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New: K_Trender_TopChart_v2a for ToS

Updated with V2a, corrected only the channel type names (for technical correctness).. Donchian Channel is the Highest/Lowest for a period, which produces a boxy-looking channel.. that's my favourite (google Donchain system). i don't know a technical term for the channel when you take an EMA of highest/lowest which produces a curvy-type channel, so i refer to it as DonchianEMA. the rest is the same .. no calculation changes...

Here's a "Swiss Army Knife" study for fellow ToS'ers .. big thank you to my good forum friend, HGuru, for helping me complete this ...

this is a many-in-1 study, that provides a choice of price channel of many that are commonly used (Keltner, Highest/Lowest, Elder, Keltner, Bollinger..etc), and provide 2 types of signals, based on momentum of 2 EMA lengths of price (Length & Fast_Length):

1 - the primary Momentum signal is based on the main length you set in the study, and is reflected in the color of the price channel itself (green = Up = go Long, red = Down = go short, yellow = retrace or "in-transition")
(pls remember this is momentum and not trend .. though the study has the word "Trender" in the name)

2 - the secondary signal is based on momentum of the fast length EMA. and is only Up or Down. (i would usually take Up position in a green channel or down position in Red channels, so maintain direction with the primary momentum)

there are many other settings we built-into the study to play with and customize for improved visualization. better visual = better decision.. you see in the screenclip how many "personalities" we can get with different options. from settings you can do anything from hiding all elements and leaving only the secondary signals, to fully using it as your trading system, if your system is built around ATR or BB, with the added benefit of the momentum signal. you can combine with other studies you have (i'd suggest a trend following study) for a compact system that won't require lower plots (beside volume if you need it).
the calculation/CPU load this study requires isn't that much, even though it looks packed.

Settings to change length, Fast, Channel Type, the factor for the channel (for BB this would be the StDev, for Keltner the ATR factor, for Shifted EMA's the percentage...etc) - Hide the channel shading, hide/show the lines (the EMA's, the mid-channel, channel bands..etc)

there's an aggressiveness factor built in that we can set - basically this is like saying, "if the Fast Trend is decreasing and becomes less than 10%, this is as good as a negative momentum, and i want to trigger a signal to go short". Leave at 0 until you test this in your own setup and get comfortable with it.

the code is commented, and i'd ask to please keep this study only within BMT as it took a lot of work.

feedback appreciated, happy trading.
RedK

Details: New: K_Trender_TopChart_v2a for ToS

September 23rd, 2012
Size: 9.46 KB

Keywords: momentum topchart trend redk tos trender

XavPriceActionTrend V2

This indicator identifies different market phases based on price action.

Phases
1. Up-Trend: An up-trend is a confirmed range breakout to the up-side, a consolidation continuation, or a down-trend that pulls back Initial Range ticks over n-Periods.
2. Up-Trend Consolidation: An up-trend consolidation period is when a new trend high has not been set in Consolidation Periods, but price has not pulled back Pull-Back Ticks.
3. Up-Trend Pull-Back: An up-trend pull-back is when price has moved down Pull-Back Ticks from the trend high. If price pulls back Initial Range ticks over n-Periods, the market is considered to be in a new down-trend.
4. Up-Trend Breakout: An up-trend breakout is when price moves Breakout Ticks above the current range high. If price remains above the range high for Confirmation Periods, the trend is considered an up-trend.
5. Upper Range: If the current range is at least Tradeable Range wide, and price is in the upper Range Percentage of the range, the market is in the upper range phase.
6. Range: The market is ranging if price is consolidating OR pulling back, BUT has not broken out of the previous high or low n-Periods from that high or low AND price has not moved Initial Range ticks over n-Periods in the same direction as a pull-back.
7. Lower Range: If the current range is at least Tradeable Range wide, and price is in the lower Range Percentage of the range, the market is in the lower range phase.
8. Down-Trend Breakout: A down-trend breakout is when price moves Breakout Ticks below the current range low. If price remains below the range low for Confirmation Periods, the trend is considered a down-trend.
9. Down-Trend Pull-Back: A down-trend pull-back is when price has moved up Pull-Back Ticks from the trend low. If price pulls back Initial Range ticks over n-Periods, the market is considered to be in a new up-trend.
10. Down-Trend Consolidation: A down-trend consolidation period is when a new trend low has not been set in Consolidation Periods, but price has not pulled back Pull-Back Ticks.
11. Down-Trend: A down-trend is a confirmed range breakout to the down-side, a consolidation continuation, or an up-trend that pulls back Initial Range ticks over n-Periods.

Parameters
Periods, Initial Range, Tradeable Range, Pull-Back Ticks, Breakout Ticks, Confirmation Periods, & Consolidation Periods: See Above Description
Color Outlines: Colors candle outlines according to the current phase.
Range Lines: Draws lines at the current range high and low. Note: This indicator updates the highs and lows based on price action. These lines could move in real time.
Range Zone: Draws a Range Color rectangle during ranging periods from the current range start period to current bar,
Zone Opacity: Opacity of the Range Zone rectangle.

Message Parameters
Phase Message: Draws a text box with the current phase in the in the selected position.
Message Position: Positions phase message in desired corner. 1=Upper-Right, 2=Lower-Right, 3=Lower-Left, 4=Upper-Left
Message Font: Font used for phase message.
Font Size: Font size used for phase message.

MTF Parameters
MTF: If true, a custom MTF data-series is used to calculate market phases.
Periods: Periods or value of custom MTF input series.
Period Type: Type of periods used for custom MTF input series(Day, Minute, Range, Second, Tick, or Volume).

Colors
-The colors for the 11 market phases can be set by the user.

Please visit the discussion thread for a sample MTF template.

Discussion Thread:https://nexusfi.com/elite-circle/23149-xavpriceactiontrend-discussion.html

Enjoy

Change-log:
9/16/12 - V1b released. Added Range Zones and Phase Message. Fixed 1 bar lag for range.
9/17/12- V1c released. Fixed pull-back to new trend bug.
9/22/12- V2 released. Added MTF capabilities. Made range max and min public dataseries. Made message customizable.

Details: XavPriceActionTrend V2

September 22nd, 2012
Size: 10.78 KB

Ultimate Oscillator 2

Took a few minutes to improve the function and performance of this "stock" Ninjatrader� indicator. This should give the same results as the Ninjatrader� version but is a lot more efficient and has multicolor plotting. Aside from that there is nothing new here.

Quoting

Developed by Larry Williams in 1976 and featured in Stocks & Commodities Magazine in 1985, the Ultimate Oscillator is a momentum oscillator designed to capture momentum across three different timeframes.

https://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:ultimate_oscillator

Details: Ultimate Oscillator 2

September 19th, 2012
Size: 4.57 KB

K_TraderRibbon_v1 for ToS

Update: see journal link below for more details on using K_Tarder_Ribbon in multi timeframe.

https://nexusfi.com/trading-journals/21136-learning-journal-redk-trading-options-3.html

This study was inspired by the 9/30 method setup... hope others will find it useful. it's amazing how few lines of code can produce something as effective and nice looking (they don't have to be ugly, you know...

)

The K_Trader_Ribbon is a trend following setup based on 2 crossing-MA's concept.
we use WMA and an EMA of shorter length of that WMA.
the "ribbons" shade the area between the EMA, the WMA, and the midline of the Hi/lo Channel of the WMA.
the price/WMA will be on either sides of that channel depending on up/down trend ..
visualizing it this way hides a lot of unnecessary noise..
we can also better visualize the "buy" area (light shading) and the "exit loss" areas (inside the darker shades or if price penetrates the TrendLine)
added a buy/sell signal (up/down arrow) based on the crossing of the WMA with it's EMA (it provides the earliest signal) beside the color clue (red/Green) for an established trend up or down.

couple of nice visual enhancements to expereiment with(hi-contrast clouds and hide/show all lines) - see screenshots

try different length settings.. i liked 4/3 and 6/3 on a 5min chart..

Adjust length settings based on underlying & time aggregation until you see the price bars penetrating the ribbon to the other side of current trend *just before reversal*, and staying within the ribbon during retraces.. this will be the best settings in most cases..

feedback welcome.. pls keep within BMT.

Thank you,
RedK

Details: K_TraderRibbon_v1 for ToS

September 11th, 2012
Size: 2.14 KB

Keywords: ma redk ribbon thinkorswim tos trend wma

XavGlassBoxV1

This indicator is used to analyze the effectiveness of simple automated strategies. The GlassBox dynamically monitors the maximum favorable excursion (MFE) and maximum adverse excursion (MAE) of a recent sample of trade signals produced by those strategies. By manipulating the Target %Profitable, Minimum MFE, and Minimum MFE/MAE variables, the user can then determine which strategies' trade signals are plotted on the price chart.

The Strategies

The strategies tested by the GlassBox are based on eight signals. Four of the signals are "fast" signals; four are "slow" signals. Each of these eight individual signals is itself a strategy, and by combining each fast signal with each of the four possible slow signals an additional sixteen combination strategies are generated.

Signal Inputs

Each of the eight basic signals has five potential inputs.

1) Indicator: The name of the indicator, with its parameters in parentheses.

2) Plot: If the indicator entered in (1) has multiple plots, the name of the plot used for the signal is entered here.

3) Slope Signal: If set to "true", the slope of the indicator plot selected in input (2) is used as the signal. A positive slope will trigger a long position, a slope of zero will signal a flat market position, and a negative slope triggers a short position.

4) Price Cross: If set to true, a long position will be triggered when price crosses above the indicator plot chosen in input (2). If price crosses below the indicator plot a short position will be triggered.

5) Cross Value: If neither the slope signal approach nor the price cross is chosen, the final option is the value cross. When the indicator plot chosen in input (2) crosses above the Cross Value a long signal is generated; when it crosses below a short signal fires.

Strategy Analysis Parameters

1) Trade Memory: The number of trades stored in memory for each strategy.

2) Minimum Bars: The minimum number of bars a trade must be active before it is stored in memory.

3) Target %P: The target percent profitable desired by the user. This is the percentage of the trades stored in memory that reach the Target MFE without going beyond the Target MAE.

4) Slippage: The slippage in ticks per turn used to adjust the Target MFE and Target MAE calculations.

Strategy Plot Parameters

1) Min MFE: The minimum Target MFE that a strategy must reach in order to be plotted.

2) Min MFE/MAE: The minimum Target MFE / Target MAE ratio required for a strategy to be plotted.

3) Plot Averages: If true, the Average MFE and Average MAE of the profitable trades will be plotted as triangles, but only for those strategies that meet the conditions set by Strategy Plot Parameters (1) and (2).

Strategy Plots

The GlassBox will plot entry signals that include an arrow on the entry bar, the Target MFE for the corresponding strategy, and the Target MAE for that strategy. If Plot Averages is set to true it will also plot Average MAE and Average MFE. The plots themselves are coded according to color (for fast signal strategies) and dash style (for slow signal strategies). This allows the user to identify the strategy that is signaling based on its plot.

Fast Signal Strategies
Indicator1 is red
Indicator2 is green
Indicator3 is blue.
Indicator4 is fuchsia

Slow Signal Strategies
Indicator5 is dashed
Indicator6 is dot
Indicator7 is dash-dot
Indicator8 is dash-dot-dot

Combination strategies can be recognized on the chart by combination plots. For example: a combination strategy involving Fast Signal 1 and Slow Signal 1 will be plotted as a red dash.

Signal plots will be removed from the chart if the signal condition fails to remain valid for the minimum bars set by the minimum bars parameter. A sound alert will play if an entry signal is removed from the chart to let the user know that the original signal is no longer valid.

For more a more detailed explanation and discussion visit this thread:https://nexusfi.com/elite-circle/22818-xavglassbox-discussion-automated-signal-analysis-discretionary-trading.html

Details: XavGlassBoxV1

September 9th, 2012
Size: 11.48 KB

XavICDv1

This indicator creates a convergence-divergence indicator, similar to a MACD, using any two indicator plots.
Parameters:
Fast Indicator: Enter the fast indicator name and parameters here. Ex: Stochastics(7,14,3)
Fast Indicator Plot: Enter the name of the plot you want to use as an input for the fast indicator. Ex: D
Slow Indicator: Enter the slow indicator name and parameters here.
Slow Indicator Plot: Enter the name of the plot you want to use as an input for the slow indicator.
Smooth Periods: Number of SMA periods used to smooth the ICD plot.

The three plots are Avg, Diff, and ICD which are exactly like the MACD plots.

Big thanks goes out to @gomi and @NJAMC for their indicator instantiating code.

Discussion thread: https://nexusfi.com/elite-circle/22946-xavicd-discussion.html#post259782

Enjoy

Details: XavICDv1

September 7th, 2012
Size: 4.87 KB

MASlopeMTF V1.51

Changes from previous version:
1. Change slope calculation to normalized, so it's now compatible with MASlopeMulti.
2. Add additional MA.

MASlopeMTF, it display MA slope (only) of different time frames, it doesn't display the MA line itself.

Colored background colored by slope.

User defined text for slope box.

Currently it displays only real-time slope, no history at this version.

Release December04, 2011 version 1.40
Release September 03, 2012 version 1.51

Exported using NT Version 7.0.1000.10

Details: MASlopeMTF V1.51

September 3rd, 2012
Size: 59.00 KB

MTFAnalyzer V1.72

Changes from previous version:
1. Advanced divergence removed, simple divergence optimized, fix divergence bug.
2. Add DM trend filter to all time frames.
3. Add additional MA.
4. Improved markers mechanism with the addition of dynamic offset based on ATR.
5. Add background options.
6. CPU performance should be approximately 20% better after code optimization.

The indicator provides real time analysis of user defined set of conditions which can be enabled separately for up to four time frames simultaneously, the result is real-time true/false signal for the selected combination.

Features:

Current intra bar trend direction.
Current intra bar counter trend direction.
Four selectable MAs for each TF with user defined slope or rising/falling.
Two MAs divergence for each TF.

This new version comes as protected assembly.
Release February 27, 2012 version 1.59
Release September 03, 2012 version 1.72

Exported using NT version 7.0.1000.10

Details: MTFAnalyzer V1.72

September 3rd, 2012
Size: 171.65 KB

MAPackage V1.41

Changes from previous version:

1. Add additional MA.
2. Add color MA line by slope option.

The indicator plots 8 MA's with different functional and visual properties for each one.

Release February 27, 2012 version 1.1
Update June 30, 2012 version 1.3
Update September 03, 2012 version 1.41

Exported using NT version 7.0.1000.10

Details: MAPackage V1.41

September 3rd, 2012
Size: 61.48 KB

MASlopeMulti V3.42

Changes from previous version:

1. Advanced divergence removed, simple divergence optimized
2. Separation to second MA is now available also when second MA is disabled.
3. Additional options at section 6.1 Paint Bars Type.
4. Additional options at section 5.4.1 Background mode.
5. DM filter is improved with more advanced options, filter result can be reflected to the followings: Paint Bars, MA line, Background, all options are listed at section 7.1.2
6. Fixed few minor bugs, also CPU performance should be slightly better after optimizing several parts in code.

Compatibility to previous templates: it depends on the options are used, changed properties may not keep its previous value.

Existing features:
1. Double MA capability (optional), each MA type can be doubled with any other MA type except momentums, which can be doubled with itself only.
2. Display real-time and history MA slope (normalized).
3. Divergence with second MA mode.
4. Display MA line colored.
5. Optional colored background.
6. Optional colored Paint bars.
7. The following coloring modes are enabled independently for MA line, background and paint bars:
1. By slope threshold.
2. By rising/falling.
3. By support/resistance mode (when time bar closes above MA line, it become a support, and vice versa).
8. By support/resistance mode with slope threshold.
9. By support/resistance mode with rising/falling.
10. Paint bars contain additional filter for specific trend type.
11. User defined text for slope box.
12. DM filter

Please remove previous version and restart ninja trader, before installing this release.
This new version comes as protected assembly.

Updated December 25, 2012 version 2.83
Updated February 28, 2012 version 3.10
Updated June 30, 2012 version 3.35
Updated September 03, 2012 version 3.42
Exported using NT version 7.0.1000.10

Details: MASlopeMulti V3.42

September 3rd, 2012
Size: 168.73 KB

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