Variable Moving Average. An exponential moving average with the coefficient modified by the Chande Momentum Oscillator. Yields the same values as the distribution VMA with much less memory consumption.
Version 2:
Indicator is now named 'jhlVMA', not 'MyVMA'
No dependency on jhl.Utility
Supports rising vs falling plot colors
October 7th, 2010
Size: 2.28 KB
Downloaded: 474 times
659
fluxsmith
I recently discovered that the formula used for my solution in this thread: https://nexusfi.com/ninjatrader-programming/5069-hurst-exponent.html
has an error. (I guess that means we'll call this version 2.) Here is a corrected HurstExponent indicator, which also includes a FractalDimension indicator.
Version 3: Includes corrected jhlMIN and jhlMAX for COBC == false
Spread3 Price of 3 Instruments - For NinjaTrader 7 & higher
[Spread3] Calculates price of synthetic combination of 3 instruments Parameters are symbol of second & third instruments, and quantities of all instruments (positive for long, negative for short). PointValues from the instrument manager are optionally used as multipliers.
The primary chart instrument (BarsInProgress == 0) is the "clock" to which the other instruments are synchronized. You should make sure the most active instrument is the one selected as the primary instrument. The output of this indicator changes only when the OnBarUpdate is called for the primary instrument.
This indicator can be extended to 4 or more instruments. See my "Correlation" indicator for examples of how to do synchronized calculations with lookbacks
Kevin Doren 9/26/2010
2010.09.23 Spread6 Trader.Jon added support for N4 =4 decimal places && add to a total 6 supported symbols && reformated properties structures for readability
2010.09.27 updated to include changes from the new release of Spread3 .. exported as Spread6 from NT7b20
September 27th, 2010
Size: 10.19 KB
Downloaded: 663 times
645
Trader.Jon
Compiled from NinjaTrader (7.0.1000.2)
02/11/2011 (per request...doubled the number of zones, and now allow 0 and negative zone entries for folks using charts that require zones to have negative values
01/09/2011 (added configurable text)
Creates color zones on the primary chart...however only requires the entry of one price. The indicator will then create a symmetrical zone around that price level.
Ex: (enter 1.2850....with a tick setting of "1" and the zone will be 3 ticks wide with
one tick on each side of the selected price)
Colors for the region and the border are selectable from Indicator properties.
Opacity for the region color is selectable from Indicator properties.
The desired 'width' of the zone (in ticks) is selectable from indicator properties.
NOW automatically calculates 'ticksize' based on instrument and chart.
September 26th, 2010
Size: 4.88 KB
Downloaded: 1052 times
643
photog53
Compiled in NinjaTrader Live 7.0.10
01/09/11 Added configurable text...
Creates colored zones on the primary chart....by entering the top and bottom price area for the zone.
You may modify both the region and border color via indicator properties.
You may also modify the opacity of the 'zone'.
Colors are serialized so they will hold if saved as a template.
Use for Suppt/Resistance or simply as a visual 'trigger'.
Text is configurable (font/color)...and can be moved on the chart using textShift and textOffset parameters.
September 23rd, 2010
Size: 4.46 KB
Downloaded: 1173 times
639
Mindset
I came across "McGinley Dynamic" in a thread on this forum. On further investigation I found two entirely different formulas referred to by that name. This indicator implements a variation based on the following formula:
v[0] = v[1] + (Close[0] - v[1]) / (.618 * n * (Close[0] / v[1]) ^ 4)
Now that I can see the result, it doesn't appear to me to be any more useful as an average than an EMA of the same period. However I think it may make a good trigger line vs an EMA of the same period.
September 7th, 2010
Size: 2.12 KB
Downloaded: 287 times
634
fluxsmith
This indicator will read values from a .txt file, I've set the location of the file in the root directory, but you can change that to what ever you want.(c:\MyTextFile.txt)
I've set it up to hold 4 values:
EMAMin#12
EMAMax#24
StartTime#21:00
EndTime#09:00
You can add/remove any of the lines, but remember to change the Properties in the C# code.
When you add values you need to make sure the name/values are separatored by a hash (#)
It was written in Ninja7, but I'm sure it will work in Ninja6
To follow up with my recent post and question, this is the indicator I'd like to clean up. All the text makes it look too cluttered. I just want to outline the candle pattern chosen and get rid of the text (or make it alterable). This file was native to NT7 so there is no zip, just a .cs. Rather than zip it I'm thinking attaching the .cs is ok.
via a Toolbar Button...
Posted this as an answer to a user on the NT forum and thought it might be useful here.
More useful as a concept of showing / hiding an indicator than the fact that it is demonstrated on a moving average.
This is an updated version of DoubleMAPaintHolyGrail V1 by TheWizard. The original coding remains the same. Only lines of code required to make the program work in NT 7 have been changed.
The download package contains the following programs:
August 28th, 2010
Size: 46.15 KB
Downloaded: 1229 times
617
gordo
Exported using NT7(b22) Video Demonstation here
Different version of my indicator to reveal Executions simply and effectively.
Just move the mouse in and out of a 'hidden' button to show/hide your trade executions.
Keeps the screen nice and clean.
NB this will only reveal Text And Markers or DoNotPlot states. v4 Reveals all 3 states
OCT22 v1 - ADDED SECOND TOGGLE TO MAXMISE/NORMAL SIZE CHART. TIDIED UP ORIGINALS AS WELL.
Dec 2012 v4 NOW ROTATES BETWEEN ALL THREE STATES..
NT7 version ONLY.
NT6.5 : NO
August 20th, 2010
Size: 3.86 KB
Downloaded: 904 times
612
Mindset
Relative Vigor Index, from John Ehlers, in Technical Analysis of Stocks & Commodities, January 2002. Signal is crossing of trigger line. Length should be the dominant cycle length.
Version 1.0
(BTW - This is a completely different indicator than NT's 'RVI')
August 12th, 2010
Size: 4.62 KB
Downloaded: 301 times
602
fluxsmith
William Blau's True Strength Index
By request I'm reposting jhlTSI with support for additional averaging methods for the signal line. I'm posting it as a new version instead of updating the original post, as more methods mean many more dependencies. If you're not interested in the additional averages you should download the earlier jhlTSI.
August 8th, 2010
Size: 11.63 KB
Downloaded: 186 times
590
fluxsmith
Thanks to CCL Systems ( cclsys) for the indicator. This is the same indicator adapted to the NT 7 nuances. A small amount of cleanup and voila!
The NT 6.5 version is here. The description from that location reads:
Especially helpful for non-time-based bar charts (though also good for them too), this indicator shows the Range Per Minute - expressed in ticks. To avoid huge bars during report times, the coding has a simple governor limitation to reduce the display value, but otherwise is accurate. There is also an optional alarm when RPM accelerates. You will probably have to go into the code to put in a sound file that you have in the Ninja/Sounds directory on the main system partition (not in the MyDocuments area).
Code cleaned up, new Scalping indicators and back color options. If the speed is accelerating above the average (default 6) and it's an up bar, a little wingding arrow will appear below the low and keep plotting on subsequent bars until there is a reversal or a new acceleration.
I find I can load it into the same panel as a volume indicator because the values are so low. Meanwhile if you enable price markers, the current RPM in ticks is displayed as text in the bottom right. The backcolors show that often shortly after acceleration there is a new move or climax of current move so it works as a leading indicator in some cases or confirmation of entry possibility in longer pattern setups.
The alarm can be disabled or a different sound file from the Sounds Directory in the Ninja System folders (not My Docs area).
Small, simple indicator but giving simple, factual information not often shown in others.
If there is enough interest, I can make the background colors and the audio callout selectable. Let me know.
Here is another favorite of mine. I call it the 'Zelma Velma'. It's actually a zero lag exponential moving average crossing a variable moving average, but that just doesn't roll off the tounge like Zelma Velma!
This indicator signals when the ZLEMA line crosses the VMA line. The signal comes in the form of background flooding.
The ZLEMA line shows rising and falling colors (selectable). The background flooding can be turned on or off. The color of the background flooding is selectable. Not everyone likes my green and red background flooding.
Improvement on the NT TickCounter. Displays the units remaining in an easy to view bar graph. The indicator works with time, ticks and volume. Displays in the lower right corner with changeable colors. Text display can be in either a number or a percentage.
Time Series Forecast. Returns the same values as the NT supplied version, but does not iterate on intrabar updates. Also has cleaner startup values when the bars available are fewer than the specified period. Displays a trend colored plot.
Version 1.1: Allows negative 'Forecast' parameters, corrects a coloring issue with intrabar updates.
Polarized Fractal Efficiency. This does not return similar values to the NT supplied PFE, which does not implement the formulas I've found by this name. My indicator's waveform is similar enough to thinkorswim's to conclude that I have implemented the algorithm represented correctly. This indicator does not iterate. Version 1.0.
This indicator uses Linear Regression as main driver. It's based on a longer and shorter period LR used as a signal.
I find it most suitable for indicating when to add new contracts to already opened position or if you've missed trend break-out this can find you a nice entry.
Should you have market trending down, you enter when histogram reaches near 0 and you can either wait to change direction and go in the opposite direction or use some "fixed" near 0 detection method.
On the image you can see how nice have been identified places where to add to an existing position, or even enter market if not done so already.
Please check here for early trend change identification and how trading divergences possibilities.
Parameters:
- Adaptive period: you can select to use adaptive period proposed by John Ehlers for short period calculation
- Period multiplier: is to be used if you've selected adaptive period so from short period calculated will be derived long period value by multiplication
- Long LR period/Short LR period: are to be used as fixed values for Linear regression period
- Long/Short smoothing: is SMA smoothing applied to LinReg
Notes:
- Red/Green histograms are selected on Falling/Rising base respect to previous value.
- In debug mode you can see additional 2 lines plotted. Those are actual angle measure line for longer and shorter period LR.
Returns the same values as the NT supplied ADX, but has at least a 12K memory advantage. Both do not iterate, so are reasonable to use with CalculateOnBarClose == false, although they are somewhat computationally intense. Version 1.0.
Hull Moving Average. This returns the same values as the supplied HMA, but has a significant memory consumption advantage. Additionally the supplied always iterates, this does not iterate on intrabar updates (but must for new bars), so it's reasonable to use UpdateOnBarClose == false.
Version 2
Built on more efficient WMA
Updated with new JHL.Utility.MA
Added Up/Down coloring
July 7th, 2010
Size: 7.27 KB
Downloaded: 465 times
548
fluxsmith
Adaptive Moving Average, from the book 'Smarter Trading' by Perry J. Kaufman. A range from slow to fast for EMA period is selected based on 'Efficiency' (a signal to noise ratio, see jhlEfficiency). The resulting EMA factor is then squared, which will bias the long end of the range towards zero movement (a 30 slow period becomes 479.5 periods when the EMA factor is squared). For any given slow period n, the effective maximum period is (n + 1) squared / 2 - 1. Version 1.0.
Chande Momentum Oscillator. This should return the same values as the standard supplied version; its advantage being ~4-6K less memory consumption. It does not iterate (neither does the supplied) so is reasonable to use with CalculateOnBarClose == false. Version 1.0.
I wanted to share with you an indicator I've developed putting together Laguerre RSI, Laguerre Filter and TrendStrengthA indicators.
I've tried to isolate zones that are favorable for longs and other for shorts. Where you see transparent zone I've noticed that those are useful adding to a position or eventual reverse.
I've tried it on range, but also a minute charts and they seems to work on both.
Indicator was developed for forex. Maybe it will work well on other securities.
Hope that you'll find it useful. Any comments would be highly appreciated.
Exported using NT7 b18 but should be working on 6.5 too.
A description of pivots based on the Camarilla equation can be obtained by searching via google or your favorite search engine so I won't provide that here.
This indicator displays the pivots based on a calculation of the yesterday's High, Low, and Close. However, this seems to me to be ok for Tuesday through Friday but when Monday's pivots are based on Sunday's data then I think you should change the DailyHiLo parameter to false and enter Friday's High, Low, and Close. You can also set the DailyHiLo parameter to false as well if you want to base today's pivots on the market hours of the instrument you are trading.
There are labels on the right side for each level. Suggest you set your right margin to at least 40 in order to see the labels.
I have no idea if these pivots are significant or not. I saw a post from a new member of this forum who said they make money using them which motivated me to find out what they are. This indicator is a result of the research I've done trying to find out what Camarilla pivots are. Use them in good health.
August 13th, 2017 11:18 AM gringa Thank you! I just came across an online discussion about this indicator forTC2000, and am happy that it is available for
March 15th, 2016 08:18 PM racecarjw Excellent work, Thank You https://nexusfi.com/images/smilies/gtn/pcguru.gif
September 4th, 2015 12:58 PM Amsterdam Whale Bravo sir, with thanks.
April 4th, 2015 03:43 PM josemarcello This is good indicator......Should be a link info video in this forum showing all the indicator available working.....wo
uld be great !!!
September 12th, 2011 10:36 PM knight Hi Gordo
I've been lookin' for this back ground for a good while,helps tremendously!!!
July 13th, 2011 09:51 AM brevco I love ADX and this is an excellent visual representation of where there is strength or weakness in the trend. Thank yo
May 23rd, 2011 07:55 AM gibips I just upgraded to NT7 from 6.5, upgraded this newer version (2) and have the same problem as mentioned - sometimes the
neutral yellow is not painted. It leaves a blank between the up and down colors.
March 30th, 2011 04:53 PM Southsea Thanks! Was wondering if this indicator repaints? Does it change past bar colors based on new data? Thanks a bunch!
March 11th, 2011 11:08 AM PandaTrader Same problem here. It doesn 't plot the neutral colors every time. Leaves a gap between the rising and falling plots. P
lease help.
October 22nd, 2010 05:53 PM Howard
October 15th, 2010 01:04 PM PandaWarrior It does not plot the neutral colors every time. Instead it leaves a gap between the rising and falling plots. Once in a