Trend Index requires a setting of 2 for the lookback period (default setting).

Signal line: William Blau did not use a signal line for the double smoothed indicators. I have added the signal line, because the cross of the signal line can be used as a trend indication. Moving average type and period for the signal line can be selected.

Histogram: The indicator has an option to plot a histogram, which shows the difference between DTI and signal line.

Trend definition: The indicator exposes the current trend via an IntSeries. The trend can be determined based on the DTI (rising & not oversold, falling & not overbought, neutral), the signal line (rising & not oversold, falling & not overbought, neutral)) or the DTI / signal line crosses. All trend definitions are not straightforward, but require a higher close to switch to an uptrend, or a lower close to switch to a downtrend. Moreover the DTI / signal line cross will only show an uptrend, when not oversold and a downtrend when not overbought.

Paint bars: The paintbars can be used to plot the trend information. The trend states are uptrend, downtrend and neutral trend as explained above. It is possible to apply the indicator to the price panel and unselect the indicator plots. This allows to use the indicator as a "paintbar only" indicator.

Sound alerts: The indicator comes with sound alerts which are triggered when the trend changes. The sound files are included with the zip file and should be manually copied into the directory Documents -> program files (x86) -> NinajTrader 7 -> sounds.

Update March 17, 2014: Option added to select sound files

Category NinjaTrader 7 Indicators

Details: Directional Trend Index
Category: NinjaTrader 7 Indicators

March 13th, 2014
Size: 148.57 KB
Downloaded: 846 times

Keywords: blau double-smoothed ergodic momentum oscillator trend

Bbands dots indicator

Good trend indicator for mt4 based on bollinger bands indicator.

Suggested settings for Daily chart: lenght 7 - deviation 3

Category MetaTrader 4 Indicators

Details: Bbands dots indicator
Category: MetaTrader 4 Indicators

February 6th, 2014
Size: 5.20 KB
Downloaded: 394 times

Keywords: bands bollinger trend

UniRenko - Universal Renko BarType

This is my implementation of a Universal Renko bar type. It allows the user to choose when the bar closes in the direction of the previous bar (Trend), and when it closes in the direction against the previous bar (Reversal).

This allows you to tailor the bar to behave specifically how you want it in ways that hopefully may enhance your particular trading style. As an example, if I am a reversal trader, entering on reversal bars, and putting my stop behind the entry bar, I can choose trend and reversal settings that minimize the size of reversal bars, and therefore optimize my stop sizes, etc.

Parameters are:

'Tick Trend' - Number of ticks to close the bar in the Trend direction
'Tick Reversal' - Number of ticks to close the bar in the Reversal direction
'Open Offset' - Number of ticks offset to draw the artificial open

Like most Renko bars, the bar open is artificial, and is placed by default halfway up the previous bar. The open is aesthetic only, it is not used in the bar size calculation. The tails on the bar show real prices. The artificial Open may affect your backtesting depending on the coding of your strategy. Internally uses NT PeriodType.Custom5

V2:
To support Muti TimeFrame indicators/strategies using the Add() method, added an alternative way to specify all bar specs in the 'Tick Trend' parameter. You can now alternatively specify each parameter as 3 digits in the Data Series window 'Tick Trend' parameter or Add() method 'Period' parameter. For example to specify TickTrend=4 , TickReversal=8, OpenOffset=2 or (T4R8O2) then specify: 'Tick Trend'=004008002 in Data Series window, or Add(PeriodType.custom5, 004008002);' in your MTF code. The normal way of specifying the parameters will continue to work as well.

IMPORTANT UPDATE JULY 11 2013, "VERSION 3" -- FROM BIG MIKE:
July 11 2013: Please note, user "dstrader" has uploaded a crucial bug fix for this bartype. You can find the download link here: https://nexusfi.com/download/ninjatrader-7/indicators/1430-download.html?view

Note you must use that link to download V3.

You can find the discussion thread here: https://nexusfi.com/ninjatrader/24408-unirenko-universal-renko-bar-type-20.html

Category NinjaTrader 7 Indicators

Details: UniRenko - Universal Renko BarType
Category: NinjaTrader 7 Indicators

July 11th, 2013
Size: 2.08 KB
Downloaded: 4850 times

Keywords: bar unirenko trend renko bartype universal type reversal monpere

Kaufman Efficiency Ratio

Exported using NT Version 7.0.1000.5

The Kaufman Eifficiency Ratio is also know as Fractal Efficiency. It can be used as a filter to differentiate between trending conditions and sideways markets.

The efficiency ratio compares the absolute amount of the n-period momentum to the sum of the absolute amounts of the last n close-to-close changes. If all close-to-close changes pointed in the same direction - meaning either n consecutive upcloses or n consecutive downcloses - the fractal efficiency will take the value 100. This is an indication for a strong trend. If the n-period momentum takes the value 0, the fractal efficiency becomes 0 as well, indicating chop.

The fractal efficiency is used by the Kaufman Adaptive Moving Average to identify chop periods.

This version of the Kaufman Efficiency Ratio has a few additional options:

Chopline: I have added a chopline, which depends on the period of the Kaufman Efficiency Ratio. The formula for the chopline is 100/Sqrt(period).

Signalline: I have added a signalline by using a Hull Moving Average(HMA). The market starts trending, when the Kaufman Efficiency Ratio has crossed both the signalline and the chopline from below.

Classic/Balanded: The indicator allows for two different ways of calculating the Kaufman Efficiency Ratio. The 'Classic' option uses the original formula of Perry Kaufman. The 'Balanced' option replaces the absolute amount of the n-period momentum with the absolute amount of the n-period balanced momentum, which is based on a triangular moving average.

Update June 22, 2013: Minor modification to make indicator compatible with indicators/strategies running in COBC = false.

Category NinjaTrader 7 Indicators

Details: Kaufman Efficiency Ratio
Category: NinjaTrader 7 Indicators

June 22nd, 2013
Size: 11.07 KB
Downloaded: 2023 times

Keywords: chop efficiencyratio fractalefficiency kama kaufman momentum trend

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