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Submitted by DavidBodhi
Found 13 matching entries

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SlopeAngleV1

Ninjatrader 8 version of my 'True Slope Indicator V5", which was for NT 7.

This indicator plots the angle between two points, in degrees, so a normal human can understand it.

In this image, one instance is plotting the slope of an implied line connecting the current close, Close[0], with the close 10 bars ago, Close[10].
The other instance is plotting the slope of an implied line connecting the current value of a simple moving average, SMA(14)[0], to its value 10 bars ago, SMA(14)[10].

Use of the indicator should be pretty self-explanatory, but I do want to mention that any negative value means slope is downward. Likewise any positive value means slope is upwards. So, even where the slope curve is rising, if it's still below zero, the slope you're measuring is descending, just not as steeply. Where the value is zero, whatever you're plotting should be horizontal at that point.

Category NinjaTrader 8 Indicators and More

Details: SlopeAngleV1
Category: NinjaTrader 8 Indicators and More

July 26th, 2021
Size: 1.75 KB
Downloaded: 384 times

RVOL V1

This is a relative volume indicator. I have manually gathered volume data and performed the calculations to verify that the indicator is accurate.

It is based on time, so cannot be used on non-time-based bars. If you do so, it will, at best, show nothing. At worst, it might blow up on you.

It calculates the average volume for the bar with the same Close() time over the previous X number of days. The value of X is input by the user.

It then compares the volume of the current bar to the average volume for that time of day. A negative result means that the current bar has below average volume and a positive result means the current bar has greater than average volume.

Be aware that the greater the number of days being averaged and the shorter the duration of the bars, the longer it'll take to plot the values. I hope the community finds this indicator useful.

Edit:
Oh, and I want to also let you know that if there are fewer days on the chart than what's entered in the lookback parameter (or whatever I called it), the indicator will provide the value based on the number of days available. Just be sure you have days enough on the chart to give you the values you're looking for.

Edit 2:
In answer to the question about a similar indicator for range bars, I'm afraid the logic won't hold up for that. This indicator looks for bars with the same time stamp from prior days. Range bars close at totally random times, based on how far price moves. It's very, very unlikely there'd EVER be one on a prior day that closed at the same time as a range bar from the current day.

Category NinjaTrader 8 Indicators and More

Details: RVOL V1
Category: NinjaTrader 8 Indicators and More

April 5th, 2020
Size: 3.16 KB
Downloaded: 580 times

EquitiesV2

This version is identical in terms of functionality to version 1(which is located here: https://nexusfi.com/local_links.php?action=ratelink&catid=27&linkid=1994).

I added the code (finally) to pull the expiry date from the chart and automatically add it to the indicator, so it no longer needs the user to manually input the date.

This indicator is for equities traders, to compare current performance with the 'other 3' equities and an average of all 4.

It adds data series for ES, NQ, RTY and YM, shows % change for each since the session open (24 hr session, not just the day session) as well as a simple moving average of all 4. The SMA period is user-configurable. Default is 10.

Hope you version 1 users find and download this one.

****
In reply to the comment about getting it to work in a strategy, I have never tried and am not a programming guru, but it seems likely that the 4 equity data series have to be loaded in the initializing sections of the strategy, which is before you call the indicator. The indicator can't load the data series for the strategy because it gets called after the strategy is initialized.
That'd be my guess. That you have to load the 4 data series in the strategy itself for the indicator to access them when it's called.
Good luck!
****

Category NinjaTrader 8 Indicators and More

Details: EquitiesV2
Category: NinjaTrader 8 Indicators and More

March 9th, 2019
Size: 5.36 KB
Downloaded: 378 times

CSI V1

Apologies for this upload. I have found that there is something in the calculations that is incorrect, but haven't been able to track it down. It almost always says the current volume is more than the average, even when that seems unlikely or impossible.

I have uploaded a new indicator, RVOL (relative volume), that has accurate calculations in it, based on my manual gathering of values and performing the calculations. You can find it here:

https://nexusfi.com/local_links.php?action=ratelink&catid=27&linkid=2207

If I figure out what's wrong with this one, I'll upload a repaired version. In the meantime, please use the RVOL indicator mentioned above.

Thank you!
*******************************
This indicator is inspired by Pete from JigSaw Trading. He likes to call it the Cumulative Sheep Index, but it actually compares volume on the current bar to the average volume for the same time of day, calculated over the last X number of days.

You can set the number of days and use it on bars of any duration. I have no idea what it will do with non-time-based bars, so be prepared for it to blow up, if you try that.

Please be aware that the smaller the bar duration and the larger the number of days being averaged, the longer it'll take to complete the plot. 1-min bars and 60 days, for example, take several minutes to complete.

There is an option to have some of its data sent to the Output Window, so you can assure yourself it's working, in case you choose bars and days that take a very long time to calculate.

Yours to download.

(In answer to the question posted in the 2nd 'thanks', yes. The values in the right column show the difference in volume between the current bar volume and the average volume for that bar for the previous X number of days.)

Category NinjaTrader 8 Indicators and More

Details: CSI V1
Category: NinjaTrader 8 Indicators and More

October 25th, 2018
Size: 3.46 KB
Downloaded: 342 times

EquitiesV1

This indicator is for equities traders, to compare current performance with the 'other 3' equities and an average of all 4.
It adds data series for ES, NQ, RTY and YM, shows % change for each since the session open (24 hr session, not just the day session) as well as a simple moving average of all 4. The SMA period is user-configurable. Default is 10.

Please note that the expiry date is one of the parameters. It's hard-coded with an 09-18 expiration, but you'll need to manually update that when you use the next contract date. (Or an earlier one)

I know I could have made the code extract the current expiry date, but the truth is I didn't feel like bothering working out that code again. (Did it for a previous indicator in NT7.)

I hope some of you find this indicator of use.

*** I finally updated the code for this indicator to pull that expiration date from the chart, so you don't have to input the date manually anymore.
Please find version 2 here: https://nexusfi.com/local_links.php?action=ratelink&catid=27&linkid=2047

Category NinjaTrader 8 Indicators and More

Details: EquitiesV1
Category: NinjaTrader 8 Indicators and More

August 27th, 2018
Size: 5.34 KB
Downloaded: 243 times

PriceLineV1

This indicator merely draws a horizontal line at the current price, updating as price changes.

I find it kinda handy for noting when price is approaching previous turning points without drawing S/R lines all over the place.

NOTE:
Version 8.0.15.1 of Ninjatrader includes an indicator they cleverly called PriceLine. It will break this indicator, but provides the same functionality as this plus can show a Bid and an Ask line. rendering this indicator obsolete.
(10/4/18)

Category NinjaTrader 8 Indicators and More

Details: PriceLineV1
Category: NinjaTrader 8 Indicators and More

August 15th, 2018
Size: 1.42 KB
Downloaded: 495 times

BarsInARowV1

As requested, this indicator has been updated for NT8.

It merely counts the number of rising and falling bars that occur in succession, resetting the number every time a bar either goes the other way or closes at the same value as it opens.

This also includes an SMA of both rising and falling bars with a user-configurable SMA period.

Hope you find some use for it.

Category NinjaTrader 8 Indicators and More

Details: BarsInARowV1
Category: NinjaTrader 8 Indicators and More

August 15th, 2018
Size: 3.33 KB
Downloaded: 501 times

Bars In A Row V1

This indicator counts the number of bars that have moved in the same direction, plotting a positive histogram for rising bars and a negative one for falling bars. I forget how I handled dojis, but I did.

It also includes SMAs of rising and falling bars, with a user-configurable period for the moving average.

I hope a few people still using NT7 find this useful.

Category NinjaTrader 7 Indicators

Details: Bars In A Row V1
Category: NinjaTrader 7 Indicators

August 6th, 2018
Size: 3.97 KB
Downloaded: 144 times

Choppy Market Index V1

Ranging or trending? From 'Tackling trending and ranging markets with CMI', by Daniel Fernandez, currencytrader.com 8/11.

This indicator shows the change in price of an instrument as a percentage of the range over the same time period. If price started the period at one extreme of the range and ended at the other extreme, percentage will be 100. If it started and ended at the same price, percentage will be zero. Also shows when current price is above or below that of the 'Signal period' by coloring the CMI line green or red. In addition, there is an SMA of the CMI line. Basically, when the value is low, price isn't really going anywhere and when it's high, price is moving steadily. Overall period, signal period and SMA period are all user-configurable.

This indicator is certainly similar to some others, but I have found that it has helped me identify tops and bottoms better than the various included-with-Ninjatrader indicators that I have tried. So, I thought I'd offer it to the community, in case it's of use to anyone else.

This description is right from the currencytrader.com article:
Ranging: enter long when Smooth < 40 and CMI is red; enter short when Smooth < 40 and CMI is green. Trending: enter long when Smooth > 60 and CMI is green; enter short when Smooth > 60 and CMI is red. Exit all trades when CMI crosses 50. Divides difference between Close[0] and Close[CMIPeriod] by difference between MAX(High, CMIPeriod) and MIN(Low, CMIPeriod). Adds SMA(SMAPeriod) of that value. Colors CMI plot green when Close[0] > Close[SignalPeriod] and red when Close[0] < Close[SignalPeriod].

Fernandez's default values are 60, 20, 10. (CMI, Signal, SMA)

Category NinjaTrader 7 Indicators

Details: Choppy Market Index V1
Category: NinjaTrader 7 Indicators

December 22nd, 2017
Size: 7.78 KB
Downloaded: 320 times

Wicks V1

It's common for people to look at how large the upper or lower 'wicks' or 'shadows' are in comparison to the range of a bar. In writing strategies that do so, I got tired of re-re-coding calculations to look for especially large ones.
So, I created an indicator that shows the upper and lower wick size as a percentage of the bar's range. So, now, if I want to specify a wick that's greater than 50% of the bar's range, I can just look for instances where the indicator values are UpperWick > 50 or LowerWick < -50.

If you find looking for negative numbers cumbersome, edit the indicator and reverse the LowerWick calculations, from either (Low[0] - Open[0]) or (Low[0] - Close[0]) to (Open[0] - Low[0]) or (Close[0] - Low[0]), respectively. Then, all the histogram bars will point upwards and you can make your code always look for positive values.

I hope some of you find this indicator handy.

Thanks go to jmont1, who graciously converted this indicator to NT8.

Category NinjaTrader 8 Indicators and More

Details: Wicks V1
Category: NinjaTrader 8 Indicators and More

November 15th, 2017
Size: 3.54 KB
Downloaded: 304 times

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