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ConnectionMonitor for NT7

This Strategy does not trade, but instead does three things:
- Checks that your PC clock is accurate
- Alerts you if the delay in your receipt of exhange data exceeds a threshold
- Optionally ping a remote IP host and alert you or get flat if the host is unreachable.

This has been tested on Zen-Fire and IQFeed data.

Version 2.32. NT7b17 compile. Feedback welcome!

Details: ConnectionMonitor for NT7

June 24th, 2010
Size: 5.31 KB

Keywords: mxasj connectionmonitor

Zero Lag Double Stochastic Optimized

Gumphrie recently posted a Zero Lag Double Stochastic on the Ninjatrader forums. I optimized the code and modified it to use an external call to my super fast Double Stochastics Optimized instead of the inefficient "stock" version.

You will note that this Zero Lag Double Stochastic is much more responsive than the normal Double Stochastic, and that because of the code optimization, it loads and refreshes practically instantaneously.

For NT7 only, sorry.

Details: Zero Lag Double Stochastic Optimized

June 22nd, 2010
Size: 9.10 KB

Keywords: stochastic zondor zero lag

Average Daily Range NJ 6.5

This indicator calculates historic average daily range, just make sure you load enough days for the calculation Sat, Sun included.

Note: at the minimum make sure session starts at 12AM in order for it to work.

6/24/10
-take out session has to start at 12Am restriction

dicussion link:
https://nexusfi.com/

Details: Average Daily Range NJ 6.5

June 21st, 2010
Size: 3.35 KB

Reversals V6 for NT 7

Here's the zip for the Reversals V6 for Ninja Trader 7

Updated 6/24

Details: Reversals V6 for NT 7

June 21st, 2010
Size: 1.78 KB

LogReturnsZScore

This indicator plots the z-score of the log returns of a time series. It can be used to indicate periods of high and low volatility.

Ver 1.00 posted 20 June 2010

NT7b17 compile

Details: LogReturnsZScore

June 19th, 2010
Size: 5.97 KB

Keywords: mxasj volatility zscore

Sampled Indicator

This indicator offers the user a trade-off between recalculating indicator values at every tick versus calculating them at bar-close. You control the number of times the indicator values are calculated in a bar via the Sampling Frequency Parameter. This is useful for indicators which perform a lot of calculations but do not require the value to be updated at every tick, especially when used for larger time-frame bars.

To create a sampled indicator, derive your custom indicator from the AviatSampledIndicator class. Replace the standard NT virtual functions with their corresponding Aviat versions (e.g. OnBarUpdate => AviateOnBarUpdate). The download contains the base indicator and an illustrative example which shows how to convert the TSI indicator to its Sampled version.

The indicator has been tested on NT7 ONLY, and only on single time-frame indicators.

Anyone have any hints for optimizing C# code?

I originally wrote code for solving NP-type problems and performance was the one benchmark we were measured on. When I originally started writing my trading system, I was surprised to see that most commercial libraries do not use data-persistence and …

has some more details.

Details: Sampled Indicator

June 19th, 2010
Size: 4.50 KB

Keywords: sample aviiat72 rate onbarupdate

ReversalsV6.1

This indicator does three things: #1 paints an inside bar at bar close #2 paints an outside bar in real time (does NOT wait for bar close) and #3 paints reversal bars at bar close. The reversal bar is calculated by the size of the wick. This wick size is adjustable. (2/3 +- bar size for wick)

NT 6.5 ! Updated.......6/24

Details: ReversalsV6.1

June 18th, 2010
Size: 1.68 KB

OBVDiver with BBands for NT7

For NT7 compatibility, there were 2 new parameters added to one of the DrawText() statements.

I added a compiler switch that will select the correct version of the statement of the DrawText method for either 6.5 or 7.

Indicator should now work in either version of Ninjatrader. However this zip package was created by NT7 so may not import into NT6.5. However, the previous version works fine in NT6.5 so that should not be a problem.

See Post:

OBV (on balance volume) Divergence indicator

The attachment is a .cs as I did not want to load this unoptimized code. ZTR

Details: OBVDiver with BBands for NT7

June 18th, 2010
Size: 12.42 KB

Keywords: bmt divergence obv zondor

BMT Wave Indicator

Please refer to Wave Indicator,

https://nexusfi.com/?view

This is identical to the above indicator posted very recently except for the optimization that makes it load and run much faster. Was edited in NT7 but should also work in NT6.5... delete the info.xml file from the installer before importing into 6.5

There is a compiler switch that will set calculate on bar close = false if using NT7.

Again thanks to Richard of MoveTheMarkets.com for his valuable posts on Ninjacator optimization.

Details: BMT Wave Indicator

June 17th, 2010
Size: 4.59 KB

JeffsADX

ADX with adjustable threshold and alerts !

Details: JeffsADX

June 13th, 2010
Size: 2.84 KB

Keywords: adx alerts jeff jeffadx jeffsadx jeffs

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