NinjaTrader 7 Indicators

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NinjaTrader 7 Indicators

Indicators in this section are compatible with NinjaTrader 7

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g3MAD - Median Absolute Deviation

Median Absolute Deviation (MAD) is a statistical measure of volatility similar to Standard Deviation. It is considered more resilient to outliers in a data set then StdDev. In the MAD, the deviations of a small number of outliers are irrelevant.

On the screenshot:
yellow: StdDev,
green: g3MAD

[v1.0]

Details: g3MAD - Median Absolute Deviation

April 27th, 2015
Size: 2.49 KB
Downloaded: 101 times

SixPointsInput - Smoothed Data Input

Simple alternative to Median or Typical Input to your indicator. Hat tip to Fat Tails for the idea.
It takes 6 data points (high, low, open, close, mean and mean body) to arrive at the average. Useful for smoothing out the data.

On the screenshot: green is using Close for an input, yellow is using SixPointsInput.

[v1.0]

Details: SixPointsInput - Smoothed Data Input

April 22nd, 2015
Size: 1.76 KB
Downloaded: 169 times

g3ASR - Average Session (Daily) Range

This is your standard Average Daily Range (ADR) calculated intrasession.

It starts calculating average from day/session 1 and increases the window until reaching specified Period parameter.

[v1.0]

Details: g3ASR - Average Session (Daily) Range

April 22nd, 2015
Size: 2.41 KB
Downloaded: 288 times

g3VWStdDev - Volume Weighted Standard Deviation

This is a standard deviation indicator weigthed by volume.

It is also a good example of simplicity of arithmetic operations using LINQ.

[v1.0]

Details: g3VWStdDev - Volume Weighted Standard Deviation

April 22nd, 2015
Size: 3.82 KB
Downloaded: 198 times

g3ChartSpan - Bars Count, Time Span, Time Range

You can set up this simple indicator to give you information like:

How many bars are currently visible on the chart
What is the time span of the visible chart
What is the time range of the visible chart

This is especially usefull if you zoom in and out on the chart and would like to quickly know on what time frame are you basing your observations/decisions.

It updates the information every time you scroll or zoom in and out

Details: g3ChartSpan - Bars Count, Time Span, Time Range

April 20th, 2015
Size: 3.66 KB
Downloaded: 166 times

g3HideDataSeries - Make bars transparent

It is a simple indicator that hides price data series (makes the bars invisible).

If enabled bars become transparent (with the exception of the new/currentbar ) so you can better see other activity on your chart.

Setting to false brings the original bar colors back.

Details: g3HideDataSeries - Make bars transparent

April 18th, 2015
Size: 1.81 KB
Downloaded: 137 times

Chart Identifier

It is an enhanced version of ChartName indicator (v1.0).

You can choose what information you would like to display to quickly identify your chart. The available options (and their combination) includes:

Custom Text
Instrument Name
Instrument Description
Bar Type & Period

You can choose how you would like to separate these parts, choose position, font, color and opacity. You can also quickly disable/enable the display without the need to remove the indicator from your chart.

Details: Chart Identifier

April 13th, 2015
Size: 3.41 KB
Downloaded: 623 times

Keywords: chart instrument period name description

Slow Relative Strength Index (SRSI)

Exported using NT 7.0.1000.27

The Slow Relative Strength Index (RSI) was presented by Vitali Apirine. Details can be found in Stocks & Commodities V. 33:4 "Slow Relative Strength Index" (April 2015).

The Slow Relative Strength index is similar to the RSI presented by Welles Wilder in 1978, but it has the ups and downs replaced with the differences between the current close and a 6-period EMA. The default lookback period for the indicator is 14 bars, which is identical to the lookback period for the RSI.

I have added a signal line, which is a 10-period EMA of the SRSI.

The indicator has been coded in a way that it can be used with setting COBC = false without generating a significant CPU load.

Details: Slow Relative Strength Index (SRSI)

March 19th, 2015
Size: 4.20 KB
Downloaded: 753 times

Keywords: oscillator rsi srsi wilder relativestrengthindex

Keltner Universal V4

Exported using NT version 7.0.1000.27

This is a generalized version of the Keltner Channels with a few options added:

- The midband can be selected from a moving median, a moving mode or 27 different moving averages, all of which are calculated from the typical price.

- Midband and channels can be smoothed.

- The smoothing period for the range or the true range can be different from the period for the moving average.

- The indicator has an option to display the channels or the midband individually.

- All plots can be colored according to their slope, or alternatively all plots can be colored according to the slope of the midband.

- The slope color includes a neutral slope, which can be adjusted via a threshold.

- The area between the Keltner Channels can be shaded according to the slope of the midband.

- The trend derived from the midband slope can be displayed via paint bars.

Update July 3 2012: Midband can now be selected from a moving median, a moving mode or 27 different moving averages. Adjustable neutral zone added. Bands can be colored according to their own slope or slope of midband, midband and channels can be displayed individually.
Update July 5, 2012: Bug removed - Butterworth, Gauss and Supersmoother Fillter did not use the specified period.
Update August 20, 2012: Old version pf ADXVMA replaced with new version.
Update August 25, 2012: Paint bars added.
Update August 31, 2012: Ehlers Filter updated.
Update October 4, 2012: Ehlers and Gauss filters updated, moving mode removed. Channel and paintbar colors will now align, when indicator is displaced.
Update January 14, 2012: Second indicator added, which calculates upper band from high average and lower band from low average. Bug removed, which caused erroneous results when Butterworth, Gauss or Supersmoother options were used for calculating the average range or true range.
Update August 7, 2013: Tillson T3 added.
Update October 10, 2014: When paintbars were selected without showing the midband, occasionally some bars were set to transparent. Bug removed.
Update March 19, 2015: Slope trend exposed via public IntSeries.

Details: Keltner Universal V4

March 19th, 2015
Size: 59.45 KB
Downloaded: 5247 times

Keywords: keltner keltnerchannel slope smoothing

Bollinger Universal V4

Exported using NT version 7.0.1000.27

This is a generalized version of the Bollinger Bands with a few options added:

- The midband can be selected from a moving median, a moving mode or 27 different moving averages.

- Midband and channels can be smoothed.

- The period for the standard deviation can be different from the period for the moving average.

- The indicator has an option to display the channels or the midband individually.

- All plots can be colored according to their slope, or alternatively all plots can be colored according to the slope of the midband.

- The slope color includes a neutral slope, which can be adjusted via a threshold.

- The area between the Bollinger Bands can be shaded according to the shape of the midband.

- The trend derived from the midband slope can be displayed via paint bars.

Update July 3 2012: Midband can now be selected from a moving median, a moving mode or 27 different moving averages. Adjustable neutral zone added. Bands can be colored according to their own slope or slope of midband, midband and channels can be displayed individually.
Update July 5, 2012: Bug removed - Butterworth, Gauss and Supersmoother Fillter did not use the specified period.
Update August 20, 2012: Old version of ADXVMA replaced with new version.
Update August 31, 2012: Ehlers Filter updated.
Update October 4, 2012: Paintbars added. Ehlers and Gauss filters updated, moving mode removed. Channel and paintbar colors will now align, when indicator is displaced.
Update October 5, 2013: Tillson T3 added.
Update October 10, 2014: When paintbars were selected without showing the midband, occasionally some bars were set to transparent. Bug removed.
Update March 19, 2015: Slope trend exposed via public IntSeries.

Details: Bollinger Universal V4

March 19th, 2015
Size: 59.52 KB
Downloaded: 4165 times

Keywords: bollinger bollingerbands slope smoothing

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