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Sierra Chart Session Merge

This version 0.1 of a session-merge customchart study for sierrachart.

Currently works for daily bars , but it does work with volumestudies too.

This version merges sunday with monday.

It is work in progress.

Details: Sierra Chart Session Merge

June 14th, 2012
Size: 3.69 KB

Range Charts - position of the next close and the next open (for MultiCharts) - v1

This indicator can only be used for Range Charts with MultiCharts.

It indicates the possible location of the close of the current bar, and the open of the next. Either in case of up move or down move. So it draws 4 lines all together.

Let's take the example of a 8-range chart (8-point in MultiCharts' terminology).
Let L and H be the current Low and the current High of the bar under formation.

If the price moves up and reaches L + 9 ticks, the current bar will be closed at L + 8 ticks, and the next bar will open at L + 9 ticks.
If the price moves down and reaches H - 9 ticks, the current bar will be closed at H - 8 ticks, and the next bar will open at H - 9 ticks.

So, when a bar is under formation, the indicator draws 2 little dotted lines above the bar, at L+8 and L+9, as well as 2 little dotted lines below the bar, at H-8 and H-9. They correspond to the possible levels of the close of the current bar, and the open of the next, either in the case of an up move, or in the case of a down move.

It has to be underlined that, by definition of a range chart, these positions are not final. If the current H or the current L of the bar under formation moves, the dotted lines will move also.

However, as soon as current H-L of the current bar equals 8 ticks, we know for sure the position of the 4 above-mentioned open and close, and the line becomes solid.

Related discussion thread: https://nexusfi.com/elite-circle/20941-multicharts-indicator-range-charts-position-next-close-next-open.html

Details: Range Charts - position of the next close and the next open (for MultiCharts) - v1

June 12th, 2012
Size: 11.28 KB

Font Changer for NT Control Panel 1.1

Version: 1.1
Strategy Name in NT: ChangeFontNinjaTrader
Only tested for NT7

This code makes use of a strategy to change the default font within Ninja Trader. Add the strategy to the Strategy tab within the control panel. Choose your font and enable the strategy. The font will stay on whatever you choose until Ninja Trader is restarted. To reset back to the original font choose Default from the strategy and re-enable. Disable the strategy once the font is set.

Couple of notes:
- The code makes use of the active window condition. This means if you keep in enabled then goto a chart or a edit strategy it will change some of the fonts within the menus and options boxes.

- The code is setup to add additional fonts. See the "Font Types" section of the code.

- when adding additional fonts be sure to use a "_" underscore where ever there is a space.

- Add a comma to the end of the font name.

- The name spelling must be exact or it will change the font to the default setting.

Example of an entry:
Comic_Sans_MS,

Instructions can be found here on how to add a font type: https://nexusfi.com/ninjatrader-programming/20711-change-font-control-panel-ninja-trader.html#post227171

Final note:
Although this should not mess anything else up within Ninja Trader, be sure to use caution when using code which changes the default settings of a program. In other words: use at your own risk!!

Details: Font Changer for NT Control Panel 1.1

June 3rd, 2012
Size: 1.27 KB

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

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