This is a simple implementation of the trigger lines which can be used as a trend filter. The trigger lines are composed of a linear regression indicator (LinReg) and a signal line, which is calculated as the exponential moving average (EMA) of the linear regression line.
When the LinReg indicator crosses above the signal line, it is considered bullish, if it crosses below, it is considered bearish.
The indicator allows to select a color for bullish and bearish conditions and shades the area between the trigger lines.
Default values used for the periods are 80 for the LinReg indicator and 20 for the EMA.
Update January 13, 2011: Indicator speed improved.
Update August 25, 2012: Algorithm for draw area improved to work with COBC = false.
Update October 5, 2013: Indicator code modified to allow for correct coloring when the plot is shifted.
Places trade targets ruler on chart and calculates risk/reward/position sizing for trade planning, review and management, using Van Tharp style Risk based position sizing
Setting Lines:
- Middle mouse button click above/below any bar shows ruler for long/short respectively
- Shift-Middle mouse button sets entry line
- Control-Middle mouse button sets stop line
- Alt-Middle mouse button sets target line
Moving Lines:
- Lines can be selected and moved separately
- CTRL-ALT locks line relationships. Moving one line moves all lines together
- CTRL-ALT again unlocks line relationships
Clearing lines:
- The same key combination on a displayed line, erases that line
- Middle mouse button click on vertical line of the displayed ruler, erases the ruler.
- Control-Alt-Shift Middle mouse button erases all lines
- Unlimited stops and targets are allowed
If no entry/stop/target lines are explicitly set, then they are defaulted to high/low/close of the associated candle.
...
To change position sizing calculations:
- Change AcctSize, AcctRisk, and FixedShares user parameters
- or specify them in the line input boxes on the chart as follows:
100 => means trade a fixed size of 100 shares/contracts
$100 => means max stop loss size is $100
2% => means risk only 2% of AcctSize
Created this indicator to plot the 1 minute NYSE TICK and Advance/Decline on my range bar trading charts. I use it to see high/low TICK thresholds, TICK divergences, and A/D line market strength, used together to predict short term overbought/oversold market reversals. This can tell you when a pullback is imminent, or help trade reversals.
The necessary candles are artificially filled in to preserve the main chart bar spacing, but the high/low thresholds are retained. It also marks the 1 minute high/low TICK thresholds on the chart. The A/D line plot can be toggled on/off using CTL-ALT key stroke.
Note: You must have the NYSE TICK (^TICK) and Advanced Decline (^ADD) symbols defined in your Instrument database.
This is a new implementation of the Gann HiLo activator for NinjaTrader 7. The HiLo Activator was introduced by Robert Krausz with his FibonacciTrader and first described by him in "The New Gann Swing Chartist", which was published in the TASC magazine (Stocks & Commodities V16:2, pp 57-66) in 1998. The original HiLo Activator was a three day simple moving average calculated from the daily highs and the daily lows.
The HiLowActivator gives a reversal signal, when the bar closes below the low average in an uptrend or above the high average in a downtrend. The HiLoActivator should be used in conjunction with other indicators.
This NinjaTrader version has a few particularities:
- It calculates the indicator value from the prior bar, that is one period ago. This is the reason that I have called it U1 in line with the SuperTrend U11 indicator.
- With historical data and CalculateOnBarClose = true: Signals are generated for the current bar.
- With real-time data: The reversal signal is generated, when the first tick of the following bars confirms that the previous bar has been closed. It is recommended to use the One-tick repaint option with real-time data. The signal will then be shown for the bar which actually broke the stopline. The One-Tick repaint option is deactivated per default, to avoid any problems, if the indicator is called by a strategy.
Paintbars: The indicator has an option to display the trend via paintbars. Donwclose bars are filled, upclose bars are hollow. For the upclose bars an opacity can be selected for better visibility.
Arrows: The indicator has an option to display trend changes via an arrow.
Sound alerts: The indicator will alert to trend reversals and potential trend reversals. A potential trend reversal occurs when price touches the stop line intra-bar prior to the confirmation by a close on the other side of the stop line. The sound files are included with the indicator install file. Please unzip and copy them into the program files (x86)\ NinjaTrader 7\ sounds directory or whatever directory is used by NinjaTrader to store the sound files.
The HiLoActivatorU1 can calculate the stop line from the following moving averages:
- a moving median
- an ADXVMA
- a 2-pole Butterworth filter
- a 3-pole Butterworth filter
- a DEMA (double exponential MA)
- a DSMA (double simple MA)
- a DTMA (double triangular MA)
- a DWMA (double weighted MA)
- an Ehlers filter
- an EMA
- a 2-pole Gauss filter
- a 3-pole Gauss filter
- a 4-pole Gauss filter
- a HMA (Hull MA)
- a Holt EMA
- a Linear Regression indicator
- a SMA
- a 2-pole Supersmoother
- a 3-pole Supersmoother
- a TEMA (triple exponential MA)
- a TMA (triangular MA)
- a TSMA (triple simple MA)
- a TWMA (triple weighted MA)
- a VWMA(volume weighted MA)
- a WMA (weighted MA)
- a ZeroLagHATEMA
- a ZeroLagTEMA
- a ZLEMA
Before installing the indicator you need to update SuperTrendU11, Bollinger Universal & Keltner Universal, if you have them installed. Please remove old versions of those indicators first.
All previous versions of the ADXVMA are based on a dirty transcript from MetaTrader which has a number of bugs, inconsistencies or variables that are not being used. This is just an attempt to clean up the mess and come up with a proper version. These are the changes:
Initialization: Most versions are initialized with a value of 0 instead of Input[0], this usually creates false values for the first 100 or 200 bars.
Redundant variables: The transscripts from MetaTrader use 4 different variables for the period, although it is always the same period. A variable used for the shift in MetaTrader is carried around, although it always has the value 0.
Inefficient algorithms: The indicator mostly uses Wilder's smoothing for calculating exponential averages from the positive and negative Momentum. The smoothing constant k is calculated once and applied to the various steps required for smoothing. Searching the highest and lowest value for the last n+1 period was hidden in a complex algorithm.
Input Series: The prior versions can only be applied to the close, this version also accepts other input series, such as the high, low or the typical price of the selected instrument.
Trendfilter: The indicator can best be used as a trendfilter. The trend state, which can be positive, negative and neutral, is exposed via an IntSeries, which can then be accessed by other indicators and strategies. The trend can also be shown via a paintbar option.
Update June 11, 2012: Trendfilter and colors modified to avoid frequent trend changes.
Update July 3, 2012: Serialization of display options changed. This will make it simpler to call the indicator from other indicators or strategies.
This is a fast version of the MACD BB Lines indicator. The MACD settings and the band period, the multiplier for the standard deviation, the dotsize and all colors can be selected.
Different colors can be selected for a rising and falling MACD and for dots outside and inside the Bollinger Bands. The zeroline crosses are indicated by large dots. The zeroline itself can be used as a trend filter.
Paint Bars: The price bars can be painted in the same color as the dots. To allow for differentiating downcloses from upcloses, downcloses are filled while upcloses are hollow bars. The opacity for the upcloses can be selected.
Alerts: Breakouts from the Bollinger Band (violation dots) can be indicated with arrows or sound alerts. A sound alert for zeroline crosses has also been added.
This indicator can also be used on multiseries charts or charts with equidistant bar spacing set to "false".
The default colours are adapted to dark backgrounds. Please change them, if you use the MACDBBLines on a lighter background.
The sound files are included with the zip file. You have to unzip them manually and copy them to the NinjaTrader sounds directory.
Update April 5, 2011: You can now select different colors for
- rising MACD below upper Bollinger Band
- rising MACD above upper Bollinger Band (trending)
- falling MACD above lower Bollinger Band
- falling MACD below lower Bollinger Band (trending)
Update July 17, 2011: Indicator simplified.
Update September 6, 2011: Options for customizing plots added.
Update February 8, 2011: Paintbars added.
Update May 17, 2012: Arrows and sound alerts added. Opacity for upclose paint bars is selectable.
05/24/2013)
DEPRECATED..... use the new version xcStochMACD ....
Allows you to plot a Stochastic from a different time frame on your chart.
Typical use is to view a larger time frame Stochastic on a smaller (faster) chart....
(EX: Plot a 5min Stochastic on a 1min chart).
Also allows you to plot a Stochastic from a different BarType on your chart.
The example shown plots a RangeNoGap(5) on a Tick Chart.....but you can plot
Minute Stochastic on Tick Charts or Range charts....or vice versa. You can plot
any accepted bartype Stochastic on any other accepted bartype chart.
Accepts standard Ninja Minute, Tick, and Range bars.....and.....accepts BMT RangeNoGap Bars. (NOTE: For those who do not have the RangeNoGap bars installed, you may get a warning message in the Ninja Log informing you that "Custom2 could not be found". In this case Ninja simply uses the default value of the indicator. Ninja will work quite fine....but if you have occasion to check your logs, it will let you know that you don't have that bartype installed.
CAUTION: if you plot a Stochastic from a very small/fast chart, on an extremely large/slow chart...the code will still work, but the "visual" effect will most likely not be helpful. The Stochastic from the fast time frame will go up and down so much that it will look like a fine tooth comb.....
May 12th, 2012
Size: 12.50 KB
Downloaded: 486 times
1189
photog53
Here is a simple mod to the Fat Tails anaRegressionChannel with slope up/down colors. For more information see the original indicator here.
4/26/12 - Replaced with a version that allows the lines to have the correct colors as the chart is scrolled. Originally it was just a real time indicator.
November 26th, 2013 12:57 AM SodyTexas Sounds a lot like Toby Crabel's breakout, great stuff! Thanks Fats. Have you looked at Linda's Raschke adaptation? I'm s
ure you have.
Cheers,
September 23rd, 2013 11:33 AM tflanner thanks for everything...very helpful
November 16th, 2013 05:22 PM noyss Perfect indicator! The only thing, sometimes when I use Replay Data the indicator dissapear and need to reinstall again,
itīs a minor bug...
Thank you so much
August 19th, 2012 08:37 AM john2000
July 5th, 2012 06:20 PM syxforex Thanks for doing this Danny, great to see so many other people liking it too... thanks again
October 6th, 2020 11:39 AM JadeL Amazing - thank you for sharing!
April 12th, 2017 10:39 PM romus Thank you
January 21st, 2017 06:18 AM sienna FatTails, a truly excellent indie. I am very very appreciative !!!!! Will you be developing this for NT8? Many Thanks !!
!!
March 25th, 2016 06:09 AM Florida99 Thank you Harry, you are very generous with your time and knowledge.