NinjaTrader 7 Indicators

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NinjaTrader 7 Indicators

Indicators in this section are compatible with NinjaTrader 7

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Spread between bid and ask

This simple indicator shows, on the top right hand corner of any chart that you load it on, the spread between the bid and ask prices. I find it very helpful to use if you have a strat running on a chart (versus trading manually off the chart using the ChartTrader button).

Details: Spread between bid and ask

October 27th, 2012
Size: 1.96 KB
Downloaded: 485 times

ADX BollingerBandwidth CCI indicator

This is a variation of the CCI indicator that also takes inputs from ADX and Bollingerbandwidth. You can change any of the parameters for the inputs. The indicator looks a lot like the CCI indicator except on big moves and trending moves, where the ADX and bollingerbandwidth give extra weight to the indicators movement.

Update:

here's the code snippet for entry signals for a strat based on this indicator crossing above and under the zero line (with adxperiod, bbwidthperiod and cci period all set at 20 and stdev set at 2. You can screw around with the setting):

For long entries:

if (Adxbbwidthcci(20, 20, 20, 2).ADXBBCCILINE[0] > 0 && Adxbbwidthcci(20, 20, 20, 2).ADXBBCCILINE[1] < 0)

For short entries:

if (Adxbbwidthcci(20, 20, 20, 2).ADXBBCCILINE[0] < 0 && Adxbbwidthcci(20, 20, 20, 2).ADXBBCCILINE[1] > 0)

Additionally, I found the following filter works well with the strat based on this indicator:

// no zero line cross above in last 10 bars for adxbbwcci (you can of course tweak so no zero line cross for at least X bars):

if (CountIf(delegate { return (Adxbbwidthcci(10, 10, 10, 2).ADXBBCCILINE[1] * 1000) > 0;}, 10) >= 10)

Good luck.

Details: ADX BollingerBandwidth CCI indicator

October 27th, 2012
Size: 9.10 KB
Downloaded: 932 times

TimeZoneColor for BH/Strategies

This is an improved version of the original posted by @monpere.
This colors 3 different time zones. It allows for timezones that cross date boundaries and shows overlapping timezones by merging the 2 time zone colors. It also display the name of the timezone or names of overlapping time zones. It is an update of the ColoredTimeRegions indicator.

-Added BoolSeries for each timezone for use with BloodHound & strategies. True = in timezone.
-Added a color for when no market is open.
-Fixed Transparent color use.
-Fixed text function when multiple dataseries are on the chart. (text is disabled)
-Added auto text color change depending on chart background color.

Details: TimeZoneColor for BH/Strategies

October 8th, 2012
Size: 4.82 KB
Downloaded: 771 times

Toolbar Shortcut Indicator

Toolbar Shortcut

This is a really cool handy tool for traders who like to draw objects on their charts, such as fibs, channels, trend lines, text, markers, shapes, etc. This indicator will place a drawing toolbar on the left side margin of the chart for drawing chart objects with a single click, a feature currently missing in NT7.

Exported with NinjaTrader 7.0.1000.10
credit: NT Forum

Revision V1 - October 5, 2012

- Added additional buttons for Snap Mode, and Stay in Draw Mode
- Added code to prevent termination of the indicator if there is not sufficient bars.
- Thanks to @dorschden for pointing out the bug.

Exported with NinjaTrader 7.0.1000.11

Details: Toolbar Shortcut Indicator

October 5th, 2012
Size: 3.17 KB
Downloaded: 2771 times

Gaussian Filter

Exported using NT Version 7.0.1000.11

This is Gaussian Filter, as described by John F. Ehlers in his publication "Gaussian and other Low Lag Filters". The number of poles can be selected between 1 and 4.

The chart shows that the 1 pole filter (yellow) gives a better approximation for price, while the 4 pole filter (blue) offers superior smoothing.

Update October 1, 2012: Small bug removed. Indicator will now correctly display when a period of 1 is selected.

Details: Gaussian Filter

October 1st, 2012
Size: 2.25 KB
Downloaded: 1159 times

Keywords: gaussian movingaverage signalprocessing

Distance Coefficient Ehlers Filter

Exported using NT version 7.0.1000.11

This is a nonlinear FIR filter based on the work of John F. Ehlers. A short description of the methdology can be found here:

https://www.mesasoftware.com/Papers/Ehlers%20Filters.pdf

The filter follows the EasyLanguage code, which you will find under Figure 6 in the paper cited above. However, it uses a 4-period triangular moving average as input series, where the code example relies on the bar center.

The Distance Coefficient Ehlers Filter is already included with the Bollinger Bands Universal, Keltner Channel Universal, SuperTrend U11 and Heikin Ashi indicators, but I had not made it available so far as a separate download.

Update October 1, 2012: Small bug removed. Indicator will now correctly display when a period of 1 is selected.

Details: Distance Coefficient Ehlers Filter

October 1st, 2012
Size: 5.80 KB
Downloaded: 574 times

Keywords: ehlers filter fir

Visual EMA Multi-Timeframe

Exported using NT Version 7.0.1000.11

Indicator will only run on NT 7.0.1000.4 or later.

The VisualEMA is a MTF (multi-timeframe) version of the Exponential Moving Average. It will plot on any chart and allows to calculate the moving average

- from minute bars
- from second bars
- from tick bars
- from range bars
- from volume bars

For example you can display an hourly EMA on a 277 tick chart, or display a 12-period EMA calculated from a 100 tick chart on a 5 range chart.

The indicator has three modes to display the moving average:

StrategicMode: The first bar series collects the values from the secondary series without any lag on historical data, but a 1-tick lag on real-time data. This mode does not repaint, but shows the values originally recovered from the secondary bar series. On the chart the indicator in Strategy Mode is plotted yellow.

FirstTickMode: To avoid the lag for similar bars with identical time stamps, the indicator repaints the indicator value for the prior bar, after the first tick of the current bar has been registered. The one-tick repainting reduces the lag. On the chart the FirstTick Mode is shown in red.

Visual Mode: To make it easier to use the indicator visually, the indicator interpolates the distance between two consecutive bars of the secondary bar series. The interpolation algorithm works in real-time and simulates the CalculateOnBarClose = false mode for the indicator relative to the secondary bar series. It repaints the current leg of the indicator back to the prior bar of the secondary series. The interpolation adapts itself to equidistant or non-equidistant charts. The Visual Mode is shown in aqua.

This indicator comes as a protected assembly, so you cannot directly access the code.

Update August 30, 2011: 1-Tick Repainting for VisualMode and FirstTickMode was only enabled for fixed period bars. It is now also available for other bar types.
Update September 6, 2011: Bug fixed. VisualMode interpolation could be a few ticks off on real-time data.
Update November 9, 2011: Indicator entirely recoded, robustness and speed improved, lag reduced.
Update November 23, 2011: Indicator was lagging with CalculateOnBarClose = true setting. Lag is eliminated.
Update January 5, 2012: Option added to select color according to the slope of the VisualEMA. Paintbars added as a trendfilter.
Update August 15, 2012: Code updated to allow for displacement of indicator.
Update September 29, 2012: Renko option removed. Indicator could not always be called from a strategy, bug removed.

Please remove prior versions of the indicator, before installing the new release:
(1) Remove old assembly via File -> Utilities -> Remove NinjaScript Assembly.
(2) Shut down NinjaTrader and restart it.
(3) Install new file via File -> Utilities -> Import NinjaScript.

Details: Visual EMA Multi-Timeframe

September 29th, 2012
Size: 47.89 KB
Downloaded: 6947 times

Keywords: ema movingaverage mtf multi-timeframe

Visual SMA Multi-Timeframe

Exported using NT Version 7.0.1000.11

Indicator will only run on NT 7.0.1000.4 or later.

The VisualSMA is a MTF (multi-timeframe) version of the Simple Moving Average. It will plot on any chart and allows to calculate the moving average

- from minute bars
- from second bars
- from tick bars
- from range bars
- from volume bars

For example you can display an hourly SMA on a 235 tick chart, or display a 11-period SMA calculated from a 500 tick chart on a 7 range chart.

The indicator has three modes to display the moving average:

StrategicMode: The first bar series collects the values from the secondary series without any lag on historical data, but a 1-tick lag on real-time data. This mode does not repaint, but shows the values originally recovered from the secondary bar series. On the chart the indicator in Strategy Mode is plotted yellow.

FirstTickMode: To avoid the lag for similar bars with identical time stamps, the indicator repaints the indicator value for the prior bar, after the first tick of the current bar has been registered. The one-tick repainting reduces the lag. On the chart the FirstTick Mode is shown in red.

Visual Mode: To make it easier to use the indicator visually, the indicator interpolates the distance between two consecutive bars of the secondary bar series. The interpolation algorithm works in real-time and simulates the CalculateOnBarClose = false mode for the indicator relative to the secondary bar series. It repaints the current leg of the indicator back to the prior bar of the secondary series. The interpolation adapts itself to equidistant or non-equidistant charts. The Visual Mode is shown in aqua.

This indicator comes as a protected assembly, so you cannot directly access the code.

Update August 30, 2011: 1-Tick Repainting for VisualMode and FirstTickMode was only enabled for fixed period bars. It is now also available for other bar types.
Update September 6, 2011: Bug fixed. VisualMode interpolation could be a few ticks off on real-time data.
Update November 9, 2011: Indicator entirely recoded, robustness and speed improved, lag reduced.
Update November 23, 2011: Indicator was lagging with CalculateOnBarClose = true setting. Lag is eliminated.
Update January 5, 2012: Option added to select color according to the slope of the VisualSMA. Paintbars added as a trendfilter.
Update August 15, 2012: Code updated to allow for displacement of indicator.
Update September 29, 2012: Renko option removed. Indicator could not always be called from a strategy, bug removed.

Please remove prior versions of the indicator, before installing the new release:
(1) Remove old assembly via File -> Utilities -> Remove NinjaScript Assembly.
(2) Shut down NinjaTrader and restart it.
(3) Install new file via File -> Utilities -> Import NinjaScript.

Details: Visual SMA Multi-Timeframe

September 29th, 2012
Size: 48.34 KB
Downloaded: 7070 times

Keywords: movingaverage mtf multi-timeframe sma

BarTimer with Audio Alert

Exported using NT Version 7.0.1000.25

This is a simple bar timer for minute charts with an added audio alert.

Copy your favourite sound file into the directory -> programs -> NinjaTrader 7 -> sounds. Now enter the name of that sound file and the leadtime in seconds via indicator dialogue box.

The indicator name is "anaBarTimer". Please do not confuse it with the default NinjaTrader BarTimer.

Please note that NinjaTrader 7 does not support wav/MPEG. wav/MPEG files need to be converted to wav/PCM files first.

Update September 20, 2012: Indicator triggered random alerts during off-session times, when no ticks were arriving. Bug removed. Font size of display can now be selected.

Update November 21, 2014: Option added to select the fontstyle (regular, bold, italic ...)

Details: BarTimer with Audio Alert

September 20th, 2012
Size: 3.69 KB
Downloaded: 1905 times

Keywords: alert audio bartimer

Sidhu Moving Average

Well Sidhu Moving Average takes best from all the different Adaptive moving averages and combines it into One Average.It utilizes FantailVMA1, FantailVMA3, Kaufman AMA and Chande 's VMA.While these averages have their own merits , however i wasnt satisfied using just anyone of these because one excelled at smoothing, the other at reponsiveness so i decided to adopt the middle path.This gave birth to SidhuMA.Its has option to select any one average to all the four different averages and what it does is, it plots the half of it on chart i.e (( Avg1 + Avg2 +Avg3+Avg4)/2) with WMA as smoothing factor.

The different averages can also be plotted on the chart along with the SidhuMA, just change the default color from transparent to whatever you like.

This average gives you the best that is out there!

P.S :Special thanks to the creator of FantailVMA for doing an amazing job!

Details: Sidhu Moving Average

September 4th, 2012
Size: 20.45 KB
Downloaded: 384 times

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