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Collection of "ana"-Indicators for NinjaTrader
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Collection of "ana"-Indicators for NinjaTrader

  #21 (permalink)
Elite Member
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srgtroy View Post
I think session based versions of the Moving Statistics indicators (reset at beginning of session, no lookback) would be very interesting.

I still have some unfinished indicators which I will publish here:

https://futures.io/elite-circle/25791-toolbox-2013-trading-session.html

As I have explained in post #1, I would like to keep the session indicators out of this thread, because the subject is too complex.

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  #22 (permalink)
The Narrow Road
Belgium
 
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srgtroy View Post
I think session based versions of the Moving Statistics indicators (reset at beginning of session, no lookback) would be very interesting.

I second that .. and withdraw my frankly ridiculous suggestion regarding gapless versions.


(edit: I've just seen the remark above .. so no need to answer this one !)

p


Last edited by podski; October 8th, 2013 at 09:21 AM.
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  #23 (permalink)
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MACD Universal X4


Here is an updated version of the MACDUniversal. There are 29 different moving averages that can be selected as fast MA, slow MA or for calculating the signal line. The indicator also comes with a trend filter, which has three different states

bullish trend: MACD > 0 and histogram > 0
bearish trend: MACD < 0 and histogram < 0
neutral trend: all other cases

This is still an experimental version. I have added the Tillson T3 indicator today.


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Attached Files
Register to download File Type: zip MACDUniversalX4.zip (58.4 KB, 590 views)
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  #24 (permalink)
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Range Analysis using methods of Toby Crabel and Linda Bradford Raschke

I had originally coded a little indicator that I had called Narrow Range Bars. I have now updated that indicator to include inside bars, double inside bars, wide range bars, outside bars and triangles.

https://futures.io/download/ninjatrader-7/indicators/1450-download.html?view


Patterns described by Toby Crabel:

Narrow range bar (NR7): a bar with a smaller range than the prior 6 bars

Narrow range inside bar (IB4): an inside bar with a smaller range than the prior 3 bars

Narrow range inside bar (IB7): an inside bar with a smaller range than the prior 6 bars

Wide range bar (WR7): a bar with a larger range than the prior 6 bars

Wide range outside bar (OB4): an outside bar with a larger range than the prior 3 bars

Wide range outside bar (OB7): an outside bar with a larger range than the prior 6 bars


Pattern used by Linda Bradford Raschke:

Three bar triangle (LBR): a bar which lies inside the combined range of the prior two bars


Other pattern:

Double inside bar (DI4): an inside bar that is preceded by an inside bar and which has a smaller range than the prededing 4 bars


The indicator allwos to display each of the patterns listed above. To detect simple inside bars, please set the parameter "Lookback inside bars" to 2, and it will show all inside bars. The same applies to double inside bars. For simple outside bars set the parameter "Lookback outside bars" to 2. The indicator allows to show the patterns in detail by adding the appropriate text labels. Alternatively, diamonds can be used. The indicator further comes with a paintbar option and sound alerts. Narrow range and inside bars can only be detected after the bar close, while wide range and outside bars will be detected intra-bar, if the indicator is set to COBC = false.

Please do not use all features of the indicator at the same time, it would be simply confusing, see chart below:

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Example 1: Use the indicator to detect narrow range and inside bars.

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Example 2: Use the indicator to detect wide range and outside bars.

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Example 3: Use the indicator to detect LBR three bar triangles.

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Last edited by Fat Tails; October 19th, 2013 at 09:45 PM.
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  #25 (permalink)
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Thanks Fat tails, I was looking for something like this a while ago to help remind me of volitility contraction as a prelude to trend days....

You are so helpful!

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  #26 (permalink)
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You really are one amazing dude.

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  #27 (permalink)
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I've not used the NT Market Analyzer much other than to monitor inter-markets, is this something that you could use as an indicator on a basket of futures contracts in the analyzer to alert when these conditions are met? would this be practical?

Cheers,


XS

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  #28 (permalink)
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xiaosi View Post
I've not used the NT Market Analyzer much other than to monitor inter-markets, is this something that you could use as an indicator on a basket of futures contracts in the analyzer to alert when these conditions are met? would this be practical?

Cheers,


XS

The conditions "inside bar", "narrow range bar", "outside bar", "wide range bar", "double inside bar" are exposed via public BoolSeries. Unfortunately, the market analyzer cannot access public BoolSeries. Therefore a modification of the indicator is required, if you want to access it via the market analyzer. The simplest solution would be to add a few transparent plots that take the value "1" when the boolean is true and "0", when the Boolean is false. The market analyzer can access those plots.

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  #29 (permalink)
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Coral THV Indicator

This is a widely used FOREX indicator. It is a linear, infinite impulse response filter, and its main use is to determine the trend. The trend state is based on the slope of the indicator.

I have used the same logic for determining the slope as I had for the Bollinger and Keltner Universal indicators. The trend definition is based on three trend states rising, neutral (flat) and falling. The range of slopes that are considered as flat can be adjusted via the threshold parameter.

The indicator can be found here:

https://futures.io/download/ninjatrader-7/indicators/1451-download.html?view


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Last edited by Fat Tails; October 27th, 2013 at 03:35 PM.
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  #30 (permalink)
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MACD Universal X4: Getting" indicator could not be serialized" message



Fat Tails View Post
Here is an updated version of the MACDUniversal. There are 29 different moving averages that can be selected as fast MA, slow MA or for calculating the signal line. The indicator also comes with a trend filter, which has three different states

bullish trend: MACD > 0 and histogram > 0
bearish trend: MACD < 0 and histogram < 0
neutral trend: all other cases

This is still an experimental version. I have added the Tillson T3 indicator today.


Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).

Fat Tails,

I find your MACD Universal X4 indicator very valuable. Thank you for creating it.

I'm having an issue when trying to save it when closing NinjaTrader. A message appears stating: "indicator could not be serialized".

Thereafter, when I reopen NT, I have to manually attach the indicator to my chart.

Please provide any suggestions you may have for a fix.

Thank you and Best Regards,
Jim

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