NinjaTrader 7 Indicators

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NinjaTrader 7 Indicators

Indicators in this section are compatible with NinjaTrader 7

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CamarillaPivots

A description of pivots based on the Camarilla equation can be obtained by searching via google or your favorite search engine so I won't provide that here.

This indicator displays the pivots based on a calculation of the yesterday's High, Low, and Close. However, this seems to me to be ok for Tuesday through Friday but when Monday's pivots are based on Sunday's data then I think you should change the DailyHiLo parameter to false and enter Friday's High, Low, and Close. You can also set the DailyHiLo parameter to false as well if you want to base today's pivots on the market hours of the instrument you are trading.

There are labels on the right side for each level. Suggest you set your right margin to at least 40 in order to see the labels.

I have no idea if these pivots are significant or not. I saw a post from a new member of this forum who said they make money using them which motivated me to find out what they are. This indicator is a result of the research I've done trying to find out what Camarilla pivots are. Use them in good health.

Mike Winfrey

Details: CamarillaPivots

July 5th, 2010
Size: 2.44 KB
Downloaded: 804 times

Keywords: camarilla joeblow

jhlStdDev

Standard Deviation. Returns the same values as the standard supplied StdDev. However, the supplied StdDev iterates, this does not. Version 1.0.

Details: jhlStdDev

July 5th, 2010
Size: 2.28 KB
Downloaded: 213 times

Keywords: fluxsmith stddev

jhlEfficiency

A signal to noise ratio. Returns the total delta for the period divided by the sum of each individual period's delta. Does not iterate, so can reasonably be used with CalculateOnBarClose == false. Might be known by other names, documented as 'Efficiency' in 'Smarter Trading' by Perry J. Kaufman. Version 1.0.

Details: jhlEfficiency

July 5th, 2010
Size: 2.58 KB
Downloaded: 208 times

Keywords: fluxsmith efficiency signal noise

jhlPearsonCorr

Returns the Pearson product-moment correlation coefficient of the input series. This requires iteration, so should probably be used with CalculateOnBarClose == true.

Version 2 - Solves a /0 error, returns 0 if price is unchanged for all of the bars in the calculation.

Details: jhlPearsonCorr

July 4th, 2010
Size: 2.52 KB
Downloaded: 212 times

jhlMAX

Maximum value seen in period. Should return the same values as the standard MAX, which as of b18 has been fixed to reduce iteration. With that fixed the only advantage this has over the standard is memory reduction when used as a component and not displayed. (Both versions are now efficient with CalculateOnBarClose == false.)

Version 2 - Corrected calculation errors when COBC == false && Input != High

Details: jhlMAX

July 4th, 2010
Size: 2.31 KB
Downloaded: 279 times

jhlMIN

Minimum value seen in period. Should return the same values as the standard MIN, which as of b18 has been fixed to reduce iteration. With that fixed the only advantage this has over the standard is memory reduction when used as a component and not displayed. (Both versions are now efficient with CalculateOnBarClose == false.)

Version 2 - Corrected calculation errors when COBC == false && Input != Low

Details: jhlMIN

July 4th, 2010
Size: 2.32 KB
Downloaded: 261 times

jhlLinRegR2

R-Squared, Coefficient of Determination, the square of the Correlation Coefficient. This should return the same values as the standard supplied RSquared. Unfortunately both versions always iterate, so should probably be used with CalculateOnBarClose == true.
I believe my version to be slightly more CPU efficient, as it does not require a square root calculation used in the distribution version.
Version 1.0.

Details: jhlLinRegR2

July 3rd, 2010
Size: 6.78 KB
Downloaded: 165 times

jhlWMA

Weighted Moving Average. Weighting is linear from 1 .. n. Should return the same values as the standard supplied WMA, but intended to be a reusable component. Additionally, the standard WMA always iterates, this does not iterate on intrabar data, making it more efficient with CalculateOnBarClose == false.

Version 2:
Defaults to CalculateOnBarClose = false
Updated with new JHL.Utility.MA
Faster calculation

Version 3:
Even faster calculation

Details: jhlWMA

July 3rd, 2010
Size: 4.82 KB
Downloaded: 301 times

jhlATR

Average True Range. Should return the same values as the standard supplied ATR, but designed to be a space efficient reusable component. Version 1.0.

Details: jhlATR

July 3rd, 2010
Size: 6.25 KB
Downloaded: 261 times

Keywords: atr average fluxsmith range true

jhlMMA

Wikipedia calls this a 'Modified Moving Average'. Traders may know it as Welles Wilder's Moving Average, as it is the averaging method used in many of his indicators.

It's conceptually simpler than an EMA, the basic formula being:
average = (newValue + priorAverage * (n - 1)) / n

However, for any number of periods 'n', the outcome is identical to EMA(2 * n - 1). Since my basic indicators are all about efficient code reuse that is the implementation used here. Using the EMA formula is also slightly more CPU efficient than the formula above.

Version 1.0.

Details: jhlMMA

July 3rd, 2010
Size: 4.23 KB
Downloaded: 190 times

Keywords: average fluxsmith moving modified

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