NinjaTrader 7 Miscellaneous

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NinjaTrader 7 Miscellaneous

Downloads in this section are for NinjaTrader 7 and include files that don't fit into any other category (ie: Market Replay Data, Custom Bar Types)

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NYSE Composite Index Daily 12/31/1965 to 01/23/2017

NYSE Composite Index Daily 12/31/1965 to 01/23/2017

Details: NYSE Composite Index Daily 12/31/1965 to 01/23/2017

January 24th, 2017
Size: 757.68 KB
Downloaded: 36 times

NASDAQ Composite Index Daily 02/05/1971 to 01/23/2017

NASDAQ Composite Index Daily 02/05/1971 to 01/23/2017

Details: NASDAQ Composite Index Daily 02/05/1971 to 01/23/2017

January 24th, 2017
Size: 697.17 KB
Downloaded: 33 times

Russell 2000 Index Daily 09/10/1987 to 01/23/2017

Russell 2000 Index Daily 09/10/1987 to 01/23/2017

Details: Russell 2000 Index Daily 09/10/1987 to 01/23/2017

January 23rd, 2017
Size: 446.77 KB
Downloaded: 25 times

Standards and Poors 500 Index Daily 1/1/1950 to 12/31/2016

Standards and Poors 500 Index Daily 1/1/1950 to 12/31/2016

Details: Standards and Poors 500 Index Daily 1/1/1950 to 12/31/2016

January 22nd, 2017
Size: 228.21 KB
Downloaded: 45 times

Keywords: index s&p500

Dow Jones Industrial Average Index Daily 1/1/1885 to 12/31/2016

Dow Jones Industrial Average Index Daily 1/1/1885 to 12/31/2016

Details: Dow Jones Industrial Average Index Daily 1/1/1885 to 12/31/2016

January 22nd, 2017
Size: 319.74 KB
Downloaded: 34 times

Keywords: djia

$BITUSD Minute Data 7/28/2016 to 12/24/2016

Created a data set for Bitcoin to USD exchange rate for NT7!! Minute data 7/28/2016 to 12/24/2016. Volume in Bitcoin.

Details: $BITUSD Minute Data 7/28/2016 to 12/24/2016

January 22nd, 2017
Size: 163.32 KB
Downloaded: 8 times

$BITUSD Daily Data 1/1/2011 to 12/31/2016

Created a data set for Bitcoin to USD exchange rate for NT7!! Daily Data 1/1/2011 to 12/31/2016. Volume in Bitcoin.

Details: $BITUSD Daily Data 1/1/2011 to 12/31/2016

January 22nd, 2017
Size: 73.56 KB
Downloaded: 8 times

Point On Close ChartStyle

This adds a ChartStyle called PointOnClose.
Copy BruChartStyles.cs into your Types folder,
e.g. C:\Users\YourUserName\Documents\NinjaTrader 7\bin\Custom\Type
Compile any indicator using Tools + Edit NinjaScript
Close and re-start NinjaTrader.
Tested with NinjaTrader 7.0.1000.31

Details: Point On Close ChartStyle

August 4th, 2016
Size: 3.77 KB
Downloaded: 31 times

Keywords: chartstyle ninjatrader

Percentage Based Slippage Fill Type

This is different fill type that I use when testing stocks. Whatever you set for slippage in the strategy analyzer will be applied as a percentage.

Ex: If you set 0.005 for slippage, it will apply 0.5% slippage to each transaction.

I find this more useful than the default tick or price based fill types, since this helps normalize the slippage across stocks with a wide range of values. If going long, the slippage is defined as either 0.5% or the next high, whichever is greater (same as the default slippage calc from NT). For low priced stocks, it also applies a minimum of $0.01/share.

Note that for a typical stock, 0.5% is quite conservative. 0.3% would probably even be a bit high (But obviously that depends on your strategy).

Details: Percentage Based Slippage Fill Type

June 20th, 2013
Size: 4.96 KB
Downloaded: 26 times

HLC Chart Style (Version 2.0) for NinjaTrader 7

The attached file is a new chart style for NinjaTrader 7 that adds High, Low, Close (HLC) bars, which are popular for Volume Spread Analysis (VSA).

There are indicators for NT that can be used to simulate HLC bars, but these are not coloured by paint bar indicators, which are designed to colour bars and not other indicators.

This chart style will be coloured by paint bar studies, because it creates a new bar style.

The first version of the chart style is described here and that page has tips on programming and installing the chart style.

Installation

Download HlcChartStyle.zip, then follow the usual import procedure. File, Utilites, Import NinjaScript. Then restart NT.

The screen shot shows HLC bars coloured by Better ProAm from Emini-Watch.

Details: HLC Chart Style (Version 2.0) for NinjaTrader 7

November 6th, 2012
Size: 2.03 KB
Downloaded: 677 times

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