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Submitted by Zondor
Found 54 matching entries

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UN Gom Delta

No recorder needed, but chart data series must be in tick replay to show historical data. Tick replay makes it SIMPLE to code indicators like this.

Two indicators based on bid/ask delta:

bar histogram of non-cumulative delta
or
candlestick plot of cumulative delta.

These here versions only shows the information for the instrument on the chart. However, this can be done for instruments that are not on the chart. For example could show the delta for the SPY or the NQ contract on the chart of AMZN, synchronized to the bars of AMZN so that bar spacing would remain equidistant.

The screenshot only shows the cumulative version.

The installer will put these indicators into a new FOLDER called unGom Delta. un Gom.... get it?

For both versions, the opening value includes the delta of the first trade. That's why the bars on the histogram do NOT start from the zero line, which would be WRONG. The opening bar should include the data from the first trade. The data from the first trade should NOT be thrown away as in those "other" versions of these indicators.

Category NinjaTrader 8 Indicators and More

Details: UN Gom Delta
Category: NinjaTrader 8 Indicators and More

October 28th, 2015
Size: 6.10 KB
Downloaded: 1748 times

MESA Adaptive Moving Average

Updated on November 2: suppressed invalid plotting during startup period and reduced its length.

Here's an explanation of the indicator by its creator, John Ehlers.
https://www.mesasoftware.com/papers/MAMA.pdf

Same plots as the MAMA "system indicator". That version was translated from TradeStation� EasyLanguage� code without taking into account the coding flexibility of Ninjascript�, resulting in a bloated resource hog.

Changed code to eliminate unnecessary, duplicative calculations.. there were A LOT of them.
Added multi color plotting.

The indicator will appear in a new FOLDER called Moving Averages.. look for it there.

Category NinjaTrader 8 Indicators and More

Details: MESA Adaptive Moving Average
Category: NinjaTrader 8 Indicators and More

October 28th, 2015
Size: 3.37 KB
Downloaded: 937 times

ADXVMA

Adapted from NT7. No multi-color plotting, candle painting, e-mail or text message notification, Twitter� generation, or sound alerts in this one.

Will not attempt multi color plotting until the "brush freeze" issue is resolved.

A diagnostic message will appear in output window each time this indicator starts.

Category NinjaTrader 8 Indicators and More

Details: ADXVMA
Category: NinjaTrader 8 Indicators and More

October 12th, 2015
Size: 5.51 KB
Downloaded: 558 times

RMO Oscillator

I took a few minutes to recode the version that was uploaded by Randy Terbush in 2009. This one uses a tiny fraction of the resources needed by the original. Here is a link to the original posting.

https://nexusfi.com/local_links.php?catid=4&linkid=120

Sorry, just the .cs file is provided.

Category The Elite Circle

Details: RMO Oscillator
Category: The Elite Circle

December 19th, 2014
Size: 14.12 KB
Downloaded: 1219 times

Adaptive CCI using Ehlers calculated period

Put so much work into this that it seemed like a waste to leave it languishing in the Ninjatrader Indicators created free? thread. There are no dependencies on external indicators so all you need to do is put the cs file in your Indicator folder and compile (after removing any previous versions of this indicator that have the same CLASS NAME).

The Adaptive_CCI_db was developed by Mike Winfrey and Gumphrie in a galaxy far far away what seems like a long long time ago for NT 6.0. It needed to be completely recoded for NT7.

This indicator produces one plot, and one optional set of plots:

A single plot of the CCI index, with the option to dynamically adjust the CCI period based on the market cycle length per a rather old John Ehlers algorithm that does have some shortcomings. To choose this option set the period to 1. Selecting a period other than 1 will cause a standard CCI to be plotted, with the period selected.
Plots of alternate CCIs in addition to the primary CCI. The Alternate CCI's are standard CCI's with fixed periods. The number of alternate CCI's, the period value for the one with the lowest period, and the spacing of the periods are user selectable. Example: 10 alternate CCI's, fastest period = 20, spacing of periods = 2. This will plot CCI's with periods of 10 12 14 16 18 20 22 24 26 28.

Code is optimized to avoid unneeded calculations. All of the alternate CCI's are calculated by one algorithm. The alternate CCI's are completely optional. There don't need to be any, but there can be any number, within reason, please.

Category The Elite Circle

Details: Adaptive CCI using Ehlers calculated period
Category: The Elite Circle

April 28th, 2014
Size: 28.70 KB
Downloaded: 1366 times

Variable MA (VIDYA)

This old standby/classic/war horse has been recoded with every efficiency trick I can think of to minimize CPU use. It looks like it plots the same as the original, but I haven't checked. That can be your job.

Efficient indicators ensure the utmost in responsiveness with rock solid stability and dependability. Also added error trapping... just in case.

The techniques used include:

- incorporating all supporting calculations into the indicator to eliminate calls to external classes SUM and CMO.
- calculating only on FirstTickOfBar the variable values that depend only on previous bar data.
- removing redundant processing steps, eliminating intermediate, locally declared variables and combining calculations into a minimal number of algebraic expressions.
- allowing OnBarUpdate to execute only when it will affect the output result.
- providing the option of disabling the setting of plot values and colors when called by another indicator or strategy.
- providing a public data series to give the output values when called by another indicator or strategy, even it this indicator is running in the background with ShowPlot false, with no plot values being set.

The Variable Moving Average (VMA) or Volatility Index Dynamic Average (VIDYA), developed by Tushar S. Chande, uses a Volatility Index to adjust the smoothing period. When prices are congested the average slows down and when prices are trending the average speeds up (note steps in plot).

The indicator is completely self contained. There are no calls to external indicators.

If you call this indicator from another indicator or from a strategy, set the ShowPlot parameter to false to avoid wasting resources setting the values and colors of plots that are not being displayed, and get your outputs from the public dataseries that was provided specifically for that purpose.

Category The Elite Circle

Details: Variable MA (VIDYA)
Category: The Elite Circle

January 21st, 2014
Size: 3.77 KB
Downloaded: 803 times

Volatility Breakout Strategy, Economized Corrected version

I found this in the non-Elite Ninjatrader Strategy downloads posted by @minsalaco who said, "Not my personal work but that I'd share".

Considering the heavy resource requirements to backtest and optimize strategies, and the fact that they are intended to be used as money making tools, not playthings, it is hard for me to understand why many strategies, like the original version of this one, do not use any of the good coding practices that we have been discussing here on BMT for the last two years or so. The person who posted it on BMT did so with good intentions and is not to blame for the deficiencies in the coding.

As an experiment I applied some of those coding ideas to this strategy. It should run about a thousand times better than the original version unless I made some mistakes somewhere.

This strategy was coded with stocks in mind and trades a quantity of 100 by default. Many of the other parameters may also be inappropriate for futures contracts. I ran the latest version A.1 for several hours on CalculateOnBarClose false and it IS workng. It bought 100 cars of NQ at 5:50 AM PT on January 7 at 2708.995 (average overall basis). I sold them manually at 2709.7925 and shut down the strategy because I was afraid that my computer might start talking to Skynet�. However, I am sure we would all would appreciate if anyone backtesting this strategy would let me know, and post their results on the forum.

Thanks to user feedback I did some testing and corrected some mistakes that were in the original release. I could not upload the corrected file to the original post but as of 4:26AM Eastern Time on January 7, you can get it here. Replace the original version with this one.

The following text had been copied mostly verbatim from the entry in the Strategies download area but was in dire need of some editing.

Volatility Breakout Pattern
Description
The squeeze signals the end of low volatility periods where the market has built up energy for major moves. Periods of low volatility are the times when the Bollinger bands "move closer together". The width of the Bollinger channel is more sensitive to price volatility than the width of the Keltner Channel, so a Keltner Channel and a momentum index oscillator are added, as mentioned in John Carter's book Mastering the Trade. The momentum index oscillator is used to suggest the trade direction.
How does this Setup work?
The quiet period is when the Bollinger Channel width decreases to less than that of the Keltner Channel. The trade signal occurs when the Bollinger Channel moves back outside of the Keltner Channel. The value of the 12 period momentum index oscillator suggests whether to go long (oscillator>0) or short (oscillator<0).
Moves tend to be stronger when the BB Width is the lowest over at least the past 150 bars. Also choose BBWidth < 0.05 for better results on daily data.
This strategy includes trailing stop and stop loss as variables, so you can easily backtest and use the optimizer.

Category The Elite Circle

Details: Volatility Breakout Strategy, Economized Corrected version
Category: The Elite Circle

January 7th, 2013
Size: 10.23 KB
Downloaded: 578 times

Volatility Breakout Indicator

This indicator is the basis for the Volatility Breakdown Strategy in the preceding post. There were a lot of changes to make it run MUCH faster, but there are still quite a few more things that could be done.

This time there is a screenshot so you can get an idea of the kinds of conditions this indicator looks for. While it's simplistic, some of the signals do look pretty good.

Category The Elite Circle

Details: Volatility Breakout Indicator
Category: The Elite Circle

January 5th, 2013
Size: 10.55 KB
Downloaded: 865 times

Improved Donchian Channel Indicator

The download link was broken. I re-uploaded the installer file on March 14, 2016.

"The Donchian Channel indicator is an indicator that was created by Richard Donchian. The Donchian Channel indicator that was created by Richard Donchian is an indicator that uses the highest high and the lowest low of the price of a stock over a period of days to indicate the plot of a channel of the highest high and the lowest low of the price of a stock over a period of days."

To clarify that, "이 리차드 Donchian 만든 표시했다 Donchian 채널 표시. 이 지표가 가장 높은의 채널의 음부과 최저의 낮은 말을 일 기간 동안 가장 높고 주식의 저렴한 가격의 최저를 사용하는지 리처드 Donchian에 의해 생성 된 Donchian 채널 표시 일 기간 동안 주식의 가격".

This plots identically to the Ninjatrader version while using a fraction of the CPU resources. With COBC false, that would be more like a TINY fraction. (Even less than the fraction of truthful content in my newspapers. Or the signal to noise ratio of the indicator description, which has been rephrased as Gibberish and translated into two different languages.)

The MIN and MAX algorithms have been moved into the indicator and are called only when needed. Optimizing external classes is good, but eliminating the need for them is even better.

OnBarUpdate is not called for redundant intrabar ticks that would not affect the output.

If you want to use this to replace the Ninjatrader Donchian System Indicator you would have to rename this one and put it in a folder with the @prefix after deleting the original one. If you are not comfortable doing that, please don't.

This has a different name than the system indicator, so can be installed in the usual way using the Import Ninjascript utility.

Your satisfaction is important to me, so please report any problems.

Category The Elite Circle

Details: Improved Donchian Channel Indicator
Category: The Elite Circle

January 3rd, 2013
Size: 2.54 KB
Downloaded: 348 times

The Ninjatrader CHAIKIN VOLATILITY System Indicator

An approach that reliably shows increasing volatility around market turning points. Once again, the code was changed to increase efficiency. This indicator uses an EMA calculation implemented internally.

This file is intended to replace the file, @ChaikinVolatility.cs.

Category The Elite Circle

Details: The Ninjatrader CHAIKIN VOLATILITY System Indicator
Category: The Elite Circle

January 3rd, 2013
Size: 6.59 KB
Downloaded: 347 times

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