NinjaTrader 7 Indicators

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NinjaTrader 7 Indicators

Indicators in this section are compatible with NinjaTrader 7

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Multi-time Frame Stochastic

05/13/2012 NOTE: A newer version has been uploaded...(xcStoch)......
new version adds RangeNoGap...per requests from BMT members

xcStochastic...

In response to several BMT member requests to expand the "xc" series (crosschart) of indicators......this indicator will plot a Stochastic from about any Chart Type or Time frame on a different Chart Type or time frame.
The example shown is a 5min Stochastic running on a 1 min chart....(the original 5min chart is also shown just for comparison). The xcStoch will plot the 5min value on the 1min chart....
NOTE: Because the xcStoch draws based on the bar interval of the displayed chart, the Stochastic line may not change value for several bars when the "alternate" chart is a larger time period.....See the 'stairsteps' on the chart. In this configuration, StairStepping is NORMAL....not an error

xcStoch is selectable by Chart Type (Minute, Tick, Range)
and selectable by Chart Period.
D & K Plots are completely configurable as well (period, color, style, width, etc.) as are the high/low lines.

To increase the availability of this indicator to those who requested it, I am putting it in the "General Downloads" section instead of Elite....

Details: Multi-time Frame Stochastic

August 5th, 2011
Size: 9.73 KB
Downloaded: 924 times

Market Stats Indicator V1.0 with VWAP and POC from JPerl Thread

This indicator plots VWAP along with Standard Deviation Bands. It also plots a rolling intraday POC along with it.

Then the Skew, current size of ONE Standard Deviation, and the percentage ratio of skew to ONE Standard Deviation are all calculated. These are then displayed in the upper left hand corner.

General idea is based on Skew and trading around that. Skew is the relationship between the VWAP and the POC. A small skew implies the market is currently in a ranging environment. A larger skew implies the market is trending as the POC and VWAP are separating.

Positive Skew occurs when the VWAP is above the POC.
Negative Skew occurs when the VWAP is below the POC.
Symetrical Skew occurs when the VWAP ~= POC

Price below VWAP implies downtrend.
Price above VWAP implies uptrend.

The skewToStandard Deviation % is the ratio of the skew to the size of ONE standard Deviation. I put that there as a possible way to monitor how the skew may be stacking up to current volatility, i.e. the current standard Deviations....which is the distance between the bands. This should be a better measurement that a fixed number, as it is tied to volatility. The higher the %, the smaller the skew, the less likely a trend is in place.

I do not use these things and coded for a buddy. Details of how to trade them can be found at HERE.

I also have a pdf 'cliff notes' summary of the thread, but I can only seem to post one attachment with this indicator. If you want it, send a pm and I'll send it to you.

After some real time monitoring, I will update the next version with more customization for the end user such as more plotting options, color bars, trend etc.......

Notes, please read:

This indicator is an early release, I will update with new version in the near future
The newer version will have more plotting and display options
Also included will be a buffer to decide how much seperation to determine trending vs chop
Right now, the START TIME for the POC is there, but the START TIME for the VWAP is NOT. By default it starts and ends at the END of the US session, which is what most people will use I imagine. Will update in next release.

I had this up earlier but realized it didn't export from NT properly. I had someone else test it and this one should work fine.

Details: Market Stats Indicator V1.0 with VWAP and POC from JPerl Thread

July 25th, 2011
Size: 15.34 KB
Downloaded: 1106 times

Inside Outside Marker v1

Marks inside bars and outside bars with a diamond above the bar.

You can enable / disable inside bars and outside bars from displaying seperately and also change the color of the diamond marker, and how far above the bar it is placed in ticks.

Details: Inside Outside Marker v1

July 25th, 2011
Size: 2.01 KB
Downloaded: 780 times

ChartScale

Previously I only had this indicator posted on Ninja Support....(but based on requests, I've added it to the BMT downloads area. As I get time, I will modify and improve the code)

Ninja charts currently do not provide an automated method....(at least none I know of)....to set a 'visual scale' on Price.
Ninja allows manually scaling of the chart, but when price moves outside the desired range, Ninja requires you to..."click the F box"...in the upper left hand corner to regain scaling, and then repeat the manual process all over again. This means that when price narrows, the smaller swings take up the entire chart, causing small swings to visually appear the same size as larger swings....and causing small candles to elongate on the chart.

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I have coded a very basic "scaling indicator" that will hold the Ninja charts in a desired tick range (y axis up-down). When price narrows, the chart scale will remain as you set it and the candlesticks will paint themselves showing visually appropriate swings. When/If price starts swinging significantly and moves outside of your scaled range, the indicator lets Ninja scaling take over...so price always remains within the bounds of your chart.

The ChartScale indicator automatically adjusts to any market "tick size"....and calculates the scaling range based on your settings...
- Lookback Period
- Desired # of ticks for right hand y axis

The indicator adds the appropriate amount of 'space' to the top and bottom of the chart when price narrows, maintaining a visual perspective that reflects the narrowed price swing.

NOTE: The 'blue lines' on the example are simply to help illustrate the comparison, they do not actually draw on the chart

Details: ChartScale

July 24th, 2011
Size: 6.15 KB
Downloaded: 1054 times

Regression Channel V2

Exported using NT 7.0.1000.6

This indicator is an enhanced version of the NinjaTrader Regression Channel Indicator.

The indicator calculates the same values for the linear regression as the default NinjaTrader indicator does, but uses a modified Plot() method.

If you scroll the chart horizontally, this indicator will display the regression channel for the last bar painted on the chart, while the NinjaTrader indicator always displays the regression channel for the last bar of the data base.

To understand how it works, just put both indicators - the NinjaTrader default indicator and this indicator - on your chart and scroll horizontally, and you will notice the difference.

Update July 23, 2011: Indicator updated to work with non-equidistant bar spacing, as used by multi-series charts.

Details: Regression Channel V2

July 23rd, 2011
Size: 3.19 KB
Downloaded: 2500 times

Keywords: channel regression trendline

FTLM_STLM Digital Filter

Exported using NT Version 7.0.1000.6

This is a set of indicators, which is based on the work of V. Kravchuk, who published an article on Maximum Entropy Spectral Analysis in the Valutny Speculyant. The indicators are freely available for MetaTrader, and I have translated them to NinjaTrader.

The indicator formulas show that they are highly curve fitted, probably to the daily charts of EURUSD about 10 years ago. Therefore they should be used with precaution.

The indicators include

FATL, SATL, RFTL, RSTL: The Fast Adaptive Trendline (FATL), the Slow Adaptive Trendline(SATL), the Reference Fast Trendline (RFTL) and the Reference Slow Trendline (RSTL) are four digital filters that were obtained by Maximum Spectum Entropy Analysis. These four filters can be displayed via the anaAdaptiveTrendlines indicator, which is included with the package.

FTLM_STLM: This is the Fast Trendline Momentum and the Slow Trendline Momentum. FTLM as calculated as the difference FATL - RFTL, STLM as the difference SATL - RSTL. Display via anaFTLMSTLM indicator.

Range Bound Channel Index (RBCI): Allows to identify overbought and oversold conditions by using all main market cycles.

Perfect Commodity Channel Index (PCCI): Shows the high frequency component of the current volatility.

Update July 20, 2011: Range Bound Channel Index and Perfect Commodity Index added.

Details: FTLM_STLM Digital Filter

July 20th, 2011
Size: 15.32 KB
Downloaded: 885 times

Keywords: digitalfilters fir ftlm_stlm rbci stlm fatl ftlm pcci satl

ToogleTrades

If you are scalper like me, your charts probably get very messy. This simple indicator can help!!

- Adds a button to the toolbar which lets you show/hide trades on the chart.

Note*: If you are using my 'ToogleExecutions' indicator, remove from your charts and delete indicator before importing this new one.

Details: ToogleTrades

July 15th, 2011
Size: 2.01 KB
Downloaded: 968 times

MA Multi Time Frame (MTF) Indicator

Based on Ninja SampleMultiTimeFrame strategy + guidance from Ryan/Josh/Brett (Ninja support team), I was able to develop a simple MTF indicator capturing some MA entry requirements of a higher time frame (5-Range) and have a visual alert (text label) plotting on a lower time frame (3-Range) chart. It serves to remind me stay with Trend Direction and no counter-trend trades.

It took me over a month lol! I am hoping this simple indicator will shed light to those who are still trying.

Indicator will only run on NT 7.0.1000.5 or later

Details: MA Multi Time Frame (MTF) Indicator

July 13th, 2011
Size: 3.76 KB
Downloaded: 973 times

Keywords: ma mtf

SessionVolatilityBands V38

Exported using NT Version 7.0.1000.7

This indicator is an old version and there will be no more maintenance. All the features have now been integrated with the SessionPivots indicator that can be downloaded here:

https://nexusfi.com/download/ninjatrader-7/indicators/371-download.html?view

The indicators that come with the SessionPivots package also allow to display weekly and monthly average ranges.

Indicator will only run on NT 7.0.1000.5 or later.

The indicator detects the Average Daily Ranges (ADR) for two selectable periods and uses them to calculate intraday targets, which are displayed as volatility bands. The upper target band is calculated by adding the average daily ranges for the two periods to the current session's low. The lower band is calculated by subtracting the average daily ranges from the current day's high.

All daily ranges and bands can be calculated and displayed for the full session or any intraday (RTH) session defined via the template. It is recommended to display both ETH and RTH volatility bands by applying the indicator to the chart twice with different settings.

The indicator also can display OHL and Dynamic Fib Lines for the current session.

Indicator Settings

Band Type: The bands will auto-adjust to the current day's high and low, until the expected daily range is exceeded for both of the lookback periods. In this case the bands will freeze and change color (Band Type "Freeze"), stop (Band Type "Stop") or further expand (Band Type "Expand", requires a second expansion target).

Default BandRange: The default setting uses 100% of the ADR of the selected period. Instead of using 100% you can select any other percentage to calculate the intraday target bands.

Expanded BandRange: This is required for the Band Type "Expand". The default setting uses 127% of the ADR of the selected period. Instead of using 127% you can select any other percentage to calculate the second level of the intraday target bands.

Include After-Session : If set to true, the volatility bands of an intraday session will be extended to the next session, the after-session, but not recalculated. Default value is "false".

Period(1) for the average daily range: This is the period used to calculate the shorter average daily range. Default value is 3 days, maximum selectable is 100 days.

Period(2) for the average daily range: This is period used to calcualte the longer average daily range. Default value is 10 days, maximum selectable is 100 days.

Session: Select between the full ETH and the RTH session. Default value is "ETH."

Session for RTH: Select the RTH session, for which you want to display the bands. For FOREX, you would select "First" for the Asian session, "Second" for the European session and "Third" for the US session, if you use a session template with 3 intraday sessions. For ES you would select "Second", if your session is divided into night and day session. Default value is "Second". This option only applies, if "RTH" has been selected under "Session". A hybrid setting selects the third intraday session for FOREX and currency futures, and the second intraday session for all other futures contracts. Only select it, if you use triple session templates (Asian, European, US) for FOREX and Currency Futures.

Show Current Open: Selects or unselects Current Open.

Show Dynamic Fib Lines: Selects or unselects intraday Fibonacci retracements. Fib retracements will only be shown if Show High/Low is set to true.

Show High/Low: Selects or unselects to show the current day's high and low.

Show Projection Bands: Selects or unselects projection bands.

Show Projection Labels: Selects or unselects projection band labels.

Show Range Data: Displays average daily ranges and current day's range for the selected session in the upper left or upper right corner of the chart.

The indicator now calculates average daily ranges without using range data from Globex holiday sessions.

Update Jan 23 2011: Globex Holiday Calendar for 2011. Holiday sessions will only be applied to Globex instruments. Price markers are now correctly formatted for US interest rate futures and FOREX. FOREX ranges are displayed in PIPS.
Update June 2, 2011: New signature for GetNextBeginEnd() implemented.
Update June 20, 2011: The indicator now works with half-pip FOREX feeds. Indicator dialogue box improved.
Update June 25, 2011: Band colors were not serialized and therefore did not keep the selected color, when saved as part of a template or workspace.
Update July 11, 2011: Different band types are available. Once the daily target range has been exceeded, bands will change color and can be frozen, further expanded or cut off.
Update July 18, 2011: Serialization of the plots changed.
Update September 11, 2011: Expanded bands did not display correctly on days when both upper and lower range targets were hit. Bug removed.
Update September 24, 2011: ChartControl checked for null, indicator can now be called by strategies.

Details: SessionVolatilityBands V38

July 11th, 2011
Size: 13.43 KB
Downloaded: 3386 times

Keywords: dailyrange range session volatility

FP_PriceBox V1.0

This indicator plots a semi-transparent rectangle with user defined inputs for the Opacity, Border Color, Height and Width of the rectangle.

This rectangle stays centered over the CLOSING price, and moves with it, so you know how far away your limits are from the last traded price.

Useful to visualize how far away your total risk tolerance may be from current price upon entry.

Example: if you know your max risk tolerance for a particular instrument is 20 tics, set the upper and lower limits to 20. Then you can visually see how far away your stop will be from your entry on your chart.

If you wanted to do targets too, add this indicator again to your chart, and make it a different WIDTH, and you can visualize your stop and your target at your time of entry.

Details: FP_PriceBox V1.0

June 23rd, 2011
Size: 2.28 KB
Downloaded: 712 times

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