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 31 of 61

« First

Last »

Entries

CADF (Cointegration - Augmented Dickey-Fuller Test)

Augmented Dickey-Fuller Cointegration Indicator, Version 1.01
5/23/2012: Moved ALGLIB routines to separate ALGLIB "Indicator". No functionality changes.

This is posted for BMT Elite Members Only. Please do not share or distribute.

This indicator plots the augmented Dickey-Fuller statistic for residuals from a cointegrating regression. It can be used to show the probability that the prices of 2 instruments are "cointegrated". It would normally be used on daily data with a fairly long period.

It is based on (and was tested against) MATLAB code by James P. Lesage, posted at https://www.spatial-econometrics.com

Some numerical methods use code from ALGLIB (required ALGLIB "Indicator" included)
See https://www.alglib.net/

Recommended Reading: "Quantitative Trading" by Ernest P. Chan
also his blog at https://epchan.blogspot.com

The horizontal lines plotted by the indicator are the "Critical Values" for 1% (lowest line), 5% and 10% (highest line) levels. The indicator plots the statistic; lower values represent increasing likelihood of cointegration.

Details: CADF (Cointegration - Augmented Dickey-Fuller Test)

May 16th, 2012
Size: 647.11 KB

ES (S&P 500) tick/minute 2004/2007 part 3 of 3 - Ninjatrader compatible

No holes - going back to when the ES started to become super popular.

Be certain to read the instructions before importing. Hit 'thanks' if it works for you

Details: ES (S&P 500) tick/minute 2004/2007 part 3 of 3 - Ninjatrader compatible

April 26th, 2012
Size: 162.24 MB

ES (S&P 500) tick/minute 2004/2007 part 2 of 3 - Ninjatrader compatible

Part 2 of 3

Details: ES (S&P 500) tick/minute 2004/2007 part 2 of 3 - Ninjatrader compatible

April 26th, 2012
Size: 250.00 MB

ES (S&P 500) tick/minute 2004/2007 part 1 of 3 - Ninjatrader compatible

No holes - going back to when the ES started to become super popular.

Be certain to read the instructions before importing. Hit 'thanks' if it works for you

Details: ES (S&P 500) tick/minute 2004/2007 part 1 of 3 - Ninjatrader compatible

April 26th, 2012
Size: 250.00 MB

Keywords: data es minute tick e-mini

6E (Euro) minute/tick going back to 2006/2009 - NT compatible

Don't forget to follow the instructions included.

Details: 6E (Euro) minute/tick going back to 2006/2009 - NT compatible

April 26th, 2012
Size: 161.13 MB

Sidhu Moving Average - Ninjatrader

Well Sidhu Moving Average takes best from all the different Adaptive moving averages and combines it into One Average.It utilizes FantailVMA1, FantailVMA3, Kaufman AMA and Chande 's VMA.While these averages have their own merits , however i couldnot be satisfied using just anyone of these because one exceled at smoothing the other at reponsiveness so i decided to adopt the middle path.This gave birth to SidhuMA.Its has option to select any one average to all the four different averages and what it does is, it plots the half of it on chart i.e (( Avg1 + Avg2 +Avg3+Avg4)/2) with WMA as smoothing factor.

The different averages can also be plotted on the chart along with the SidhuMA, just change the default color from transparent ot whatever you like.

This average gives you the best that is out there!

P.S :Special thanks to the creator of FantailVMA for doing an amazing job!

Details: Sidhu Moving Average - Ninjatrader

April 25th, 2012
Size: 20.45 KB

DAX (FDAX) - tick and minute data - NT7 compatible

FDAX, the Eurex future of the DAX index, a blue chip index in Germany (EU).

Details: DAX (FDAX) - tick and minute data - NT7 compatible

April 22nd, 2012
Size: 95.03 MB

Swiss Frank (6S) future - minute and tick data - NT7 compatible

The swiss franc is not as popular, but add this data to your arsenal so you can try out some of the rarer vehicles out there.

Follow the read me.txt instructions carefully before installing to your platform. Ninjatrader compatible.

Details: Swiss Frank (6S) future - minute and tick data - NT7 compatible

April 21st, 2012
Size: 66.80 MB

Corn (ZC) tick and minute data - Ninjatrader compateable

ZC minute data going back to 2007 and tick data going back to 2009.

Corn is a less popular contract that I think you'll find is very unique and easy to trade

. Follow the instructions in the readme.txt file carefully (just 6 steps). Enjoy!

Details: Corn (ZC) tick and minute data - Ninjatrader compateable

April 21st, 2012
Size: 62.76 MB

OBMFI - part 3 of 3

Here is the MFI version.

Details: OBMFI - part 3 of 3

April 19th, 2012
Size: 6.45 KB

Page 31 of 61

« First

Last »