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

  #41 (permalink)
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Need help?
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  #42 (permalink)
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Ergodic Indicators by William Blau

I have just uploaded / updated the following ergodic indicators by William Blau.

- Double Smoothed Momentum
- Double Smoothed Stochastics
- Directional Trend Index
- True Strength Index

For detailed information on the indicators, please read William Blau's book "Momentum, Direction and Divergence". The ergodic indicators by William Blau all share a common characteristic. He starts with an oscillator which can hold positive or negative values. This oscillator is exponentially smoothed several times. The result becomes the numerator. In a second step, Blau also exponentially smoothes the absolute amounts of the oscillator values, the result of which becomes the denominator. Dividing the numerator by the denominator and multiplying the result with 100 creates a new oscillator, which displays values between -100 and + 100. The whole process therefore is a normalization, which can be applied to all oscillators. For example, it is possible to create an Ergodic CCI by applying the same transformation to a CCI.

The Double Smoothed Stochastics and the Double Smoothed Momentum use the same approach to normalization as the (standard) Stochastics indicator, but just add double or triple smoothing.


Here are the links to William Blau's indicators:


Double Smoothed Momentum:

https://futures.io/download/ninjatrader-7/indicators/1536-download.html?view

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Double Smoothed Stochastics:

https://futures.io/download/ninjatrader-7/indicators/1457-download.html?view

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Directional Trend Index:

https://futures.io/download/ninjatrader-7/indicators/1537-download.html?view

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True Strength Index:

https://futures.io/download/ninjatrader-7/indicators/924-download.html?view

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  #43 (permalink)
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Notifications sent.

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

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  #44 (permalink)
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Calling the anaTSI from a strategy or other indicator

With the latest update of the anaTSI, I have added three GridCategory parameters, which are the trend filter, the overbought and oversold lines. Default values for those parameters are anaTSITrendType.TSI_Signal_Cross, +25 and -25.

@jlwade123: This means that you need to change the syntax, when you call the anaTSI from within another indicator or strategy. The correct syntax is now

anaTSI (int signalPeriod, anaTSISmoothType signalMA, int period1, int period2, int period3, anaTSISmoothType trueStrengthMA, anaTSITrendType trendfilter, int oversold line, int overbought line)

signalPeriod: period for the moving average, which is used for calculating the signal line
signalMA: moving average used for calculating the signal line
period1: first period used for smoothing the TSI (default value 20, the slow period)
period2: second period used for smoothing the TSI (default value 5, the fast period)
period3: third period used for smoothing the TSI (default value 1, which means no further smoothing)
trueStrengtMA: moving avarege used for double-smoothing or triple-smoothing the TSI
trendfilter: trendfilter used to produce the paint bars
oversold line: lower line plotted (default value - 25)
overbought line: upper line plotted (default value +25)


Triple smoothing

William Blau used both double smoothing (standard TSI) and triple smoothing. With the default values the indicator uses double smoothing, as the third smoothing period is set to 1 (no smoothing). If you wish to use a triple smoothed TSI, just change the third smoothing period.


Trend filter

The indicator comes with a trend filter

- which can be displayed as paintbars
- which can be directly used by a strategy (call anaTSI(......).Trend[0]

anaTSI(....).Trend[0] returns an integer, which can take the values + 1 (uptrend), -1(downtrend) or 0 (neutral trend). To determine the trend state, three different methods can be used:

(1) TSI_Signal_Cross:

- uptrend: TSI above signal line and above oversold line
- downtrend: TSI below signal line and below overbought line
- neutral trend: other cases

(2) TSI

- uptrend: TSI rising and above oversold line
- downtrend: TSI falling and below overbought line
- neutral trend: other cases

(3) Signal

- uptrend: signal rising and above oversold line
- downtrend: signal falling and below overbought line
- neutral trend: other cases


https://futures.io/download/ninjatrader-7/indicators/924-download.html?view


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  #45 (permalink)
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Update Traders Dynamic Index

I have added overbought (default value 68) and oversold (default value 32) lines to the Trader Dynamic Index. The updated indicator is available here:

https://futures.io/download/ninjatrader-7/indicators/799-download.html?view

The Traders Dynamic Index was developed by Dean Malone and presented as part of the E.A.S.Y trading method.


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  #46 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 46,238 since Jun 2009
Thanks: 29,350 given, 83,221 received

Notifications sent.

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
The following 2 users say Thank You to Big Mike for this post:
 
  #47 (permalink)
Elite Member
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Posts: 9,651 since Mar 2010
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Update Heikin-Ashi indicator

The Heikin-Ashi indicator had a small bug, which was discovered by @Nientenickgrazie. The trend information was not set properly to the BoolSeries "UpTrend" for the Heikin-Ashi indicator.

The bug did not affect the Heikin-Ashi charts, but only had an impact, when the indicator was called by another indicator or used with an automated strategy.

The Heikin-Ashi paint bar indicator was not affected, as the trend plot was properly calculated.


The updated version is available here:

https://futures.io/download/ninjatrader-7/indicators/467-download.html?view

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The following 8 users say Thank You to Fat Tails for this post:
 
  #48 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 46,238 since Jun 2009
Thanks: 29,350 given, 83,221 received

Notifications sent.

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
 
  #49 (permalink)
Elite Member
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Futures Experience: Advanced
Platform: NinjaTrader, MultiCharts
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Favorite Futures: Keyboard
 
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Posts: 9,651 since Mar 2010
Thanks: 4,226 given, 25,601 received
Forum Reputation: Legendary

Klinger Volume Oscillator

The Klinger Volume Oscillator was published by Stephen J.Klinger in the December 1997 issue of Technical Analysis of Stocks & Commodities. Here is a quick implementation for NinjaTrader.

Please read the original text published by Stephen Klinger to understand how to trade it. Here is a short excerpt:

"The most powerful use of the KVO comes when the indicator reaches an extreme reading either above or below the center line and reverses direction. This signals an exhaustion of the prevailing trend and warns of an impending reversal in price.

The most reliable signals occur in the direction of the prevailing trend. Trades against the trend tend to be high-risk ventures.

The most important signal occurs when the KVO diverges from price action, especially on price extremes, either in
overbought or oversold territory. When a security makes a new high or low for a cycle and the KVO fails to confirm
this, the indicator is warning that the trend is losing momentum and nearing completion."



Download link:

https://futures.io/download/ninjatrader-7/indicators/1544-download.html?view


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  #50 (permalink)
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Futures Experience: Intermediate
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