NinjaTrader 7 Indicators

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NinjaTrader 7 Indicators

Indicators in this section are compatible with NinjaTrader 7

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Volume Slope Indicator

This indicator simply plots a DOWN color if the current volume is less than the previous, and UP color if volume bar is greater than the last. So colors based on SLOPE of volume.

This is NOT the same as the "VolumeUpDown" Indicator that plots based on the UP/Down activity of the bars.

Details: Volume Slope Indicator

June 20th, 2011
Size: 1.73 KB
Downloaded: 563 times

Larry Williams Accumulation Distribution with ZLEMA

Here's version 2 of the Larry Williams Accumulation Distribution without a volume component. I made the period user modifiable. You should be able to import and it will overwrite.

Details: Larry Williams Accumulation Distribution with ZLEMA

June 14th, 2011
Size: 4.04 KB
Downloaded: 1019 times

RoundNumbers

Plot markers at round numbers above and below the market. User may also specify a list of number levels to mark, by using the 'Numbers ending with' parameter, i.e. "00, 25, 50" will mark all prices ending with those digits

Details: RoundNumbers

June 4th, 2011
Size: 2.44 KB
Downloaded: 772 times

Keywords: monpere numbers round roundnumbers

PrisonBreakerRSI

RSI with Colors and Sound when Price hits Over Bought/Over Sold Zones.

In the archive you will find the two standard sound files I use. You will need to put them in your Ninja Trader Program folder:
(in Windows 7 64-Bit C:\Program Files (x86)\NinjaTrader 7\sounds)

You can record your own messages here https://www2.research.att.com/~ttsweb/tts/demo.php

Details: PrisonBreakerRSI

June 3rd, 2011
Size: 85.52 KB
Downloaded: 565 times

Keywords: color rsi sound

MarketAnalyzerTools

This is a variant of the default CurrentDayOHL Indicator that adds optional audio alerts for new intraday highs and lows, and exposes a DataSeries called NewHiLo that can be used for other purposes such as conditional cell formatting in Market Analyzer. DataSeries NewHiLo will be equal to +1 for a trade at the session high, -1 for a trade at the session low, and 0 at other times. It can use Ninja Trader's Session Templates or Daily High/Low data from your data provider. DataSeries BA returns +1 of the last trade was at the Ask, -1 if it hit the Bid, and 0 for otherwise. Note the audio files in use, and change them as required for your installation.

The author's audio files and some development notes can be found at this URL: [SIZE=2][COLOR=black]https://nexusfi.com/ninjatrader-programming/10558-session-hilo-audio-alerts-beta.html[/COLOR][/SIZE]

If you find any errors in the code or have any suggestions, please post in that thread.

For more information on using cell conditinal formating in Ninja Trader, take a look at the online help: [SIZE=2][COLOR=black]http://www.ninjatrader.com/support/helpGuides/nt7/creating_alert__cell_and_filte.htm[/COLOR][/SIZE]

Ver 1.0 13 May 2011 Posted in forum by MXASJ.
Ver 1.01 13 May 2011 Minor refactor.
Ver 1.10 24 May 2011 Posted in Downloads Section.

NT 7.0.1000.5 Compile

Details: MarketAnalyzerTools

May 24th, 2011
Size: 4.48 KB
Downloaded: 1336 times

MultiPeriod Candles

Exported using NinjaTrader 7.0.1000.8

This is a simple indicator that allows to display larger timeframe candles on any chart. For example you can display 30 min or 60 min candles on a 5 min chart.

The larger timeframe candles are plotted behind the standard candles of the chart and are aligned to session times. Colors and opacity of the candles and the candle outline color can be selected.

The indicator has been tested to work on fixed period (minute), tick, range, Kagi, Renko and rangeNoGap charts. Due to its session logic in cannot be used on daily data.

Update December 3, 2010: Improved to work with all data feeds. Some data feeds fill and other do not fill the minute data, when no trade has occurred. The indicator will now select the correct intervals in both cases.
Update May 6, 2011: Bug fixed. On minute charts the first multi period candle after the session start contained one bar less than expected.
Update December 14, 2011: Indicator optimized following suggestion by Richard (Zondor).

Details: MultiPeriod Candles

May 10th, 2011
Size: 6.98 KB
Downloaded: 3259 times

Keywords: candles candlesticks multi timeframe

Derivative Oscillator

Exported using NT Version 7.0.1000.7

Constance Brown's Derivative Oscillator was published in her book "Technical Analysis for the Trading Professional".

The oscillator uses a 14-period RSI. The RSI is then double smoothed with exponential moving averages. The default settings for the smoothing periods are 5 and 3.

In a second step a signal line is generated from the smoothed RSI by calculating a simple moving average with a period of 9.

The Derivative Oscillator is calculated as the difference between the smoothed RSI and the signal line and displayed as histogram.

Details: Derivative Oscillator

May 2nd, 2011
Size: 8.11 KB
Downloaded: 1156 times

Keywords: derivative oscillator rsi

Day OHC Fibs v1

export using 7.0.1000.4
add 3 fib lines for Current Day OHC indicator

Details: Day OHC Fibs v1

April 13th, 2011
Size: 2.85 KB
Downloaded: 938 times

Keywords: close daily fibs high low

DynamicSRLines

This indicator draws horizontal Support/Resistance lines at various price levels, above and below the market, where price historically created swing High/Low pivots multiple times, creating support and resistance as price action bounced off of those levels.

Details: DynamicSRLines

April 12th, 2011
Size: 3.47 KB
Downloaded: 4631 times

Keywords: dynamic dynamicsrlines lines monpere sr

Index

"Index" is a multi-purpose multi-instrument indicator. It can be use to plot a 2 (or more) instrument spread, a total portfolio value, a 2 (or more) instrument pair or basket trade price, a multi-instrument index of your own creation, or even to calculate a major index (mainly useful for demonstration purposes). It works with "CalculateOnBarClose" set to either false (real-time) or true (for lower CPU overhead).

Parameters are:
1) SymbolList: a comma-delimited list of symbols
2) WeightList: a comma-delimited list of weights (1 per symbol; or a single weight (default: 1) for all symbols)
3) Divisor: A number (default: 1) divided into the sum of (symbols x weights)
4) NoOutputWhenMissingInput: (default: false) if true, plot will be blank for any bars which have a missing input; if false, the last known good output will be repeated.
5) OldestDataMinutes: Input is considered missing if older than this many minutes. If set to 0 (default) Input is considered missing if older than 1 bar. In no event will it use data from a prior day (if the symbol hasn't opened yet today, it is considered missing).

The ""Input Series" for the indicator is NOT used in the calculation; it is the "clock" that drives the output, and must be time-based (i.e. minute, day, etc. bars). The Input Series should be an active instrument (no missing bars). If you want to plot this indicator on a non-time-based chart (i.e. volume bars), you need to add a time-based data series to the chart, and select that as the "Input Series" to the indicator. This indicator may be used as input to another indicator, but if so you must press "F5" after adding it to the chart due to NT7 issues. Exported using NT version 7.0.1000.3

Usage Examples:

(1) Plot a pair trade spread: Long 3 INTC, Short 7 AMD
SymbolList: INTC,AMD
WeightList: 3,-7
Divisor: 1

(2) Plot the spread between two futures months:
SymbolList: ES 06-11,ES 09-11
WeightList: 1,-1
Divisor: 1

(3) Plot the value of a portfolio: 100 SBUX, 300 ACN, 100 AAPL, 200 CAT, 400 T, 100 GLD
SymbolList: SBUX,ACN,AAPL,CAT,T,GLD
WeightList: 100,300,100,200,400,100
Divisor: 1

Reproducing a major index is not especially useful because index quotes and history are easily available from data providers.
The following examples show how they are created, so you can create your own index that has meaning to you.

(4) Plot the Dow Jones Industrial Average (a price-weighted index)
SymbolList: MMM,AA,AXP,T,BAC,BA,CAT,CVX,CSCO,KO,DD,XOM,GE,HPQ,HD,INTC,IBM,JNJ,JPM,KFT,MCD,MRK,MSFT,PFE,PG,TRV,UTX,VZ,WMT,DIS
WeightList: 1 (DJIA is price weighted, all components have equal weight)
Divisor: 0.132129493 (the Dow Divisor as of 7/2/10, see https://www.cmegroup.com/trading/equity-index/files/djia-history-divisor.pdf)

(5) Plot SOX (a market-cap weighted index, weights are shares outstanding on 2/20/11, shares and divisor are from from https://indexes.nasdaqomx.com)
SymbolList: ALTR,AMAT,AMD,ATHR,AVGO,BRCM,CREE, CRUS,HITT,INTC,KLAC,LLTC,LRCX, MKSI,MRVL,MU,NETL,NSM,NVDA, NVLS,POWI,RBCN,SNDK,STM,TER, TSM,TXN,VECO,WFR,XLNX
WeightList: 364951315,2060521585,1396802719,146660859,490415275, 575686296,196473483,141628229, 63130703,1212702808,342283544, 392826431,251960161,103124900,
1105594919,1763931357,130849166, 490825711,941628062,184777433, 57263098,46993684,287133221, 153857427,371654361,1191268991, 805417714,81755766,465958033, 472202863
Divisor: 822180367

Details: Index

April 12th, 2011
Size: 10.93 KB
Downloaded: 665 times

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