Adaptive CCI for NT8 - futures io
futures io futures trading



Adaptive CCI for NT8


Discussion in NinjaTrader

Updated
      Top Posters
    1. looks_one milehightrader with 5 posts (5 thanks)
    2. looks_two TopGunNote with 4 posts (11 thanks)
    3. looks_3 Quick Summary with 1 posts (0 thanks)
    4. looks_4 casey44 with 1 posts (1 thanks)
    1. trending_up 1,707 views
    2. thumb_up 17 thanks given
    3. group 5 followers
    1. forum 11 posts
    2. attach_file 6 attachments




Welcome to futures io: the largest futures trading community on the planet, with well over 125,000 members
  • Genuine reviews from real traders, not fake reviews from stealth vendors
  • Quality education from leading professional traders
  • We are a friendly, helpful, and positive community
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts
  • We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

(If you already have an account, login at the top of the page)

 
Search this Thread
 

Adaptive CCI for NT8

(login for full post details)
  #1 (permalink)
Switzerland
 
Experience: Advanced
Platform: NinjaTrader
Broker: Dorman
Trading: Currency Futures, ES
 
mk77ch's Avatar
 
Posts: 85 since Oct 2010
Thanks: 14 given, 78 received

Hello,

is there an adaptive CCI for NT8 already?
I couldn't find it.

Thank you,
Mike

I never lose. I either win or learn.
Nelson Mandela
Started this thread Reply With Quote

Journal Challenge February 2021 results (so far):
Competing for $1500 in prizes from Topstep
looks_oneSBtrader82 's Trading Journalby SBtrader82
(170 thanks from 31 posts)
looks_twoJust BEING a Trader: Letting Go!!by iqgod
(116 thanks from 33 posts)
looks_3Wisdom is Emptinessby Mtype
(68 thanks from 25 posts)
looks_4Deetee’s DAX Trading Journal (time based)by Deetee
(31 thanks from 17 posts)
looks_5Journal for peanuts1956by peanuts1956
(23 thanks from 13 posts)
 
 
(login for full post details)
  #3 (permalink)
Legendary Market Wizard
Penetanguishene, Ontario, Canada
 
Experience: None
Platform: NinjaTrader-8
Broker: NinjaTrader Brokerage, Continuum
Trading: ZB, MES, NQ, YM
 
TopGunNote's Avatar
 
Posts: 839 since Jun 2011
Thanks: 3,225 given, 3,229 received



mk77ch View Post
Hello,

is there an adaptive CCI for NT8 already?
I couldn't find it.

Thank you,
Mike


Here's one that was a culmination of the prior AdaptiveCCI with the addition of an Ehlers Super Smoother to help (me) discern a change in momentum and or direction.

There are multiple options for coloring the chart background
In addition to [ All_Panels / Indicator_Panel / None ]

I must warn you, I am having trouble coding NT-8's background coloring functions though.

I could use some help improving the way I am using the Background Brushes because this version will eventually use the maximum number of Brushes (on a longer term chart) and will stop coloring the background correctly.

For now I just turn the background color off if I find that happening on a longer term chart.

Attached Thumbnails
Click image for larger version

Name:	Adaptive CCI 2019-02-13.png
Views:	279
Size:	173.7 KB
ID:	262707  
Attached Files
Register to download File Type: zip irAdaptiveCCI.zip (6.1 KB, 124 views)
Follow me on Twitter Visit my futures io Trade Journal Reply With Quote
The following 5 users say Thank You to TopGunNote for this post:
 
(login for full post details)
  #4 (permalink)
Tampa FL
 
Experience: Beginner
Platform: NinjaTrader Jigsaw
Trading: Emini ES
 
Posts: 9 since Mar 2020
Thanks: 6 given, 8 received

Bumping this thread to see if I can request assistance enhancing this indicator? I wasn't sure if I should use another thread, so apologies if so.

I have to say, this indicator (in my opinion), is one of the greatest indicators I have ever used. Kudos and a huge "Thank you!" to @TopGunNote and whomever was the original author of this indicator!

I am wondering if anyone would be willing to consider putting in some enhancements I've outlined below, along with an included example. I have tried to implement some of these enhancements using other indicators, but so far have fallen short. For example, using SwingRaysb2 as a breakline; I'm unable to apply SwingRays to the AdaptiveCCISuperSmoother.

Synopsis: Apply swing points (ala Price Action Swing Pro) to this indicator, so that it labels HH/LH, LL/HL and indicates divergence (as the Price Action Swing Pro indicator does).

Enhancements:
  1. Add feature that displays HH/LH and HL/LL, including the AdaptiveCCISuperSmoother value
  2. Add a feature that counts the number of sequential HH's or LL's and resets if broken
  3. Add a feature that identifies and labels divergence between the AdaptiveCCISuperSmoother value and the price, using swing points
  4. Add a feature that labels zero line breaks
  5. Add a configurable alert funtionality for swing points, divergence, zero line breaks, and threshold breaks

I've included a screenshot of what I'm manually doing for now, and as you can guess, you have to be ahead of the curve and it's hard to do when live trading. The reason I'm requesting this, is that I'm noticing that the old saying "The devil's in the details" applies so far (in my experience) when it comes to trading. Even though the Price Action Swing Pro applies to price (and I guess price is king), I am finding that applying a similar method with the irAdaptiveCCI indicator assists me with my trading greatly as it reveals nuanced details the price doesn't. Admitedly, I've only been trading slightly over a year so far (and had my but kicked mostly), I'm REALLY starting to see a turn around using a new method I'm developing with this indicator. Or, perhaps it's just helping me to 'see' what's happening more clearly.

In any event, I would GREATLY appreciate some help here if anyone finds any value in this. Feedback is appreciated and I hope to hear it on this excellent forum.

Screenshot:
https://pasteboard.co/JJX5Q9c.png

Thank you,
MHT

Reply With Quote
 
(login for full post details)
  #5 (permalink)
Flagstaff AZ/USA
 
Experience: Beginner
Platform: NT8
Trading: micros
 
casey44's Avatar
 
Posts: 194 since Jan 2010
Thanks: 3,105 given, 244 received

Thanks @milehightrader for bringing this up. Had forgotten it was here.
My tweak wish would be for an option to color background when above/below 100 lines.
Personally I find that filters out some of the ZeroLine crossing noise/chop.
Example: often the entry for a pullbacks in a trend that keeps poking > +100L can be below the ZL but still above the -100L, and I find it distracting to have the ZL color changes.

Visit my futures io Trade Journal Reply With Quote
The following user says Thank You to casey44 for this post:
 
(login for full post details)
  #6 (permalink)
Legendary Market Wizard
Penetanguishene, Ontario, Canada
 
Experience: None
Platform: NinjaTrader-8
Broker: NinjaTrader Brokerage, Continuum
Trading: ZB, MES, NQ, YM
 
TopGunNote's Avatar
 
Posts: 839 since Jun 2011
Thanks: 3,225 given, 3,229 received

@milehightrader and @casey44 I haven't made any of the changes either of you suggested.
However, shortly after my original post in response to the request by @mk77ch I did go back and correct the issue with the background coloring.
My bad for not coming back and reposting the corrected version I have included here.

Trade well,
John B.


irAdaptiveCCIv2 2021-01-18_6-40-ET

Attached Files
Register to download File Type: zip irAdaptiveCCIv2_NT-8.0.22.2 64-bit.zip (5.9 KB, 27 views)
Follow me on Twitter Visit my futures io Trade Journal Reply With Quote
The following 2 users say Thank You to TopGunNote for this post:
 
(login for full post details)
  #7 (permalink)
Tampa FL
 
Experience: Beginner
Platform: NinjaTrader Jigsaw
Trading: Emini ES
 
Posts: 9 since Mar 2020
Thanks: 6 given, 8 received


casey44 View Post
Thanks @milehightrader for bringing this up. Had forgotten it was here.
My tweak wish would be for an option to color background when above/below 100 lines.
Personally I find that filters out some of the ZeroLine crossing noise/chop.
Example: often the entry for a pullbacks in a trend that keeps poking > +100L can be below the ZL but still above the -100L, and I find it distracting to have the ZL color changes.

Hi @casey44, thanks for the feedback and good observation for the filter!

I've noticed a couple of things using this indicator trading ES/MES:
  1. Do not execute a reversal trade if the CCI breaks +200/-200 if it is the first swing point established after a zero line break; there is likely going to be continuation as there was enough momentum to drive it up that far. Consider reversing after it breaks +95/-95 and if other factors support it.
  2. Conservative Reversal trade entries are made inbetween the zero line and +95/-95 with a LH/HH swing point
  3. Aggressive Reversal trade entries are made inbetween +95/-95 and +200/-200 with a LH/HH swing point and yield more points but are riskier as you are still beyond the first threshold (+95/-95)
  4. Equitable distribution formations are nice with this indicator and are pretty reliable (I haven't performed any probability analysis yet). As in - zero line break but beneath first threshold (+95), then break of +95 threshold and peak, then breakdown below +95 again.

I have some more observations, but I plan to put it all together with the method I'm using in hopes others can chime in.

Have a good one!
MHT

Reply With Quote
The following user says Thank You to milehightrader for this post:
 
(login for full post details)
  #8 (permalink)
Tampa FL
 
Experience: Beginner
Platform: NinjaTrader Jigsaw
Trading: Emini ES
 
Posts: 9 since Mar 2020
Thanks: 6 given, 8 received


TopGunNote View Post
@milehightrader and @casey44 I haven't made any of the changes either of you suggested.
However, shortly after my original post in response to the request by @mk77ch I did go back and correct the issue with the background coloring.
My bad for not coming back and reposting the corrected version I have included here.

Trade well,
John B.


irAdaptiveCCIv2 2021-01-18_6-40-ET

Awesome @TopGunNote! Thank you!

I hope you don't mind, but I just had a couple of questions if you have time?
  1. Are you still using this indicator as a part of your trading arsenal or have you moved on?
  2. When you did/do use this indicator, would you mind providing a summary on how you were using it and any observations?

Thank you a ton for everything you do on here; I'm learning a lot from your Journal!

MHT

Reply With Quote
The following 2 users say Thank You to milehightrader for this post:
 
(login for full post details)
  #9 (permalink)
Legendary Market Wizard
Penetanguishene, Ontario, Canada
 
Experience: None
Platform: NinjaTrader-8
Broker: NinjaTrader Brokerage, Continuum
Trading: ZB, MES, NQ, YM
 
TopGunNote's Avatar
 
Posts: 839 since Jun 2011
Thanks: 3,225 given, 3,229 received


milehightrader View Post
Awesome @TopGunNote! Thank you!

I hope you don't mind, but I just had a couple of questions if you have time?
  1. Are you still using this indicator as a part of your trading arsenal or have you moved on?
  2. When you did/do use this indicator, would you mind providing a summary on how you were using it and any observations?

Thank you a ton for everything you do on here; I'm learning a lot from your Journal!

MHT

I definitely still use the Adaptive CCI, I've tried using other oscillators, Stochastics, RSI, TSI, ROC (Rate of Change) and they all have their own subtle differences but eventually I come back to the CCI.

When I first started trading I had no clue what to use, there were so many choices, and for every choice there were 10 different opinions about how to use each one. In the end one of my mentors said "You have to make your charts your own" so I started looking for something I was comfortable with.

My first attempt at doing that lead me to the basic 14 period CCI that I added a 34 EMA to.
The rules for using that were simple enough.

The Basic idea was to look for long trades when the 34 EMA was above the zero line and to look for short trades when the EMA was below the zero line.

One of the basic "keys" to using a CCI that I read about was to always "look to the left".

By that I mean is the current bar on the CCI extending beyond the most recent "hump" you can see to the left?
If the answer is "yes" you will "likely" see continuation of the current move.

Basic CCI with 34 EMA 2021-01-19


Along that study path I started reading John Ehlers writeups about Noise Elimination and Zero Lag indicators and then I stumbled on a version of the AdaptiveCCI here on futures.io.

With the help of a friend (who is a far better coder than I am), we put together the irAdaptiveCCI replacing the 34 EMA with an Ehlers Super Smoother.

irAdaptiveCCIv2 2021-01-19


I liked that it seemed to reduce some of the "Noise" I was seeing on the standard CCI and
I liked that the Ehlers Super Smoother was more responsive than the 34EMA of a 14period CCI was for momentum and directional clues.

Coloring the chart background came last as I was looking for a quick visual clue to help me pick the right direction to enter a trade from.
(My preference is to use the "MovingAvg_Rising" to decide the background color change. I think it helps me see the "end of a move" better.)

I'm not one to try to fade moves but if you are, you'll likely want to look to fade the moves with a short entry once the irAdaptiveCCI has gone above (or tested) the 200 line.
(The reverse of that scenario would be a long entry if the CCI has gone below (or tested) the -200 line) and the Super Smoother has changed color.

Good luck, I hope this writeup is useful for you.
Trade well,
John B

Follow me on Twitter Visit my futures io Trade Journal Reply With Quote
The following 4 users say Thank You to TopGunNote for this post:
 
(login for full post details)
  #10 (permalink)
Tampa FL
 
Experience: Beginner
Platform: NinjaTrader Jigsaw
Trading: Emini ES
 
Posts: 9 since Mar 2020
Thanks: 6 given, 8 received


@TopGunNote, I really appreciate you taking your time out to explain the background of how this indicator came about and the whys and hows. Everything you've said makes sense, and I'm going to reconsider how I'm using it, which is as a reversal trade confirmation indicator. Perhaps I should be looking the other way around. I guess my personality is such that I'm a 'counter-trend', don't run with the herd kinda guy, so it definitely impacts my trading. It's quite frustrating really, but overcoming or at least applying an objective balance to my trading psychology has proven difficult. Anywho - getting sidetracked a bit!

It's also reassuring that you are still using this indicator, since you've posted quite a few.

In light of what you mentioned:
"One of the basic "keys" to using a CCI that I read about was to always "look to the left". By that I mean is the current bar on the CCI extending beyond the most recent "hump" you can see to the left?"

- I'd love to see the super smoother value posted when an inflection occurs, but perhaps just a simple breakline of the lowest low and highest high would be of benefit, and would serve the ultimate purpose I was after? Meaning, I personally find it useful to have HH/LH/LL/LH and value posted, but a breakline would certainly fit the bill.

Do you have any suggestions on requesting help on this forum to see if anyone might be willing to include breaklines in this indicator? I think there is a 'Want your NinjaTrader Indicator Coded for Free' section, and I guess it would be best to post in there? And I wonder if it could recycle some coding from SwingRaysb2 for it?

Happy Trading!
MHT

Reply With Quote
 
(login for full post details)
  #11 (permalink)
Tampa FL
 
Experience: Beginner
Platform: NinjaTrader Jigsaw
Trading: Emini ES
 
Posts: 9 since Mar 2020
Thanks: 6 given, 8 received

Scratch my request for comments! I figured out how to apply SwingRaysb2 to the Super Smoother, and feel a bit foolish.

1. Add the SwingRays indicator, and choose the same panel as the irAdaptiveCCIv2.
2. Edit the input on the SwingRays indicator to source irAdaptiveCCIv2 (changed from the price)
3. Choose the SuperSmoother as the plot, and match the parameters for your irAdaptiveCCIv2.

Done!
MHT

Reply With Quote
The following 2 users say Thank You to milehightrader for this post:
 
(login for full post details)
  #12 (permalink)
Legendary Market Wizard
Penetanguishene, Ontario, Canada
 
Experience: None
Platform: NinjaTrader-8
Broker: NinjaTrader Brokerage, Continuum
Trading: ZB, MES, NQ, YM
 
TopGunNote's Avatar
 
Posts: 839 since Jun 2011
Thanks: 3,225 given, 3,229 received


milehightrader View Post
Scratch my request for comments! I figured out how to apply SwingRaysb2 to the Super Smoother, and feel a bit foolish.

1. Add the SwingRays indicator, and choose the same panel as the irAdaptiveCCIv2.
2. Edit the input on the SwingRays indicator to source irAdaptiveCCIv2 (changed from the price)
3. Choose the SuperSmoother as the plot, and match the parameters for your irAdaptiveCCIv2.

Done!
MHT

Atta boy.

Well done.

Follow me on Twitter Visit my futures io Trade Journal Reply With Quote


futures io Trading Community Platforms and Indicators NinjaTrader > Adaptive CCI for NT8


Last Updated on January 21, 2021


Upcoming Webinars and Events
 

NinjaTrader Indicator Challenge!

Ongoing
 

Journal Challenge w/$1500 prizes from Topstep!

February
 

Battlestations! Show us your trading desk - $1,500 in prizes!

March
 

Call Option Buying: The New Pain Trade? w/Carley Garner

Elite only
     



Copyright © 2021 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts