NinjaTrader 7 Indicators

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NinjaTrader 7 Indicators

Indicators in this section are compatible with NinjaTrader 7

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Cumulative Session

This is a trivial indicator that plots the cumulative total of all Input values since the beginning of each session.
Useful for plotting of ^TICK as shown above.
Version 1.0 Feb 6, 2016
Generated with NT version 7.0.1000.30

Details: Cumulative Session

February 6th, 2016
Size: 1.82 KB
Downloaded: 362 times

Keywords: dalebru ^tick

LineAlert

This is the indicator coded a by Ninja tech support person maybe Ray. Can't remember anymore. It's from the Ninja forum if I remember. Straight forward but helpful for sure. Works with a Line, Ray, HorizonalLine and ExtendedLine. I made no changes to this indicator.

NT 7.0.1000.30

Ron

Details: LineAlert

January 14th, 2016
Size: 12.80 KB
Downloaded: 520 times

Keywords: alert line ray horizontal price extended

VolumeCounter2

Modified VolumeCounter indicator that allows for positioning of the volume value floating with price (or bottom right, top right, bottom left, top left).

Note that you may need to increase your chart margin with the 'floating with price' option (you will get a message "Increase chart Properties -Right side margin). Please, go to the chart properties and increase the margin accordingly to fit the text with the font size chosen.

Details: VolumeCounter2

January 11th, 2016
Size: 3.32 KB
Downloaded: 508 times

Keywords: counter volume

Wide Range Body and Hidden Gaps

Hello Traders, a few months ago, a trader that I met through BigMikes turned me on to The Strategy Lab.[URL="http://www.thestrategylab.com"] There is a lot of free material there to study. The more that I read, the more that I liked the concept, so I built an indi to show the Wide Range Body (WRB) and WRB Hidden Gap. The concept is to show increasing volatility and areas of support and resistance. I encourage you to read the free material.

This NT7 indicator will work on every chart type although it does not make any sense on some range restricted charts. It colors the candle of the WRB and paints a rectangle for the WRB Hidden Gap. It also draws a vertical line for a WRB in the event that you use it on a PnF chart since there is no candle to color. You can choose the colors and audio indications for the WRB and the WRB Hidden Gap and the line width for the WRB line.

If you are interested in the WRB Zones, I have heard that there is an indi on the Strategy Lab site called Mr Zones that works fine with this indi.

Trade Well
Bob

Details: Wide Range Body and Hidden Gaps

January 10th, 2016
Size: 3.00 KB
Downloaded: 683 times

MacdBBV4 + Gapless + TickSize

There has been a request for an NT7 version of my NT8 MacdBB indicator here:

https://nexusfi.com/local_links.php?action=ratelink&catid=27&linkid=1693

This version comes 'as is'

What you will get:

* Same features as Fat Tails' original MacdBB indicator.
* Gapless feature that ignores the session open gap.
* TickSize addition to help 'normalize' the macd value.
* Band region filled to the same color as the Bollinger plots.

What will not work:

* Dots plotted on price panel. Keep value 'false'. This is due to the 'filled bands', as NT will not allow plotting on both panels.
* My gradient version is not available.

Details: MacdBBV4 + Gapless + TickSize

December 19th, 2015
Size: 12.23 KB
Downloaded: 1223 times

You can have Doji with your unoutlined NT 7 candles

Name: DrawCandleClose / DrawCandleCloseWhite / DrawCandleClose Black Version 1

Author: James R. Walker

These indicators were created to show the Closing price when the CandleStick Opening and Closing price were the same and a Transparent Body Outline color was specified, when the Background color was not White. Standard NT 7 CandleStick Closing price is drawn with the Outline color and is Transparent when that color is Transparent, if the Background color is not White.

These Indicators are obsolete. Instead use fix described below. Attached file is a dummy file to meet posting requirements. Please download the file to log your interest in this fix, but do not install downloaded file. Instead, apply the fix manually. Never blindly replace standard files because of the risk of back leveling.

If you would like to have this fix standard NT8 CandleStick behavior, then post your vote for Tracking ID # SFT-818 to thread https://forum.ninjatrader.com/showthread.php?t=79416

NT 8 version fix available at https://nexusfi.com/local_links.php?catid=27&linkid=1668

Examples:
Top CandleStick: Chart Style = Candlestick with Black outline.

Middle CandleStick: Chart Style = CandleStick Transparent Outline After Fix

Bottom CandleStick on Black Background After Fix:
Chart Style = CandleStick, Candle Wick = White, Candle Outline = Transparent, Chart Property Background = Black and All markings that were Black = White.

NT7 Fix for Tracking ID # SFT-818 , Missing Doji when CandleStick Outline Transparent.
Description: Always draw the Doji Close line with the Wick Color instead of the Outline Color. This eliminates the inefficiency of having an Indicator check every CandleStick bar close for Open==Close and overwrite the already drawn Transparent Close line.

Applying this fix in no way changes the appearance of CandleSticks that have bodies. This can be verified with the examples provided.

NT7: Line 490 \Documents\NinjaTrader 7\bin\Custom\Type\@ChartStyles.cs
Replace:

Code

graphics.DrawLine(Pen, x - barWidth / 2, close, x + barWidth / 2, close);

With:

Code

graphics.DrawLine(Pen2, x - barWidth / 2, close, x + barWidth / 2, close);

I recommend the following to apply the fix. It may seem complicated but will save you time in the long run. Note that it is undocumented but NT Backup never includes files that begin with the character "@".

Attached file is a dummy to meet posting requirements.

1) Copy \Documents\NinjaTrader 7\bin\Custom\Type\@ChartStyles.cs
2) Paste the file and rename it @ChartStyles.cs Before SFT-818
3) Edit @ChartStyles.cs with with Notepad
4) Make change to line 490 with Notepad
5) Compile any NT file with NT Editor. New @ChartStyles.cs will be used in the compile.
6) From next start of NinjaTrader, CandleSticks will use Wick Color for Doji Close line.
7) Copy \Documents\NinjaTrader 7\bin\Custom\Type\@ChartStyles.cs
8) Paste the file and rename it @ChartStyles.cs After SFT-818Any NT updates will replace @ChartStyles.cs so you will have to make the changes again.

You can use Winmerge to compare updated @ChartStyles.cs and @ChartStyles.cs After SFT-818 and reapply fix to updated, after NT update.

Cleanup:
1) Delete Indicator DrawCandleClose.cs, DrawCandleCloseWhite.cs, and DrawCandleCloseBlackif, if they exist, from \Documents\NinjaTrader 7\bin\Custom\Indicator.
2) Start NT Editor > Compile any Indicator to remove deleted Indicators.
NT will automatically remove the Indicator from any chart that use it.

Test:
Create a CandleStick chart with Transparent outline. Verify that you see Doji.

Details: You can have Doji with your unoutlined NT 7 candles

December 9th, 2015
Size: 208 bytes
Downloaded: 200 times

True Strength Index (TSI)

Exported using NT Version 7.0.1000.30

The True Strength Index was developed by William Blau and published in his book "Momentum, Direction and Divergence". This version of the TSI is an enhanced version of the NinjaTrader default indicator. It comes with the following improvements:

Momentum period: The original version of the indicator uses the price difference between the current and the prior close, which is the 1-period momentum. The updated version of the indicator also allows for selecting a momentum period greater than 1.

Triple Smoothing: The standard version of the indicator comes with double smoothing for momentum and absolute momentum. William Blau himself also used triple smoothing, This indicator lets you choose between double and triple smoothing. If you set the third smoothing period to 1, you will get double smoothing, and the indicator will display identical results with the NinjaTrader default indicator.

Smoothing with different moving averages: William Blau has suggested to use the EMA for double or triple smoothing. This indicator offers you a selection of more than 30 different moving averages for the smoothing. The default is set to EMA in line with the original indicator.

Signal Line: I have added a signal line for timing entries and exits. The signal line is obtained by smoothing the TSI with one of the selectable moving averages, similar to the signal line of the MACD. The default period for the signal line is 7.

Histogram: The indicator has an option to plot a histogram, which shows the difference between TSI and signal line.

Trend definition: The indicator exposes the current trend via an IntSeries. The trend can be determined based on the TSI (rising & not oversold, falling & not overbought, neutral), the signal line (rising & not oversold, falling & not overbought, neutral)) or the TSI / signal line crosses. All trend definitions are not straightforward, but require a higher close to switch to an uptrend, or a lower close to switch to a downtrend. Moreover the DSM / signal line cross will only show an uptrend, when not oversold and a downtrend when not overbought.

Paint bars: The paintbars can be used to plot the trend information. The trend states are uptrend, downtrend and neutral trend as explained above. It is possible to apply the indicator to the price panel and unselect the indicator plots. This allows to use the indicator as a "paintbar only" indicator.

Sound alerts: The indicator comes with sound alerts which are triggered when the trend changes. The sound files are included with the zip file and should be manually copied into the directory Documents -> program files (x86) -> NinajTrader 7 -> sounds.

Update March 13, 2014: Trend filter, paint bars, sound alerts and histogram added.
Update November 16, 2015: Momentum period added. Option added to select from different moving averages.

Note: The parameter structure of the indicator was changed. In case that you have used the prior version of the anaTSI as input series for other indicators or strategies, these indicators or strategies will only work, if you change the syntax of the indicator call to conform with the new parameter structure.

Details: True Strength Index (TSI)

November 16th, 2015
Size: 86.86 KB
Downloaded: 2958 times

Keywords: blau momentum. trend truestrengthindex divergence smoothing trendfilter tsi

True Slope Indicator V1

THERE IS A NEW VERSION OF THIS INDICATOR. FIND IT AT:
https://nexusfi.com/download/ninjatrader-7/indicators/1922-download.html?view

At various times, I have wanted an indicator that showed the slope of a line between two price points on a chart. I looked here on the forum for one and found a number of people discussing it, generally attempting to measure the slope of a line they'd drawn on the chart, and realizing that, if the chart is resized in any way, the slope is changed, blowing its usability.

I finally looked at the question independent of the chart. Treating the problem as that of measuring the leftmost angle of a right triangle, with the hypotenuse formed by the price at the starting point and the price at the end point and the right angle at the lower right, I finally found a usage for the trigonometry classes I'd had.

If you know the length of two sides of a right triangle, you can calculate the angles using the inversions of the sine, cosine and tangent functions, the arcsin, the arccos and the arctangent.

Taking the difference in price between the starting bar and the ending bar, converted to ticks, as the height of the side opposite the angle and the number of bars as the length of the side parallel to the bottom of the chart, the leftmost angle can be calculated and it will stay the same regardless how the chart is resized. This gives the 'real' angle, or slope, of a line drawn from the price on the starting bar to a price on the ending bar. Fortunately, the C# programming language contains the arctan function, Atan(), so it was possible to build the math without my brain exploding.

I wrote a NinjaTrader indicator that allows you to choose whether to start on Open, Close, High, Median or Low, to choose whether to end on Open, Close, High, Median or Low and the period, or number of bars, you want to measure. I have uploaded the .cs file, zipped. Just import it, as usual. All the math is contained within the indicator.

No line is drawn on the chart (since it calculates for every bar, you'd potentially have a bazillion confusing lines). Instead a new panel is created with the angle at each bar plotted, between +90 and -90, which would be the angle if you measured price change on one bar.

The usability of this indicator is not as immediately obvious as I expected it to be. However, you can see that, where the plot makes a kind of 'plateau' or trough, price is continuing steeply up or down. With a long period, areas that are usually called 'chop' can be seen, as the angle maintains a value closer to zero.

This is not a lagging indicator, regardless how long the period is. Price movement on the current bar is immediately reflected in the angle. Relatively short periods can be used, for example, in automated trading to help guard against sudden unfavorable price spikes, an intra-day nemesis.

I have not tested moving averages of the angle, but those may also be useful, though will add a lag, of course.
(11/25/15) I have found myself using a Linear Regression Channel of the angle indicator and comparing to an LRC of price.)

I may also make an indicator that averages high-to-high, low-to-low, median-to-median and high-to-low angles in an attempt to emulate what the human brain does when we look at a chart. We see all this detailed activity, but the brain sort of fuzzes the image allowing us to immediately see, price going up, price going down, price going nowhere. Seeing the forest, rather than the trees.

If it seems to do the trick, I will post that, as well.
(11/25/15) After further exploration, I realized that the Linear Regression Channel indicator that comes with NinjaTrader does this already, and better than I could.

I hope those of you looking for an angle/slope indicator will find this of some use.

(Double-checked math. It is correct and you can use it with confidence. Understand that the 2 period minimum actually goes BACK 2 bars, so this version minimally measures 3 bars, including bar 0. 11/19/15)

Details: True Slope Indicator V1

November 15th, 2015
Size: 2.53 KB
Downloaded: 323 times

DavesFibber

This is a derivative work of PriceActionSwing. It requires the PricesActionSwing.base which is included in the download.

This is an idea based on the PASPro version of swing, which allows you to plot current Fib extensions and retracements. This offshoot indicator plots both the positive and negative extensions and/or retracements based on the settings you use. Not only that, but it keeps the plots historically so you can watch price arrive at the predicted fib targets.

This work was written by me in late fall of 2014.

Details: DavesFibber

November 13th, 2015
Size: 23.05 KB
Downloaded: 714 times

Decycler Indicators - DecyclerOscillator_V1

Decycler indicators Exported with NinjaTrader 7.0.1000.30

Note: The download on this entry and the one on the SimpleDecycler entry are the same and contain both indicators.

Revised 11/1/15

Revisions:

1 Ability to change plot colors and line widths.
2. Remove all code related to the signals produced for Bloodhound.
Another indicator which contains Bloodhound signals will be posted on the Bloodhound thread here.
3. Add basic signal codes to replace the Bloodhound codes.
4. Correct minor problem in code in formula calculation
5. Change the percent parameter to accept the more standard notation xx.y (%).

>>>End Revisions 11/1/15<<<

The two indicators provided, the Decycler Oscillator and the Simple Decycler, are based on the writing of John F. Ehlers published in the September 20015 issue of Stocks & Commodities magazine. The implementation used as the basis for this version was provided by NinjaTrader(NT). Although both indicators are contained in the download they are described separately. This entry describes the DecyclerOscillator.

The screenshot shows the DecyclerOscillator with modified version of the SimpleDecycler set to appear like the NT provided version (which can be downloaded here). Installing the NT version will not disturb the indicators provided as they are prefixed with �fpg�.

In the article Mr. Ehlers describes a class of filters known as high-pass filters which �allow the high-frequency components in the data to pass through to the filter output, and reject the low-frequency components�. He goes on further stating, �Since high-pass filters have very little lag, here is the trick to computing a decycler: Subtract the high-pass filter output from the data input.� This is performed in the partner indicator, the SimpleDecycler. He also states that, �You can virtually eliminate lag by getting rid of those low-frequency components.�. Both indicators contain the same algorithm (which is left to the interested math and EE gurus to figure out what he is doing) for identifying the high-pass frequencies.

The article states that the oscillator is useful when two instances , with different parameters, are placed in the same sub-graph. The NT implementation requires this to be done manually which, among other things this modification can do optionally. There are 2 controlling parameters, the HPPeriod (default 125) and the K value (default 1). According to the article, �The second instance is plotted at 80% of the HPPeriod with an input K value of 1.2. The basic idea is to compensate for a 20% reduction in cycle period with a 20% increase in the amplitude swing (the K value) of the indicator.�.

Ehlers notes that �there will always be some whipsaw conditions, but these are relatively easy to remove with other conditional statements in the code.�. Unfortunately he does not offer any suggestions here. Another important item to note, the default HPPeriod is set to the value of a half year on a day chart, likely being used for detecting cycle reversals on stocks. However as further stated in the article, �Decyclers and decycler oscillators can be used over a very wide range of input filter parameters�, but here too he offers no suggestions. This will be an experiment to be conducted by the user. However, setting it too low does introduce choppiness.

Enhancements:

1. The ability to request either the Slow, Fast, or Both plots (the �Plots Type� option).
2. Automatically adjust the fast indicator parameters by the specified percent (the �Percent� option) or to use the parameters specified by the user (the � AsSpecified� option).
3. Three signaling options are provided: Off, Basic, and Extended (experimental for Bloodhound users). The Basic option provides the standard IntSeries values for the crossing (1, 0, -1). Extended signaling is described in the BloodHound thread here.
4. Optional smoothing for both the Fast and Slow Plots

Caution:

If the Extended signaling option is selected additional but non-conflicting signals are sent to the same IntSeries used by the Basic signaling option.

Credits with my thanks to:
1. @Zondor and @Aligator for a formula used in the Extended signaling
2. @Jack22 for the formula and supporting code.

Change Log

9/29/2015 :- Initial release
10/1/2015 :- Correct error in algorithm code for calculating Fast plot in DecyclerOscillator
11/1/2015 :- Revisions are described at the top of this page

Details: Decycler Indicators - DecyclerOscillator_V1

November 5th, 2015
Size: 17.61 KB
Downloaded: 1875 times

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