NinjaTrader 7 Indicators

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NinjaTrader 7 Indicators

Indicators in this section are compatible with NinjaTrader 7

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Volatility of a EMA (VEMA)

I know we all have seen it. When you have a indicator calculating on tick and not on bar close, that EMA will bounce around until bar settlement. It may have gave a signal, it might have not.

This indicator will plot the high and low of the range of a EMA that takes place intra-bar. This way you actually know what the EMA did while the bar is building and not have to rely on the bars settlement.

To use, you must set CalculateBarOnClose to false. If you don't, then you have a regular EMA.

Hope someone finds this helpful.

Cheers,

SodyTexas

Details: Volatility of a EMA (VEMA)

November 5th, 2013
Size: 2.25 KB
Downloaded: 325 times

Coral Trendfilter

Exported using NT Version 7.0.1000.16

This is an indicator adapted from a C# implementation for cTrader. It is a simple linear IIR filter. The indicator is widely available for MetaTrader 4 in Forex fora, but I have not checked the C# version against the original mq4 files.

When price is above the Coral filter, only consider a long position. When price is below the indicator, only consider a short position.

Detailed information on the indicator is available here:

https://www.forexfactory.com/showthread.php?t=127271

The indicator comes with a trend indication based on the slope of the linear filter. The neutral range can be adjusted via the threshold parameter. The trend can be displayed via paintbars. The trend state is exposed via an IntSeries() and be directly called from a strategy.

Details: Coral Trendfilter

October 27th, 2013
Size: 4.99 KB
Downloaded: 1437 times

Keywords: coral filter iir trendfilter

Range Analysis

Exported using NT Version 7.0.1000.16

This indicator allows to detect narrow range bars, inside bars, wide range bars, outside bars and triangles. The bar types follow the terminology presented by Toby Crabel in his book "Day Trading With Short Term Price Patterns and Opening Range Breakout". The triangle is a pattern made popular by Linda Bradford Raschke, also see here: https://nexusfi.com/ninjatrader/27847-linda-bradford-raschke-three-bar-triangle.html

These are the patterns that can be identified with the indicator with default settings:

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

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

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

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

Each of the patterns above can be selected an unseleceted. It is not recommended to display all the patterns at the same time on an intraday chart. The different patterns can be shown as text, diamonds or paintbars.

Simple inside bars: When the parameter "lookback inside bars" is set to 2, the indicator will detect all inside and double inside bars without taking into account their range size relative to preceding bars.

Simple outside bars: When the parameter "Lookback outside bars" is set to 2, the indicator will detect all outside bars.

The indicator comes with sound files which are part of the zipped file. The sound files can be extracted and copied to the directory C:\program files (x86)\NinjaTrader 7\sounds. The sounds will work with COBC=true and COBC= false. With COBC= false, wide range and outside bars are detected intra-bar, while narrow range, inside bars and triangles are detected after the bar has closed.

Details: Range Analysis

October 19th, 2013
Size: 363.38 KB
Downloaded: 1713 times

Keywords: inside insidebar narrowrange narrowrangebar outside outsidebar triangles widerange widerangebar

Inverted Charts v1.0

Here is a method to invert charts of VIX, ZN, ZF, ZB if you prefer looking at the mirror image rather the default chart. Full credit to the folks over at Ninjatrader for posting this.

The indicator draws a mirror image of the default chart as a line chart, candlesticks are not supported. The dataseries you want to invert should be specified in the "Input Series" option of indicator. See link above for notes on the custom range.

Details: Inverted Charts v1.0

October 9th, 2013
Size: 5.67 KB
Downloaded: 201 times

New Highs and Lows

Exported using NT Version 7.0.1000.15

This is a simple indicator, which detects new highs and lows. The highs and lows can be shown both as paintbars or as diamonds.

The definition of a new high can be either based on the bar high or the bar close. A new high based on the bar high is the highest high over the lookback period. A new high based on the bar close is the highest close over the lookback period. The same logic is applied to new lows, which can also be calculated from the bar lows or the bar closes.

With default settings the bar detects new 89-bar highs and lows.

The indicator works on both candlesticks and OHLC bars.

Update August 10, 2013: New highs and lows can be either based on high/low or on the close of the current bar. Highs and lows can be either shown as paintbars or as diamonds. Efficiency of algorithm improved.

Details: New Highs and Lows

August 12th, 2013
Size: 8.39 KB
Downloaded: 1527 times

Keywords: high low newhigh newlow

Moving Mean, Median and Mode - TPO & VWTPO

Exported using NT Version 7.0.1000.14

Moving averages are widely used as tools in technical analysis. They come in all variations and colors. The simple moving average can be considered as a moving mean of the close values of a series of price data. Many other indicators are weighted moving averages, which are also applied to the close values.

However, there are other measures for statistical distributions, which are usually neglected. This includes the median and the mode.

Also most moving averages are only calculated from the close values, where as open, high and low are neglected. Why ignore information which is already contained in the price data?

This package includes a TPO mean, a TPO median, a TPO mode (calculated from high and low points of price) and a VWTPO mean, a VWTPO median and a VWTPO mode (calculated from both price and volume data). TPO and VWTPO indicators do not use the open value and the close value, but both assume that the volume is evenly distributed over the range of a price bar. Although this information is mostly incorrect, it is still a better approach when compared to the traditional solution of calculating indicators exclusively from the close values.

Here is a description of the six indicators:

Moving Mean (TPO):

This indicator can be considered as a range weighted moving average that uses the bar center (high + low)/2 as input series. Usually wide range bars have a higher volume than narrow range bars. This makes sense giving them a higher weight. When a breakout occurs, the MovingMean (TPO) will adapt faster than a traditional SMA. Compared to a SMA the lag is reduced when volatility increases, but it is lagging more when volatility decreases.

Moving Mean (VWTPO):

This indicator is identical to the VWMA, when the bar center (high + low)/2 is used as input series. It is pretty similar to the TPO mean, but uses real volume instead of approximating it via the range. The properties of this indicator are similar to the TPO mean, but it should be slightly more accurate.

Moving Median (TPO):

A statistical median calculated from all data points of all bars contained within the lookback period. Compared to a standard median calculated from the closes (also see here: https://nexusfi.com/download/ninjatrader-7/indicators/829-download.html?view ), it should give a better approximation of the statistical median of the entire price volume distribution. The median is the most stable of the three statistical measures and probably the most representative as well.

Moving Median (VWTPO):

This indicator is similar to the TPO median, but should give an even better approximation of the the statistical median of the price volume distribution.

Moving Mode (TPO):

The indicator shows the price with the highest occurence over the lookback period of the indicator. As the price volume distribution of the single price bars over the lookback period is unknown, there can be a significant error in any estimation. Unlike the median, the mode is not self-correcting in a way that errors cancel out. It should therefore be used with prudence. However, this indicator will still yield far better results than the Pearson formula, which should only be applied to unimodal distributions.

Moving Mode (VWTPO):

The indicator shows a better accuracy than the TPO mode, but still suffers from its inherent instability.

Details: Moving Mean, Median and Mode - TPO & VWTPO

August 6th, 2013
Size: 17.15 KB
Downloaded: 1323 times

Keywords: mean median mode statistics tpo vwtpo

UniRenko - Universal Renko BarType v4

Change log:
UniRenko - Universal Renko BarType v4 (July 31st 2013) --> Price 'traveling' to '0' during Market Replay issue.

This is an update for the UniRenko Bars type that fixes an issue with Market Replay that causes price to 'travel' to '0' in certain situations.
This fix is in addition to the memory leak fix provided in the previous version (v3).

Please, use this version as it has been thoroughly tested and should be stable at all times.

After importing, exit NT and reenter to access the fixed UniRenko bars.

UniRenko - Universal Renko BarType v3 (July 10th 2013) --> Memory leak fix
This is an update for the UniRenko Bar type that fixes a memory leak that would prevent these bars from being used with Market Replay and other conditions.
This update just fixes the memory leak issues and does not make any additional changes to the original monpere code.

UniRenko - Universal Renko BarType --> Original monpere version
Please, refer to the original description of these bars by the original creator (monpere) here:
https://nexusfi.com/local_links.php?catid=19&sort=d&filter=u&pp=1000

Details: UniRenko - Universal Renko BarType v4

July 31st, 2013
Size: 2.84 KB
Downloaded: 6871 times

Keywords: unirenko

Risk Reward V2.1

Exported using NT Version 7.0.1000.14

Risk Reward and Position Sizing Indicator V2.1 (based on original work of Mompere)

Calculates Risk/Reward and Position Sizing for trade planning using horizontal lines drawn at potential trade Entry, Stop and Target. The indicator will automatically update the risk/reward and position sizing on the fly when you select and drag the Entry, Stop, and Target lines.

Position size and risk/reward can be calculated from user input parameters for Trading Account Size, Percent Account Risk per trade, Fixed Dollar Amount per trade, or Fixed Share Sizing.

Click on the "$$" button to display/hide the Risk/Reward analysis.

Now supports dynamic pip value calculation for FX trade position sizing. Works for most cross-pair except for those very exotic cross pair.

Revision:
Jul 29 2013 (ckkoh): 1) Improved position sizing calculation for FX. 2) Enhanced reward risk calculation that includes spread. 3) Customizable line colors. 4) Reduced CPU utilization. 5) Display actual Buy price for Short position.
Mar 29 2012 (ckkoh): 1) Added a button to display/hide Risk Reward analysis. 2) Enhanced the Position sizing to support FX Lots type.

Details: Risk Reward V2.1

July 29th, 2013
Size: 6.19 KB
Downloaded: 1956 times

UniRenko - Universal Renko BarType

This is my implementation of a Universal Renko bar type. It allows the user to choose when the bar closes in the direction of the previous bar (Trend), and when it closes in the direction against the previous bar (Reversal).

This allows you to tailor the bar to behave specifically how you want it in ways that hopefully may enhance your particular trading style. As an example, if I am a reversal trader, entering on reversal bars, and putting my stop behind the entry bar, I can choose trend and reversal settings that minimize the size of reversal bars, and therefore optimize my stop sizes, etc.

Parameters are:

'Tick Trend' - Number of ticks to close the bar in the Trend direction
'Tick Reversal' - Number of ticks to close the bar in the Reversal direction
'Open Offset' - Number of ticks offset to draw the artificial open

Like most Renko bars, the bar open is artificial, and is placed by default halfway up the previous bar. The open is aesthetic only, it is not used in the bar size calculation. The tails on the bar show real prices. The artificial Open may affect your backtesting depending on the coding of your strategy. Internally uses NT PeriodType.Custom5

V2:
To support Muti TimeFrame indicators/strategies using the Add() method, added an alternative way to specify all bar specs in the 'Tick Trend' parameter. You can now alternatively specify each parameter as 3 digits in the Data Series window 'Tick Trend' parameter or Add() method 'Period' parameter. For example to specify TickTrend=4 , TickReversal=8, OpenOffset=2 or (T4R8O2) then specify: 'Tick Trend'=004008002 in Data Series window, or Add(PeriodType.custom5, 004008002);' in your MTF code. The normal way of specifying the parameters will continue to work as well.

IMPORTANT UPDATE JULY 11 2013, "VERSION 3" -- FROM BIG MIKE:
July 11 2013: Please note, user "dstrader" has uploaded a crucial bug fix for this bartype. You can find the download link here: https://nexusfi.com/download/ninjatrader-7/indicators/1430-download.html?view

Note you must use that link to download V3.

You can find the discussion thread here: https://nexusfi.com/ninjatrader/24408-unirenko-universal-renko-bar-type-20.html

Details: UniRenko - Universal Renko BarType

July 11th, 2013
Size: 2.08 KB
Downloaded: 4850 times

Keywords: bar unirenko trend renko bartype universal type reversal monpere

Candle Quarters

I posted this in the Elite area yesterday as a .cs file. Here is it as a Zip file...

We have all studied price action of candles to try to predict what might be coming up. I have been studying and trading off of candle centers for quite some time and finally made a simple indicator to mark the 25%, 50%, 75% and Pivot of the candle to show me where pullbacks might go to. Bull Candles that close below 50% can indicate that the Bull move is ending. The reversing candles like to retrace to 50% on the new move, so you know where to jump in when the new move has started. Study it and see what you think. I use it and find it valuable on various time settings. The ZOrder is a function that is documented in the Ninja help files. ZOrder is the stacking of the drawing objects on the chart. It is not well controlled by Ninja but I found that 30006 seems to work pretty well.

Trade Well
Bob

Details: Candle Quarters

July 1st, 2013
Size: 2.06 KB
Downloaded: 1070 times

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