The Elite Circle

Categories

Show

Help

The Elite Circle

File sharing for Elite Members only, includes any and all platforms and file types

The Elite Circle

Filter

A B C D E F G H I J K L M N O P Q R S T U V W X Y Z 0 1 2 3 4 5 6 7 8 9

Filter

Page 18 of 62

« First

Last »

Entries

ECIDiv V7 : Divergence detector

Please remove old version before installing this one.

Current version is V7

This indicator tries to detect price/indicator divergence.

Any indicator in Ninja can be used and detection is possible on historical and real time charts.
To set the user indicator : goto ECIDiv parameters / Data / Input Series and choose your indicator.
When the user indicator data uses multiple periods, the Plot input is used.

ECIDiv was designed for standard Ninja period types. Usage of other period types is not guaranteed nor supported.

The divergence computation uses local turning points (called pivots) calculated on the price and the user indicator input.
When price and indicator diverge (regular or hidden divergences) an audio and visual signal is given.
Size of pivot (number of bars to the left and right) is adjustable (default size is 1).

Reminder :
Regular Divergence occurs when :
* Long signal : price makes LL and indicator HL.
* Short signal: price makes HH and indicator LH.
Hidden Divergence occurs when :
* Long signal: price makes HL and indicator LL.
* Short signal : price makes LH and indicator HH.
(LL = Lower Low, HL = Higher Low, HH = Higher High, LH = Lower High).

ECIDiv draws the input indicator. If you don't want it to be drawn, simply set it to transparent.

The input method introduced in the V7 is based on the one used by the indicator DivergenceInputSeries (that you can also find in Big Mike Forum).

TODO :
* Continue watching Big Mike Trading users feedback.

Changelog
V7 : November 1st 2013
* Major Change/Enhancement : new input method. any indicator is accepted.
* Removed : Divergence target (buggy).
V6 :
* Change : CalculateOnBarClose default is now false
* Change : Removed dots from divergence drawings (users request)
V5 :
* Added Divergence logging for internal compatibility checks
* Added Logging for internal performance logging
V4 : December 7th, 2012 + Update March 3 2013
* Added TSI, RSI, MACD
* Enhanced variable periods : slow, fast, smooth
V3 : November 21, 2012
* Added adjustable sound alert file path.
* Enhanced signal colors (separate colors for HD/RD, divergence line width).
* Added divergence price target helper.
V2 : October 3rd, 2011
* Added REGULAR Divergence detection
* Added RSI indicator to the compatible indicators list
* Added adjustable pivot left and right size
* Added adjustable signal colors
V1 : September 30th, 2011
* Initial release with HIDDEN Divergence signals for CCI/Momentum/DoubleStochastics.

Exported and tested with NinjaTrader 7.0.1000.16.

Happy trading

Details: ECIDiv V7 : Divergence detector

November 1st, 2013
Size: 6.93 KB

BloodHound MACD/Keltner v1

Very simple MACD/Keltner system. Keltner bands are 20/0.5.

Entry: MACD crossover (OR) MACD higher than MACD average (AND) MACD slope rising for longs (AND) price above Keltner upper band (20/0.5) [discretionary: (AND) price higher than 8 MA]
(Reverse for short)

Exit: Keltner crossing midline, [Discretionary: MACD crossover average (OR) price cross under 8 MA]

I am back testing the system and it works best on 1000 tick charts. However, it performs on 150 tick charts, just takes too many losing trades. Key to the system is "let the winners run." You can incur lots of small losses before a winning trade on smaller time frames.

You can see the journal for more background on the system development at https://nexusfi.com/.

The system is still being tested, so users should be aware of this. If anyone else has success with the system, please let me know.

Details: BloodHound MACD/Keltner v1

November 1st, 2013
Size: 3.19 KB

K_DirecVolumeOsc_v1 for ToS

Here's a simple Directional Volume Oscillator that is based on feedback I received on latest K_betterVolume study posted herehttps://nexusfi.com/?view

the idea is to separate the Directional Volume in a simpler oscillator-type plot (+100%/-100%) for better tracking of net volume as it moves between buying and selling modes.

see the screencap for how this is sometimes easier to follow than the full BetterVolume study, especially when you're watching the ET market hours (will usually have very little volume than normal hours).. BetterVolume still provides much more insight and label values. the core calc is the same.

i'll post some remarks on different settings and study/usage observations on same thread here https://nexusfi.com/, and also be happy to receive feedback.

Best,
K

Details: K_DirecVolumeOsc_v1 for ToS

October 19th, 2013
Size: 2.18 KB

Keywords: directional redk thinkorswim tos volume dvo

SMAv1 - Rounded Values

This indicator has an option that allows the moving average to be plotted using values rounded to the nearest tick. I find this very useful at times to reduce the whipsaws. There are 2 indicators available, SMA and EMA. SMA is the default with a period and a smoothing period. So a period of 14 with a smooth of 1 results in the standard SMA. A period of 1 and smooth of 14 results in a standard EMA. Could probably do better with that but it works and I don't feel like changing it. Setting "Use Rounded" to true results in a plot using the values rounded to the nearest tick. There are also a few other options that you can explore on your own by changing the parameters.

The picture shows both a rounded and normal version.

Details: SMAv1 - Rounded Values

October 17th, 2013
Size: 5.01 KB

d9ParticleOscillator

Hi

d9ParticleOscillator for Sierra Chart

length is adaptive .

see this thread for more info:

https://nexusfi.com/

Details: d9ParticleOscillator

September 17th, 2013
Size: 7.80 KB

Unscented Kalman Filter with adaptive length

Hi
Unscented Kalman Filter for SC

length is adaptive,

see this thread for more info :

https://nexusfi.com/

Details: Unscented Kalman Filter with adaptive length

September 17th, 2013
Size: 7.48 KB

ATRTarget V1.31

Changes from previous version:
Optimize code
Add additional MAs

The indicator creates target bands as an offset around selectable MA, for estimation of different price targets.

These bands are based on ATR which reflects instrument volatility.

I add the following features to enable maximum flexibility:

Three different target bands.

For each target different MA can be selected, different target percent and visual style.

Updated September 16, 2013 version 1.31

Release February 27, 2012 version 1.1

Exported using NT version 7.0.1000.15

Details: ATRTarget V1.31

September 16th, 2013
Size: 37.87 KB

VolumeLadderMetroEditionV2

Imp: Extract VolumeLadderMetroEditionV2.cs file from Zip file Indicator.zip and place in
C:\Users\<userName>\Documents\NinjaTrader 7\bin\Custom\Indicator. Then Open any indicator for editing in NT7 and compile the indicator. This Process make , VolumeLadderMetroEditionV2 , to appear in indicator list on applying to chart. Without this process indicator will not be visible for apply.

prerequisite: Install latest or GomBase and Delta Package 2.6 before above step, if you are using first time Gom based indicator. For More detail on GomBase and Delta Package foloow the post

GomRecorder 2

Hi guys,

Here's the new major release of GomPackage, released this time in Elite because it was a lot of hard work.
THIS VERSION IS FOR NT 7 ONLY

Indicators developed with GomRecorder 1.3 still work on 2.0

Majors changes with 1.3b are the …

and

GomRecorder 2

Latest version is 2.6, available here (

Misc and test packages are still here :

A video tutorial on how to install and setup the GomRecorder, Gom Volume Ladder, and GomMP is here (courtesy @redratsal ():
mike/gominstall-embed/gominstall

Some backfill …

Date 12-Aug-2013:
------------------------
This is a basic startup cum test version of V2 ,build over V1Extn1.

Code has optimized for size and includes new features described in post

Volume Ladder Highlight and Metro Addition

Hi,

Uploaded a Test Version for V2. Its smooth and working fine on Market Replay and Live.
Test it, experience it and keep in touch for further new feature soon.
This V2 , have following changes/features over V1Extn1

1) A new display format "Lot …

Further new features will be added soon.

Update: 13 Aug-2013
----------------------------

VolumeOnly Center Ladder Type is replaced and converted to DeltaColoredVolume Type.

Update 20 Aug-2013
--------------------------

A major update of all time.
Many improvement, Custom Center Ladder Type etc introduced.

for detail follow to post,

Volume Ladder Highlight and Metro Addition

Hi,

There is an update of VolumeLadderMetroEditionV2, possibly one before last.

Following are changes made over prior update,

1) Generalized FillBox and DataBox introduced thereby reducing the code size and increasing versatility.
2) CellFillType enum …

Update 22-Aug-2013
---------------------------

Two feature included.

1) Provision to show minus sign for delta data in CustomLadder if base is chosen as volume.
2) Prior High Volume Tick Price is can also be highlighted by rectangle around cell.

Update 11-Sep-2013
----------------------------

1) Mainly updated side ladders with numerous customization methods.
2) Removed Filtered Volume Tick bug on Bottom Graphics and corrected the side ladders filling volume.

For more detail

Volume Ladder Highlight and Metro Addition

Hi,

There is an update of VolumeLadderMetroEditionV2, possibly last.

Following are changes made over prior update,

1) Generalized Fill and Data Box used fro Side Ladders.
2) Made Diagonal Delta Type Ladder native, and removed AddDiagonally …

Update 15-Jan-2016
-----------------------------

Corrected the error in calculation of Diagonal Delta.
Some small modification made in Diagonal Delta Representation.

For More detail

https://nexusfi.com/elite-circle/2100-volume-ladder-highlight-metro-addition-181.html

Details: VolumeLadderMetroEditionV2

September 11th, 2013
Size: 26.50 KB

Plot dot bars with open, high low ,close the same

Can someone code this? Plot a dot when the bars with open, high low ,close are all the same. tick bars (say 500 tick bar).
For Ninja not Tradestation

Details: Plot dot bars with open, high low ,close the same

August 17th, 2013
Size: 85.50 KB

Print Instrument Information

This in a NinjaTrader strategy that I use to output information and charts about an instrument, including:
-Range statistics (Including ON, RTH, and IB)
-Harmonic Rotation data
-Day Type data
-SQN Market Type data

When you run this strategy, it will output an Excel Spreadsheet to the directory you specify in the parameters.

There are multiple requirements to run this strategy. This makes use of Microsoft's Interop functionality to generate an Excel spreadsheet. Therefore you MUST have Microsoft Interop installed and add a reference to the Microsoft.Office.Interop.Excell.dll in NinjaTrader. You can learn more about how to do this here. And a big thank you to DionysusToast for his contribution.

Details: Print Instrument Information

July 10th, 2013
Size: 30.03 KB

Keywords: day excel market ninjatrader range sqn type statistics interop harmonic rotation

Page 18 of 62

« First

Last »