fxsystematic 

Try this now. It works on my side. PS. Put the original indicator outside ninjatrader in separate folder.

Yup ! It works great . Thanks a lot bro . So you can code? Or you just edited?

DebayanSen 

Yup ! It works great . Thanks a lot bro . So you can code? Or you just edited?

You welcome. I only edited. Now i delete the post with attachment so to keep the thread clean.

fxsystematic 

You welcome. I only edited. Now i delete the post with attachment so to keep the thread clean.

Even though it had been working with 90 percentile , I would like to tell you that I made a very silly observation. Its 90 percentile and its not sigma as we know it. Its the cumulative probability that 90% of all observations fall below this value. 95 won't mean 2 sigma...it implies 95percentile. Rotation such high is rare. Better to stick with 90 percentile

Ratdog 

I am not sure if anyone has been doing this yet or not, but I do not use this as a counter trend tool. I actually use this as a "continuuation of trend" tool. I have 4 very hard rules I follow and if you'd like to help me build it into a strategy please send me a message! Thank you,

I've messaged you, would like to hear more

amoeba 

@DebayanSen Not sure if this is exactly what you are after but I have another indicator that uses fractals to calculate the rotations then bins the rotation lengths to calculate 1st & 2nd SD's. It has two inputs, number of bars included in the fractal pivot & minimum ticks between H's & L's. I believe FT used 5bar fractals to calculate his rotations. (this could have changed)

@amoeba

I just stumbled upon this indicator and it is great. Thank you.

Is there a way to filter this by hour of day. For example, the last 30 days I want to know rotation lengths from 6:30-8:30pst and the lengths from 8:30-10:30 pst..... I know the rotations are a larger in the morning, then they're smaller midday, and large again in the evening. It would be good to be able to make adjustments for different times of the day.

Semifaded 

@amoeba I just stumbled upon this indicator and it is great. Thank you. Is there a way to filter this by hour of day. For example, the last 30 days I want to know rotation lengths from 6:30-8:30pst and the lengths from 8:30-10:30 pst..... I know the rotations are a larger in the morning, then they're smaller midday, and large again in the evening. It would be good to be able to make adjustments for different times of the day.

I will see what can be done

Semifaded 

@amoeba I just stumbled upon this indicator and it is great. Thank you. Is there a way to filter this by hour of day. For example, the last 30 days I want to know rotation lengths from 6:30-8:30pst and the lengths from 8:30-10:30 pst..... I know the rotations are a larger in the morning, then they're smaller midday, and large again in the evening. It would be good to be able to make adjustments for different times of the day.

In ninjatrader just run the indicators with different session templates.

TWDsje 

In ninjatrader just run the indicators with different session templates.

The templates are based on the RTH or ETH sessions. I do not see how you can run a data series for just one hour a day. Unless I'm missing something?

TWDsje 

In ninjatrader just run the indicators with different session templates.

This should work, the code only uses Bars.IsFirstBarOfSession, so if you create sessions of varying times it will only compute the SD's of fractals inside those times.

amoeba 

This should work, the code only uses Bars.IsFirstBarOfSession, so if you create sessions of varying times it will only compute the SD's of fractals inside those times.

Unfortunately, you can't select a session time like 10-12 est. The sessions you can select are RTH or ETH.