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BollingerProChof NT 8

This simple indie uses 'added data' in the code.. Just input the 'data series' you want to
study in relation to the 30min BB's and it will plot values (estimates) of where the 30 min
BB 'Upper' and 'Lower' will plot on the hour and half-hour that is coming up..

These bands will also show you the median value of the current 30minute study which I
find very useful to form a "bias"..

In general : if price is below the 'Lower' plotted 30min BB (30 min chart) AND below the
'Lower' (already plotted 'fulcrum') 10 min BollingerPro (10 min data on any tick or volume
series chart) then price is in oversold territory ... at least its below the number of SD's you're
studying AND what's projected..

**Important : This indicator will stop working on Rollover..

.. The 'added data' in the code
needs to be updated to the current Sept, Dec, Mar, June series AND underlying !.. i.e. if you
want to study ES, the code has to be changed to use ES as 'added data'.. It's very simple to
do - the 'added data' lines are 70 and 71.. (try changing them yourself - you'll feel like a coder)

Note: I've updated the code to a 'Source Code' version (I hope).. I also hope it works as a
version everyone can access and change as needed, as I had hoped to share originally..

Note2: I started a thread for 'BBPro' here :

BollingerPro discussion

** I'd like to include the link for a new 'source code' version of BollingerPro now 'BollingerProChof'
I wasn't aware I had uploaded a .dll version. I apologize and bear responsibility for what got
posted/shared.. …

I attached a couple more pics to explain 'Ellipse #'s 1 & 2' in the pic attached here..
I've penned specifics on data series and some tips you 'May' use.. "Only trade with money
you can afford to lose" haha - seriously I hope it all helps.. Chof

Details: BollingerProChof NT 8

March 15th, 2024

[Status unknown]

Keywords: bollingerprochof

Futures True Range Report

This is an excel file (excel 365) that includes an analysis of the most traded futures markets. The goal was to analyze and compare the different futures contracts based on volume, dollar, tick and point movement at different timeframes.

An indicator JFTrueRange calculated the true range for each bar and generated a report that was then copied into excel. It average the true range for all bars on a given day of the week and time of day. i.e. for 15 minute bars, it average all the bars at 6:00 for monday, at 6:15 for monday, etc for all times and days of week. For daily bars, it averaged 1000 days. For minute bars, it averaged 400 days. The report includes statistics an each futures contract for daily, 240, 60, 15 & 5 minute bars. For each bar it used the TickSize & PointValue to determine the price range, tick range & point range per bar. Daily bars ended at different times. So that is an interesting artifact you will see in the data.

In the summary report volume is higher in the high timeframe reports (daily, 240 min) than in the lower timeframe reports (15min & 5min). This is because I totaled the volume at each timeframe and this included the odd times that bars were reported. The higher daily volume at 15:00 is approximately the same as the lower timeframe bar totals.

Finally, the true range reported in points, ticks and dollars is higher at low timeframes as expected. This is because it takes into account all the smaller price fluctuations. Some of these fluctuations are inside the higher timeframe bars and are thus washed out.

Note: The timeframe used in the reports was Mountain Time (MT). Sorry, that is my timezone. So do the mental adjustment or modify the times to meet your needs.

I hope you find this report interesting and useful.

Futures True Range Report

jflachman is the author of above. I am just creating this thread to be able to discuss his spreadsheet, and so that if someone makes the time zones dynamic the new version can be shared here.

Mike

Details: Futures True Range Report

January 9th, 2024
Size: 3.47 MB

VOLCumulativeVsHist

This indicator has been updated and posted under a new name in the other section on nexusfi:
https://nexusfi.com/local_links.php?linkid=2674

This indicator displays both the session cumulative volume as it progresses versus the average historical cumulative volume for the same period. It works on minute chart only and it calculates on bar close.

Details: VOLCumulativeVsHist

September 12th, 2023
Size: 2.86 KB

Scaling and Centering of Raw Indicator Values +50/-50

The attached file is a function that scales and center raw values between a range of +50/-50. This is a derivative work from the book Statistically Sound Machine Learning for Algorithmic Trading of Financial Instruments by David Aronson and Timothy Masters. The function follows the concept of "Historical Adjustment to Improve Stationarity". An example of use of this scaling can be found in the indicator section in the multicharts section. -JZ

Details: Scaling and Centering of Raw Indicator Values +50/-50

June 25th, 2023
Size: 2.80 KB

Keywords: indicator multicharts stationarity statistics scaling centering

mwIndOBVMCD

Winning Entry November 1st, 2024 to December 1st, 2024 [1 votes]

This indicator compares favorably to NT8 Order Flow Cumulative Delta .. without requiring tick replay or a lifetime license

The On Balance Volume indicator looks at NET volume (buyers vs sellers) for each bar and adds to the previous OBV .. so OBV goes up when there are more buyers .. OBV goes down when there are more sellers

Published in April, 2020 .. Vitali Apirine added an EMA ( [fast] smoothing line ) to the OBV indicator and called it OBVM ..

I added a second smoothing line ( [slow] smoothing line ) .. and compare the difference between the smoothing lines .. much like a MACD

Then I added a signal line, background colors, up/down arrows, and sound alerts

The alert sound file will need to be set for one of the sound files on your computer

This indicator may be a bit quick on trade alerts .. adjust the fast/slow periods accordingly .. OR .. look in the source code for two spots where OBV() is used and convert to ADL() ..

I am not a programmer .. what I've created is from what I was able to glean from indicators by other traders/programmers ..

Details: mwIndOBVMCD

April 26th, 2023
Size: 10.38 KB

Keywords: obvm

True Range Adjusted Exponential Moving Average (TRAdj EMA)

Traders' Tip January 2023

In his article in this issue, �True Range Adjusted Exponential Moving Average (TRAdj EMA),� author Vitali Apirine presents how a security�s true range, which measures volatility, can be incorporated into a traditional exponential moving average. The trend-following indicator, called the true range adjusted exponential moving average (TRAdj EMA), applied with different lengths, can help define turning points and filter price movements. By comparing the indicator with an exponential moving average of identical length, the trader can gain insight into the overall trend.

Multicharts.net
V1

https://traders.com/Documentation/FEEDbk_docs/2023/01/TradersTips.html#item4

Details: True Range Adjusted Exponential Moving Average (TRAdj EMA)

February 14th, 2023
Size: 1.51 KB

Keywords: average truerange

Mouse Risk Reward Lines

Shift + L.Mouse Click above/below bar , originates stop loss line with point value and dollar value, 1st target @ 1:1 RR with point and dollar value and 2nd target @ 2:1 RR with point and dollar Value.
cnt + L.Mouse Click removes lines.

You can choose the total number of contracts, the contracts for the first target and the remaining (you have to input manually) for the second target. You also have the ability to input your broker commissions so the dollar amount you see is the final end result.

Mouse Risk Reward Lines V1
Multicharts.net

Note: I only trader ES, and I made it to work for ES and MES. I don't know how and if it works on other instrument, but I am sure tweaking a little bit the code you will make it work.

Details: Mouse Risk Reward Lines

November 13th, 2022
Size: 2.61 KB

Halftrend

The HalfTrend indicator represents the trend indicator that draws zones based on moving average intersection. The indicator draws bearish and bullish invalidation zones on the chart and marks a trend shift. The Green line represents the �Long� zone, while the Red line �Short� zone.

Ported it from NT8 code from this site.
Multicharts.net
V1

Details: Halftrend

September 29th, 2022
Size: 2.26 KB

tiyfEasyOrdering strategy - NT8

This entry is a Strategy, named: tiyfEasyOrdering.

Once installed in Ninjatrader, you'll find it within a folder named TrendIsYourFriend in the Strategies directory.

Strategy objective
To place an order automatically when specific criteria are met and manage the stop/target based on your initial risk/reward settings as defined in the parameters.

The .zip archive contains a special version of the Parabolic SAR named PSAR. The strategy needs this modified version of the indicator to function properly so don't skip it when asked during the installation.

I have created a thread dedicated to it. Every new update will be described there. So if you have any question or just want to give your feedback then go ahead and visit this page as some more precisions have been posted there :

https://nexusfi.com/elite-circle/58876-tiyfeasyordering-strategy-helping-bot-enter-manage-trade.html

Have fun.

Changelog:

yyyy-MM-dd - reasons
---------------------------------------------
2022-09-06 Version 1: first time released on Futures.io
2022.09.12 - minor bug corrected: removing param "Allow Stop loss to move backward"
2022.09.14 - added the option to attach the stop order(s) to a Ray object (for trailing)
2022.09.17 - The middle button used to manage the Stop Loss (before and during a trade) has been expanded to display more information and to quickly move the Stop Loss to break even.
2022.09.23 - Property 'Stop-limit order margin <as tick(s)>' accepts negative value
2022.09.23 - New way to enter has been added:
- Psar(↓↑) Buy if Parabolic Sar changes direction from Down to UP
- Psar(↑↓) Sell if Parabolic Sar changes direction from UP to Down
a minor correction has been done to the function created this date 2022.09.17

Details: tiyfEasyOrdering strategy - NT8

September 14th, 2022
Size: 32.51 KB

VolumetricData V1.0

This indicator will provide the volumetric Bar statistics in a hidden plot form. The main purpose is to provide (through 21 plots) the bar statistics values to the Strategy Builder and/or Chart alerts, and/or the Market analyzer without the need to program. You can also use in a Ninjascript indicator or strategy. The 21 plots are hidden so they will not change the display. See the screenshot to see the names of the available data points (plots).

When you select the indicator in the strategy builder or the chart alerts, you can change the plot to any of the 20 other plots so you can work with the statistic of interest.

Also, all 21 plot values will show in the charts data box window or the charts mini data box.

The indicator must be applied to a chart or data series that uses Volumetric bars. You must have the NinjaTrader lifetime license to access the Volumetric bars.

There is an option, for debugging, to print the output to the Ninjascript output window. This will show two values that should match on each line. One value is direct from the calculation and the other is from the plot (that gets it from the same calculation), the point is to remove the mystery of what data is being provided.

Details: VolumetricData V1.0

August 27th, 2022
Size: 2.95 KB

Keywords: bar statistics volumetric

QG- Better Channel MTF

The idea of a channel similar to Donchian channel but one that expands in trending markets and narrows in a ranging markets was born by Alex Grover on TradingView.
This script is a conversion from original TV script to Ninjascript.

The channel breakout generally indicates beginning of a new trend and pullbacks towards middle of channel are generally reliable trend continuation signals.
I have added multi timeframe version of this script here that shows trend in a higher timeframe and pullbacks in a lower timeframe.

Improvements and additions in this script are welcome.

Details: QG- Better Channel MTF

August 24th, 2022
Size: 3.86 KB

Keywords: better channel

d9 Particle Oscillator NT8

Hello, This one is a conversion from the d9 particle oscillator for NT7 posted in elite section in2009.
I did not see the NT8 version here so am uploading the NT8 version I converted.

Please see the description of this indicator by original author here https://nexusfi.com/elite-circle/659-d9particleoscillator.html

There were 2 library files in original NT7 version , now in NT8 version there is a single file and the smoothing function of the prediction line is based on a windows graphics function and not on a mathematical formula which I have omitted from NT7. Otherwise theNT8 version looks same as NT7.

Details: d9 Particle Oscillator NT8

April 3rd, 2022
Size: 6.11 KB

Keywords: d9 nt8 oscillator particle

SDY Account level pnl tracking with trailing max drawdown

What is up FIO elite,

after a little escape from coding NT8, I decided to take another go at it and am moving forward with my little project. In order to help track some of these Top-Step rules, I am making a series of indicators, starting with an indicator that tracks the trailing max drawdown and target goal for a Combine.

The SDY_Account_Risk_Targets indicator is designed to keep track of the training max drawdown of an account (not a strategy). It was developed to help traders that have restrictions on the maximum amount they are allowed to lose. For example, in Top Step trading combine, the 50k dollar version has a max trailing loss of 2k and a profit goal of 3k.

I will still need to make an indicator for both the weekly max loss and the daily max loss.

This indicator access the account level not the security level of Ninjatrader and will only work on non-historic data, so like past indicators, members gladly told me that it does not work (when it does) do not try and use this on historic data. Market replay works fine, but not optimization.

To use the indicator, select the account you want to monitor in the drop-down and your risk targets, add the indicator and wait. To read the values of the account it will wait for an account update change (i.e. trading).

Sody

(this indicator is part of a personal project where I am openly building a training system for fun, follow along here)

Details: SDY Account level pnl tracking with trailing max drawdown

March 22nd, 2022
Size: 2.61 KB

Smitty Moving Average Slope Monitor

This indicator monitors the slope of 5 Moving Averages and plots colored lines across the bottom of the chart panel. It also optionally plots a trend signal and arrow on the chart when all 5 moving average slopes are all moving in the same direction.

I originally built this as a companion indicator to the Zombie5EMA indicator, which is shown in the screenshot as well. However, my indicator also allows you to choose between a selection of different Moving Average types, so keep that in mind when you adjust the settings.

The Slope Lengths determine the number of bars used to look back and calculate the slope of each Moving Average with. The background trend colors change when all 5 slopes are pointing up (> 0), or point down (< 0).

One thing you can look for is that the 5 plots will start to create lots of noise as their colors change. This can indicate either a pullback, a trend change, or a ranging market. You may be able to filter out false signals with something else to indicate momentum?

Version 1.00

Details: Smitty Moving Average Slope Monitor

September 11th, 2021
Size: 20.81 KB

Smitty MTF Laguerre RSI v1.11

This indicator calculates multiple Laguerre RSIs across two time frames in addition to your chart timeframe, and then plots them horizontally as a visual pullback indicator. It does not plot like a normal Laguerre RSI!

The idea is that your chart would be the "medium" time frame, and you would then select a lower and higher timeframe to compliment your chart.

The indicator allows you to set the Gamma, Upper and Lower threshold for each Laguerre RSI
The indicator allows you to select from any of Ninjatrader's built-in time settings

A long entry would look like this:
- Higher timeframe (lower bar) is showing long (preferably green)
- Chart timeframe (middle bar) has retraced and is showing orange or red
- Lower timeframe (thinner, topmost bar) is crossing back to yellow or green

The default colors are setup like so:

Red - Below the 20 line of the Laguerre RSI (or can be set to your own value)
Orange - Between the lower line and 50
Yellow - Between 50 and the upper line
Green - Above the 50 line

At this time the indicator does not plot a signal, but it most likely will in the near future.

NEW:
3 new signal plots have been added for use with Strategy building. Line1, Line2, and Line3 will return values of 1-4 depending on how they are plotting. All signaling "buy" would be a 4,4,4 combination, and "sell" would be "1,1,1". A pullback for a long entry might look something like "1,3,4", depending on the way you have your lines arranged.

Changelog

1.00 - Initial release
1.10 - Updated first line width
Added ability to change position of the line representing the chart time frame
Added new plots for tracking signals
1.11 - Bug fixes for new plots

Details: Smitty MTF Laguerre RSI v1.11

September 5th, 2021
Size: 5.24 KB

Smitty Moving Average Channel

This indicator plots a Moving Average channel on your chart along with a background color channel and optional plot colors according to the slope of the moving averages.

The Moving Average selection includes these Ninjatrader system indicators:

DEMA,EMA,HMA,LinReg,SMA,TEMA,TMA,VWMA,WMA, and ZLEMA

It also includes the Smitty SMMA indicator so that you can select a Smoothed Moving Average.

Version 1.00

Details: Smitty Moving Average Channel

September 5th, 2021
Size: 20.44 KB

Keywords: channel dema ema hma linreg movingaverage slope sma tema tma vwma wma zlema smma

Smitty Multi Donchian Channel

This indicator plots up to 5 Donchian Channels at periods that you select.

It also draws a shaded region below the bars, which adds a nice "focusing" effect to the price action. The price will always be in the darkest part of the channel, and the higher-period channels will be less opaque.

It also includes an option to display dynamic support & resistance lines which are based on the fastest Donchian Channel values. As the line intersects with the higher Donchian channel periods, the line width will adjust and grow to indicate the possibility of a stronger move at the next line break.

Thanks to @icedfrosty for sharing his excellent work which has motivated me to share my own.

Version 1.00

Details: Smitty Multi Donchian Channel

September 5th, 2021
Size: 7.24 KB

Keywords: channel donchian multi

NT7 conversion to NT8

I am an elite member & this is my first time trying this & for the life of me I can not find the 'appropriate' place to post a question concerning an NT7 indi being created for NT8.

The NT7 indi is listed after download as eWilliams LLMa or eWilliams JMA. I have the code & compared to so many others I have seen it appears fairly 'simple'. My reason for wanting it = SO much simplier to use than the 3 indies put together in NT8. Searched everywhere with no luck for a year and half & finally came here.
ANY help would be greatly appreciated & again I apologize if I am off base asking here.
Screenshots = NT7 with indi & shows how it loads...no idea author. & NT 8 version same time with 'busy' replacements.

well dead in the water already since I am not sure how to post a url of my screenshot...
I took jpg of the code & png of same time frame - 1 shot each of NT7 and NT8 of June 23, 2021.
Appears you have to download the NT7 shot & the NT 8 shows in post or vise versa.

Since I may ultimately be in the wrong place to even ask....will see if someone can help before I push anymore buttons.
THANK YOU ALL for your wonderful contributions.
Lavender

Details: NT7 conversion to NT8

June 23rd, 2021

[Status unknown]

SDY_Bourbon V1.01

This is the first version of a project I am doing to build a trading system around ToppStep trading guidelines. Follow Along [COLOR="RoyalBlue"][B][SIZE="3"]HERE[/SIZE][/B][/COLOR]

Version 1.01

Includes:

Option for Profit Target
Option for Static Stop
Option for a trailing stop using ATR times a Multiple

Entry rules at this point are very simple,

Enter Long: Close > Open
Enter Long: Close > previous High
Enter Long: fast MA > Slow MA
Enter Short: Close < Open
Enter Short: Close < previous Low
Enter Short: fast MA < Slow MA

Exit Rules:

Exit Long: fast MA < Slow MA
Exit Short: fast MA > Slow MA

06/16/2021 - if you are trying to test the system on non live data you will need to remove: if(State == State.Historical) return;

Code

if(State == State.Historical) return;

This line of code stops the system from accessing historic trades.

This is an untested and barebones template. Use at your own risk. THERE MAY BE BUGS in the system and you are encouraged to adapt and change the model as you see fit. I ASSUME NO RESPONSIBILITY AND NO LIABILITY FOR ANY TRADES OR BAD FILLS. USE AT YOUR OWN RISK.

Details: SDY_Bourbon V1.01

June 15th, 2021
Size: 5.77 KB

tiyfTradePlanFactory

The indicator name is tiyfTradePlanFactory. Once installed in Ninjatrader, you'll find it within a folder named TrendIsYourFriend in the indicator panel.

I have created a thread dedicated to it. Every new update will be described there. So if you want to ask any question or just give your feedback then go ahead and visit this page :

I have made a small video to describe how to use it. (link to the video is in the thread)

https://nexusfi.com/elite-circle/57090-tiyftradeplanfactory-indicator.html

Have fun.

Changelog:

yyyy-MM-dd - reasons
---------------------------------------------
2021-05-03 Version 1: first time released on Futures.io
2021-05-04 Version 1a: added the [NinjaScriptProperty] attribute to the 'Indicator_Version' property to expose it to the user
2021-05-05 Version 1b:
- the highlighted or dimmed settings will no more be applied to a user drawn rectangle
- modified the default list of prefix "S&D, Fib, MM, MP, Vwap"
- changed the location of the Indicator_Version value. It is now part of the parameter name to avoid problems when the user has created templates with prior version of the indicator
2021-05-07 Version 1c: when the user click on a rectangle the indicator displays its Tag name at the upper left of the chart
2021-05-08 Version 1d: a selected rectangle will also display the distance it is from the last bar close
2021-05-11 Version 1e: new button added to forecast levels
2021-05-12 Version 1f:
Forgot to reset the count of forecasted areas when a new category of Rectangles was Highlighted.
- changed the method for evaluating the average gap between rectangles. New method is more logical.
2021-05-13 Version 1g:
The Highlight and Forecast functions have been reworked to ease the job of forecasting
- it is no more necessary to load a trade plan to use the forecast option
- If there is no trade plan loaded, The highlight button will display the "Rect" prefix only
2021-05-15 Version 1h: Added the ability to save multiple forecasts in a file
2021-05-16 Version 1i: forgot to dispose of the new button Forecast in the State.Terminated event.
- Modified the tooltip message associated to the Add prefix button when the save button displays "Save Forecast".
2021-05-17 Version 1j: Removed the required step to reset/erase a previous forecast before generating a new one
- the indicator can now sniff out if a series of user drawn rectangles have been modified (Rect. moved/added/removed)
- any selected rectangle (no more restricted to rectangles from a loaded TP) will display the distance it is from the last bar close
2021-08-09 Version 1k: I have modified the method to assign a unique name or version number to the indicator (see method DisplayName)

---------------------------------------------

Details: tiyfTradePlanFactory

May 11th, 2021
Size: 12.84 KB

VisWMA

While still waiting for Fat_Tails Visual MTF MA I have tweaked some other indicators and was able to get it working in other timeframes.
I am using Vis... description - let's reserve the Visual name for original.

Here it is WMA MTF for NT8 again - plus it was exported as not assembled file.
I think it is easier to get into the code if one wants to change anything.

Details: VisWMA

February 28th, 2021
Size: 3.48 KB

VisSMA

While still waiting for Fat_Tails Visual MTF MA I have tweaked some other indicators and was able to get it working in other timeframes.
I am using Vis... description - let's reserve the Visual name for original.

Here it is SMA MTF for NT8 again - plus it was exported as not assembled file.
I think it is easier to get into the code if one wants to change anything.

Details: VisSMA

February 28th, 2021
Size: 3.33 KB

Keywords: mtf nt8 sma_mtf visula

VisLinReg

While still waiting for Fat_Tails Visual MTF MA I have tweaked some other indicators and was able to get it working in other timeframes.
I am using Vis... description - let's reserve the Visual name for original.

Here it is LinReg MTF for NT8 again - plus it was exported as not assembled file.
I think it is easier to get into the code if one wants to change anything.

Details: VisLinReg

February 28th, 2021
Size: 4.83 KB

Keywords: mtf nt8 visual linreg_mtf

VisHMA

While still waiting for Fat_Tails Visual MTF MA I have tweaked some other indicators and was able to get it working in other timeframes.
I am using Vis... description - let's reserve the Visual name for original.

Here it is HMA MTF for NT8 again - plus it was exported as not assembled file.
I think it is easier to get into the code if one wants to change anything.

Details: VisHMA

February 28th, 2021
Size: 4.91 KB

Keywords: mtf nt8 visual hma_mtf

VisEMA

While still waiting for Fat_Tails Visual MTF MA I have tweaked some other indicators and was able to get it working in other timeframes.
I am using Vis... description - let's reserve the Visual name for original.

Here it is EMA MTF for NT8 again - plus it was exported as not assembled file.
I think it is easier to get into the code if one wants to change anything.

Details: VisEMA

February 28th, 2021
Size: 3.24 KB

Keywords: ema mtf visual ema_mtf

VisDEMA

While still waiting for Fat_Tails Visual MTF MA I have tweaked some other indicators and was able to get it working in other timeframes.
I am using Vis... description - let's reserve the Visual name for original.

Here it is DEMA MTF for NT8 again with minor cleaning up in the code - plus it was exported as not assembled file.
I think it is easier to get into the code if one wants to change anything.

Details: VisDEMA

February 28th, 2021
Size: 4.47 KB

Keywords: dema mtf nt8 visual

Richard

Here is a tool bar clock for Ninjatrader . Not my work I was looking for a clock and found this one
Thanks to who ever built it.

Details: Richard

February 20th, 2021
Size: 3.96 KB

VisDEMA_NT8

Hi All,

I think I have successfully tweaked the script from EMAon5minData to achieve MTF EMA.
This encouraged me to play some more - and converted few more.
Story is the same as with VisEMA, VisSMA and VisWMA.

The sad part so far is - there was NO COMMENTS!
And no single THANK YOU.

I have to thank here the contributors to this conversion - @ TakingStock12, @ michaelf and @ cory - who started it and gave me the idea to do some more.

From my trials - they work with Tick, Range and Renko charts as well!

Please try - and let me and others know - hope some find it useful.
Any further enhancements welcome!

Cheers!

Details: VisDEMA_NT8

June 17th, 2020
Size: 162.12 KB

VisLinReg_NT8

Details: VisLinReg_NT8

June 17th, 2020
Size: 162.48 KB

VisHMA_NT8

Hi All,

I think I have successfully tweaked the script from EMAon5minData to achieve MTF EMA.
This encouraged me to play some more - and converted few more.
Story is the same as with VisEMA, VisSMA and VisWMA.

The sad part is - there was NO COMMENTS!
And no single THANK YOU.

I have to thank here the contributors to this conversion - @ TakingStock12, @ michaelf and @ cory - who started it and gave me the idea to do some more.

From my trials - they work with Tick, Range and Renko charts as well!

Please try - and let me and others know - hope some find it useful.
Any further enhancements welcome!

Cheers!

Details: VisHMA_NT8

June 17th, 2020
Size: 162.35 KB

"Visual" WMA

Hi All,

I think I have successfully tweaked the script from EMAon5minData to achieve MTF EMA.

The story is that I have read the post by @TakingStock12 and @michaelf post with request to which @cory supplied modified version of indicator - so great thanks to @cory as well.

Then I have tried to tweak the definitions in the script and came up with VisEMA, VisSMA and VisWMA versions.
From my trials - they work with Tick, Range and Renko charts as well!

Please try - and let others know - any further enhancements welcome!

Cheers!

Details: "Visual" WMA

June 15th, 2020
Size: 162.01 KB

"Visual" SMA

Details: "Visual" SMA

June 15th, 2020
Size: 161.91 KB

"Visual" EMA

Hi All,

I think I have successfully tweaked the script from EMAon5minData to achieve MTF EMA.

The story is that I have read the post by @TakingStock12 (https://nexusfi.com/download/vip_elite_circle/2229-download.html) and @michaelf post with request here (https://nexusfi.com/elite-circle/1261-want-your-ninjatrader-indicator-created-free-1607.html) to whic @cory supplied modified version of indicator - so great thanks to @cory as well.

Then I have tried to tweak the definitions in the script and came up with VisEMA, VisSMA and VisWMA versions.
From my trials - they work with Tick, Range and Renko charts as well!

Please try - and let others know - any further enhancements welcome!

Cheers!

Details: "Visual" EMA

June 15th, 2020
Size: 161.78 KB

Multi-Time-Frame MA

Here is an MTF MA with a little more flexibility than the last post. Thought I would throw something together to make it a little easier for the group. You can set the MTF MA bar period in the parameters (i.e. 5 min 15 min etc.). This has to be in minutes. You can also select the type of MA you want and the period for that MA. If you want more than one on a chart just add more than one instance.

You should be able to use this on any chart type (although I have not tested this on all types)

Enjoy!

Details: Multi-Time-Frame MA

June 10th, 2020
Size: 18.45 KB

Multi-Time-Frame (Visual) EMA Equivalent for Ninjatrader 8

This Zip "as is" only draws the EMA(20) from a 5 Minute Chart onto any other chart ... you can, however, edit it as I did to draw the EMA off of any chart you choose.

I had been looking for a replacement for the Multi-time-frame, a.k.a. "Visual" EMA indicator (Ninja7 only) since upgrading to Ninja8 and found this Zip on Ninja Support Forum here: https://forum.ninjatrader.com/forum/ninjatrader-8/indicator-development/1054129-multi-timeframe-ema This version here, as I mentioned, ONLY draws from a 5 minute chart (which I don't use) and only draws an EMA(20). So ...

I wanted it to work as an EMA(21) and for it to be drawn off of a 2000 Tick chart rather than a 5 minute chart so I had to edit the code. You can do this as well, changing the source chart for the EMA to whatever Chart type and period you like. Pretty simple really (had to be incredibly simple for me to be able to do it!).

Here are the lines of code that need to be changed to what you want to see/use: Lines 27 (change "EMAon5minData" to your chart period and type ... for me that was to the "EMAon2000TickData"), 35 (same as line 27 change), 51(change "Minute, 5" to your chart type and period and also change "5 minute" to the right of that (in grey) to your chart period and type), 55 (change "20" to your desired EMA period), and 63 (same change as line 55).

After that, compile. Then compile a standard Ninja indie to check for errors. You can then change the name of the indie if you like by going into Documents-Ninjatrader8-Bin-Custom-Indicators ... find "Emaon5minData.cs", right click on it, choose "rename" and change the name to whatever you want.
Hope this is helpful to those others out there in search of a Multi-Time-Frame or "Visual" EMA for Ninja8.

Details: Multi-Time-Frame (Visual) EMA Equivalent for Ninjatrader 8

June 7th, 2020
Size: 3.03 KB

Keywords: 8 ema for ninjatrader multi-time-frame or "visual"

SigmaSpikes strategy NT8

Strategy based on SigmaSpikes

Coded by bcomas. Email me for improvements or suggestions

SigmaSpikes as described by Adam H Grimes. https://adamhgrimes.com/how-to-calculate-sigmaspikes/

* standard deviation of daily returns over a period , searching price spikes.

Parameters:

// SigmaSpikes Settings
SigmaSpikesFactor = 2.50; (tweak according timeframe used)
UseSigmaSpikes = true;

// StopLoss & ProfitTarget
UseProtectiveStops = true;
StopLoss = 100;
ProfitTarget = 100;

// Daily Target
Contracts = 1;
DailyLossLimit = -100;
DailyProfitLimit = 100;
DailyTradesCount = 100;

// Email alerts
UseEmail = false;
EnableEntryAlert = false;
EnableExitAlert = false;
toEmailAddress = @"";

// Times
Session1 = true;
Session1Start = 0;
Session1End = 235959;

Session2 = false;
Session2Start = 90000;
Session2End = 110000;

Session3 = false;
Session3Start = 120000;
Session3End = 125900;

Thanks to the first developer:

https://nexusfi.com/local_links.php?action=ratelink&linkid=1958&catid=27&lpage=12

Testing:
https://nexusfi.com/elite-automated-ninjatrader-trading/32758-want-your-ninjatrader-strategy-created-free-184.html

Details: SigmaSpikes strategy NT8

May 26th, 2020
Size: 7.41 KB

IntraBarDeltaMax

Indicator: gemIntraBarDeltaMax
Version: 1.3
Platform: NT8

This indicator identifies the maximum ask and bid deltas within a bar. You can plot one or both as hash marks on the bar. Alternatively, you can also plot the price level with the maximum volume within a bar.

This indicator requires tick data, so best not to load a large time frame or it will take a while to load.

Enjoy!

Please do not distribute outside the futures.io community.

1.3 Actually uploaded this time, sorry about that.

1.3 - Added ability to restrict the look back period for the indicator (bit of a time savings if you are loading more than a day or two).
1.2 - Show max min price level delta or max ask bid volume
1.1 - Found and fixed a logic error. bid ask and total volume are now lining up perfectly with with the Ninjatrader orderflow.

Details: IntraBarDeltaMax

May 4th, 2020
Size: 3.97 KB

TimeAtPrice

gemTimeAtPrice
Version: 1.1
Platform: NT8

This indicator is born out of my observation of price movement. Price tends to stall at the end of an auction, and it almost seemed to form a support/resistance level. I wondered what that would look like if plotted....hence the Time At Price indicator. This indicator requires tick replay to be enabled and should work on any bar type (although I have not tested this). It measures the interval between ticks and how much time is spent at a particular price level within a bar. It is therefore analogous to the COT but is purely based on time. It then plots a hash mark on the bar corresponding to the most time spent at that price level. Since it needs tick data, best to load without a large look back period (or it will take a while to load).

Enjoy!

Please do not distribute outside the futures.io community

Version 1.1 - Added ability to restrict the look back period for the indicator (bit of a time savings if you are loading more than a day or two).

Details: TimeAtPrice

May 2nd, 2020
Size: 3.19 KB

Price Action Swing strategy NT8

Coded by bcomas. Email me for improvements or suggestions

Strategy based on PriceActionSwing indicators
https://nexusfi.com/local_links.php?catid=26&linkid=1781

Parameters:

// PriceActionSwing indicator Setting
SwingStrength = 20;

// StopLoss & ProfitTarget
UseProtectiveStops = true;
StopLoss = 100;
ProfitTarget = 150;

// Daily Target
Contracts = 1;
DailyLossLimit = -99;
DailyProfitLimit = 999;
DailyTradesCount = 99;

// Email alerts
UseEmail = false;
EnableEntryAlert = false;
EnableExitAlert = false;
toEmailAddress = @"";

// Times
Session1 = true;
Session1Start = 0;
Session1End = 235959;

Session2 = false;
Session2Start = 90000;
Session2End = 110000;

Session3 = false;
Session3Start = 120000;
Session3End = 125900;

/// Thanks to "autotrader8" for share a PAS strategy sample in the Elite Automated Trading
/// https://nexusfi.com/showthread.php?t=52695

strategy with abc pattern - PASPRO

https://nexusfi.com/ninjatrader/1272-priceactionswing-discussion-190.html

Details: Price Action Swing strategy NT8

April 12th, 2020
Size: 71.57 KB

WaveTrend for NT7

Wave Trend Indicator made by @LazyBear from TradingView

Details: WaveTrend for NT7

March 27th, 2020
Size: 5.67 KB

Scalp Trader V1

This is a testing tool for NT 7 which I developed with Trading Coders (I paid for their help - https://www.tradingcoders.com/) for my personal use. It's primarily a scalping tool using a simple MACD cross. There are two additional indicators which are optional: a simple EMA and StepMAV71Sharky which was freely available. Thank you Sharky wherever you are.
It includes a profit target and stop loss. You can also test time of day and has an alert.
You can select to trade long, short or both. I generally test one side at a time. Even when I'm using it in live trading, I insert a long and a short side usually on separate charts and do not use "both". The signals are more accurate.

If someone wants to covert it for NT 8, that would be nice. Let me know if someone does the conversion.
I'm a scalper so I find it useful to test different scalping ideas.
Any questions or comments, please feel free to contact me.

PhantomTrader

Details: Scalp Trader V1

February 12th, 2020
Size: 14.37 KB

Custom Trader Dynamic Index (TDI) NT8

Hey guys, I've discovered a custom TDI that can be created without coding. All the indicators are available if you have NT8. Instructions are as follows:

Double stochastics 10 period; Scale justification - right

SUM 3 period; Input series - RSI period 13; Scale justification - overlay
SUM 18 period; Input series - RSI period 13; Scale justification - left
Bollinger; Input series - RSI period 13; Scale justification - right; Period 34, Standard deviations - 2 (Set upper and lower band to transparent to hide or you can leave them if you prefer)

* Best trade set ups for longs is when the 2 SUMs are above the middle Bollinger band and double stochastic is oversold. The reverse is true for shorts. You can also trade it when fast SUM crosses slow SUM just like other oscillators. Feel free to change the period settings to suit your trading needs. Play around with it and let me know how it works for you!

*The Download is a copy of my indicator template that you'll have to import into your charts.

Details: Custom Trader Dynamic Index (TDI) NT8

December 22nd, 2019
Size: 52.70 KB

Custom Trader Dynamic Index (TDI) NT8

Hey guys, I've discovered a custom TDI that can be created without coding. All the indicators are available if you have NT8. Instructions are as follows:

Double stochastics 10 period; Scale justification - right

SUM 3 period; Input series - RSI period 13; Scale justification - overlay
SUM 18 period; Input series - RSI period 13; Scale justification - left
Bollinger; Input series - RSI period 13; Scale justification - right; Period 34, Standard deviations - 2 (Set upper and lower band to transparent to hide or you can leave them if you prefer)

* Best trade set ups for longs is when the 2 SUMs are above the middle Bollinger band and double stochastic is oversold. The reverse is true for shorts. You can also trade it when fast SUM crosses slow SUM just like other oscillators. Play around with it and let me know how it works for you!

Details: Custom Trader Dynamic Index (TDI) NT8

December 21st, 2019

[Status unknown]

Market Profile / Volume Profile

Updated Market Profile / Volume Profile for Sierra Charts (Version 1848), MP and VP for each session (RTH / ETH) respectively. Chartbook also has subchart tab for daily, which main chart uses for volume. Currently set up to use Rithmic data feed, will need to be updated if using a different data feed.

Details: Market Profile / Volume Profile

July 9th, 2019
Size: 136.43 KB

Bollinger Band Keltner Channel Squeeze (BBKC Squeeze)

V2.0 - Automated drawing of Blue rectangle on the chart

You can access the plot value be using BBKCDelta[0] (for the current bar) in your trading strategies...

Message me with questions..
Thanks.

=======================
I wrote this indicator recently to help identify possible consolidation in the market. It detects times when Bollinger Band squeezes within the Keltner Channel (implies consolidation) and plots as a histogram below the chart.

Bollinger Band and Keltner Channel Period may be customized. Default 20
Keltner Channel Offset default is 1.5

I have provided for an additional offset parameter to adjust the Squeeze threshold. This helps lead the beginning of consolidation. Default is 0.5; I usually set it to 1.5. Works for me. More picky about trade signals...

I use it towards confirming my trend based trades.

Please post your questions, comments and/or feedback.

Regards!

Details: Bollinger Band Keltner Channel Squeeze (BBKC Squeeze)

May 15th, 2019
Size: 8.42 KB

ADX based Trend/Reversal Regions

HI All,

I have created a simple indicator that "paints" regions on the chart based on ADX and EMA.

Very Simple algorithm:

Chart paints regions only when ADX is above a customizable level. Default is 15.

Region Color Green: ADX Rising; EMA Rising (Potentially Bullish Trending)
Region Color Blue: ADX Falling; EMA Rising (Potentially Reversal)
Region Color Red: ADX Rising; EMA Falling (Potentially Bearish Trending)
Region Color Yellow: ADX Falling; EMA Falling(Potentially Reversal)

You can use this indicator as a means of confluence with other strategies you may have.

I am new to this forum and my first attempt at publishing my program. Hence I am not aware of all caveats that I need to include here. But this is merely an indicator that portrays ADX Value and EMA Value movements. This is not by any means a suggestion to trade !!

Please provide your feedback and suggestions. Would appreciate that.

Thanks

Details: ADX based Trend/Reversal Regions

April 26th, 2019
Size: 6.48 KB

Keywords: adx reversal trend

Better_Volume_Arrows_v1 indicator

Here is the Better_Volume_Arrows_v1 indicator with it you will be able to spot climax regions either tops or bottoms. Or up or down. I Ported it from a thinkorswim indicator file. It looks pretty good. Oh by the way its for Multicharts.

Details: Better_Volume_Arrows_v1 indicator

April 11th, 2019
Size: 15.96 KB

Volume Weighted MACD for NT 7

Same logics as for the NT 8

Details: Volume Weighted MACD for NT 7

March 2nd, 2019
Size: 4.21 KB

Keywords: macd volume vwmacd weighted

Volume Weighted MACD for NT 8

Hello All!

It is my first attempt to build and share indicator, so be lenient.

I have found this indicator's logic in TradingView and looked for it's analog here and NT forums.
Unfortunately I didn't find it, so decided to build it myself.
It is just volume weighted, TradingView Code:

"fastMA = ema(volume*close, fastperiod)/ema(volume, fastperiod)
slowMA = ema(volume*close, slowperiod)/ema(volume, slowperiod)
vwmacd = fastMA - slowMA
signal = ema(vwmacd, signalperiod)
hist= vwmacd - signal"

I added Histogram Multiplier variable to set Difference Histogram more easy to view.
I just multiplies Difference Histogram on set value.

I don't researched all NT indicator methods yet, so it seems I have made a lot of surplus actions and rows,
such as new data series for every calculation step. I would be grateful if you could tell me how to make it
easier and more elegant.

I hope someone will find it useful!

Details: Volume Weighted MACD for NT 8

March 1st, 2019
Size: 3.50 KB

SMA Indicator Pack - NT 8 8.0.17.0

Due to a breaking change in NT 8.0.17.0 I have re-released all of the indicators described elsewhere as there are a number of inter-dependencies. This seems far easier than breaking them apart - for me anyway (hope you agree). There are a number of sub-indicators, but the main ones are:

smaCDCycleMTF

smaDeltaMomentum

smaCDMomentum

smaVacuumBars

smaProAm

smaZiggetyZag

smaSineWave

All described:

Delta

ProAM

SineWave

I have included MathNet DLL in the ZIP to make things a little easier. And remember most need Tick Replay.

Enjoy.

Details: SMA Indicator Pack - NT 8 8.0.17.0

February 5th, 2019
Size: 531.89 KB

irSupplyAndDemand for Ninja 7

Exported using Ninja Trader 64-Bit 7.0.1000.39

It's been a while since I've uploaded anything here as I've been distracted by moving my indicators over to NT-8,

As I work through that learning curve, I wanted to share one of the updates to a NinjaTrader-7 indicator I posted here some time ago.

The attached indicator was based on combining the irSessionSupportAndResistance indicator and the irLabel indicator that gave us the ability to show a price on a hand drawn "Ray"

I originally posted those here and here.

The previous version was downloaded some +1,300 times so I thought it was time to send along the updated version.

In keeping with my pet peeve, the indicator will correctly display fractional pricing when used on Treasuries contracts.

I'll be working on an NT-8 version of this in the next few days/weeks as it gets closer to the top of my list.

Trade well,

Details: irSupplyAndDemand for Ninja 7

January 26th, 2019
Size: 6.09 KB

Delta Power Bars - (VacuumBars) - V2 - broke in 8.0.17.0

Uses a 2 out of 3 vote from CDMomentum, DeltaMomentum and CDCycleMTF to identify overall bursts of Cumulative Delta energy in one direction or the other.

Used with the 'Scoop' option, will identify the first of these (in gold) that occur after a 'failed' period of buying or selling i.e. price went the other way.

As ever - needs TickReplay and Math.Net.

https://nexusfi.com/elite-circle/45804-meanderings-cumulative-delta.html

V2 - exposes MTFBrickFactor when using Scoop. I use BetterRenko, but somewhile back changed the bar type from 17 to 1017 due to a clash. As long as you set MTFBrickFactor to non-zero when using Scoop then this is not a problem. BTW - set MTFBrickFactor 1 and the code will always ensure bars size x, x+1 and x+2 will be loaded.

Details: Delta Power Bars - (VacuumBars) - V2 - broke in 8.0.17.0

December 11th, 2018
Size: 50.43 KB

Delta Power Bars - (VacuumBars) - broke in 8.0.17.0

Details: Delta Power Bars - (VacuumBars) - broke in 8.0.17.0

December 10th, 2018
Size: 50.42 KB

DeltaMomentum - broke in 8.0.17.0

This is my take on something Gomi produced (and likely others). However my spin was I wanted to look at how big each of the pushes was - I call them bulges. I was looking to try and spot exhaustion, divergence, flush combinations.

To do this the indicator looks at consecutive red/green bars (and allows a specified number in the other direction without switching) to calculate the size of each bulge and runs some stats. It calculates a running threshold and treats that as 100%. If a bulge in excess of 100% is spotted it marks the bulge yellow dots and at the end prints its percentage size on the main chart area.

In the end I found it more useful to mark the bulge sizes relative to the previous ones on the same side (buy/sell). Magenta means the bulge is greater than the previous two and white means less than previous two. Watch for sequences of Magenta - Red/Green and then White. This can mean a move is over and ready to turn.

The indicator does colour bars according to some fuzzy bias logic. Basis for this is when bulge sizing switches from one side to the other and this can be seen when a white cross marks a bulge. The magenta bar simply says that a magenta bulge is in progress. Frankly I never found it that useful. In the end I preferred the bias colouring of my CDCycleMTF indicator mentioned in the Delta thread (although I still monitor this bias under the bonnet of my VacuumBar indicator).

As always you need Tick Replay and Math.Net.

Enjoy

Details: DeltaMomentum - broke in 8.0.17.0

December 10th, 2018
Size: 30.27 KB

Momentum of Cumulative Delta - broke in 8.0.17.0

Pretty standard momentum of both CD and a separate one for price included.

Both are adaptive if Period is less than 1 (typically choose 0.07), but the default is set to a Period of 14 (it is also a lot faster due to adaptive period calculations).

Both identify peaks exposed as a series (+/- 1).

They need MathNet again - check out https://nexusfi.com/elite-circle/45801-keeping-eye-big-players.html

Reference - https://nexusfi.com/elite-circle/45804-meanderings-cumulative-delta.html

Details: Momentum of Cumulative Delta - broke in 8.0.17.0

December 8th, 2018
Size: 18.95 KB

Cumulative Delta MTF Cycles - broke in 8.0.17.0

3 timeframe analysis of DoubleStochastic of CD. Can colour bars to give bias of buyers/sellers.

It is adaptive if Period is less than 1 (typically choose 0.07), but the default is set to a Period of 40 (it is also a lot faster due to adaptive period calculations).

A multiplier is used for MTF. If you leave as 0 it uses a default of 3 for all bar types except BetterRenko which I use 1.3. On a 3 tick BetterRenko this gives 3, 4 & 5. [ Note: for BetterRenko users my memory is faded, but I think I may have had to change the BarsPeriodType code from 17 to 1017 because of a clash. If this is so you can change it back in smaBaseMethods add-on. Having said that if you override the multiplier it doesn't matter. ]

It needs TickReplay of course and like a lot of my other stuff the MathNet.Numerics DLL (and reference) is required - check out https://nexusfi.com/elite-circle/45801-keeping-eye-big-players.html

Reference - https://nexusfi.com/elite-circle/45804-meanderings-cumulative-delta.html
Version 1.

Details: Cumulative Delta MTF Cycles - broke in 8.0.17.0

December 7th, 2018
Size: 27.07 KB

ZiggetyZag - ProAm rotation spotter - broke in 8.0.17.0

I like to see where a ProAm level is broken at speed. For this I use my ZiggetyZag indicator. It checks for a rotation around PoAm bars with Velocity and a break. Cyan bar and arrow.

This installs smaProAm and VelocityBarsV2 (by Okina).

Check out: https://nexusfi.com/elite-circle/45801-keeping-eye-big-players.html

Note1: You will need MathNet.Numerics DLL and Delta Package V3 by Sim22 (thanks to him) : https://nexusfi.com/local_links.php?action=ratelink&catid=27&linkid=1773

Note2: It of course needs TickReplay

Details: ZiggetyZag - ProAm rotation spotter - broke in 8.0.17.0

December 7th, 2018
Size: 28.41 KB

Ehler's Sinewave for NT8

This plots resistance and support lines derived from Ehler's ideas. I like them as they help to spot Cup & Handle formations.

Breaks of either can be used to give a trend bias. Works nicely when used across multiple timeframes.

Thread - https://nexusfi.com/elite-circle/45802-spot-cup-handle.html

Enjoy.

Steve

Details: Ehler's Sinewave for NT8

December 6th, 2018
Size: 18.19 KB

ProAM Orders for NT8 - broke in 8.0.17.0

Being able to see large orders on the chart helps me enormously and can also be used to give bias.

My indicator looks for three types of events:
Large individual buys or sells (Pro orders)
Large groups of orders at any price (Block orders)
Bars with a high proportion of low size orders (Amateur orders)

In order to create a threshold above which to print the markers I use some stats functions from the Math.NET library so if you want to use my indicator you will need to add the DLL and a reference to it of course. I'm not a stats guy so I guessed at a mix of standard deviations and percentile for the thresholds and I've left these internal to the code. Different instruments respond very differently to these settings. Personally I just looked for settings that didn't flood the screen with markers yet gave enough to be of use - very subjective.

[For minute bar users (I use BetterRenko) this does NOT print the markers at the actual price level - it prints in the middle of the bar (OnBarClose) - not something relevant to me so I probably wouldn't be that keen to change it.]

[Apologies to the expert coders here - I have used the Draw function for these markers - in most of my other stuff I use plots, but I just couldn't get a good look with the standard plots.]

My own experience is I couldn't make any sense of the Amateur orders and so I switch them off. The Pro orders really work for me and I add in the Block orders for good measure.

I use these in various ways which I intend to expand on, but generally use them to establish levels that the pros are working at. Bottom line - when you see a load of these markers together - something is brewing!

Oh and I have exposed series for both Pro bars (0, 1, 2, 3 [+/-] for various types) and an overall bias (+1/-1) which is based either off the sign of the order or the price movement - for me I use the price movement e.g. a large sell that causes price to go up is often a better clue than a buy that does the same.

Have fun.

Steve

Note: You will need MathNet.Numerics DLL and Delta Package V3 by Sim22 (thanks to him) : https://nexusfi.com/local_links.php?action=ratelink&catid=27&linkid=1773

P.S. I'm not aware of how version numbering works - an expert might want to let me know. Call this Version 1.

P.P.S. Discussion link - https://nexusfi.com/elite-circle/45801-proam-orders-ninjatrader-8-a.html

Details: ProAM Orders for NT8 - broke in 8.0.17.0

December 6th, 2018
Size: 11.54 KB

Stats Suite

See thread for help on creating your own stats:
https://nexusfi.com/elite-circle/45152-stats-suite-ninjatrader-8-a.html

Contains two indicators:

Stats
Displays the historical probability over time for that specific stat. Open up the ninjascript output window to see the numbers as they are calculated. The default indicator currently shows the historical probability over the overnight range being broken.

Range Histogram
A histogram showing the distribution of ranges for each bar. The graph shows the value area in blue which is 70% of all samples. Keep in mind that the graph uses a logarithmic scale so differences between values are actually greater than they appear on the graph.

Zip also contains the Opening Range indicator created by Lizard which is available here: https://www.lizardindicators.com/indicator-library-2/session-tools/opening-range/

Details: Stats Suite

August 25th, 2018
Size: 19.60 KB

Chart Identifier NT8

Indicator to identify symbol name and period on chart. Multiple locations ,font and size.

Details: Chart Identifier NT8

April 21st, 2018
Size: 2.78 KB

Keywords: name identify symbol

Rithmic spreader

Hey guys,

I'm new here and want to contribute. This is a spreader algo I had coded for the Rithmic API. Check it out. If you do expand on it, please post the code here. It's coded in C# but not by me. Hope its useful guys.

Details: Rithmic spreader

January 12th, 2018
Size: 9.88 MB

Mt4 Buy exit

Hi
This is an indicator that may have potential
Would be nice to have alerts and pop up message

Not my indicator . Found it on MT5 threads under open code base

Details: Mt4 Buy exit

November 13th, 2017
Size: 9.32 KB

BVA Version 1

NT-7 Version

BVA Version 1 (Bar Volume Accumulation), is for spotting Divergences in Volume and Price Action.

Example:
Higher High with less BVA, upward trend is loosing momentum.
Lower Low with less BVA, downward trend is loosing momentum.

Compiled using NT 7.0.1000.35 64-bit (Multi-Broker)

Details: BVA Version 1

September 21st, 2017
Size: 5.46 KB

BVA Version 1

NT-8 Version

BVA Version 1 (Bar Volume Accumulation), is for spotting Divergences in Volume and Price Action.

Example:
Higher High with less BVA, upward trend is loosing momentum.
Lower Low with less BVA, downward trend is loosing momentum.

Compiled using NT 8.0.9.0 64-bit (Multi-Broker)

Details: BVA Version 1

September 21st, 2017
Size: 4.67 KB

Price Line and Tick Counter

Simple indicator for NT8 that draws a horizontal line at current price and shows a tick counter next to the forming bar. Tick counter only works with Tick bars.

Details: Price Line and Tick Counter

July 16th, 2017
Size: 3.33 KB

Order book, Market Profile, Volume Profile.

Order book / Number bars, Market Profile, Volume Profile for Sierra Charts (Version 1564)

I take no credit for this chart book it was given to me and I'm posting it here for the Elite members.

MP and VP also has the extended volume directly to the left of the vertical scale.

Details: Order book, Market Profile, Volume Profile.

June 10th, 2017
Size: 224.05 KB

Market Depth Historical Graph

MDHG for Sierra Charts with volume profile histograms, VAH/VAL/VPOC (Current version = 1543) This was posted at the SC support board and I modified it.

There are two studies hidden, they can both be enabled if so desired. One is a different trade indicator study and the other is a volume study in region 2.

This was initially made for /CL and I'm using it for /ES.

The Volume profile value areas may not be precise, I'm more accustomed to MP, although the VPOC does appear to be accurate.

The large volume trade indicator will need to be adjusted to whatever suits the trade levels the end user likes to see.

I personally have remove the DOM depth, it can be disabled/enabled via Trade > Show Depth

Details: Market Depth Historical Graph

April 18th, 2017
Size: 88.41 KB

Keywords: depth graph historical market profile sierra volume charts

CurrentDayOHLCv2

Combines days OHLC & midpoint price, yesterdays midpoint and a selectable midpoint price

Details: CurrentDayOHLCv2

March 26th, 2017
Size: 2.97 KB

CurrentDayOHLCv2

Combines days OHLC & midpoint price, yesterdays midpoint and a selectable midpoint price

Details: CurrentDayOHLCv2

March 26th, 2017
Size: 132.07 KB

Fractal Dimension Index Pack

Indicators are credited to Fat Tails and more information can be found in the link. Five interpretations of the indicator, but more or less similar. For NT7 only.

https://nexusfi.com/elite-circle/17157-fractal-dimensions-differentiating-between-trending-range-bound-markets.html

FractalDimensionIndex FDI > 1.5 - market is rangebound
FractalDimensionIndex FDI < 1.5 - market is trending

Details: Fractal Dimension Index Pack

January 22nd, 2017
Size: 55.00 KB

HeikenAshiDeltaPlus2

This is HeikenAshiDelta2 as per the prior post with HeikenAshiDelta1.

Uploaded 20/3/17 from NT8 V 8.0.5.0 Hopefully this time open source.

Details: HeikenAshiDeltaPlus2

January 6th, 2017
Size: 3.00 KB

HeikenAshiDeltaPlus1

This is the mahHeikenAshiDelta indicator that I have posted in another thread last year.
The difference it has been modified.
I have just read Dan Valcu's new book and found on page 55, the HA Delta Plus indicator. So I coded the modifications with help from another helpful person on this forum.
Attached are HeikenAshiDeltaPlus1, & 2.
1 is single and double smoothed.
2 is double and triple smoothed.
The original in comparison is not smoothed and single smoothed.
Would be good if someone could make 1 indicator out of the 3 that has user parameters for entering the amount of smoothing for both plots, and even the type of smoothing ie. SMA, EMA, or others.
Then post it here for all to enjoy.
These were exported from NT8 Ver 8.0.2.0
I could only load one indicator in this post, so this is #1.
#2 is in a separate post.

Uploaded 20/3/17 from NT8 V 8.0.5.0 Hopefully this time open source.

Details: HeikenAshiDeltaPlus1

January 6th, 2017
Size: 3.04 KB

Market Profile

Market Profile for Sierra Charts (Ver 1500) RTH = White / ETH = Grey.

Details: Market Profile

January 4th, 2017
Size: 67.67 KB

Keywords: chart marketprofile sierra

Weis Wave for NT8

This is a conversion of wccktrader's work creating the Weis Wave Volume indicator to NT8. The link to the NT7 version can be found here.

This is version 1.0

12/27/2016 - v2.0 Cleaned up and optimized the code with help from @trendwaves. User can now change the wave display properties.

Details: Weis Wave for NT8

December 17th, 2016
Size: 5.30 KB

Bar Numbering

Number the bars on a chart like Al Brooks.
For Ninjatrader 8.

I did not create this.
Just edited an existing version to make it work for Ninjatrader 8.

Version 1.0

Details: Bar Numbering

November 17th, 2016
Size: 1.89 KB

ExportData8

Please delete this post. (merged with original post)

Details: ExportData8

October 28th, 2016
Size: 201 bytes

ExportData8

ExportData8: Exports time-stamped OHLCV data of the selected instrument(s) to a text/csv file in Ninja Trader 8

--------------------------------------------------------------------------------------------------------------------
INSTALLATION:

1. Launch Ninja Trader 8
2. Tools -> Import -> NinjaScript

Use this in Strategy Analyzer like any other Ninja Trader 8 strategy.

// NOTE: Make sure that historical data exists first. To do so, connect to your Data Source and then
// Go to Tools -> Historical Data,
// then click Load tab,
// then under Download section, select Instrument(s), Intervals, Start/End Dates, Data Type,
// then click Download
--------------------------------------------------------------------------------------------------------------------

CHANGE LOG:

version 4.3

// 23 February 2017 ver 4.3 MURTY ROMPALLI: Fixed non-working default properties, Added NOSEC formats (NOSEC stands for NO SECONDS in time field. If exporting 1-minute bars, skipping :00 seconds saves disk space)

version 4.2

// 25 October 2016 ver 4.0 NT 8 version released by MURTY ROMPALLI; Will not work with older versions
// 26 October 2016 ver 4.1 MURTY ROMPALLI: Code cleanup and simplification
// 28 October 2016 ver 4.2 MURTY ROMPALLI: Support for Stocks, Code improvement

// KNOWN PROBLEMS:
// Throws errors: "Error on calling OnStateChange method: Object reference not set to an instance of an object

version 4.0
25 October 2016: ver 4.0 NT 8 version released by MURTY ROMPALLI; Will not work with older versions of Ninja Trader

Details: ExportData8

October 26th, 2016
Size: 6.12 KB

Extended Print() function for NinjaTrader 7

Printing to the log is good for debugging, but sometimes I end up with loads of entries in the output window, and I have no idea which indicator on which chart triggered the printout. I have therefore written a global method, which can be used for printing to the Output window for debugging purposes.

Version: 1
Syntax:
PrintToLog(int level, string text)

level: log level 1-5. A corresponding number of "*" are prefixed to the text.

In addition the following information is printed by default:
* Instrument.MasterInstrument.Name
* BarsPeriod.BasePeriodValue.ToString()
* BarsPeriod.BasePeriodType.ToString()
* Time[0].ToString()

and finally the text passed to the method is added to this string.

This global method obviously cannot be run as a standalone indicator, but can be used in your own indicators to print to the Output window.

Details: Extended Print() function for NinjaTrader 7

October 19th, 2016
Size: 1.24 KB

Economic News Indicator for NT8

Version 1.0.1:

This indicator shows the economic news for the day on your chart in Ninjatrader 8. It is fully configurable for the type of news items you would like to see, the colors of different impact news items, the fonts you want to use and which countries you would like to see news items for.

Version 1.0.2:

- Not displaying date as the news is for the current day only. Will refresh automatically for the next day
- Showing the time of the news item in its raw format as it comes from the source

Version 1.0.3:

- Fixed layout bug when no news items are returned

Version 1.0.4:

- Indicator now allows time offset to be configured to show news announcement time in your time zone, thanks to @sagor

Version 1.0.5:

- Fixed a bug where the event time was not assigned to the new time with the applied times zone. Times will now display correctly in your chosen time offset.

Version 1.0.6:
-Parsing the source date with US date format. Indicator will now work for users that have a non standard date format. Thanks @Aregon for helping out with the debugging
-Can now specify a right hand margin to offset the indicator if necessary

Version 1.0.7:

-Renamed Right Hand Margin parameter to Left Hand Margin, which it actually is

Version 1.0.8:

-Removed code that overrides grid line settings on a chart. Indicator will now leave grid lines as per chart template.

Documentation for installing and configuring the indicator can be downloaded at https://nexusfi.com/ninjatrader/40490-economic-news-indicator-ninjatrader-8-available-download.html

Details: Economic News Indicator for NT8

October 11th, 2016
Size: 8.90 KB

mahHeikenAshiDelta - NT8

This is an indicator I downloaded from here for NT7.
I just paid to convert it for NT8.
So here is the NT8 version.
Version #Sep15b
The indicator plots the difference between the HA open & HA close, being the HA Delta.
Also plots a 3 period EMA.

Thanks to "Alligator" for the original NT7 version.

20/3/17 uploaded from NT8 V 8.0.5.0 Version#Sept15b open source.

Details: mahHeikenAshiDelta - NT8

September 15th, 2016
Size: 3.01 KB

irLabel

This indicator is meant as an add on to the irSessionSupportAndResistance indicator here.

The irLabel indicator simply attaches a price label to a Ray drawn on your chart.

If you manually draw a Ray on your chart and want a price label attached to it for reference, simply select the ray and modify the Ray Properties -> Data -> Tag to include the word " session " [i.e., sessionLowRay, sessionHighRay, session1, sessionA1 etc.,]

The indicator has been coded to properly display the price labels in fractions for Interest Rate Contracts [i.e., T-Bills, Notes, Bonds]. When applied to a chart that has its price scale formatted in decimal format [i.e., Equities, Currencies, Commodities] prices will be properly displayed in decimal format.

Details: irLabel

May 19th, 2016
Size: 3.48 KB

Keywords: bonds interest label notes price rate fractions

GomBidAskVolume for Ninja 7

Exported using Ninja Trader 64-bit 7.0.1000.31

I was searching for some time to find an indicator to simply show Bid and Ask Volume.
After searching here [and elsewhere] I found this revised version of the GomDelta indicator [here on futures.io].

This indicator relies on having access to Gomi binary data and will only work if you have already installed the Gomi packages [and have them working].

I like to use this on a 1 minute and a 5 minute candle chart, to see who is winning the Buy/Sell [Bid/Ask] battle at that moment.
Having said that it can also be used on Tick, Range, Reversal, Volume or Renko charts if you prefer to use it on one of those.

I'm not sure who made these modifications?
All I've done here is hard code some of my Color and Bar size preferences to suit my Black format charts.

Trade well,
TGN

Details: GomBidAskVolume for Ninja 7

May 11th, 2016
Size: 2.83 KB

Keywords: bid/ask gomi volume

irSessionSupportAndResistance

Exported using Ninja Trader 64-bit 7.0.1000.31
This indicator was developed after reading a request on the NinjaTrader Support Forum. [ here]
One of the members was looking for an indicator to show bars that made the high of the session and the low of the session.

I used to mark these by hand [drawing a rectange or lines] usually on a longer term chart, [a 15 minute for eg.]
The indicator plots the open of the "up-close" bar that makes the high of the session, it also plots the open of the "down-close" bar that makes the low of the session.

I find it helpful for delineating Supply and Demand and for a clue as to when I should change my bias from "leaning long" to "leaning short" and vice versa.

***Note*** Here is a [COLOR="Blue"]link[/COLOR] to a more detailed description of how I use this indicator.

Thanks to a friend for his help getting this to work.

Trade well, TGN

Details: irSessionSupportAndResistance

April 19th, 2016
Size: 5.27 KB

Keywords: supply/demand support/resistance

NeuralNets for NT8 using Encog 3.3

This is a first trial at neural Nets. Used NEAT nets because it saves the hassle of determining the amount of hidden layers.
In order for this to work, you must:

use the link below to get the Encog Dll( place the DLL inside your custom folder), the reason being that I made some changes to the original code in order to be able to serialize the Normalization Helper. this is very important since this Add On will not work with other ENCOG Libraries. If you have any problems with this, let me know, and we can figure out a way so that you can get the right file .

https://www.dropbox.com/s/yzzofulcfjik09o/encog-core-cs.dll?dl=0

once you have the file, and referenced it in NT8( NT forums have a lot of info on how to reference an external library in NT), then import this AddOn.

3/16/2016 1430: For those who have downloaded this file as of this date and time, you can find the missing xaml here:

https://www.dropbox.com/s/w23yzx6zwce5unh/SampleAddonTabContent.xaml?dl=0

Add this file to the AddOn Folder and that should take care of the issue of the empty window...

Neural Nets are an interesting topic. I hope people contribute to advance and improve the available knowledge on NNs and Ninjatrader. I hope people can come up with new and novel ways to use them, and also to share them with our community.

Details: NeuralNets for NT8 using Encog 3.3

March 15th, 2016
Size: 40.80 KB

GomUA

GomUA was developed to highlight "Unfinished Auctions" on the GomVolumeLadder
I have been studying this "phenomenon" of price action for about 5 years and managed to put this together with the help of a friend late last fall (2015)

This indicator relies on having access to Gomi binary data and will only work if you have already installed the Gomi packages [and have them working].

Unfortunately I have to offer it here as a .cs file [I am unable to offer it to you in a .zip file]

Once you copy the cs file into your [\My Documents\NinjaTrader 7\bin\Custom\Indicator] folder compile any indicator and you'll see GomUA in with your existing Gom indicators.

I like to use this on a Volume Ladder, It can be used on any timeframe you choose, it can also be used on a candle chart or bar chart if you do not use a Volume Ladder.

I have tested this on Time, Tick, Range, Reversal and Volume charts and it works fine when I confirm it on a corresponding Volume Ladder.

I have not used this on [Ultimate Renko, Better Renko or Renko [Ninja default version]] so I can not comment as to it's validity on these "exotic" bar types.

Simply put it will show where a bar has moved to an extreme and has had orders complete at both the Bid and the Ask before price moved away from that price point.

There have been numerous discussions about this over time here on futures.io and lately it is starting to become popular with some of the "platform vendors" so my apologies for not posting this earlier.

Trade well,
TGN

Details: GomUA

February 25th, 2016
Size: 31.49 KB

ADE Vix, Tick, C_Tick, Tick Levels

Here are all the market internals indicators I use that have been requested by Spoos thread visitors.
1) You must have ADE Library installed and set up- sorry cant help you there.
2) You must have a 1 minute chart of Vix and $Tick running with the ADE Save indicator applied.
3) On the chart you want to display VIX, Cumulative Tick and Ade Tick indicator- apply Ade Tick and Ade Vix and Ade _CTick (C_Tick looks good on top of ADE Vix (no scaling) and note that the indicator is delayed 5 minutes in the morning before starting to allow it to a ccumulate)

4) Tick Levels should be overlayed on a chart of $Tick to highlight Zero, 600 and 1000 =/- levels

Attached image shows :
Left top= $Tick with Tick Levels Indicator
Left Bottom= ADE Tick

Right Top= ADE Vix with C_Tick overlayed (C_Tick set to no scaling)
Right Bottom- ADE Tick

Details: ADE Vix, Tick, C_Tick, Tick Levels

February 5th, 2016
Size: 243.10 KB

Wide Range Body and Hidden Gaps

Hello Traders, a few months ago, a trader that I met through BigMikes turned me on to The Strategy Lab.[URL="http://www.thestrategylab.com"] There is a lot of free material there to study. The more that I read, the more that I liked the concept, so I built an indi to show the Wide Range Body (WRB) and WRB Hidden Gap. The concept is to show increasing volatility and areas of support and resistance. I encourage you to read the free material.

This NT7 indicator will work on every chart type although it does not make any sense on some range restricted charts. It colors the candle of the WRB and paints a rectangle for the WRB Hidden Gap. It also draws a vertical line for a WRB in the event that you use it on a PnF chart since there is no candle to color. You can choose the colors and audio indications for the WRB and the WRB Hidden Gap and the line width for the WRB line.

If you are interested in the WRB Zones, I have heard that there is an indi on the Strategy Lab site called Mr Zones that works fine with this indi.

Trade Well
Bob

Details: Wide Range Body and Hidden Gaps

January 10th, 2016
Size: 3.00 KB

PermaCode Support and Resistance Lines, v003r2

This is slightly modified version of the PermaCode Support and Resistance Lines, v003 by Adamus.
rleplae helped in swapping the rectangle with lines plot. The chart looks less crowded.

Please refer to "PermaCode Support and Resistance Lines, v003" for details on the indicator.

Thank you,

EO

Details: PermaCode Support and Resistance Lines, v003r2

December 28th, 2015
Size: 8.71 KB

SDY_PnF_Suite NT8

This is the start to recreating my NT7 Point & Figure Suite for NT8.

The thread for NT7 can be found here: https://nexusfi.com/elite-circle/34569-working-point-figure-indicator-suite.html
The thread for NT8 can be found here: https://nexusfi.com/elite-circle/37789-sody-s-point-figure-ninjatrader-8-a.html#post541095

Suite includes:
SDY_PnF_Breakout
SDY_PnF_Congestion
SDY_PnF_Congeestion_MaxMin
SDY_PnF_Count
SDY_PnF_MaxMin
SDY_PnF_Poles
SDY_PnF_TrendLines
SDY_PnF_XO

I still need to add:
SDY_PnF_VerticalTargets
SDY_PnF_HorizontalTargets

Cheers,

SodyTexas

Details: SDY_PnF_Suite NT8

November 30th, 2015
Size: 128.48 KB

Keywords: and point pnf figure &

ADE_FloorPivot_HLC_ADR

This indicator uses ADE and OOEL to plot Floor Pivots, Y_H/L/C and a label showing the average daily range. It requires some setup as described in the indicator itself. The screen shot looks poor- All lines, rectangles and labels have complete color, width, pattern and transparency control so you can dull them down or make them pop. Also have complete control of how many bars to the right your lines and labels display.

Updated to V2- Code is a little cleaned up and adds the ADR_H and ADR_L "marker" to the chart on the right side of the screen.

Details: ADE_FloorPivot_HLC_ADR

October 22nd, 2015
Size: 231.51 KB

MACDplus

This plots the MACD up and down movement, where you can change the color of the line based on movement up or down. It also has audio alerts.

Details: MACDplus

October 19th, 2015
Size: 6.33 KB

Keywords: macdplus

MarketWatchSentiment Indicator

This indicator uses the Sentiment Data from the Trading Deck in https://www.marketwatch.com/, Takes the Advancers, Decliners, and no Change, and Plots them. It only works in real time, since The trading Deck only works from 09:30pm till 04:00 pm. The good thing about it is, that it can capture the trend of the day's sentiment.

this is the first version I made. 0.0.0.1 I guess...

Details: MarketWatchSentiment Indicator

October 12th, 2015
Size: 6.25 KB

Keywords: indicator marketwatch sentiment

atgPairsDiversion

TradeStation ShowMe and PaintBar studies for identifying and quantifying divergences between pairs of data series.

I wrote these studies with the intention of applying them to the S&P500 and the VIX, however they may be applied to any pair of data series.

To use, load a minute chart window with the SPY as data1 and the VIXY as data2. Make sure both series have the same bar settings ( ie, 5 minute and 5 minute ).

The paint bar study has a slightly weakened algorithm in order to give the viewer a �heads up� that the show me indicator may signal.

The example chart is 5 minute from 9/8/2015

Interpretation

A green dot under a bar is a long signal. It means the VIX is falling at a relatively greater quantity than the S&P is rising.
A red dot above bar is a short signal. It means the VIX is rising at a relatively greater quantity than the S&P is falling.

The studies work as follows:

The data series for data2 ( the VIX in our example ) is inverted by calculating the reciprocal of the close ( 1/close). This effectively flips the chart upside down.
The natural logarithmic returns for data1 and data2 are calculated and stored in a pair of data series for each.
The difference between the returns series are run through a pair of RSI oscillators in order to discover progressive divergences between them.

Details: atgPairsDiversion

September 13th, 2015
Size: 19.27 KB

atgPairsCorrelation

atgPairsCorrelation - NinjaTrader correlation indicator

Exported using NT version 7.0.1000.29.

Change Log
2015-09-08 - Added support to automatically label the plots.
2015-09-14 - Speed enhancements. Reduced 5 loops through the correlation period to 1 loop.

The atgPairsCorrelation indicator plots the correlated logarithmic returns of two data series.

Thanks to @Oysteryx for helping me make this indicator.

The inputs to the indicator are standard price series data. The indicator internally generates the logarithmic returns and calculates and plots the correlation between them. The value ranges between -1 and +1. A positive value means that the two data series are correlated ( moving together ) while a negative value means they're moving in opposite directions. The magnitude of the value expresses the fidelity of the correlation. A value of 1 is achieved if you compare an instrument with itself.

In addition to comparing pairs of data series, special functionality is included that allows you to compare with an interest rate spread.

A template to load the indicator as displayed in the screen shot is available on the support thread. The template displays the correlations of the following instruments:

ES -> ZN/ZT spread
ES -> 6J
ES -> CL
ES -> GC
ES -> ZB
ES -> 6A
ES -> 6E

It�s assumed that the primary data series loaded on the chart is one of the two data series to be correlated. The chart series is always compared with one other series that the indicator loads internally. You may of course use any data series you want on the chart and in the settings for the indicator to run correlation studies on pairs of interest to you.

To use the template (see support thread ) load it on a chart of the ES with at least 365 days of daily data. This template loads 7 instances of the atgPairsCorrelation into a single chart panel so that their plots are overlaid.

Here are some basic property settings to configure the indicator to compare the ES to the 6J contract ( USDJPY futures contract ):

You must maintain the property settings for each instance so that the contract months are current.

Spreads
For running a correlation on an interest rate spread you must enter the two instruments involved in the spread into SpreadLeg1 and SpreadLeg2. In addition you must enter weights for each leg of the spread. the CME publishes these weights here:

https://www.cmegroup.com/trading/interest-rates/files/ics-ratios-2015-12.pdf

They are frequently changed so be sure to check it regularly. Here�s an example of how to configure an interest rate spread:

The SecondInstrument parameter ( set to ES 09-15 ) is ignored if SpreadLeg1 and SpreadLeg2 are populated.

The CME weights found on the aforementioned web page for each leg are specified in SpreadLeg1Weight and SpreadLeg2Weight.

Known issues:

Inefficient correlation algorithm
Chart stays on top of the z-order.

Details: atgPairsCorrelation

September 8th, 2015
Size: 3.71 KB

PriceHline

Draws a horizontal line at the current price which changes as price changes. A + or - offset in ticks from current price can also be applied. Has the added feature of drawing lines for the current Bid and Ask, but by default these lines are not displayed. The line styles are controlled using the Lines section listed within the indicator's settings/parameters dialog.

Details: PriceHline

September 5th, 2015
Size: 2.41 KB

Walk Forward Optimized Moving Average Indicator

Version 1

This indicator is a Walk Forward Optimizer for a pair of moving averages. The moving averages in this case is the Ahrens Moving Averages that I have previously posted in the elite section. Pay attention to the output window as I print the results of the optimization there.

HOW IT WORKS

At the beginning of each session it will optimize the two variables (Moving Average Periods) for the last three sessions and draw the optimized moving averages for the current session. So the optimized variables are never tested on the current session that it is being drawn. Optimized prices takes place after the moving average cross on the open of the next bar.

I used the walk forward method to avoid CPU lag and massive curve fitting.

It works only on minute charts at the moment, but i am exploring solutions for other chart types.

I created a thread to post ideas or general discussion around said indicator here: https://nexusfi.com/elite-trading-journals/36833-walk-forward-optimized-moving-average-indicator.html

Cheers,

Sody

Details: Walk Forward Optimized Moving Average Indicator

August 28th, 2015
Size: 4.36 KB

inputPCFileData

Input CBOE daily Put/Call data file into NinjaTrader as an indicator.
CBOE data can be downloaded from https://www.cboe.com/data/putcallratio.aspx

Details: inputPCFileData

August 16th, 2015
Size: 2.94 KB

Simple Excel spreadsheet for ZB ZF ZN conversion to decmial

No big shakes here just something I use to plot my levels on 5 yr notes, ZF, using rancho's tradeplan indy.
Ron

Details: Simple Excel spreadsheet for ZB ZF ZN conversion to decmial

July 8th, 2015
Size: 15.29 KB

Keywords: interest notes rates treasuries bonds

Real Line Break

This is a variation of Gordos "Better Line Break".
The difference: the "Real Line Break" uses the close of the last bar as open. This gives a more realistic chart and backtesting results.
Install via "Import Ninja Script".
(The code uses "Custom6" as ID. Change the value, if you already have an bar type with this number.)
Version 1.

Details: Real Line Break

May 10th, 2015
Size: 4.79 KB

ChartTraderCustomBehavior

Here is an indicator to customize Ninja's ChartTrader. It allows you to customize the layout and visibility of the 8 standard order control buttons. Additionally when a position is open, it will hide all of those ChartTrader buttons as well as disabling the right-click context menu choices for buy and sell.

It helps to reduce distractions and allows one to focus on a single order, which some may find useful, as I have.

I want to recognize those who posted the code that helped me put this together. Thanks to @SilverDragon for the code to customize layout and visibility of the buttons. You can find a more thorough explanation plus a great video in his post at https://nexusfi.com/elite-circle/25463-customize-chart-trader-buttons.html. Also thanks to @ninjatrader_Bertrand for the nice trick on determining market position from within an indicator.

Note that any chart on which this indicator is running will have it's ChartTrader buttons hidden and context menu buy/sell choices disabled whenever there is an open position on any instrument. This is beta 1.0.01. For educational purposes only. Use at your own risk.

Details: ChartTraderCustomBehavior

April 13th, 2015
Size: 4.79 KB

Keywords: "charttrader buttons" "context menu" "right-click

PnFSignals&Alerts

This indicator add signals and Alerts (Text to Speech) for the following Point & Figure Patterns:

Triple Top
Ascending Triple Top
Spread Triple Top
Upside Symmetric Triangle
Upside Breakout of Bullish Resistance Line
Upside Breakout of Bearish Resistance Line
Ascending Triangle
Bullish Catapult
Triple Bottom
Descending Triple Bottom
Spread Triple Bottom
Downside Symmetric Triangle
Downside Breakout of Bullish Resistance Line
Downside Breakout of Bearish Resistance Line
Descending Triangle
Bearish Catapult

Add reference System.Speech.dll from:
C:\Program Files\Reference Assemblies\Microsoft\Framework\v3.0\System.Speech.dll

Follow Along @: https://nexusfi.com/elite-circle/34569-working-point-figure-indicator-suite-17.html

Cheers,

Sody

Details: PnFSignals&Alerts

April 9th, 2015
Size: 16.92 KB

SodyR

Takes Williams%R, smooths it, then change the formula to to draw Percent R on price.

A better explanation can be found here: https://nexusfi.com/elite-automated-trading/35275-discussion-sodyr.html

Cheers,

SodyTexas

Details: SodyR

March 24th, 2015
Size: 7.78 KB

MySQL & Ninjatrader Total PNL

What I did was build a simple strategy in Ninjatrader that does the following:

1- Builds a Database in MySQL
2- Builds needed tables (OpenPnL & ClosedPnL)
3- Stores PNL for all instruments that the strategy is loaded
4- Runs a Query for both Open and Closed PNL
5- Using existing indicator Strategy Plot draws both total PNL (Open + Closed) and Realized PNL

The possibilities of this method are very robust. I can reference the MySQL database in Excel or third party apps, or I can build logic in the trading system to stop trading at a defined loss.

You will need MySQL loaded on your machine, and I suggest setting up your own user name and pass word. There are plenty resources online on how to do this.

Also, you will need to add references to two dll files (MySql.Data.MySqlClient & System.Data) that are included in MySQL installation; the paths are:

C:\Program Files\MySQL\MySQL Connector C 6.1.3\lib\vs11
C:\Program Files (x86)\MySQL\MySQL for Visual Studio 1.1.4\Assemblies\v2.0

Follow along @: https://nexusfi.com/elite-automated-trading/35272-mysql-ninjatrader-total-p-l.html

Cheers,
SodyTexas

Details: MySQL & Ninjatrader Total PNL

March 24th, 2015
Size: 6.22 KB

SodyPointAndFigure

For true Point and figure charting and analysis NT 7 does not work because of a issue with drawing new bars on sessions. What I did is tweak the existing PointAndFigure chart code and replaced some logic so that it will no longer plot a new bar on session breaks (Sessions still exist).

What this means; longer term PnF charts are not only possible, but with my PnF suite might just be the best PnF setup out there. I will let you make your own decision on that opinion.

After downloading the code it must be copied to folder:

\My Documents\Ninja Trader 7\bin\Custom\Type

and because it is provided as a .cs file it must be compiled (by compiling any other indicator). Once compiled Ninja Trader must be closed and reopened before the new chart type, named �SodyPointAndFigure� will replace the old PnF.

Follow Along @: https://nexusfi.com/elite-circle/34569-working-point-figure-indicator-suite.html

Version 1.00

Cheers,

SodyTexas

Details: SodyPointAndFigure

March 2nd, 2015
Size: 35.39 KB

Quantum Mechanics Rolling Sample - SMA

Hey Elite,

This is the same version as the SMA one with one key difference.

This one only saves 100 observations, changing to market conditions.

Follow along @ : https://nexusfi.com/elite-automated-trading/35002-lets-talk-statistics.html

Cheers,

Sody

Details: Quantum Mechanics Rolling Sample - SMA

February 27th, 2015
Size: 4.90 KB

QuantumMechanicsCMO

Hey Elite,

Following up my last indicator, QuantumMechanicsSMA, I wanted to show how easy it it is to change the indicator from a SMA to a CMO. This version looks at the CMO probabilities.

Follow allow the thread created for this indicator @ https://nexusfi.com/elite-automated-trading/35002-lets-talk-statistics.html

Tell me do you know the predictability of the indicators that you use trading?

Cheers,

SodyTexas

Details: QuantumMechanicsCMO

February 25th, 2015
Size: 8.63 KB

Quantum Mechanics - SMA

Hey Elite,

Here is a indicator that uses probability and hypothesis testing to define if a indicator contains predictability. For example what is the mean and probability of a SMA cross four bars after the cross?

Follow allow the thread created for this indicator @ https://nexusfi.com/elite-automated-trading/35002-lets-talk-statistics.html

The code is built for SMA Cross Up or Down, but with a little tweaking can be applied to any trading rules. Tell me do you know the predictability of the indicators that you use trading?

Cheers,

SodyTexas

Details: Quantum Mechanics - SMA

February 24th, 2015
Size: 6.92 KB

ScrollsRite - Seamless chart dragging for Ninja 7

This code is a slightly modified version of the excellent 'Scrolls Lite' indicator by devdas.

It allows a user to simply drag the chart in all directions with a mouse. This indicator has been on ALL of my charts for years.

The discussion thread is here:

https://nexusfi.com/ninjatrader/24723-scrolls_lite-vertical-drag-autoscroll.html

This version fixes the original problem where the chart shifts as a user tries to drag or stretch a drawing object. It also uses a different method to enable his AutoScroll feature. This version uses a Middle Button click on the price scale to enable it.

I truly cannot imagine living without this indicator.

TIP: Put this on your 'Default' template. It will appear on every new chart !

UPDATE Feb 8 2015

Previous version would shift the chart when using the Magnifying Glass.
Sorry.

TikDaddy

Details: ScrollsRite - Seamless chart dragging for Ninja 7

February 3rd, 2015
Size: 3.17 KB

Ninjatrader 7 Point and Figure Indicator Suite

Indicator: PnF

This is a set of Point and Figure Indicators that I developed with the anticipation of NT8 fixes of PnF. NOTE: These are coded for NT7 and will need tweaked for NT8.

I followed Jeremy du Plessis method for Point and Figure to the best of my ability. That said, there may be errors in the logic in some situations. Use at your own risk!!

Indicator List:

PnFCongestion - Heat-map of horizontal count showing congestion points.
PnFCount - Adds box counts above or bellow the XO bar.
PnFMaxMin - Shows breakout point, the price level the next XO will be drawn.
PnFXO - Simply tells you if you are in a X or O bar
PointAndFigureCandles - Draws real-time candles around the XO's
PnFTrend - Draws the 45 Degree trend lines
PnFPoles - Shows 50% retracement used for quick exits of long XO bar.
PnFHorizontalTarget - draws the Horizontal target for VU or W patterns
PnFVerticalTarget - draws the vertical target from important highs or lows

I hope you enjoy these indicators!

Cheers,
SodyTexas

Rev 2

Added:
PnFSignalsV2 - Basic lines showing your standard PnF breakout
PnFDistribution - Know bugs on the counts, but its still shows a lot. Shows a session distribution of PnF Boxes.

Major enhancements on the Horizontal and Vertical targets. Mainly added dataseries for the nearest target and anchor points. Anchor points are the point that voids the targets if not met.

Thread: https://nexusfi.com/elite-circle/34569-working-point-figure-indicator-suite-12.html

Details: Ninjatrader 7 Point and Figure Indicator Suite

January 16th, 2015
Size: 38.62 KB

RMO Oscillator

I took a few minutes to recode the version that was uploaded by Randy Terbush in 2009. This one uses a tiny fraction of the resources needed by the original. Here is a link to the original posting.

https://nexusfi.com/local_links.php?catid=4&linkid=120

Sorry, just the .cs file is provided.

Details: RMO Oscillator

December 19th, 2014
Size: 14.12 KB

Local Order Manager - NinjaTrader Strategy Library

The [COLOR=#0066cc]Local Order Manager [/COLOR]has been designed to replace the internal NinjaTrader order management functions. It is based upon Unmanaged Order Management function. The goal is to create complex and flexible features that can easily be re-used, freeing the programmer of the strategy to focus upon the intended strategy and not getting bogged down with coding and debugging.

For more information about the NinjaTrader Local Order Manager please refer to the following section:
https://nexusfi.com/wiki/trading-wiki/NT-Local-Order-Manager-LOM-Guide
https://nexusfi.com/elite-automated-ninjatrader-trading/15563-njamc-local-order-manager-lom-collaboration.html

Revision History:

Rev 1:
As issued

Rev 2:
Added: [FONT="]public [/FONT][FONT="]bool[/FONT][FONT="] GoShortLimit([/FONT][FONT="]int[/FONT][FONT="] m_SharesTraded,[/FONT][FONT="]double[/FONT][FONT="] m_Limit,[/FONT][FONT="]int[/FONT] [COLOR=#0066cc]Limit Order[FONT="] m_PositionNumber) - To handle true , Rather than STOPLIMIT[/FONT][/COLOR]
[FONT="]Added: [/FONT][FONT="]public [/FONT][FONT="]bool[/FONT][FONT="] GoShortLimit([/FONT][FONT="]int[/FONT][FONT="] m_SharesTraded,[/FONT][FONT="]int[/FONT][FONT="] m_LimitTicks,[/FONT][FONT="]double[/FONT][FONT="] m_RefPrice,[/FONT][FONT="]int[/FONT] [COLOR=#000080]Limit Order[FONT="] m_PositionNumber) - To handle true , Rather than STOPLIMIT[/FONT][/COLOR]

Added: [FONT="]public [/FONT][FONT="]bool[/FONT][FONT="] GoLongLimit([/FONT][FONT="]int[/FONT][FONT="] m_SharesTraded,[/FONT][FONT="]double[/FONT][FONT="] m_Limit,[/FONT][FONT="]int[/FONT][FONT="] m_PositionNumber) - To handle true Limit Order, Rather than STOPLIMIT[/FONT]
[FONT="]Added: [/FONT][FONT="]public [/FONT][FONT="]bool[/FONT][FONT="] GoLongLimit([/FONT][FONT="]int[/FONT][FONT="] m_SharesTraded,[/FONT][FONT="]int[/FONT][FONT="] m_LimitTicks,[/FONT][FONT="]double[/FONT][FONT="] m_RefPrice,[/FONT][FONT="]int[/FONT][FONT="] m_PositionNumber) - To handle true Limit Order, Rather than STOPLIMIT[/FONT]

Rev 3:
Added: [FONT="]public [/FONT][FONT="]void[/FONT][FONT="] SetStatsBoxVisable([/FONT][FONT="]bool[/FONT][FONT="] m_Stats)[/FONT]
Added: [FONT="]GoShortStopLimit() Functions, depreciated functions that are misleading[/FONT]
Added: [FONT="]GoLongStopLimit() Functions, depreciated functions that are misleading[/FONT]

Rev 4: 4/1/2012
Added: Various Trailing Stop fixes
Fix: [FONT="]PartialFills improvements[/FONT]
Experimental: Timer functions for future features

Rev 5: 4/15/2012
Fix: [FONT="]Major Stability Improvements, Partial Fills almost flawless[/FONT]
Experimental: Timer functions for future features improved

Rev 6: 7/25/2012 (Beta Release)
Fix: Major Stability Improvements, Partial Fills almost flawless
Fix: Timer functions for Good Until, detects fast replay and autodisables
Added: Good Until by Time & #Bars
Added: Trailing Stop DataSeries Driven
Added: GoLimitBracket
Added: GetFillQuantity
Added: Rejected Order handling (started)
Improved: Entry/exit functions added object to contain rules/handling
Experimental: Timer functions for future features improved
Added: Version ID Current LOM:02b.01b.01a.01.01b.02.01.01a.01.0.0.2

Rev 7: 9/26/2013 (Beta Release)
Update done by contributor, not fully integrated but available.
Fix: Fixed a bug in dataseries based SetTrailingStop() in which the the wrong variable is used for calculating the tick offset.
Changed: Changed the behavior of the dataseries based SetTrailingStop() such that it will remain triggered after the price has moved beyond the trail trigger ticks and retrace back. The previous implementation is such that the trailing stop will be active only when the price remains beyond the trail trigger ticks.
Improved: Commented out the warning logs for non-value dataseries of the indicator based Trailing Stop. It is not necessary for trailing stop indicator to return a value for every bar. For example, a price action swing trailing stop indicator returns an update of a stop loss value after it makes a swing. Furthermore, it is more efficient to update the stop loss value as and when it is required.

Rev 8: 11/24/2014
Update done by contributor, not fully integrated but available.
General: Rolled up many improvements into the latest build
Added: Added new user contribution "SetStatsBoxVisable(bool m_Stats, string m_DebugString)" to enable and disable Stats box with Debugging String
Added: Version ID Current LOM:02b.01b.01b.01.01b.02a.01.01b.01.0.0.2

Details: Local Order Manager - NinjaTrader Strategy Library

December 5th, 2014
Size: 40.29 KB

DuplicateBars

Ever wanted to add a second "chart" with a second series of identical Price Bars right below the main panel? Now, you can with the Duplicate Bars indicator. This allows you to view a whole new set of Price Bar-based indicators perfectly aligned with your first set. An inverse function has been added for special situations, as well, such as currency futures that trade in an opposite fashion from their spot pairs.

Instructions: Add the Duplicate Bars indicator to your chart like any other indicator (name: rDuplicateBars). The indicator settings allow you to choose colors for your Price Bars. Now add whatever additional indicators you want to display in the usual manner to the chart, BUT make sure their panel number (in the parameters section) is set to the same panel number as the Duplicate Bars indicator.

v1 uploaded 11/22/14

Details: DuplicateBars

November 22nd, 2014
Size: 2.82 KB

"The 48 hour forex strategy"

This strategy is based on this article in Futures Magazine.

A couple of things to explain

The green background denotes when the stop is moved to break-even
The magenta background denotes when the max # of hours of the trade has ended (default 48 hours)
The yellow background is the same as the magenta, but the trade most likely spanned across a weekend or trading holiday

NOTE: sorry, the download link isn't working and the BMT website software is not allowing me to fix it, unless I'm doing it wrong. You can download it from this forum post if you want.

Details: "The 48 hour forex strategy"

September 24th, 2014

[Status unknown]

SoderstromCloud

As part of my journal found here:

https://nexusfi.com/trading-journals/32702-quant-s-perspective-building-trading-system-3.html

Here is the next indicator to my system.
Cheers,

Sody

Details: SoderstromCloud

August 18th, 2014
Size: 5.88 KB

AhrensBB

In my journal a member requested a AhrensBB.

https://nexusfi.com/trading-journals/32702-quant-s-perspective-building-trading-system-3.html

Details: AhrensBB

August 18th, 2014
Size: 5.77 KB

Ahrens Moving Average

This is a indicator associated in my journal:

https://nexusfi.com/trading-journals/32702-quant-s-perspective-building-trading-system-3.html

It is a adaptation of David Ahrens published in Stock and Commodities Oct 2013.

Details: Ahrens Moving Average

August 17th, 2014
Size: 1.88 KB

Creating a synced data List between Strategy and Indicator

SORRY EVERYONE, the first file I uploaded was incorrect. Please find correct file now.

This was created with the help of Ninja support. What it was created for was to be able to create a List and is synced between a strategy and indicator. The original purpose was to be able to override the Plot method of an indicator and use data from a strategy's list to be able to draw custom items. You can loop through the List that is synced to the strategy and give the ability to "create" a way to override the Plot method in a strategy.

Hope this helps a few people out.

Details: Creating a synced data List between Strategy and Indicator

August 12th, 2014
Size: 3.00 KB

BaBAR: Backfilling Bid/Ask Recorder to extend the usefulness of the GOMI toolset

BaBAR is a standalone application that creates live and historical tick data files for the GOMI toolset. Tab delimited output is also supported. ...

Please note: BaBAR will only work with an IQFeed connection as it is based on their proprietary data formats. (The IQFeed API)

I originally wrote this application to avoid the issue with GOMI toolset indicators and their derivations which required me to keep charts up all the time. NinjaTrader does not allow recording of historical Bid/Ask data, so disruptions for any reason would cause blank spots in my charts.

However once I got a ways into development, I realized it could be used for much more than that. This application is capable of grabbing Bid/Ask data from a wide range of instruments over a long time frame. Currently IQFeed provides 180 days of data, but as I store more data my sample size will continue to grow.

More recently, I extended the ability to write tab delimited files which include new fields provided by the latest IQFeed Client. These include millisecond resolution, market center and trade condition codes for each tick.

I now have Bid/Ask tick data in both GOMI binary and tab delimited format (with extended fields) for all futures contracts, the 100 most active ETFs and all of the equities that comprise the DOW, NASDAQ, and S&P 500 indices.

Besides having Gomi�s indicators ready to go on just about any chart I can think of, I can now use the GOMI family of indicators in strategy development for any of these instruments, as well as datamine using external applications.

I believe the tab delimited format can also be used for other purposes, including better tick aggregation, but I haven't fully explored that yet.

A NinjaTrader Export file format is also available, which is produces files for direct import into NinjaTrader.

If you like using BaBAR, please consider subscribing to the Official GomRecorder and QCollector Tick Data Sharing Thread, so that when other BMTers need data, you can help them out. Also in that regard, there is a folder in the BaBAR distribution called "Create Monthly Files for BMT Data Sharing Thread" which provides an automated way to create monthly data for the data sharing thread.

Current Version 1.4.5a

(Uploaded August 4, 2014)

The application remains the same, but the sample Gomfolder & related spreadsheets were updated, including a fix of a typo in the gold (GC) contract.

Support thread:

If you have any questions or comments, or run into any problems, please see the support thread.

Subscribing to this thread is suggested as it is where I will make announcements, etc.

Requirements:

This application requires an IQFeed data connection. A regular subscription will do however; it does not require a special developer or other license, and this app will run concurrently with your NinjaTrader or other trading platform. Note: Because data vendors have different APIs (internal data architectures) there is no way to adapt the application to other sources such as CQG, etc.
Gomi released an update of his toolset to version 2.6, which among other things has a change to help ensure that the indicators will be compatible with this application. If you use this application, be sure to update your GOMI toolset installation to the latest version, always available here: https://nexusfi.com/elite-circle/6802-gomrecorder-2-a.html
After installing version 2.6 of the Gomi Toolset, >>be sure to apply the patch<< included with the download.
If you currently have charts that use the GOMI toolset, the only other change required to use this application is to remove the GomRecorderIndicator from your charts as it is no longer needed, and to be sure that all other GOMI indicators on your charts have their �Write Data� property set to false.

Please Note:

Be sure to read the �READ ME FIRST� pdf file included in the package before installing or using the application. (And before asking for support please.)
This download is a ZIP file, but it is not a NinjaTrader import file. Do NOT import it into NT. Just open it with explorer.

Older Version 1.4.5

(Uploaded June 27, 2014)

This version fixes a problem that some users outside the US experienced.
Also the futures contracts in the sample instrument lists have been updated.

Older Version 1.4.1

(Uploaded December 6, 2013)

This version has a small change to take advantage of IQFeed extending tick storage to 180 days.

Older Version 1.4

(Uploaded November 1, 2013)

This version mostly fixes bugs, but it is more robust than the previous version. Documentation is updated as well.
This version gives the user the option to include implied trades or not. See the included document "BaBAR Tab Delimited Output Reference" for details.
The included patch to the Gomi Toolset is still required to ensure millisecond compatibility. Be sure to install it using the provided instructions.

Older Version 1.3

(Uploaded August 1, 2013)

In this version I took advantage of the new features of IQFeed Client Version 5.0.

Gomi Files now have millisecond resolution. For this to work correctly the current version (v 2.6) of the Gomi toolset must be used, and patched with the file included in the download.
Tab delimited file output now has a millisecond resolution option, and also supports extended trade information for each tick. The extended trade information includes the market center where the trade occurred, and up to 4 trade condition codes.

(Both of these features are discussed in the �Read Me First� document included with the download.)

Older Version: 1.2

(Uploaded June 26, 2013)

In this version I focused on output file formats.

For the Gomi output format, I added the ability to store each instrument in a separate folder, which I am finding is quite convenient for managing the various instruments in my GOMFOLDER.
I added Tab Delimited and NinjaTrader output formats. The former should be consistent with QCollector output.
I also fixed a number of small bugs, including one where the application appears to use a lot of CPU cycles.

Older Version: 1.1

(Uploaded Nov. 18, 2012)

I released this version mainly to ensure compatibility with the new IQFeed client (v4.9) which was released yesterday. Be sure to use this version if you update your IQFeed client.
Additionally, there is now more extensive error reporting and I made a number of small UI fixes.

Original version: 1.0

(Uploaded Oct 14, 2012)

Initial Version

Details: BaBAR: Backfilling Bid/Ask Recorder to extend the usefulness of the GOMI toolset

August 5th, 2014
Size: 571.32 KB

Lag Calculation for Octave (MatLab)

This script is inspired by John Ehlers works on using DSP for trading. His books and articles contain formulas that estimate lag for some indicators. However, how to estimate lag in general case?

This script uses the DFT Phase Response (PhR) to make this estimation. The negative shift in the PhR pushes the values to the right, thus delaying the signal. The raw PhR returns the angle value. However, we want to estimate lag in terms of bars (time delay). To do it, we need to take an account the frequency (or period) of the phase:

Lag = | min(Phase * Period) | = | min(Phase / Frequency) |

Then we need to take the minimal value and take its absolute value. We skip all frequencies above 0.5 (the maximum possible without aliasing).

Version: 0.1.1

Examples:

SMA(3):

>> a = [1];
>> b = [1/3,1/3,1/3];
>> lag(b,a)
ans = 1.0000

EMA(0.1):

>> a = [1,-0.9];
>> b = [0.1];
>> lag(b,a)
ans = 9.0000

Details: Lag Calculation for Octave (MatLab)

June 30th, 2014
Size: 2.17 KB

LowPassCycle for ThinkorSwim

This is the ThinkorSwim version of the LowPassCycle indicator. It is set to stlm2 emulation settings and it seems to work well on these settings. It does have problems painting correctly on lower settings. Feel free to update or modify the code.

Thanks

Details: LowPassCycle for ThinkorSwim

June 25th, 2014
Size: 1.19 KB

Keywords: cycles filter lowpass thinkorswim

LowPassFilter for ThinkorSwim

A trend indicator / filter that filters noise out.

Recommend you use 2nd order or 3rd order parameters.
1st order is just a sma presmoothed with another sma.

So for the "Order" Parameter the options are 1, 2, or 3.

Maybe someone can look into the code fix the calculation of bars on the left side of the chart.

Details: LowPassFilter for ThinkorSwim

June 24th, 2014
Size: 1.09 KB

Keywords: filter lowpass thinkorswim trend

LowPassFilter v1

Details: LowPassFilter v1

June 23rd, 2014
Size: 4.60 KB

Keywords: filter trend lowpass

LowPassCycle Indicator v2

A Cycle Indicator like the STLM2 but pliable.

Recommend 2nd order or 3rd order parameters.
1st order is just a sma presmoothed with another sma.

So for the Order Parameter the options are 1, 2, or 3.

Thanks

Details: LowPassCycle Indicator v2

June 19th, 2014
Size: 4.62 KB

ShowMeTheMoneyFlow

This indicator plots up to ten additional instruments on the same chart using percent change from daily open as the y value. There are some limitations:

1. Minute Charts Only! You can select the period, though.
2. Period parameter MUST match BasePeriod of Chart.
3. All Instruments MUST be of the same type as the Base Instrument -- ie -- Futures/Stocks/Forex.
4. Instruments MUST already exist in Instrument Manager.

Note: Chart can take a while to load as it is loading data from up to ten instruments at once.

Version 1.5 Update:

Fixed some issues with the Legend:

1. Larger Font
2. Corresponds to customizable Plot Colors.
3. New Lower Legend shows most recent values.

Version 2 Update:

1. Instruments of different types can be used.
2. Better error-handling.

Details: ShowMeTheMoneyFlow

June 7th, 2014
Size: 5.36 KB

Adaptive CCI using Ehlers calculated period

Put so much work into this that it seemed like a waste to leave it languishing in the Ninjatrader Indicators created free? thread. There are no dependencies on external indicators so all you need to do is put the cs file in your Indicator folder and compile (after removing any previous versions of this indicator that have the same CLASS NAME).

The Adaptive_CCI_db was developed by Mike Winfrey and Gumphrie in a galaxy far far away what seems like a long long time ago for NT 6.0. It needed to be completely recoded for NT7.

This indicator produces one plot, and one optional set of plots:

A single plot of the CCI index, with the option to dynamically adjust the CCI period based on the market cycle length per a rather old John Ehlers algorithm that does have some shortcomings. To choose this option set the period to 1. Selecting a period other than 1 will cause a standard CCI to be plotted, with the period selected.
Plots of alternate CCIs in addition to the primary CCI. The Alternate CCI's are standard CCI's with fixed periods. The number of alternate CCI's, the period value for the one with the lowest period, and the spacing of the periods are user selectable. Example: 10 alternate CCI's, fastest period = 20, spacing of periods = 2. This will plot CCI's with periods of 10 12 14 16 18 20 22 24 26 28.

Code is optimized to avoid unneeded calculations. All of the alternate CCI's are calculated by one algorithm. The alternate CCI's are completely optional. There don't need to be any, but there can be any number, within reason, please.

Details: Adaptive CCI using Ehlers calculated period

April 28th, 2014
Size: 28.70 KB

Raff Regression Channel

This Indicator is the Raff Regression Channel or RRC. Some credit needs to be given to FatTails as I used his regression channel that painted bars as a starting point. You can find his code here:

https://nexusfi.com/download/ninjatrader-7/indicators/754-download.html?view

For more information on the Raff Regression Channel I suggest StockCharts.com here:

https://stockcharts.com:443/help/doku.php?id=chart_school:chart_analysis:raff_regression_chan

Let me know what you think, as feedback is always welcome.

Cheers,

SodyTexas

Details: Raff Regression Channel

April 22nd, 2014
Size: 3.05 KB

Keywords: channel regression rrc raff

Trend Bars Hi Lo

Introduction:
Trend Bars Hi Low is a very simple trend indicator in the form of a Paint Bar study.

Bars trending up have higher highs and higher lows, bars trending down have lower lows and lower highs.

Options:
The indie has a couple of options

1. Period - this allows you to increase the lookback period to more than one bar
2. Ignore Inside bars - set this to true if you wish for smaller - less significant - bars that have lower highs and higher lows to be ignored in your trend path

How to use it:

1. Use it on time based bars - won't make sense on anything else.
2. Look to a higher timeframe - is the trend up or down and how advanced is it - too advanced => maybe time for a pulback
3. In your trading timeframe look for signals of pullbacks that suit your trading direction
4. Entries: Following a pullback enter on candles that have your trend color - i.e. enter long when the direction is starting to move up after a period of downtrending candles
5. Exits : Trail your entry and exit when the trend turns against you

Version:
1.0 - Original Version

Credits:
Ripped off from various indicators by @Silvester17, @Abde, @Dorschden

Details: Trend Bars Hi Lo

April 3rd, 2014
Size: 3.48 KB

Universal Timed Alerts, for most bar types

The purpose of the Universal Timed Alerts is to provide early notification of up to 10 user defined time events, such as Market open, news, reversal periods, no trade periods, etc. The indicator will work on non-time based charts such as Range and Unirenko. It will also work on time based charts. It uses its own timer system to trigger without need of onbarupdates.
Each user defined event is preceded by two early alerts, by default set to 5 minutes before and 1 minute before event.

Features:
1) From 1 to 10 User definable events.
2) For each event, a user defined message.
3) Two adjustable pre-event time notification periods
4) Adjustable background color, text font/size, textbox location.

Notification methods/mean available:
1) Color background starting at the earliest pre-event time up to the event start time
2) On chart Text box showing user defined message and count down timer to event (showing minutes:seconds).
3) Two user definable audio alerts (one for each pre-event)
4) Can output to NinjaTrader Alert window.

Note 1: By default, indicator will open showing only 1 event. To add more events, change the first line (Number Of Events) from 1 up to 10. After pressing enter or clicking elsewhere in the indicator, the indicator will resize showing the selected number of events and messages.

Note 2: Text box color is fixed and will start with yellow background and black letters. When the final pre-event timer triggers it will change the text box background to red, with white letters. The text box opacity can be set from 1 to 10 (10% to 100%). the text box can be display in any of 5 positions, the 4 corners and center. Option: If you install the indicator in its own panel or overlay it on another indicator panel, the text box and coloring will stay in that panel.

Another use of this indicator would be to color the background at different times, like creating a no trade zone of time. To do this set the pre-event 1 to the duration of the zone and the Event time to be the end period of that zone. The pre-event time does apply to all events and is not individually adjustable, in this version.

Update 3/30/14 Version 1.1

Added ability to dynamically show and leave historical Alert Markers (Vertical line) with small text box.

Details: Universal Timed Alerts, for most bar types

March 25th, 2014
Size: 11.13 KB

vvScreenShot

As the name suggests, this little indicator can save a screenshot of a chart (the chart the indicator is applied to) to a user selected folder. It can also upload the screenshot to https://www.bmcharts.com/ and copy the link to the clipboard.
And it can even post to BMT.
It works with a little button on the chart(see picture), a button on the toolbar or with the hotkey Alt+P (this can be changed in line 160 of the code).

There are only two parameters to be entered:
the path to the folder NT shall save the screenshots to, default is C:\NTScreenshots and an option to either use the button or the hotkey.
The indicator can easily be applied to many charts without having to fear performance issues.

Thread is here: https://nexusfi.com/elite-circle/23967-screenshot-utility-ninjatrader-vvscreenshot.html

Current version is v3.4

Changelog
Changelog archive can be found in the thread post#1

December 21 2012: v2.4
Fixed a bug where windows in front of chart got caught on the screenshot. Timer function will not work when chart is minimized.

December 29 2012: v2.5
Fixed a bug where window is not fitted on the screenshot.

January 1 2013: v2.6
Major update. Added a setting "Post". When you take a screenshot it opens a dialog where you have to specify the thread id and can add text. The screenshot will be taken right away, not when you press "Post". When you press "Post" it will be posted directly to BMT. For this to work you will have to enter your API key in the indicator settings dialog. It also has a checkbox so you can even select to post text without a screenshot.

January 1 2013: v2.7
Added the option to enter a default thread id. This is purely optional, if left blank it will show the same behaviour as before. If a default thread id is specified, it also can be overwritten manually when you make a post in case you want to post to a different thread than the default.

January 1 2013: v2.8
Multi-line posts now working.

January 2 2013: v2.9
The buttons show the methods now (text for taskbar buttons and color code for chart buttons).
Hot Key is now user selectable, so you can use different ones for different methods.
Bug fixes: post form will not maximize/minimize anymore and will be brought back to front when button is pressed again.

January 2 2013: v3.0
Bug fix in PostPic.
Bug fix messages were not always displayed correctly on chart.

3. Jan 2013 v3.1
Now also works on minimized charts.

15. Jan 2013 v3.2
Corrected bug where price axis got cut off under some circumstances.

17. May 2013 v3.3 Critical Update, update immediately
Changed addresses from http to https, should work again.

10. March 2014 v3.4
Added a new option to only print the chart area itself, no frames or so...
Red "P" does no more show on screenshot.

vvhg

Details: vvScreenShot

March 12th, 2014
Size: 21.39 KB

MTFBarDirection V3.72

Multi Time Frame Bar Direction

The following actions must be completed before importing this release, otherwise you may get import error:

1. Please remove any previous version and restart ninja trader.
2. Open any indicator for edit via Tools > Edit NinjaScript, right mouse click and select References > Add, and find the following file, Open, OK.
"C:\Windows\Microsoft.NET\Framework\v2.0.50727\System.Design.dll"

Changes in this version:
1. Fix properties error while trying to change Fonts, No functional changes.

The indicator display up to four multi time frame visual bar direction modules and one current time frame bar timer/counter (real-time only).

Each multi time frame visual bar direction module includes the following features:

Valid for second, minutes and tick time frame.
Visual MTF bar direction for rising/falling/Doji.
Bar size counter in ticks per direction (close to open difference).
Bar timer for second/minutes and counter for ticks chart type.
Sound alert according to specific time/ticks threshold.
Flexibility in visual options.

Current time frame bar timer/counter module includes the following features:

Valid for second, minutes and tick time frame.
Bar timer for second/minutes and counter for ticks chart type.
Sound alert according to specific time/ticks threshold.
Flexibility in visual options.

The indicator works on any chart type except daily, weekly, monthly, yearly.

Release March 02, 2014 version 3.71
Updated March 09, 2014 version 3.72

Exported using NT version 7.0.1000.22

Details: MTFBarDirection V3.72

March 11th, 2014
Size: 20.25 KB

FractalsSRLines V2.10

Fractals SR Lines

The following actions must be completed before importing this release, otherwise you may get import error:

1. Please remove any previous version and restart ninja trader.
2. Open any indicator for edit via Tools > Edit NinjaScript, right mouse click and select References > Add, and find the following file, Open, OK.
"C:\Windows\Microsoft.NET\Framework\v2.0.50727\System.Design.dll"

Changes in this version:
1. Add option to show historical horizontal lines (under section 1.5 Show Last Fractals Horizontal Lines).

This indicator draws dynamic support and resistance lines based on high/low fractals points, with the following features:

It enables to keep user defined number of historical lines only and delete all other obsolete lines.
Historical SR lines can be displayed with different opacity from current active lines, so it's easy to distinguish between them.
Background vertical lines alert to indicate SR line direction change,
Changing in line direction can be shown with different colors
Improved history mode for both SR lines and vertical lines alert.

Fractal point prediction mode, provides 1 bar early indication for possible new high/low point, its prediction accuracy is around 80%.

Release December 4, 2011 version 1.31
Update February 27, 2012 version 1.83
Update April 08, 2013 version 2.00
Update March 09, 2014 version 2.10
Exported using NT version 7.0.1000.22

Details: FractalsSRLines V2.10

March 11th, 2014
Size: 12.77 KB

Risk Reward Spreadsheet v1

A risk reward calculator in .ods format (LibreOffice). All numerical cells in white can be edited. Up to five slots for entries (scaling in assuming 1 contract per entry). Future versions will be much more advanced, with automatic journal entry and account monitoring.

.xls format is forthcoming, I just need to get around to it :S

any suggestions are welcome!

Details: Risk Reward Spreadsheet v1

March 6th, 2014
Size: 38.21 KB

Moving Averages Two Lines (White) V1

This is the same as the black version, with a change to the slow line to match the color of the cloud.

As in the black version "This is the default thinkorswim MovAvgTwoLines indicator modified. The two lines can now be different average types. Additional features include a cloud, vertical lines and arrows; all with on/off switches in the input parameters. Cloud color can be changed in the Globals option. For now the moving average types are the ones I use, EMA, SMA & WMA; might add more to the list later on."

Been liking the white background for charts, here is the tos link to my settings:
https://tos.mx/WX15Mg

Details: Moving Averages Two Lines (White) V1

March 1st, 2014
Size: 2.42 KB

Keywords: movingaverage thinkorswim

Moving Averages Two Lines V1

This is the default thinkorswim MovAvgTwoLines indicator modified. The two lines can now be different average types. Additional features include a cloud, vertical lines and arrows; all with on/off switches in the input parameters. Cloud color can be changed in the Globlals option. For now the moving average types are the ones I use, EMA, SMA & WMA; might add more to the list later on.

Details: Moving Averages Two Lines V1

March 1st, 2014
Size: 2.32 KB

Keywords: movingaverage thinkorswim

VWAP SD Bands V2

This is a modified version of the default thinkorswim VWAP indicator combined with the thinkscripter Chart Period VWAP and Standard Deviation Bands (https://www.thinkscripter.com/indicator/chart-period-vwap-and-standard-deviation-bands) to have three standard deviations rather than the default one sd. Has other options to calculate the bands but they may or may not be accurate.

* The "standard" Band Type is the default thinkorswim VWAP indicator formula.
* Cloud color can be changed under the "Globals" option.

Update 3/7/2014
* Available Time Frame was: Day, Week, Month, Chart.
Available Time Frame now: Day, Week, Month, Year, Minute, Hour, Chart, "Opt Exp", Bar.
* Added option to hide cloud.
* Added option to hide SD lines.

Details: VWAP SD Bands V2

February 23rd, 2014
Size: 4.62 KB

PriceLine with Bid/Ask Color Option

Plots a Horizontal Line at Current Price with option of Color Coding based on Bid/Ask.

Price Marker needs to be set to "False" via Data Series window to allow Bid/Ask Colors to Paint on chart.

Thank You !

Details: PriceLine with Bid/Ask Color Option

February 21st, 2014
Size: 2.24 KB

vvMiniTradePanel

This is an ~~experimental~~ indicator that can enter and exit live positions. Use entirely at your own risk and with extreme caution! You have been warned, so don't blame me! I will not accept liability for anything!

By now most of you probably have figured out my love for floating windows

.

This is a little window with a few buttons that allows you to enter and exit trades.

Most stuff is pretty self-explanatory. The only thing worth mentioning is the Close button, which will first cancel all orders for the selected Instrument-Account combination and then close any open position for the selected Instrument-Account combination. Edit: Is now default NT behaviour when there is an open position, if flat it will cancel all working orders for that Instrument-Account combination.

Account, Instrument and Quantity are bootstrapped from ChartTrader, ~~so if you want to change them, you will have to do it there~~. Edit: Now has dropdowns that always have the same value selected as ChartTrader, that means no matter where you change it the other one will also reflect that change. For that reason vvMiniTradePanel will enable ChartTrader when it starts up. You can hide, ~~disable~~, show ~~or enable~~ it later. ChartTrader has to stay enabled, a warning will be shown if it is disabled.
~~The Account can also be set manually, however, Quantity and Instrument will still be bootstrapped from ChartTrader.~~
In terms of size, location and some other settings it is quite configurable.

In order to use the advanced buttons (Lim or Stop +Offset buttons) the AT Interface has to be enabled (ControlCenter ->File ->AT Interface)!

Please only download if you understand the risks of using such an indicator and accept that you will use it entirely at your own risk!

Thread is here: https://nexusfi.com/elite-circle/25431-vvminitradepanel.html

Current version is v3.6

Changelog

01.Feb.2013 v2.1
Fixed null reference bug in OnTermination.
Changed Close button logic, now exactly the same than the ChartTrader Close button.

05.Feb.2013 v2.2
Fixed bug where the first strategy change was not reflected by ChartTrader.
v2.3
Added dropdown for account selection.
Added Quantity up down for quantity selection.
v2.4
Fixed bug where quantity was not updated after strategy change.

06.Feb.2013 v2.5
Increased max value for quantity to 1m.
Fixed bug with quantity update.
Improved layout a bit, dropdows are larger now.
Put instrument label on Close button.
Added option to hide ChartTrader on startup.
v2.6
Fixed resizing issue.
v2.7
Fixed quantity increments for forex and stocks to NT defaults (.1m and 100).
Max quantity is now 50m for forex, 1m for stocks and 10,000 for futures.

07.Feb.2013 v2.8
Relocated show ChartTrader button so that it does not hide the "F" for unfixing the y scale.

12.Feb 2013 v2.9
Improved the handling of ChartTrader toggle, Button is now in the normal spot and the little "F" as well. If you use vvTrendLineTrader, please update that too.

05.Mar 2013 v3.0
Fixed a bug where button location got messed up on resize or minimize.

13.Mar 2013 v3.1
There was a problem with changing live orders as they might have the order state "Working" whereas the same order on an NT sim account has "Accepted". This version should now work correctly for live and sim.

02.Apr 2013 v3.2
Corrected quantity increment for currencies to 0.01M.

08.Apr 2013 v3.3
Added option to show reverse button.

15.Jul 2013 v3.4
Added functionality to "Close" button, left click same as ever, right click brings all targets to last traded price (i could do best offer too).

04.Nov 2013 v3.5
Fixed a bug (again) where button location got messed up on resize or minimize.

15.Feb2014 v3.6
Added some buttons to place stop or limit orders in an easy way. They are placed x ticks away from the current price, where x is a setting in the properties dialog.
Of course all this is optional, no need to have the buttons on there when you don't want them...
To use the new buttons the AT Interface has to be enabled (ControlCenter ->File ->AT Interface)!

vvhg

Details: vvMiniTradePanel

February 15th, 2014
Size: 18.59 KB

vvDepthRadar

A little indicator that spawns a window showing the total depth over n levels. It can also warn when total depth drops below a threshold.

Thread for discussion is here: https://nexusfi.com/elite-circle/24373-vvhg-s-little-helpers-keeping-them-one-place.html

Current version: 1.0

vvhg

Details: vvDepthRadar

February 15th, 2014
Size: 5.50 KB

DateChecker: Identifies possible data gaps

I build this indicator to help me identify possible data gaps after importing historical data.

At this point, v001 simply looks at the yearly and monthly changes to make sure that if there is a change that the change is predicted (ie, 2009 comes after 2008; month 1 after month 12; month 4 after month 3).

I could have gotten more fancy with for statements and such, but instead I opted for a simple if-else framework so you can easily see what's going on.

If there is a data gap (ie, current month is 4 but the previous month is 11; current year is 2009 but the previous year is 2007), the indicator gives you a text visual alert.

I set up tick offsets off the High for the alert, month and year labels.

At some point in the future I may add in daily checks (or less), as well, but for the time being this serves my needs.

I'm happy to answer any reasonable questions or consider any reasonable improvements.

Good luck,

Aventeren

Details: DateChecker: Identifies possible data gaps

February 11th, 2014
Size: 2.31 KB

Keywords: alert date datechecker check year month

vvAggregatedTS

This indicator aggregates trades to approximate the original market orders that triggered these trades.

Columns:
1 Time (cutting off hours for easier visibility)
2 Size of the print
3 Price
4 # of penetrated price levels
5 Ticks
6 Dominant Limit

Special thanks go to (alphabetical order): Big Mike, ktrader, rounder8, Xav1029 and Zondor

Thread with detailed description and discussion is here:
https://nexusfi.com/elite-circle/22235-aggregated-time-sales.html

Current version: 6.3

Changelog:
(earlier changes can be found in post #1 in the thread)

April 16 2013: v5.8
Important Bug Fix: fixed rounding error that pretty much messed up everything, please ALL update to this version!
v5.9
Apparently v5.8 did not fix the issue, hence this update.

May 5 2013: v6.0
Fixed a bug that could result in large trace files.

June 10 2013: v6.1
Improved window position handling. Now has 5 modes:
Auto: Default location and size
Manual: location and size are set manually
DockRight: Docks to the right of the parent chart
DockLeft: Docks to the left of the parent chart
RememberPosition: this will remember position and size

Feb 07 2014: v6.2
Added option to show the Dominant Limit or Largest Limit in a print, setting for this is: Parameters-->#12
v6.3 Fixde a bug in the RememberPosition function.

vvhg

Details: vvAggregatedTS

February 7th, 2014
Size: 29.17 KB

vvHideTitleBar

Modifies the Window style of NinjaTrader windows.
This indicator has a global scope (inside NT) and can influence nearly every window of NT.
Current Version is v3.1

Thread is here: https://nexusfi.com/elite-circle/22097-hidetitlebar-indicator-ninjatrader-title-bar-window-frame-modification.html

Changelog:
Uploaded new version with increased scope, now all windows (exception: vendor indicators) can be modified.
this does also work together with the FocusTitlebar indicator, in that case set Chart changes disabled to TRUE.

Changed the name to vvHideTitleBar.

September 3 2012: v1.5
Removed bug which led to link button reappearing after workspace change.

14 Sept 2012 v2.0
Fixed issue where reloading charts or reconnecting applied the original style
Added hotkey Alt+B to switch between Standard and user selected style (only charts)

14 Sept 2012 v2.1
Bug fix: indicator windows weren't handled correctly

15 Sept 2012 v2.2
Bug fix: multi-workspace visibility issues fixed

16 Sept 2012 v2.5
Bug fix: maximized windows are now treated correctly.
Toggling between Standard and user selected style now works for all windows.
Added the functionality of vvFocusTitleBar as an option, if chosen, charts and indicator windows will display the titlebar when they have focus.
Made the hotkey for toggling (Alt+b) global, so it will work regardless of which window has focus.

17 Jan 2013 v2.6
Added support for Jigsawtrading Depth&Sales Beta V4. Its border can now be manipulated too.

01 Feb 2014 v2.7beta
Hopefully fixes NT crashes on Windows8, lots of beta testers appreciated!
The only thing that changed is that I added some error handling blocks, so on Win7 and older it will behave exactly like v2.6.
Please note that this is a beta version that might still crash NT on Win8!

06 Feb 2014 v3.0
Changed hot key for toggle from Alt+B to Alt+W.
Fixed bug where indicator windows didn't get enabled again.
I expect it to work correctly on Win8 now.
v3.1
Disabled forcing Classic Theme for NT on Win8 machines as it messed with the buttons.

There is a known incompatibility with the indicator WorkSpaceChanger.

vvhg

Details: vvHideTitleBar

February 6th, 2014
Size: 11.54 KB

vvVolumeAndRangeToAverage

Based on Fat Tails brilliant anaIntraDayVolume.

This indicator shows the session volume so far compared to the average for that weekday and time of day.

Thread for discussion: https://nexusfi.com/elite-circle/24373-vvhgs-little-helpers-keeping-them-one-place.html

Current Version: 1.0

Feb 04.2014
Renamed to vvVolumeAndRangeToAverage.
Now can also show (total) Range to average range.

vvhg

Details: vvVolumeAndRangeToAverage

February 5th, 2014
Size: 6.77 KB

NT7.0 Chart Trader addon indicator

February 7 2014
version 1.3

Added a close position button and renamed flatten button to flatten account to be more precise.

////////////////////////////////
February 6 2014
version 1.2

Fixed a minor bug where it would not save button colors in settings when loading up new charts with script.

///////////////////////////////////////////
February 5 2014
version 1.1

First a big thanks to vvhg & Xav1029 for some awesome scripts and great ideas which I added to mine.

I completely rearranged the chart trader removing buttons I never use. The ONLY buttons left from the original panel are Buy & Sell Market. Those are the only two which will engage the ATM strategies.

In the custom strategies & entries I added break even +1 and nudge stop to previous low or high, both which will adjust stops accordingly once in a position. The flatten button will get you out of all positions in every chart.

The trail button will engage once pressed if you are in a position and trail via an EMA or SMA. Anything goes wrong the flatten button will get you out and cancel everything. Still doing more testing for bugs.

A nice added feature is the green box below the current profit/loss display, which will tell you the spread from level 2 data and cumulative bid and ask volumes. The box color will change from green to yellow to red if spread gets too large.

This script is still in beta, trade at your own risk. It should show you how easy it is to customize the chart trader to your liking. Sky is the limit in terms of juggling buttons and adding new stuff.

enjoy
/////////////////////////////////////
A big thanks to all the contributors.

Unsure where I originally found this script. I modified it to add two buttons to chart trader for entering buy and sell stops.

It will do so 1 tick above or below the bid/ask. It will insert an 8 tick stop loss & target. If you go on indicator settings and put the ticksTarget to 0, it will only add a stop loss to position.

Hope this helps some of you.

PS. Wishing NT8.0 will eventually let us add/modify ATM within an indicator.

Details: NT7.0 Chart Trader addon indicator

February 5th, 2014
Size: 10.04 KB

vvSuperGaugeMiddleMouse

This is a spinoff of the vvSuperGauge, no button, controlled with the middle mouse button.
It shows position sizing and has two modes: R/R or fixed targets.
Supports up to 3 targets and one stop.

Current version: 1.7

Thread is here:https://nexusfi.com/elite-circle/9051-crosshair-gauge-stops-targets.html

Changelog:

August 18 2012: v1.2
Added option to use a fixed stop and added a user defined maximum stop which will not be exceeded.

September 6 2012: v1.3
Line width and length now configurable.
Lines stay in correct place when axes resize/move.
More stats display next to line.

September 7 2012: v1.4
Colors are now user selectable.

September 17 2012: v1.5
Corrected bug where stop ticks were calculated wrongly.
Added an option to display the labels on the right side above the lines.

January 12 2013: v1.6
Corrected rounding error in target calculation.
Corrected label display bug where label was displayed on wrong side.

January 31 2014: v1.7
Fixed bug with YM.
Allowed R:R smaller than 1:1.

vvhg

Details: vvSuperGaugeMiddleMouse

January 31st, 2014
Size: 6.94 KB

BloodHound MACD/Keltner 20.5 v2

I was asked to updated the BloodHound MACD/Keltner 20.5 strategy to add a trend filter and a multiple time frame for the trend. The suggestion was for a 21 HMA. So I included a 5 minute chart for that and added it to the strategy. I backtested the strategy in Crude for January 2014 on a 233 tick chart, and it was profitable on that. I will post the performance report on the new BloodHound strategy post: https://nexusfi.com/elite-automated-ninjatrader-trading/29979-bloodhound-strategies-ninjatrader-trader-2.html

Details: BloodHound MACD/Keltner 20.5 v2

January 24th, 2014
Size: 3.17 KB

Keywords: keltner macd strategy bloodhound

MACross

MACross version 1.0 - written by dynoweb

This indicator can be used to create a watch list and to let you know when it might be time to enter a position. Getting confirmation in the short, medium and long timeframes also gives you more confidence on the current direction.

This indicator uses a slow SMA and a faster EMA and plots those on a chart based on the time frame setting. There are three settings, Slow, Medium and Fast timeframes. Data exposed in this indicator can be used in a strategy or on a Market Analyzer. The values exposed are the number of periods back the last cross occurred and the direction of the cross. 1 indicates a cross above and the -1 indicates a cross below.

The EMA and SMA included indicators are just the standard Ninja indicators.

Details: MACross

January 23rd, 2014
Size: 6.09 KB

Variable MA (VIDYA)

This old standby/classic/war horse has been recoded with every efficiency trick I can think of to minimize CPU use. It looks like it plots the same as the original, but I haven't checked. That can be your job.

Efficient indicators ensure the utmost in responsiveness with rock solid stability and dependability. Also added error trapping... just in case.

The techniques used include:

- incorporating all supporting calculations into the indicator to eliminate calls to external classes SUM and CMO.
- calculating only on FirstTickOfBar the variable values that depend only on previous bar data.
- removing redundant processing steps, eliminating intermediate, locally declared variables and combining calculations into a minimal number of algebraic expressions.
- allowing OnBarUpdate to execute only when it will affect the output result.
- providing the option of disabling the setting of plot values and colors when called by another indicator or strategy.
- providing a public data series to give the output values when called by another indicator or strategy, even it this indicator is running in the background with ShowPlot false, with no plot values being set.

The Variable Moving Average (VMA) or Volatility Index Dynamic Average (VIDYA), developed by Tushar S. Chande, uses a Volatility Index to adjust the smoothing period. When prices are congested the average slows down and when prices are trending the average speeds up (note steps in plot).

The indicator is completely self contained. There are no calls to external indicators.

If you call this indicator from another indicator or from a strategy, set the ShowPlot parameter to false to avoid wasting resources setting the values and colors of plots that are not being displayed, and get your outputs from the public dataseries that was provided specifically for that purpose.

Details: Variable MA (VIDYA)

January 21st, 2014
Size: 3.77 KB

Clicker -- to enter ChartTrader orders with left mouse click, SPACE BAR press ChartTrader CLOSE Button programatically

This little indicator is given in humble thanks to the BMT community. Thank you!

No image....indicator has no plots and does not draw anything on the chart. except for debugging.

This BETA/Experimental code is intended to be used by other coders who want to customize it to their needs.

For example, the Quantity field on ChartTrader is converted in this code to an integer. This code does not know all the special cases possible for this Quantity field. It could be that, for example, Forex brokers use non numeric characters in this field, such as commas, or a code for 1 Million, et cetera. This code will fail with a string conversion error in these situations. It is up to you to provide the solution as you integrate this code to your usage.

USE AT YOUR OWN RISK on LIVE ACCOUNTS. Methods used to submit orders and cancel positions are not supported by NinjaTrader. Author provides no warranties of any kind.

You need to have "ATI Interface" selected on the Control Center / File / ATI Interface.

version: Beta V 1.2

Coded Actions:
Left Mouse + Shift = Place BUY with ChartTrader Account, Quantity, ATM at the price clicked on chart
Left Mouse + Control = Place SELL with ChartTrader Account, Quantity, ATM at the price clicked on chart
Space = Press ChartTrader CLOSE button (programmatically)

Change Log:
Beta 1.1 Added Globalization to set the decimal point to a period and not comma (ToString(usa))
Beta 1.2 Handle null object -- When ChartTrader is hidden Clicker will neither submit orders, nor close positions

Coders:
* There are print and draw line in code for debugging
* You will need to handle condiitions when selected ATM is Active, None, or Custom

Thanks noted in code to vvMiniTradePanel indicator and user decs0057.

Details: Clicker -- to enter ChartTrader orders with left mouse click, SPACE BAR press ChartTrader CLOSE Button programatically

January 21st, 2014
Size: 3.46 KB

Volumes at Bid Ask & Buy Sell Ratio NT7 (revision)

This file contains two (revised) indicators:

Volumes at Bid Ask:
Buying volume at and above the ask is displayed on the top portion of the bar (green), and selling
volume at and below the bid is displayed on the bottom portion of the bar (red). Volumes in between
the ask and bid are displayed in between the buying and selling portion of the bar (gray).

Buy Sell Ratio:
A histogram with the ratio of buying to selling volume in percent form (values 0 to 100)
with a setting option for cumulative values. Volume above the ask and below the bid are also included as
buying and selling volume, respectively.

revision: data glitches fixed

Details: Volumes at Bid Ask & Buy Sell Ratio NT7 (revision)

December 18th, 2013
Size: 77.30 KB

Volumes at Bid Ask (NT7)

This is a real-time indicator that fits buying and selling values into a single bar.

Buying volume at and above the ask is displayed on the top portion of the bar (green), and selling
volume at and below the bid is displayed on the bottom portion of the bar (red). Volumes in between
the ask and bid are displayed in between the buying and selling portion of the bar (gray).

Please let me know if you notice any glitches. From what I observed, not all of the indicator's total
volume values matched the values from Ninjatrader's default volume indicator. Check the data box
for accuracy.

I contacted the programmer back about these issues. He tested it again, and stated that it worked
fine from his end. So I'm assuming it's a data feed issue. I contacted the NT support forum, and sent
them my log and trace files. They didn't find anything problematic either. In the meantime, I'm going
to have this indicator tested by another programmer for a second opinion. If the programmer does find
any errors, I'll have it updated and post it here as a revision.

-Nick

Details: Volumes at Bid Ask (NT7)

December 18th, 2013
Size: 2.38 KB

FatTail Candle Volume

FatTail_AdvBar is a paintbar study to show volume on advanced bar types. I have no idea where I got the original code which I chopped up and changed. I use this on a Kase Bar chart OHLC- makes a nice candle volume appearance. Use on a Renko chart with the box color completely transpareant to see gaps and highlight support and resistance areas. The bar width is determined by volume over n periods and the color gets brighter based on the uptick/downtick ratio. I have RedGreen set to false, show color= true, show Tails True. Mess around with the length to get the volume representaion you like.

Details: FatTail Candle Volume

December 16th, 2013
Size: 13.77 KB

CCI Auto Trendline Break Alert

Version1: This indicator automatically draws trend lines on the CCI based on pivots. It shows an alert arrow when the average of the CCI breaks a trend line. It also has a configurable audio alert.

It took me a while to extrapolate the trend lines. That data isn't available as it is in easy language. You have to manually create the data points. I wrote my own formula for the slope. Its not just an X/Y conversion when you use an oscillator because some values are above 0 and some are negative. Bearing that in mind i do see a few instances where a trend line break was printed but didn't actually happen. I'm sure I will learn more as I work with this in the markets an make some refinements.

VIP members only please don't distribute this to anyone else!

Version 3: 3/9/2015:
Cleaned up code. Configurable audio alerts. Option for CCI Cross Up/ Down Dots, Arrow color choice, Thermite alert for trendline intersection. Output for bloodhound integration. Enjoy!

Details: CCI Auto Trendline Break Alert

November 29th, 2013
Size: 11.23 KB

BloodHound Chart Template for Momentum Trading Strategy v 1

BloodHound chart template for momentum trading strategy currently being tested in the crude market. Users will need to test the strategy for performance and risk before trading. Use a 256 Tick Chart for entries and exits. Do not take additional trades if a trade is entered into.

The signals are from the TSI Oscillator, Ergodic Oscillator, and MACD 3/10/16 oscillator.

Note: Momentum style trading systems do not perform well in trading ranges. If price action is trading within a trading range, do not trade this strategy. A filter can be added to require 32 SMA sloping or TSI above 0 before entry. This may eliminate chop but reduce potential profits.

Entries: 256 Chart

1. TSI Crossover (Ergodic 3,5,32, Main x Signal) - OR -

2. SMI Slope 5-32-3 - AND -

3. TSI Slope (5/32 with nested EMA 5) - AND -

4. TSI Slope (5/32 with nested EMA 5) (156 Tick Chart Settings)

Exits: 256 Tick Chart

1. anaTSI Crossover (3/7/14/3)

Discretionary trading signals

Take entries when SMI Slope and TSI Slope are in the same direction and the TSI Slope on the 156 tick chart is also in the same direction. Or, entries can be taken when TSI crosses its signal line.

Note the MACD 3/10/16 oscillator with MACD 32/5/5 histogram is included on the chart template. The MACD signals usually occur after the Ergodic oscillator signals, providing confirmation or allowing a late entry. The MACD histogram also provides good divergence signals. A third trend filter can be added to trade long when TSI is above zero line, or short when TSI is below zero line, but this will diminish profits and may cause entries near exhaustion for shorter moves.

Details: BloodHound Chart Template for Momentum Trading Strategy v 1

November 14th, 2013
Size: 2.57 KB

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/elite-trading-journals/28631-discretionary-trading-system-vs-mechanical-trading-system.html.

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/download/vip_elite_circle/1401-download.html?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/elite-circle/27433-k_bettervolume-tos-thinkorswim-trading-platform-new-version-downloads.html, 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/elite-circle/659-d9particleoscillator.html

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/elite-circle/267-unscented-kalman-filter-exponential-linear-regression-slope.html

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

https://nexusfi.com/elite-circle/6802-gomrecorder-2-a.html

and

https://nexusfi.com/elite-circle/6802-gomrecorder-2-a.html

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

https://nexusfi.com/elite-circle/2100-volume-ladder-highlight-addition-82.html

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,

https://nexusfi.com/elite-circle/2100-volume-ladder-highlight-addition-87.html

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

https://nexusfi.com/elite-circle/2100-volume-ladder-highlight-addition-99.html

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

MACDColorsEmail2

This is an indicator I had written a while back that emails a screenshot and has audio alerts when the average crosses 0. There are a couple other ideas I was trying to make the cross more noticeable that's why its got some non standard features in it. Its the sister alert to the stochastic one I uploaded awhile back. I used it to send me alerts when I was at work Hopefully someone finds it useful.

Chris

Details: MACDColorsEmail2

July 6th, 2013
Size: 6.46 KB

NewsGuard

This is an utility application which I wrote to keep me out of the markets when there is major news coming out (alarm sound). It is so damn easy to forget while you are heavily scalping the markets

The application can download the latest news file (must be done at least once a week) from the DailyFx.com site and you can edit the news file to include your own news. You can minimize it to the system tray so it does not allocate your screen space. If you edit the news file remember to run the download again but answer "No" to the question so the app will use the existing/edited one.

How to install:
Create a folder and unzip the files to it.

How to run:
Run the NewsGuard.exe in the folder you just created (working directory must be the same). This is virus free !

Help:
Simple application needs a simple help ? I think you can understand easily the settings in this application. If you have something to ask please post a message in the support thread https://nexusfi.com/elite-circle/5033-newsguard.html

Latest version
Version 2.9 updated 2012-05-08

Details: NewsGuard

July 1st, 2013
Size: 793.94 KB

SVAPO Oscilator V2.30

SVAPO is short term volume and price oscillator from Sylvain Vervoort, it show relationship between price and volume for short term trading.

The indicator translated from Metastock code and is well optimized to work on NT while COBC = false.

Additional information can be found here:

https://stocata.org/metastock/svapo.html

https://stocata.org/ta_en/proprietary.html

https://stocata.org/ta_en/proprietary2.html

Release July 01, 2013, Version 2.30
Exported using NT version 7.0.1000.14

Details: SVAPO Oscilator V2.30

July 1st, 2013
Size: 18.48 KB

CandleQuarters

We have all studied price action of candles to try to predict what might be coming up. I have been studying and trading off of candle centers for quite some time and finally made a simple indicator to mark the 25%, 50%, 75% and Pivot of the candle to show me where pullbacks might go to. Bull Candles that close below 50% can indicate that the Bull move is ending. The reversing candles like to retrace to 50% on the new move, so you know where to jump in when the new move has started. Study it and see what you think. I use it and find it valuable on various time settings. The ZOrder is a function that is documented in the Ninja help files. ZOrder is the stacking of the drawing objects on the chart. It is not well controlled by Ninja but I found that 30006 seems to work pretty well.

Trade Well

Details: CandleQuarters

July 1st, 2013
Size: 7.39 KB

Profit Monitor

This is a simple strategy that alerts you when you go over your daily loss limit. You can run it on a chart, keep it minimized so that you don't have to look at your profit if you don't wish. You can select the account, and the limit. It will alert in the alert window and play a sound too. I had this coded for me, so please let me know if there could be any improvements. I hope you find this of some benefit.

To highlight again, this runs as a Strategy, not an indicator.

Cheers,

XS

Details: Profit Monitor

June 28th, 2013
Size: 4.77 KB

BrickBars

This is a bar type for NinjaTrader, based on the superb BetterRenko by Aslan. (I only changed the size of the reversal brick, the name and set the PeriodType to Custom9)
It simply paints evenly sized bricks/bars if the price fills the specified range of ticks up or down from the last close.
Instead of only creating ladders (like a regular Renko does) one also gets sideways movement if the market is flat or oscillating. I creates a bit more noise but also helps to identify possible turning points when the market hesitates.
Because these bars are drawn from real ticks, there are some times shorter bars or even small gaps. In my experience it does not influence the correct alignment of the bars.
The BricksBars should be as reliable in backtesting as are the original BetterRenko.

Check, whether you have any other PeriodType registered as Custom9 before importing the script. (If so, you can easily change the number in Notepad.)
If you have any suggestions how to improve the code, feel free to contact me.

For a comparison of similar bar types look here.

Details: BrickBars

June 15th, 2013
Size: 2.30 KB

vvBMTAutoPost

This Indicator exposes two methods that can be called from any indicator or strategy to make a post to BMT.
Current Version: 2.6

There are various overloads to these methods, so you don't need to use all arguments.
The two methods are:

and

Changes:
makepicpost now needs "this.ChartControl" instead of just "this"as argument.
makepost will no longer require "this" as argument.

The first will post a screenshot of the chart it has been called from (with optional message), the second will post a plain message.

Edit: Added a third method, uploadimg(), as the other two it has some overloads.
It returns the url of the img (with image tags) with an event. The event can be used like:

Code

myposter.ReturnUrlChange += new vvBMTAutoPost.ReturnUrlChangedEventHandler(MyReturnUrlChangedEvent);

Code

private void MyReturnUrlChangedEvent(object sender, ReturnUrlChangeEventArgs returnurl)
		{
			//do whatever you want here...
			Print ("Change detected "+returnurl);
                        //this prints the returnurl, three values are possible: 
                        //"Working" , "Error" and the actual img wrapped url of the uploaded img.
		}

There is the possibility to use a specific file with your API key in it when API key is either "" or not specified in the calling method.
For this to work create the following file:..."Your Home Directory"\Documents\NinjaTrader 7\bin\Custom\BMTAPIKEY.txt
Then put your API key in it, nothing else.

To use these methods you first need to add this line to your variables:

Code

private vvBMTAutoPost myposter = new vvBMTAutoPost();

You then can call them like:

Code

myposter.makepost(...
and myposter.makeimgpost(...

There is a custom EventHandlerfor the response error code. You can implement it like this:
1. paste this line into OnStartUp (initializes the EventHandler):

Code

myposter.ErrorCodeChange += new vvBMTAutoPost.ErrorCodeChangedEventHandler(MyErrorCodeChangedEvent);

2. create the EventHandler method:

Code

private void MyErrorCodeChangedEvent(object sender, ErrorCodeChangeEventArgs error)
		{
			//do whatever you want here...
			Print ("Change detected "+error.ErrorCode);//this prints the change detect and the error code
		}

3. paste this line into OnTermination (removes the EventHandler):

Code

myposter.ErrorCodeChange -= new vvBMTAutoPost.ErrorCodeChangedEventHandler(MyErrorCodeChangedEvent);

The error codes are:
0 = no error
1 = Upload to BMCharts failed
2 = Web Client Exception
3 = Time constraint or wrong API key
4 = (not set yet)
5 = other not closer specified error in makeimgpost
6 = tried posting on historical data
9 = busy

Please use the provided EventHandler to do stuff on errors as an error will not occur the moment the method is called but maybe a few seconds later.

Thread for discussion: https://nexusfi.com/elite-circle/24223-big-mike-trading-api-programmers.html

There is also all the info on the API in that thread.

Changelog:

19 Dec 2012
Disabled posting on historical data.

21 Dec 2012
Fixed a bug where other windows in front of the chart got caught in the screenshot. Does not (yet) work with minimized charts.

29 Dec 2012
v1.5
added an error code variable that can be accessed (it is thread safe) from the calling indicator.
v1.6
extended errorcode with 9 = busy.
v1.7
Fixed some stuff in the screenshot code

1. Jan 2013 v1.8
Fixed line break issue. Please use <br> for line breaks.

3. Jan 2013 v1.9
Now also works on minimized charts.

4. Jan 2013 v2.0
Made various overloads of the two methods for easier implementation.
Introduced an EventHandler for the error code.
Possibility to use file with API key when API key is either "" or not specified.
For this to work create the following file:..."Your Home Directory"\Documents\NinjaTrader 7\bin\Custom\BMTAPIKEY.txt
Then put your API key in it, nothing else.
(all no code breaking changes)

15. Jan 2013 v2.1
Corrected bug where price axis got cut off under some circumstances.

01. Feb 2013 v2.2
Changed the indicator argument for makepicpost to ChartControl, so use "this.ChartControl".
Deleted indicator argument for makepost, so this will not require a chart to work.

04. Feb 2013 v2.3
Introduced new argument into all methods (historial) This is the historical check so that a strategy or indicator does not try to post 100 messages when it starts up! Please pass the "Historical" attribute like makepostI(.....this, Historical);
v2.4
fixed bug in makeimgpost()

13. Feb 2013 v2.5
Added method uploadimg()

17. May 2013 v2.6 Critical update, update immediately
Changed addresses from http to https, should work again.

vvhg

Details: vvBMTAutoPost

May 17th, 2013
Size: 16.98 KB

K_BetterVolume for ToS

Update 20 Oct 2013: a variation of this study that tracks only the net avg volume ratio has been posted here https://nexusfi.com/download/vip_elite_circle/1449-download.html?view
thx, K

Posted some examples on how to use in reading charts and action
https://nexusfi.com/elite-circle/27433-k_bettervolume-tos-new-version-downloads.html
Here's an interesting view of volume that I've been watching for a while. Added to the K_BetterVolume indicator I posted here a while back.
Instead of watching the classic volume bar by bar plot, I started watching the average buy vs sell for a period, which I found much more insightful. A stronger/more sustained price move is usually associated with a net volume avg forming in the same direction, also moves with no strong volume supporting them will possibly be short-lived- this simple way to view volume is especially useful when there's no easy way to track volume at bid/ask level, or if you don't want to go that deep...

Changes in this version:

A simple way to track Buy vs Sell volume for a given length of bars, "Directional Volume, or Volume Pressure or VXNet", which is the net of ratio of buy vs sell avg volume (WMA) to the overall volume average. inspired by a similar concept in one of Elder's study
added a volume buzz label calculation (the closest I could get to a VolBuzz calc in ToS, impossible to do in custom WatchLists or scans). By Changing the chart aggregation, I can check the VolBuzz (basically current bar's volume vs longer average volume of same time interval)
VXNet can be displayed on top of the "classic" volume plot, or separately .. changing plot settings enables to view it as a histogram, or just a simple green/red cloud.. see screencap for examples of how this study can be set
VXNet is zero-lag smoothed, however keep smoothing as small as possible (3 to 5) not to lose traction to actual volume trend change
informative labels, can be turned on or off - Dynamic coloring

Changes in V3 - May, 2013
--------------

Changed the Algo that calculates Sell / Buy volume to the same one developed by Barry Taylor at EminiWatch for TradeStation, and mentioned in our VSA for thinkorswim thread here https://nexusfi.com/thinkorswim-programming/3477-vsa-thinkorswim.html

this algo does test well and provides a better signal (sometimes up to 3 bar improvment) than taking the whole volume bar as a buy or sell volume based on the close vs open technique in prior version..

The Dynamics coloring of the info labels still there, provides visual clue for major volume spikes that deserve attention

code is commented.. TOS Study setup "baloon mini-guide" also included.

RedK

Details: K_BetterVolume for ToS

May 16th, 2013
Size: 3.57 KB

Keywords: bettervolume redk thinkorswim tos volume

Replay data week 1 2013

index ES,YM,TF,NQ,FGBL,FESX,DAX - all replay
NINJA TRADER 7
unpack in ..... Documents\Ninja trader 7\db\data

Details: Replay data week 1 2013

May 3rd, 2013
Size: 113.26 MB

Multi-MA DMI

Hi guys,

With the help of Fat Tails, managed to get a Multi-MA DMI that uses the different MAs for the calculations of ADX, DM and ADXR.

From Fat Tails:

Quoting

For the Period & Wilder's period

If you select "EMA / Wilder's period = true / average period = 14", then you will get the original ADX. The "Wilder's period = true" setting internally converts the period 14 to the value 27, which is then used by the moving averages.

If you select"EMA/Wilder's period = false/ average period = 27", then you will also get the original ADX. This time there is no conversion, but an EMA(27) is used, which is identical with the Wilder's average(14).

Some of Moving Averages:
Butterworth Filter
DEMA
Ehlers Filter
EMA
Gaussian Filter
HoltEMA
LowLag MA
SMA
SuperSmoother
T3
TEMA
TMA
VIDYA
VWMA
WMA
ZeroLag MA

You can specify the thresholds of the upper and lower lines, as well as the colors for the various DM and ADX lines (transparent if you don't want to see them).

Enjoy! =)

P.S. Click the Thanks button if it was helpful to you =)

Details: Multi-MA DMI

April 21st, 2013
Size: 45.05 KB

vvHollowCandleChartStyle

This is a chart style for hollow candles. It is not an indicator, but a chart style! This means that it will not add CPU load, but in fact reduce it compared to the standard candlesticks.

Candles where Open=Close will color based on Hi/Lo rejection, so if the top wick is longer it will print as sell bar (as the high got rejected) and vice versa.

Thread is here:https://nexusfi.com/elite-circle/24373-vvhgs-little-helpers-keeping-them-one-place.html

Current Version: v1.0

vvhg

Details: vvHollowCandleChartStyle

April 17th, 2013
Size: 2.05 KB

TVI

Version 2.0 code optimization (thanks zondors!)

William Blau TVI indicator

Based on the M4 code found at:

https://codebase.mql4.com/7980

This version does not issue alerts or display trend direction text.

Version 1.0 original coding

Details: TVI

April 16th, 2013
Size: 4.56 KB

MACD Histogram with color change

Here is an old standby, Macd histogram with color change

Details: MACD Histogram with color change

April 15th, 2013
Size: 3.53 KB

Keywords: change color histogram macd multicharts tradestation

NT7 Forex Tick Data - [28 Pairs - Part 5] - 200704 - 201304

Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 06 years of data, starting from April 2007.

[28 Pairs Part 5] =
CHFJPY, EURGBP, GBPUSD, USDCHF, USDJPY

Details: NT7 Forex Tick Data - [28 Pairs - Part 5] - 200704 - 201304

April 13th, 2013
Size: 991.59 MB

Keywords: chfjpy data eurgbp forex gbpusd nt7 tick usdchf usdjpy

NT7 Forex Tick Data - [28 Pairs - Part 4] - 200704 - 201304

Details: NT7 Forex Tick Data - [28 Pairs - Part 4] - 200704 - 201304

April 13th, 2013
Size: 1008.81 MB

Keywords: cadchf data eurjpy eurusd forex nt7 nzdcad nzdusd tick usdcad

NT7 Forex Tick Data - [28 Pairs - Part 3] - 200704 - 201304

Details: NT7 Forex Tick Data - [28 Pairs - Part 3] - 200704 - 201304

April 13th, 2013
Size: 918.62 MB

Keywords: audusd cadjpy data forex gbpchf gbpnzd nt7 nzdjpy tick

NT7 Forex Tick Data - [28 Pairs - Part 2] - 200704 - 201304

Details: NT7 Forex Tick Data - [28 Pairs - Part 2] - 200704 - 201304

April 13th, 2013
Size: 1022.19 MB

Keywords: audchf data euraud eurcad eurchf eurnzd forex gbpaud nt7 tick

NT7 Forex Tick Data - [28 Pairs - Part 1] - 200704 - 201304

Details: NT7 Forex Tick Data - [28 Pairs - Part 1] - 200704 - 201304

April 12th, 2013
Size: 1022.57 MB

Keywords: audcad audjpy audnzd data forex gbpcad gbpjpy nt7 nzdchf tick

PermaCode Fixed Moving Averages

This is a simple indicator that always shows the 3-min time-frame 20-bar EMA and the 60-min time-frame 50-bar SMA.

This allows switching between time-frames without losing those specific time-frame-based MAs.

Obviously when switching up to a higher time-frame from 3-min charts or 60-min charts, the MAs will disappear.

Details: PermaCode Fixed Moving Averages

April 12th, 2013
Size: 5.06 KB

NT7 Forex Tick Data - [28 Pairs - Part 4] - 201202 - 201304

Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 14 months of data, starting from February 2012.

[28 Pairs Part 4] =
CADCHF, EURAUD, EURCHF, EURJPY, EURUSD, NZDCAD, NZDJPY

Details: NT7 Forex Tick Data - [28 Pairs - Part 4] - 201202 - 201304

April 5th, 2013
Size: 240.76 MB

Keywords: cadchf data euraud eurchf eurjpy eurusd forex nt7 nzdcad nzdjpy tick

NT7 Forex Tick Data - [28 Pairs - Part 3] - 201202 - 201304

Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 14 months of data, starting from February 2012.

[28 Pairs Part 3] =
AUDNZD, CADJPY, EURCAD, EURGBP, EURNZD, GBPCHF, GBPNZD

Details: NT7 Forex Tick Data - [28 Pairs - Part 3] - 201202 - 201304

April 5th, 2013
Size: 247.58 MB

Keywords: audnzd cadjpy data eurcad eurgbp eurnzd forex gbpchf gbpnzd nt7 tick

NT7 Forex Tick Data - [28 Pairs - Part 2] - 201202 - 201304

Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 14 months of data, starting from February 2012.

[28 Pairs Part 2] =
AUDJPY, GBPAUD, GBPJPY, NZDCHF, NZDUSD, USDCAD, USDJPY

Details: NT7 Forex Tick Data - [28 Pairs - Part 2] - 201202 - 201304

April 5th, 2013
Size: 247.01 MB

Keywords: audjpy data forex gbpaud gbpjpy nt7 nzdchf nzdusd tick usdcad usdjpy

NT7 Forex Tick Data - [28 Pairs - Part 1] - 201202 - 201304

Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 14 months of data, starting from February 2012.

[28 Pairs Part 1] =
AUDCAD, AUDCHF, AUDUSD, CHFJPY, GBPCAD, GBPUSD, USDCHF

(*) The file is now correct (250MB). Please re-download it.

Details: NT7 Forex Tick Data - [28 Pairs - Part 1] - 201202 - 201304

April 5th, 2013
Size: 250.21 MB

NT7 Forex Tick Data - [06 Pairs] - 201110 - 201202

Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 04 months of data, starting from October 2011.

[06 Pairs] =
AUDCHF, GBPAUD, GBPCAD, GBPNZD, NZDCAD, NZDCHF

Details: NT7 Forex Tick Data - [06 Pairs] - 201110 - 201202

April 5th, 2013
Size: 56.73 MB

Keywords: audchf data forex gbpaud gbpcad gbpnzd nt7 nzdcad nzdchf tick

NT7 Forex Tick Data - GBPCAD GBPNZD - 200704 - 201110

Details: NT7 Forex Tick Data - GBPCAD GBPNZD - 200704 - 201110

April 5th, 2013
Size: 232.26 MB

Keywords: data forex nt7 tick gbpcad gbpnzd

NT7 Forex Tick Data - GBPAUD NZDCAD - 200704 - 201110

Details: NT7 Forex Tick Data - GBPAUD NZDCAD - 200704 - 201110

April 5th, 2013
Size: 224.59 MB

Keywords: data forex nt7 tick gbpaud nzdcad

NT7 Forex Tick Data - AUDCHF NZDCHF - 200704 - 201110

Details: NT7 Forex Tick Data - AUDCHF NZDCHF - 200704 - 201110

April 5th, 2013
Size: 220.15 MB

Keywords: data forex nt7 tick audchf nzdchf

PermaCode Bar Numbering

Finally sorted out the bar numbering to be a bit more useful than the plain old "DrawText()" on every bar update.

Set parameters for:

text font & color
number of pixels off-set from the bar (above or below)
turn them on or off quickly with click on toolbar
start numbers at a given number e.g. 0, 1 or 5 or any number (useful to set it to 0 when debugging script so that it displays the CurrentBar value)
how many bars between labels
when to increment bar number (good for syncing bar numbering on different time-frame charts, e.g. set it to every 3 bars on the 1min chart and normal every bar on the 3min chart, so their numbers are the same)
count resets at start of every session or not
displays bar number in the data box

This is version 1 and there probably won't be any more versions.

If it causes problems, send me a private message - don't put the message in the comments on this file download because it doesn't notify me. Thanks.

Details: PermaCode Bar Numbering

March 25th, 2013
Size: 3.06 KB

K_WAve_v1 for ToS

This is my new "magnifier" Zero-Lag Weighted AVErage (K_WAve). the idea I was looking for is to create a moving average that magnifies the price moves and trend direction changes - with as minimum lag as possible.

the concept is mathematically simple, and is based on the same Zero-lag MA technique used in DEMA & TEMA. The values of the line should not be referred to - they mean very little, it's the color and relative position of the peaks/troughs that really matter. Also the intersection points with other MA's on the chart.

Interesting that the K_WAve will indicate trend change sometimes before the Zero-lag WMA. the base WMA and the Zero-lag WMA are exposed by default (can hide them from Study Settings)

K_WAve can be used for swing trading or integrated with trend-following techniques with entry on retraces - the retraces (hooks) can be made more obvious using the K_WAve line.
this works on time or tick charts and any aggregation.
added optional smoothing and adjustable "magnification factor". when set to Smoothing = 1, and Magnify = 0, K_WAve becomes a regular zero-lag WMA.
Up/Down colors adjustable from study settings.

Feedback welcome.
RedK

Details: K_WAve_v1 for ToS

March 22nd, 2013
Size: 692 bytes

Keywords: tos trend wma zero-lag k_wave

CCI_BMTElite

Some of you may be using the Adaptive_CCI that I shared some time ago on this forum. This version of the CCI is a simpler version and optimized a bit.

Separate definable colors are available to distinguish between the above the zero line CCI and below the zero line CCI.
This version maintains the ability to select an adaptive period by placing a "0" in the period field.

That is all there is to it. Much simpler than the older version found at https://nexusfi.com/download/vip_elite_circle/988-download.html?view

Changelog:
March 20 2013: Reposted because thanks to @Taggart for noticing a serialization problem where the colors would not repaint after a chart was saved.

Details: CCI_BMTElite

March 20th, 2013
Size: 6.96 KB

PermaCode Support and Resistance Lines, v003

This shows support and resistance lines including:

- swing highs and swing lows based on a swing defined as a bar with two bars to the left and two bars to the right which are all lower for a swing high (and vice-versa for a swing low)

- round numbers, e.g. 1.3500 in the EUR/USD. User-defined

- 2 sub-sessions/mini-sessions intra-day highs and lows, user-defined start & end times.

The lines are actually rectangles and I intend to add a function which will cause two close adjacent S/R lines to become just one zone.

I try to make the user-defined parameters self-explanatory from the description in the NT7 indicator set-up dialog underneath the parameter settings listing.

To discuss this indie and to offer advice or suggestions or ask what's what, please use this thread

Changelog:
2013-03-13: I just updated version 003 with some bug fixes
2013-04-24: another bug fix - version 003 r2 (because I have a version 4 already)

Last, a word of warning: I occasionally get mail from people asking what's gone wrong with the indicator because x, y or z is (or isn't) happening. This indicator has got pretty complicated and like I just said to someone just now, I'd need a full scale support operation to be able to help. All I can advise in this situation is to ditch the indicator off your chart and try reloading it. Sounds a bit like Microsoft Support, I know

Details: PermaCode Support and Resistance Lines, v003

March 13th, 2013
Size: 8.68 KB

K_SVAPO_v1 for ToS

Got my hands on ToS again, and we're back in business..

- here's a come-back gift...

This is my own ToS port of SVAPO (Short-Term Volume and Price Oscillator), a trading system introduced by Sylvain Vervoort that combines both volume and price trends to identify tradable setups - full details on the concept, and trade rules that he suggests are herehttps://stocata.org/ta_en/proprietary.html

took the concept and re-wrote it for ToS, using my own preferred techniques for smoothing and averaging - to achieve less lag and make the final plot more "friendly and usable" - while maintaining the overall original concept. (let me know if interested in exact details of the differences). also changed the resulting oscillator to a restricted range -100/+100 - no longer need to use the StdDev upper/lower lines..

the code is commented - the full details of how the original SVAPO can be used for signal generation are on web site above.

I also added the option to view the resulting plot in a Stepped mode or with an Inverse Fisher Transform - we still get almost no lag as we don't use unnecessary smoothing here. you can see how the signal (in this case crossing the zero line) is in line with the K_TraderRibbon on top, sometimes ahead of it.

suggestions for use:
use K_SVAPO along with a long-term trend indicator. if you set K_SVAPO correctly, it will provide unambigious signals on ideal entry points when the price retraces before continuing the trend.
you can also use 2 K_SVAPO, one longer and one shorter to provide a similar combo. in that case, i suggest you change one of them to the "Stepper" for easier viewing

as usual, appreciate if you keep in the forum. all feedback & comments welcome, as i'm still testing this anyways,

RedK

Details: K_SVAPO_v1 for ToS

March 11th, 2013
Size: 2.04 KB

Keywords: k_svapo oscillator price redk svapo tos volume

Market Strength/Weakness Snapshot Indicator

This indicator provides a quick visual of key market strength price concepts (various metrics contained in a table at the top middle of the screen). It is useful for determining the relative strength and weakness of different instruments using price relative to the following:

- Key volume profile concepts (price relative to the current day value area and POC and yesterdays value area and POC).

- vwap

- Initial balance range including extensions

- Retail Open (RTO) and yesterday's high and Low (YHL)

Attached picture shows a weak market.

See thread below for more details:

https://nexusfi.com/elite-circle/26322-volume-profile-market-profile-snapshot-indicator.html

update 1/14/2014

- Added initial balance and range extensions
- Added price relative to the Retail Open (RTO) above RTO open green up arrow, below retail open red down arrow.
- Added price relative to yesterday's high or low(YHL), price above yesterdays high green arrow and below yesterday's low red arrow and in between yellow dot.

To operate make sure the following supporting indicators are installed:

anaCurrentDayVWAPV42
anaIBRangeBandsV38
anaCurrentDayOHLV42
anaPivotsDailyV42

Details: Market Strength/Weakness Snapshot Indicator

March 7th, 2013
Size: 42.50 KB

Volume Weighted MACD

After reading John Bollinger's book Bollinger on Bollinger Bands I thought to make one of the indicators he mentioned in the book. So here you have the VWMACD indicator with an EMA as a signal line. This indicator was developed by Buff Dormeier and popularized by this book. This one is for multicharts.

Details: Volume Weighted MACD

February 23rd, 2013
Size: 6.08 KB

Keywords: multicharts vwmacd

Reversal Bars

This is my first shot at a custom bar type, so please report any issues in the discussion thread: https://nexusfi.com/elite-circle/26005-reversal-bars.html

Bar Logic
-When a new bar is formed, price must move "Direction Size" ticks to establish a bar direction.
-Once a direction is established, if price pulls back "Reversal Size" ticks, a new bar is formed.
-The previous bar does not include the final reversal tick. The final reversal tick forms a new bar.
-The opens and closes of bars are actual ticks. No fake opens or closes.

If you prefer the version that requires Reversal Size to be breached, change:

Code

//reversalSize = bars.Instrument.MasterInstrument.Round2TickSize(bars.Period.Value * bars.Instrument.MasterInstrument.TickSize);    //This gives you tips of Reversal Size
reversalSize = bars.Instrument.MasterInstrument.Round2TickSize((bars.Period.Value - 1) * bars.Instrument.MasterInstrument.TickSize);    //This creates a new bar on Reversal Size

to:

Code

reversalSize = bars.Instrument.MasterInstrument.Round2TickSize(bars.Period.Value * bars.Instrument.MasterInstrument.TickSize);    //This gives you tips of Reversal Size
//reversalSize = bars.Instrument.MasterInstrument.Round2TickSize((bars.Period.Value - 1) * bars.Instrument.MasterInstrument.TickSize);    //This creates a new bar on Reversal Size

Log:
- 10/27/13 : Fixed code causing issues in market replay. Thanks @devdas.

Details: Reversal Bars

February 22nd, 2013
Size: 1.85 KB

vvTrendLineTrader

This is an experimental indicator that can enter and exit live positions. Use entirely at your own risk and with extreme caution! You have been warned, so don't blame me! I will not accept liability for anything!

This indicator can enter a position with a market order when price crosses a selected line.
It can also exit a position on a second line.
These operations have NO OCO LOGIC, so when one is executed the other one will remain armed.

The account can be set manually or the account set in ChatTrader will be used.
For this indicator to work correctly you must not disable the ChartTrader! Hiding the ChartTrader is no problem.

All logic is held locally, so if you lose connection, it can and will not execute. So never use this without a second "backup stop" held at the exchange or broker! Otherwise you will have a naked position on disconnect!

An armed buy line will show up as green, a sell line as red and a stop line as magenta. They are also labeled. Once they become inactive (either executed or expired) they will change back color to their original color before they have been armed.
Lines expire when the line ends in the past.
The buttons also change color on arm/disarm.

To arm a line:
1. select the line
2. press either the "Mkt" or the "Stp" button on the toolbar

To disarm a line:
Either (while no line is selected) press the "Mkt" or the "Stp" button on the toolbar, depending on which you want to disarm.
Or delete the line.

To switch the armed line:
1. Disarm the old line.
2. Arm the new line.

Armed lines can be manipulated just as normal lines.

Please only download if you understand the risks of using such an indicator and accept that you will use it entirely at your own risk!
Please also note that this is version 1.0 and not extensively tested yet!

Thread for discussion: https://nexusfi.com/elite-circle/24478-trendline-trader-ninjatrader.html

Current Version: v1.5

Changelog:

27. November 2012 v1.1
Now has a buy a sell and a stop button, so no confusion if a line sells or buys.
The bug with double entries should be gone too.
Added support to use buy@ask and sell@bid instead of market orders.

27. November 2012 v1.2
Fixed a bug where an error was thrown OnStartUp when starting the indicator without a connection, as there is no enabled account in that case (Account field greyed out in ChartTrader, even Sim101 not available)

04.Feb 2013 v1.3
Updated the strapping to ChartTrader.
Now has possibility to Buy/Sell Market, @Ask or @Bid.
Manual Account setting will affect all orders now.

12.Feb 2013 v1.4
Improved the handling of ChartTrader toggle, Button is now in the normal spot and the little "F" as well. If you use vvMiniTradePanel, please update that too.

13.Feb 2013 v1.5
Fixed bug that threw an error in OnTermination.

vvhg

Details: vvTrendLineTrader

February 13th, 2013
Size: 6.85 KB

CCI4Jeff_NT70

I have fixed the great looking CCI4Jeff indicator for NT7
Enjoy.

Details: CCI4Jeff_NT70

February 11th, 2013
Size: 33.72 KB

Chart Trader Quantity Buttons

This indicator will add buttons to the Chart Trader which will allow you to quickly change the quantity of the contracts. The buttons can be set to a custom quantity.

Please watch the video on how to use and post any questions here: https://nexusfi.com/elite-circle/25561-chart-trader-custom-quantity-buttons.html

Updated:
2-4-13
1.3 - added the ability to change the color of the buttons.

Details: Chart Trader Quantity Buttons

February 5th, 2013
Size: 3.32 KB

cumulative volume price divergence

Candlesticks are formed by accumulative volume delta. Sell volume is subtracted from buy volume, and is mathematically expressed as: buy (positive values) + sell (negative values).

Buy volume, price divergence: Occurs when price ticks below the starting point price (from indicator running time), and there is accumulated buy volume delta (more buying than selling volume). Current candle's outline and wick is a thick magenta color during this time.

Sell volume, price divergence: Occurs when price ticks above the starting point price (from indicator running time), and there is accumulated sell volume delta (more selling than buying volume). Current candle's outline and wick is a thick cyan color during this time.

Details: cumulative volume price divergence

February 4th, 2013
Size: 3.57 KB

Bootstrapped Monte Carlo Expectancy for Robust Optimization in NT7

Description:
This algorithm is a custom performance index for the Default or Genetic optimization methods in NinjaTrader 7. Optimization with this index maximizes the 20th percentile of noise-injected bootstrapped expectancy. This metric is designed for robustness against worst case conditions. Note that due to the mathematics, the solution is not deterministic (run it multiple times, and you will get slightly different solutions each time).

Installation:
Add this file to your ...\NinjaTrader 7\bin\Custom\Type\ directory, open any indicator or strategy, and compile.

Details (this math is in here):
1. For a given series of trades of length N, the top 10% are removed, creating a modified series of trades of length N*0.9.
2. This modified series of trades is sampled *with replacement* for 10*N*0.9 samples. This series becomes the bootstrapped trade series.
3. Gaussian noise is a given mean and standard deviation is added to each bootstrapped sample.
4. Expectancy for this bootstrapped + noise series is calculated.
5. Steps 2 through 4 are done 5000 times, with different sampling from the Gaussian noise. This creates a distribution of expectancy.
6. Finally, the performance index returns the 20th percentile of these 5000 runs (so, the 1000th worst expectancy) to the NT optimizer.

Discussion:
Removal of the 10% best performing trades is an attempt to be pessimistic by assuming that the best 10% trades observed in the past will never repeat. We do not want total system performance to hang a few high-yielding trades.

Injecting noise to the bootstrapped sample accomplishes two things. First, it adds uncertainty to each bootstrapped series, thereby simulating diversity in the bootstrapped series (hopefully the diversity we would measure in a much larger sample). Secondly, it makes each bootstrap series unique. This means that we way calculate a distribution from the ensemble of bootstrapped series.

Any percentile may be returned. We could return the mean. By returning a value to the left of the mean, the 20th percentile, we are maximizing 80% of the distribution.

Note: Because we are injecting randomly sampled noise to the bootstrapped series, the solution from this performance index is not deterministic!

Suggestions:
If you use this, you should be comfortable changing the parameters found at the top of the algorithm. Adjusting the value of the standard deviation of the noise may make or break the robustness and success of this algorithm.

Details: Bootstrapped Monte Carlo Expectancy for Robust Optimization in NT7

February 3rd, 2013
Size: 9.40 KB

Keywords: expectancy optimization bootstrap monte carlo

Gold GC Tick Minute Data 02/08-02/13 - CQG Ninjatrader NT 7

Shutdown Ninjatrader
Unarchive in the db folder, and place the tick and minute data in the correct folders (Default location is in your Documents folder, not Program Files)
Open Ninjatrader

If you have problems, delete the .sdf file in the Ninjatrader documents folder.

Gold is easy to trade and a good place to start for new traders.

Avoid mini contracts, especially mini forex contracts. They are very expensive and make it unlikely to be a successful trader. Trade a normal forex account if your funds are small, because margins are adjustable, unlike Futures.

Details: Gold GC Tick Minute Data 02/08-02/13 - CQG Ninjatrader NT 7

February 3rd, 2013
Size: 49.20 MB

ChartTraderOrganize

This indicator will allow the user to hide and rearrange the Chart Trader buttons within Ninja Trader.

Important: This indicator is just out of the beta stage. There is some important things to know to get it to work properly. Please take 6 minutes to watch the video in the link below. Finally, this changes the default functionality of the Ninja Trader. This was tested with NT7 using the built in SIM account. Use at your own risk!

Please take 6 minutes to watch the video which can be found here. There is some important steps which will eliminate questions later.https://nexusfi.com/elite-circle/25463-customize-chart-trader-buttons.html

Details: ChartTraderOrganize

January 23rd, 2013
Size: 3.77 KB

Seconds Per Bar

secondsperbar version 1.0

Simply summates the seconds required to draw a bar. Designed to be used with non-time based bars. Includes 2 horizontal lines, for example can have the 1st line represent 300 seconds (5 minute) and 2nd line set to 60 seconds (1 minute). Bars change to red if the number of seconds exceeds your desired threshold, for example turns bars red if 600 seconds (10 minutes) is exceeded. Includes ability to draw a SMA of the time as well that defaults to a 5 period.

Details: Seconds Per Bar

January 19th, 2013
Size: 4.39 KB

volprofile

version 1.0

Creates a histogram of volume at price points using an additive 1 tick data series. The histogram can be drawn on the left hand or right hand side of the chart. The color and opacity of the bars can be defined. A scale factor is available to control the amplitude of the peaks and valleys. The volume summation can use all bars of the chart, bars starting at the left hand side of the chart or bars since the last session start as defined by the charts session setting. The summation of volume starts at the designated start bar and continues to summate until a refresh, at which point the starting bar location is redefined based on your settings (beginning of chart, left side of chart, session start). It uses the 1 tick data series volume which can differ slightly from the main bars volume, but it is very close, close enough for a volume profile. The advantage of being based on the 1 tick data series is this indicator will redraw/refresh and does not need an external file for data storage.

Details: volprofile

January 16th, 2013
Size: 4.12 KB

Keywords: change simple word

Volatility Breakout Strategy, Economized Corrected version

I found this in the non-Elite Ninjatrader Strategy downloads posted by @minsalaco who said, "Not my personal work but that I'd share".

Considering the heavy resource requirements to backtest and optimize strategies, and the fact that they are intended to be used as money making tools, not playthings, it is hard for me to understand why many strategies, like the original version of this one, do not use any of the good coding practices that we have been discussing here on BMT for the last two years or so. The person who posted it on BMT did so with good intentions and is not to blame for the deficiencies in the coding.

As an experiment I applied some of those coding ideas to this strategy. It should run about a thousand times better than the original version unless I made some mistakes somewhere.

This strategy was coded with stocks in mind and trades a quantity of 100 by default. Many of the other parameters may also be inappropriate for futures contracts. I ran the latest version A.1 for several hours on CalculateOnBarClose false and it IS workng. It bought 100 cars of NQ at 5:50 AM PT on January 7 at 2708.995 (average overall basis). I sold them manually at 2709.7925 and shut down the strategy because I was afraid that my computer might start talking to Skynet�. However, I am sure we would all would appreciate if anyone backtesting this strategy would let me know, and post their results on the forum.

Thanks to user feedback I did some testing and corrected some mistakes that were in the original release. I could not upload the corrected file to the original post but as of 4:26AM Eastern Time on January 7, you can get it here. Replace the original version with this one.

The following text had been copied mostly verbatim from the entry in the Strategies download area but was in dire need of some editing.

Volatility Breakout Pattern
Description
The squeeze signals the end of low volatility periods where the market has built up energy for major moves. Periods of low volatility are the times when the Bollinger bands "move closer together". The width of the Bollinger channel is more sensitive to price volatility than the width of the Keltner Channel, so a Keltner Channel and a momentum index oscillator are added, as mentioned in John Carter's book Mastering the Trade. The momentum index oscillator is used to suggest the trade direction.
How does this Setup work?
The quiet period is when the Bollinger Channel width decreases to less than that of the Keltner Channel. The trade signal occurs when the Bollinger Channel moves back outside of the Keltner Channel. The value of the 12 period momentum index oscillator suggests whether to go long (oscillator>0) or short (oscillator<0).
Moves tend to be stronger when the BB Width is the lowest over at least the past 150 bars. Also choose BBWidth < 0.05 for better results on daily data.
This strategy includes trailing stop and stop loss as variables, so you can easily backtest and use the optimizer.

Details: Volatility Breakout Strategy, Economized Corrected version

January 7th, 2013
Size: 10.23 KB

Volatility Breakout Indicator

This indicator is the basis for the Volatility Breakdown Strategy in the preceding post. There were a lot of changes to make it run MUCH faster, but there are still quite a few more things that could be done.

This time there is a screenshot so you can get an idea of the kinds of conditions this indicator looks for. While it's simplistic, some of the signals do look pretty good.

Details: Volatility Breakout Indicator

January 5th, 2013
Size: 10.55 KB

Improved Donchian Channel Indicator

The download link was broken. I re-uploaded the installer file on March 14, 2016.

"The Donchian Channel indicator is an indicator that was created by Richard Donchian. The Donchian Channel indicator that was created by Richard Donchian is an indicator that uses the highest high and the lowest low of the price of a stock over a period of days to indicate the plot of a channel of the highest high and the lowest low of the price of a stock over a period of days."

To clarify that, "이 리차드 Donchian 만든 표시했다 Donchian 채널 표시. 이 지표가 가장 높은의 채널의 음부과 최저의 낮은 말을 일 기간 동안 가장 높고 주식의 저렴한 가격의 최저를 사용하는지 리처드 Donchian에 의해 생성 된 Donchian 채널 표시 일 기간 동안 주식의 가격".

This plots identically to the Ninjatrader version while using a fraction of the CPU resources. With COBC false, that would be more like a TINY fraction. (Even less than the fraction of truthful content in my newspapers. Or the signal to noise ratio of the indicator description, which has been rephrased as Gibberish and translated into two different languages.)

The MIN and MAX algorithms have been moved into the indicator and are called only when needed. Optimizing external classes is good, but eliminating the need for them is even better.

OnBarUpdate is not called for redundant intrabar ticks that would not affect the output.

If you want to use this to replace the Ninjatrader Donchian System Indicator you would have to rename this one and put it in a folder with the @prefix after deleting the original one. If you are not comfortable doing that, please don't.

This has a different name than the system indicator, so can be installed in the usual way using the Import Ninjascript utility.

Your satisfaction is important to me, so please report any problems.

Details: Improved Donchian Channel Indicator

January 3rd, 2013
Size: 2.54 KB

The Ninjatrader CHAIKIN VOLATILITY System Indicator

An approach that reliably shows increasing volatility around market turning points. Once again, the code was changed to increase efficiency. This indicator uses an EMA calculation implemented internally.

This file is intended to replace the file, @ChaikinVolatility.cs.

Details: The Ninjatrader CHAIKIN VOLATILITY System Indicator

January 3rd, 2013
Size: 6.59 KB

The Ninjatrader MIN System Indicator

Like its evil twin MAX, this was a notorious resource hog until rewritten by Ninjatrader a couple of years ago in response to postings on BMT. I just realized that there are some obvious further improvements that can be made.

Performance on COBC false will be better, but on COBC true there won't be any improvement. COBC false is now the default, and PriceTypes other than Close are now supported.

This indicator is important because it is called by so many other indicators. Most of the indicators that I use were modified to call MIN only once per bar, but that's probably not the case for the indicators you are using, in which case there will be a performance improvement.

Once again this file is intended to REPLACE the file @MIN in your indicator folder.

Details: The Ninjatrader MIN System Indicator

January 2nd, 2013
Size: 7.01 KB

The Ninjatrader MAX System Indicator

This was a notorious resource hog until rewritten by Ninjatrader a couple of years ago in response to postings on BMT. I just realized that there are some obvious further improvements that can be made.

Performance on COBC false will be better, but on COBC true there won't be any improvement. COBC false is now the default, and PriceTypes other than Close are now supported.

This indicator is important because it is called by so many other indicators. Most of the indicators that I use were modified to call MAX only once per bar, but that's probably not the case for the indicators you are using, in which case there will be a performance improvement.

Once again this file is intended to REPLACE the file @MAX in your indicator folder.

Details: The Ninjatrader MAX System Indicator

January 2nd, 2013
Size: 7.34 KB

The Ninjatrader EMA System Indicator

"The Exponential Moving Average (EMA) is an indicator that indicates the exponential moving average value of a security's price over a period of days. When calculating an Exponential Moving Average (EMA), The Exponential Moving Average (EMA) applies more weight to recent prices than the SMA. What IS the SMA, anyway?..."

Here's one that is often used by itself, as well as being called on by many other indicators. There are two variables that depend only on the period, therefore only need to be calculated once, when the indicator first starts up. For some reason they were being calculated on every incoming tick, which is trivial to fix. Also, the term that is dependent on the previous value of the EMA only needs to be calculated on FirstTickOfBar.

The reduction in CPU demand is small for each instance, but you might have a lot of instances. This will run very well on COBC false. The addition of code to screen out redundant intrabar ticks (no price change, as in NT8) would reduce CPU demand on COBC false by around 70%.

Once again I am providing a cs file which is intended to replace the system indicator file, @EMA.cs.

Everyone knows what this looks like so I skipped the screen shot.

Revision B is the latest version. If you downloaded this before about 11:20PM Pacific Time on January 1 you do not have the correct file and should download it again.

The changes that I made must be very difficult to understand since nobody ever thought of making them before. The only reason they occurred to me is that I have two Advanced Degrees. A PhD in Neckwear Design and a Masters in Gibberish.

Details: The Ninjatrader EMA System Indicator

January 1st, 2013
Size: 7.14 KB

The Ninjatrader SUM system indicator

There is seldom any need to use it by itself, but the SUM indicator is important because it is often called upon by other indicators, which might be set to CalculateOnBarClose = false.

It is also inefficiently coded. Two logic tests that are performed on every tick only need to be performed once per bar.

Correcting this reduces the CPU load when CalculateOnBarClose is false. For COBC true, it does not make any difference.

Therefore consider REPLACING the existing file, @SUM, with this one, using Windows Explorer.. NOT the Ninjascript installation utility.

I don't think a screen shot is necessary for this one.

WRONG FILE had been uploaded. Corrected file uploaded at 2:45 PM ET January 3 2012. Thanks for bringing this to my attention, and please accept my apologies.

Details: The Ninjatrader SUM system indicator

January 1st, 2013
Size: 5.19 KB

XavMTF - Multi-Timeframe Indicator

Pretty much, this indicator will create a MTF version of any indicator with 6 plots or LESS. In the indicator parameter just type in the name of the indicator you want with all the parameter exactly as it appears on a chart(excluding the input series). Choose your time frame and you are done

Debugging Thread: https://nexusfi.com/elite-circle/24875-xavmtf-debugging-optimization-thread-multi-time-frame-indicator.html

Enjoy

Current Version: V1.2

Details: XavMTF - Multi-Timeframe Indicator

December 30th, 2012
Size: 5.34 KB

PeriodTypeInfo

PeriodTypeInfo plots all defined PeriodType's to output window. You can test if custuom period type is already used.

Details: PeriodTypeInfo

December 23rd, 2012
Size: 1.77 KB

Keywords: periodtypeinfo

Tick Counter Custom

I added some functionality to the standard Tick Counter which comes with NT. The Tick Counter Custom allows you to set the size and font for the tick counter.

Additional Functionality:
I like to enter a trade when the tick count gets below a 100 ticks left on the current bar. However, watching the tick count was always cumbersome. So, I added functionality which changes the color of the bar once the tick count gets less than 100 ticks. Use the TickChange in the parameters to set to your custom level. The color of the bar is can be set to your preference.

Notes:

The % left no longer functions properly. So don't use it!!
If you don't want to use the warning bar color simply set it to 1.
More improvements to come!

Updates:
Ver1.2

Note: found a bug in ver1.1 code related to changing the Font. It seems when another indicator is added the tick counter disappears. Simplified this version to changing just the Font Size.

Robert

Details: Tick Counter Custom

December 22nd, 2012
Size: 3.27 KB

MousePan

Version 3 - added PAN toggle button on tool bar, when pressed puts into "set" panning mode - no need to hold CNTRL key down. Select PAN button to exit this mode. Pressing and releasing CNTRL key exits "set" panning mode. ESC key press and release exits "set" panning mode.

Version 2 - code clean up and optimization

Many thanks to Devdas for the ScrollsLite code, my inspiration for MousePan.

For as long as I have used NT I have wanted the ability to pan around on the chart. I got used to using the control key to do the vertical and then use the control key to do the horizontal. I asked NT support why does the UI not offer the ability to hold the control key while on the graph and allow me to pan around... Panning around is what you do with google maps - we all know how to do that. Devdas introduced ScrollsLite the other day, but it did not offer exactly what I was looking for plus it has a little more than I need. So I started there and came up with MousePan. Install it on your Chart Panel, move the mouse to a location that you will not select a drawn item. For example don't move the mouse over a bar, keep it just off the bar. Next press the control key, then press the left mouse button. With both the control key and left mouse button pressed, drag the chart around, or pan around on the graph. Maybe someday the NT UI will have something like this built in. Again, many thanks to Devdas.

Details: MousePan

December 15th, 2012
Size: 3.88 KB

Scrolls_Lite

Simplified Version of Vertical Drag and AutoScroll tool.
Read new features n discuss more about simplified version here,

https://nexusfi.com/ninjatrader/24723-scrolls_lite-drag-autoscroll.html

Orginal old version of Vertical Scroll Tools here,
https://nexusfi.com/download/vip_elite_circle/985-download.html?view

Update, Dt 10-Dec-2012 : A small bug removed.

Details: Scrolls_Lite

December 11th, 2012
Size: 2.64 KB

Daily continuous VIX futures data

Continuous VIX futures end of day data, from the front to the 6th month. June 2007 to November 2012.

Details: Daily continuous VIX futures data

December 1st, 2012
Size: 59.69 KB

Keywords: vix

jdDonchianTraderV101

Here is a current version of the Donchian Channel indicator I had modified. You can change all the plot settings to color and sizes that work for you, also included in this is the ADXVMA indicator that can filter the Back Ground Color plots. There are so many ways to plot this indicator you will just need to play with it.

The Inputs are in alphabetical order so you will need to pay attention t what you are changing, I dont know how to change them in the programming....

In the jpeg you will see the 2 inputs that will need to match some preset ATM strategy you have already done, if you would like to be able to quickly place that ATM strategy order at the given Entry Dot location, this will not move the order once it is placed, that is up to you to manage, this is just a fast way to colorize your entry....I have used this alot but you are responsible for your own trades....PLEASE USE IN SIMM MODE UNTIL YOU KNOW HOW THIS WORKS....

Any additional questions feel free to ask, anyone who can make improvements please feel free to do that also....

Again a big thanks to all that post great trading tools in this area!

Details: jdDonchianTraderV101

November 25th, 2012
Size: 13.17 KB

vvToggleGridLines

Probably has been done before...but anyways:

This indicator can toggle the grid line color to transparent (invisible) and back.
I made it switch colors so the price intervals stay the same as opposed to switching off the gridlines completely.
Toggling is done via toolbar button.

User settings allow to select horizontal, vertical or both gridlines.

Thread for discussion: https://nexusfi.com/elite-circle/24373-vvhgs-littl...ne-place.html

Current Version: 1.1

Changelog:

21. November 2012 v1.1
Changed Overlay to true to prevent a new empty panel.

vvhg

Details: vvToggleGridLines

November 21st, 2012
Size: 2.41 KB

Heiken Ashi Delta

Heiken Ashi Delta

Heiken Ashi bars were first introduced to the Western World in an article 'Using Heiken-Ashi Technique' in February 2004 issue of TASC magazine. They sure are pretty and a good visual for the trend.

Recently, I attended a seminar by the Author of the article explaining the construct and uses of the this indicator. I have never been a serious fan of this indicator because the price bars are synthetic and of little use to me for day trading.

However, I was really surprised that a derivative of this indicator, HA Delta, is actually a leading indicator showing direction changes 1-3 bars in advance. I think it is because of the range contraction and expansion. Crossing of a 3 period EMA provides a decent signal. Thus, the motivation for writing this indicator.

Also, HA Delta acting as a momentum provides excellent divergence opportunities. However, this indicator as usual can not be used in isolation but works great as confirmation for other trading methods.

Enjoy!

Exported By:

NinjaTrader 7.0000.11

Details: Heiken Ashi Delta

November 18th, 2012
Size: 3.76 KB

vvShowToolBar

Draws a button on the chart that toggles the toolbar.
This .zip contains two indicators:
vvShowToolBarLeft
vvShowToolBarRight

As the name suggests, one displays the button on the left, the other displays it on the right.

Thread for discussion: https://nexusfi.com/elite-circle/24373-vvhgs-littl...ne-place.html

Current Version: 1.0

vvhg

Details: vvShowToolBar

November 16th, 2012
Size: 6.21 KB

vvColourBackgroundVariable

I guess it has been done 100 times, but anyways, here is my version.

It colors areas based on time of day.

Thread for discussion: https://nexusfi.com/elite-circle/24373-vvhgs-littl...ne-place.html

Current Version: 1.0

vvhg

Details: vvColourBackgroundVariable

November 16th, 2012
Size: 2.88 KB

vvEMA

The normal EMA but with a setting for opacity.

The plot ignores the color set under "Plot" category and takes the one set under "Parameters"

Thread for discussion: https://nexusfi.com/elite-circle/24373-vvhgs-littl...ne-place.html

Current Version: 1.0

vvhg

Details: vvEMA

November 16th, 2012
Size: 2.24 KB

Fisher Transform of Stochastic Oscillator

By applying the Fisher Trasform to the %K, the problems with the stochastic getting stuck near its extremes are eliminated. This indicator is designed for minimal use of CPU resources with COBC false.

This is a work in progress. Considering adding the Inverse Fisher Transform of the %K later. One of the better known guru trading rooms sells this for a high price, referring to it as the "Cyclone" indicator. It is doubtful that their expensive version is coded to run as efficiently as this one.

Maybe I will apply this to the Cumulative Delta.....

Details: Fisher Transform of Stochastic Oscillator

November 14th, 2012
Size: 11.38 KB

vvHollowVolumeUpDown

This indicator draws hollow volume histogram bars.

Thread for discussion: https://nexusfi.com/elite-circle/24373-vvhgs-littl...ne-place.html

Current version: 1.0

vvhg

Details: vvHollowVolumeUpDown

November 10th, 2012
Size: 2.54 KB

SierraCharts: Upload to BMCharts

This study, when added to a chart, will upload a screenshot to the chart to which it is added to bmcharts.

A url to the image on bmcharts is on the clipboard when the upload is finished, ready to paste into forum posts.

Discussion thread:
https://nexusfi.com/sierra-chart/23986-sierra-chart-auto-upload-screenshot-bmcharts-com.html

you have the option to:
- choose if a sound should be played when uploaded
- if the url to the image on bmcharts should be enclosed by [IMG] [/IMG]
- choose if the caption of the window should be hidden while taking the screenshot.
- choose the shortcut key
- use mouse to start the capture

default shortcut key is ctrl-alt-k

The zip contains source cdoe (must be compiled with visual studio)

and screenshot.dll (i precompiled this for those who doesnt have visual studio) - just put it in the sierrachart data directory and the custom study will be available

Changelog:
November 2 2012: Mouse button mapping as an option and a right-click context menu button

Details: SierraCharts: Upload to BMCharts

November 2nd, 2012
Size: 16.10 KB

Email Screenshot Stochastics

Heres a cool indy I had written a while back. Its just a basic NT stochastics, but it sends email with a screenshot when the stochastics gets to a certin level. Its real picky about window size and will send a black image if its not happy. It might give you a base for something like it added to another indicator. It's great to get alerts to you phone while at the day job. ;-)

C

Details: Email Screenshot Stochastics

October 30th, 2012
Size: 11.81 KB

strategy based on Sentiment Zone Oscillator

Strategy based on the Sentiment Zone Oscillator, as described in Stocks and Commodities - April 2012 (http://traders.com/Documentation/FEEDbk_docs/2012/05/Khalil.html)

This strategy is set up for long entries only and also has certain time variables (trade entries will only occur during these specified time periods) which can be modified or removed altogether.

Sentiment zone oscillator

The sentiment zone oscillator (SZO) is a leading contrary oscillator that measures the extreme emotions of a single market or share. It measures and defines both extremes, bullishness (overoptimism) and bearishness (overpessimism), that could lead to a change in sentiment, eventually changing the trend of the time frame under study.

The SZO was devised on the belief that after several waves of rising prices, investors begin to get bullish on the stock with increasing confidence since the price has been rising for some time. The SZO measures that bullishness/bearishness and marks overbought/oversold levels.

Details: strategy based on Sentiment Zone Oscillator

October 28th, 2012
Size: 13.00 KB

semi-auto strats with buttons

These two strats -- one for long only entries one for short only entries -- allow a trader to, by simply clicking on the button for long entries or button for short entries, immediate initiate a position that will automatically also enter profit target and stop limit orders (which adjust on each tick).

The strats also have a red line for the stop order price and green line for the profit target order price, each that adjust on each tick.

These strats are helpful if you want to manual enter the market at a particular time, based on one or more indicators that guide you, but do so quickly and have your stops and profits automatically programmed. a way to make sound decisions on entries and still have limited human judgment and emotion play a role in exits.

The profit targets and stop order prices, once a trade is open, cannot be adjust like they can if you were using the Ninja chart trader function.

Very useful in fast moving markets too -- quick entries and continued quick move in your directions takes you out for a profit without having to waste time and energy thinking about exit prices.

Details: semi-auto strats with buttons

October 27th, 2012
Size: 3.55 KB

strategy for "Congestion Box For Range Bars" indicator

On this site, someone posted a "Congestion Box For Range Bars" indicator. The attached is a strategy that takes signals based on the congestion box concept, but slightly different in that this strat takes a trade long or short on the bar immediately following the last bar in the congestion box. Currently, the strat is coded so that it runs on currency futures (6A, 6E, etc.) or crude futures (CL). You'd have to adjust the breakeven, stop and profit targets by multiplying by 10, I believe, to run on spot fx.

good luck.

Details: strategy for "Congestion Box For Range Bars" indicator

October 27th, 2012
Size: 7.98 KB

strategy that allows scaling-in of positions

The strat entry condition is a (crappy, suggest replacing with something more reliable) ParabolicSAR signal. You can replace it with whatever you wish -- the intent here is to provide the "scaling-in" code/architecture.

Here's a link to a video that demonstrates this precise scaling-in strategy.

Details: strategy that allows scaling-in of positions

October 27th, 2012
Size: 3.94 KB

jd Donchian Trader

Here is the Basic Version of the Donchian Channel that I had modified, as far as I know this version is working fine. The screen shot attached will show how I changed the plots as seen. I hope you might be able to use this on any market you trade and is not set to be only used on the ES, everything is rounded to the nearest tick and with the off set inputs you should be able to put on any chart or market.

Thanks to everyone that posts indicators in this section and I'm glad I am finally able to add something I find of value.

I am running this on NT7 so I don't know if it will run on earlier versions

Details: jd Donchian Trader

October 26th, 2012
Size: 7.03 KB

DT Oscillator V1.10

DT oscillator is an efficient version of RSI and stochastic integration.
This version converted from MetaTrader code.

Additional information can be found here:

https://thehovistrader.wordpress.com/indicator-strategies/dtosc/

Release October 25, 2012, Version 1.10
Exported using NT version 7.0.1000.11

Details: DT Oscillator V1.10

October 25th, 2012
Size: 6.20 KB

Oscillator, Elders Force Index

A simple and classic momentum oscillator from Dr. Alexander Elder. This optimized version has the same features as the one that was posted on the Ninjatrader forum, with the added option of using the WMA.

However, the version on the Ninjatrader forum, aside from the usual inefficient method of making calls to external classes (that people everywhere, including here are so fond of) also had a crude and primitive method for selecting the types of MA's to be used, which I replaced with Enums. This was one of the worst programmed indicators that I have found so far.

Details: Oscillator, Elders Force Index

October 11th, 2012
Size: 9.33 KB

GoTo Bar ChartControl

There is an internal method GoTo in ChartControl class from NinjaTrader. With attached code you can use method to make bar at specified date visible on chart. This is a solution for thread https://nexusfi.com/ninjatrader-programming/3579-goto-bar-chartcontrol.html

Attached an example to use it on strategy analyzer for backtesting. Left mouse click will go to previous execution and right mouse click will go to next execution

Details: GoTo Bar ChartControl

October 7th, 2012
Size: 4.58 KB

Unfinished Business

Reference:

https://footprintchart.com/2012/01/19/unfinished-business-new-feature/

Details: Unfinished Business

September 24th, 2012
Size: 2.11 KB

Keywords: unfinished business bid x ask

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:443/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

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