Updated: November 7th, 2017 (11:37 AM) Views / Replies: 42,192 / 98 Created: October 7th, 2013 (11:38 AM) by Fat Tails Attachments: 33

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# Collection of "ana"-Indicators for NinjaTrader

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Stochastics Universal

The original Stochastics indicator, which is attributed to George Lane, is based on the relative values of the current close compared to a lookback period of 14 days.

Fast Stochastics: The raw value is used as the K-line, the D-line is obtained by smoothing the K-line with a 3-period SMA.

Full Stochastics: The raw value is smoothed with a 3-period SMA to generate the K-line. The D-line is obtained as a 7-period SMA of the K-line.

The objective of the Stochastic Universal is to generalize the Stochastics formula by adding different options for

- calculating the raw value
- smoothing the raw value to calculate the K-line
- smoothing the K-line to calculate the D-line

The raw value can be calculated either as (close - lowest low)/ (highest high - lowest low) - this is the standard calcualtion - or it can be calculated as (close - lowest close)/(highest close - lowest close). For the smoothing about 30 different moving averages can be used. This results in approximately 1.800 different Stochastics indicators that can be created my selecting the parameters accordingly.

The indicator comes with different filters, which can be used to generate paint bars. At this stage I am still experimenting with the Universal Stochastics. Suggestions and feedback welcome.

The chart below show a Stochastics calculated from a raw stochastics which takes into consideration the close values onl. A distant-coefficient Ehlers filter is used for K-line and D-line smoothing. The trend filter is based on crosses and the overbougt and oversold conditions as defined by the two horizontal lines.

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Elite Member
Cedar Rapids, iowa

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Favorite Futures: 6E, TF, 6J

Posts: 626 since Aug 2009

Fat Tails
 ... The indicator comes with different filters, which can be used to generate paint bars. At this stage I am still experimenting with the Universal Stochastics. Suggestions and feedback welcome. ...

Remember, you asked: If I may suggest, based on a lot of requests I've seen and done, is the development of the kitchensink of options for each indicator. I know this may sound or seem overkill and it probably is, yet none the less for every indicator created there are always the same add-on requests. These are (not in any order):

Optional (as in turn on or off):
1) Paint bars.
2) paint outline of bars.
3) paint background.
4) Paint entire chart back ground.
5) Signal outputs for market analyzer/ strategy/external use.
6) Sound (from externally supplied user file).
8) Arrows/dots/triangles for crossovers.
9) region between lines/averages painting (as appropriate)
10) Streamwriter output of debug info.
11) Streamwriter output of indicator value and/or key indicator info.

I'm sure there are others but these are the ones that come to mind.

 "Money is better than poverty, if only for financial reasons." - Woody Allen

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 October 7th, 2013, 01:00 PM The Narrow Road Belgium   Futures Experience: Intermediate Platform: Ninjatrader Broker/Data: Ninjatrader Brokerage, CQG Favorite Futures: FDAX, FDXM ...maybe     Posts: 379 since Sep 2012 Thanks: 443 given, 456 received Tidy Up Suggestion Hi Fat Tails, I'm not sure what sort of feedback you are looking for. I will give it a shot. A super useful feature of many ana... indicators is the ability to use any of the many moving averages that are out there. You have recently coded some new ones I am thinking in particular of the gapless ones (but there have been others like the TTI/RWMA) It is a big job and other than packaging them all up as a suite as you have done for the session indicators I guess there is no easy way. In any case. You could consider adding it as a (low priority) "general ana..." task to update those indicators that have moving averages to include the latest and greatest. As always, many thanks. p
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 The following 3 users say Thank You to Fat Tails for this post:

Elite Member
Berlin, Europe

Broker/Data: Interactive Brokers
Favorite Futures: Keyboard

Posts: 9,693 since Mar 2010
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aventeren

Elite Member
Cedar Rapids, iowa

Futures Experience: Intermediate
Favorite Futures: 6E, TF, 6J

Posts: 626 since Aug 2009

Fat Tails

This I knew to be your answer based on your comments before in many other threads. I merely posed it now so that you (hopefully) only have to deal with the question once, assuming i covered the kitchen sink. No need to thank me...

 "Money is better than poverty, if only for financial reasons." - Woody Allen

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