NinjaTrader 7 Indicators

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NinjaTrader 7 Indicators

Indicators in this section are compatible with NinjaTrader 7

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jhlSpearman

Spearman Rank Correlation, without tie correction.

Version 1

Details: jhlSpearman

February 15th, 2011
Size: 3.11 KB
Downloaded: 194 times

ElliotOscillator

I was searching for some help with Elliot Wave Theory and I came upon this indicator on the Ninja forum.

It seems to be pretty helpful picking the end of trend moves.

If anyone cares to share any documentation on other uses, I would love to see it.

Details: ElliotOscillator

February 15th, 2011
Size: 3.75 KB
Downloaded: 1881 times

Keywords: elliott oscillator theory wave

jhlMedian

Another implementation of Moving Median

Version 1

Details: jhlMedian

February 15th, 2011
Size: 5.23 KB
Downloaded: 416 times

Moving Median

Exported using NT Version 7.0.1000.3

Besides the average there are other statistical measures to describe the behavior of a sample of n values. One of these measures the median, which is the numeric value separating the higher half of the sample from the lower half of the sample. In case that the number n of the values of the sample is even, the median is defined as the mean of the two middle values.

The median is statistically more robust than any average, as it does not take into account outliers or black swans. A moving average can be replaced with the moving median for many purposes.

This indicator calculates the moving median by writing the last n values to an array, sorting the array and selecting the middle value - or in case that n is even, the two middle values of the sample.

The NinjaScript method GetMedian() is not used, because it is flawed.

Details: Moving Median

February 13th, 2011
Size: 2.12 KB
Downloaded: 966 times

Keywords: median movingmedian

jhlLLMA

Aslan contributed LLMA here:
https://nexusfi.com/free_downloads/ninjatrader-7/indicators/738-download.html?view

I just stood on his shoulders and converted it to my style. This version uses much less memory, is simpler for me to follow, and has a startup phase where it has a pretty good estimate instead of no value set.
It can be constructed from my generic MA adaptor (jhlMA) with only a period specified, providing a default phase value of 0.

Version 1

Details: jhlLLMA

February 12th, 2011
Size: 15.66 KB
Downloaded: 335 times

SuperSmoother Filter

Exported using NT Version 7.0.1000.2

These are the 2 pole and 3 pole Super Smoother Filters, which were described by John F. Ehlers in his book "Cybernetic Analysis for Stocks and Futures". Ported from Easy Language to NinjaTrader.

The chart shows that the 2 pole super smoother filter (yellow) gives a better approximation for price while the 3 pole filter (spring green) offers superior smoothing.

Details: SuperSmoother Filter

February 11th, 2011
Size: 2.31 KB
Downloaded: 1196 times

Keywords: movingaverage signalprocessing supersmoother

Butterworth Filter

Exported using NT Version 7.0.1000.2

These are the 2 pole and 3 pole Butterworth Filters, which were described by John F. Ehlers in his book "Cybernetic Analysis for Stocks and Futures". Ported from Easy Language to NinjaTrader.

The chart shows that the 2 pole filter (red) gives a better approximation for price, while the 3 pole filter (blue) offers superior smoothing.

Details: Butterworth Filter

February 10th, 2011
Size: 2.33 KB
Downloaded: 561 times

Keywords: butterworth movingaverage signalprocessing

jhlButterworth3

3 Pole Butterworth Filter

Version 2:
Corrected coefficients

Details: jhlButterworth3

February 9th, 2011
Size: 4.64 KB
Downloaded: 412 times

jhlButterworth2

2 Pole Butterworth Filter. Adapted from code posted here:
https://nexusfi.com/elite-group-trading-methods/7943-moving-averages-how-do-you-use-them-8.html

Version 1

Details: jhlButterworth2

February 9th, 2011
Size: 4.61 KB
Downloaded: 242 times

jhlDemandIndex

An implementation of James Sibbet's 'Demand Index'. Original sources on this formula seem hard to come by, this is based on thinkorswim's implementation.

Version 1.0

Details: jhlDemandIndex

February 8th, 2011
Size: 12.67 KB
Downloaded: 494 times

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