NinjaTrader 8 Indicators and More

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NinjaTrader 8 Indicators and More

Indicators and Files in this section are compatible with NinjaTrader 8

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MiniChart (NT8)

As i am often trading from a laptop, i always wished to have some kind of a small chart in my actual trading chart to keep track of other instruments or a smaller tick or range chart of the same instrument.

This is pretty much what this rather simple indicator does.
I am fully aware that there are at least one thousand things that could be added to this indicator but as usual, it is what it is. You are free to use and edit the code but i am not gonna implement anything else as this is exactly what i need for my personal trading.

The indicator draws a rectangle to display the mini chart, which can be dragged and resized as every other rectangle in NT8.

the archive also includes a custom range bar type without gaps.

Cheers,
Mike

Updates:
- Value Area Zones added
- ChartTrader Orders are now visible
- Different ChartStyles are now available
- Added a few more indicators
- Code optimizations
- Display orders optimized
- MiniChart is now visible when markets are closed.
- Heiken Ashi added for Tick, Volume, Minute and Second Charts

The indicator is listed under an own folder: /Infinity/MiniChart

Details: MiniChart (NT8)

December 1st, 2017
Size: 25.85 KB
Downloaded: 3038 times

Keywords: chart mini minichart

Multiple Keltner Channels (amaMultiKeltner)

Version 1.6 November 25, 2017

The Multiple Keltner Channels are a generalized version of the Keltner Channels.

Standard Keltner channels are built from a simple moving average (SMA) and two channels lines above and below. The two lines above and below are drawn at a distance from the center line, a distance which is a multiple of the simple moving average of the ranges of the past N bars.

The generalized concept has the SMA replaced with any of 30 moving averages. The volatility measure used to calculate the distance of upper and lower line from the center line can be derived from an average range (AR) or average true range (ATR). You may select different lookback periods for the moving average that serves as the center line and the moving average which is applied to the range or true range.

The Multiple Keltner Channels come with an additional smoothing option for center line and channel lines. The additional smoothing is obtained by further smoothing all plots with a 3-period simple moving average (SMA).

Moving averages available for calculating the center line:

- Adaptive Laguerre Filter
- ADXVMA
- Butterworth Filter
- DEMA
- Distant Coefficient Filter
- Double Weighted Moving Average (DWMA)
- Exponential Hull Moving Average (EHMA)
- EMA
- Gaussian Filter
- HMA
- Holt EMA
- Laguerre Filter
- LinReg
- Moving Mean TPO
- Moving Median
- Moving Median TPO
- Range Weighted Moving Average (RWMA)
- Sine Weighted Moving Average (SWMA)
- SMA
- SuperSmoother
- TEMA
- Tillson T3
- TMA
- Triple Weighted Moving Average (TWMA)
- Wilder's Average
- WMA
- ZerolagHATEMA
- ZerolagTEMA
- ZLEMA

Moving averages colored according to slope: You may also use this indicator to display any of the above listed moving averages and color them according to slope. The slope is not based on a geometrical concept, as this would not be compatible with the scalability of modern charting applications. The indicator adjusts slope to bar volatility such that the indicator may be used across all instruments and bar types with the same settings. The slope is shown as upsloping, downsloping or flat. The degree of flatness which is still considered as being flat may be adjusted via the neutral threshold parameter. When you set that parameter to zero, the slope will not show any flat sections, but the moving average will always be identified as upsloping or downsloping. Channel lines may be unselected, if you just wish to display the selected moving average.

Volatility measures: The standard Keltner channel uses the range. This indicator also for substituting the range with the average true range. The average true range is used as default option to facilitate the application of the Multiple Keltner Channels to other indicators.

Applying the Multiple Keltner Channels to indicators: When an indicator is used as input series, the range will always return the value 0. However, the average true range will return the absolute amount of the difference of two neighbouring data points of the selected input series. Therefore the indicator may only be applied to other indicators, as long as the offset formula is set to "True_Range".

Paint Bars: The Multiple Keltner Channel indicator comes with paint bars. The paint bars are colored according to the slope of the center line. The paint bars may be displayed without the indicator plots. The colors of the paint bar will then show the slope of the moving average selected as center line.

Sound Alerts: In case that the sound alerts are active, the indicator will alert you when the trend derived from the slope of the center line changes. Currently, there are no sound files included with the zip file, but it is easy to create them and copy them to the NinjaTrader sounds directory.

Details: Multiple Keltner Channels (amaMultiKeltner)

November 25th, 2017
Size: 81.22 KB
Downloaded: 1859 times

Keywords: channel keltner keltnerchannel movingaverage range slope truerange volatility

Twiggs Money Flow

Colin Twiggs' Money Flow indicator is similar to the Chaikin Money Flow (CMF). Where Chaikin Money Flow uses CLV (Close Location Value) to evaluate volume (money flow) as bullish or as bearish, Twigs Money Flow, uses the TR (True Range). Twiggs Money Flow also relies on moving averages in its calculation while Chaikin uses cumulative volume.

Details: Twiggs Money Flow

November 25th, 2017
Size: 3.44 KB
Downloaded: 688 times

Slow Relative Strength Index (amaSRSI)

Version 1.2 November 25, 2017

The Slow Relative Strength Index (SRSI) is an oscillator which was presented by Vitali Apirine in the April 2015 issue of Stocks & Commodities.

The SRSI is a momentum oscillator derived from the RSI developed by Welles Wilder in 1978. Where the RSI takes into account price moves relative to the prior bar's close, the SRSI compares the current price to an exponential moving average. The SRSI uses the same scale as the RSI. A value above 80 is considered as overbought, whereas a value below 20 indicates an oversold condition.

Compared to the RSI, the SRSI is supposed to generate stronger long term signals, but weaker short term signals. I have added a signal line to the indicator.

Nota: I saw that another version of the SRSI has already been posted. That version is not adapted to work with bar types that support RemoveLastBar() such as Renko bars or Linebreak bars.

Nota: There is another version of the SRSI posted, which will not work correctly with bar types that support RemoveLastBar().

Details: Slow Relative Strength Index (amaSRSI)

November 25th, 2017
Size: 4.22 KB
Downloaded: 687 times

Keywords: oscillator rsi srsi wilder

Ehlers Quotient Transform - Early Trend Detection

The Quotient Transform which was presented in the August 2014 issue of the TASC magazine.

Ehlers Quotient Transform, which nonlinearly manipulates indicators to not only produce an early trend detection but also provides the ability to know how long to stick with the trend. A typical characteristic of the early-onset trend detector is that it remains above zero, indicating an uptrend, far too long after the uptrend is over. This characteristic can be mitigated by adding an additional indicator and rule set to exit a long trend trade. The early-onset trend indicator can be tuned at the trader�s preference by inputting a value for the low-pass period (LPPeriod) and the quotient parameter K.

The early-onset trend detector works in current market conditions because there is a decided upside bias to the market data. In fact, it is this upside bias that helps the nonlinear transfer response of the quotient transform work. In conditions where the market has a downside bias, negative values of K should be used in the quotient transform to take advantage of the bias in this direction.

Details: Ehlers Quotient Transform - Early Trend Detection

November 25th, 2017
Size: 2.53 KB
Downloaded: 1701 times

Slow Relative Strength Index

The Slow Relative Strength Index (SRSI) is a price-following oscillator which was presented by Vitali Apirine in the April 2015 issue of the TASC magazine. It measures change in price movements relative to an exponential moving average (EMA). Like the relative strength index, it oscillates between zero and 100. SRSI is considered overbought when above 80 and oversold when below 20. SRSI can also generate signals by looking for divergences and centerline crossovers.

The SRSI is calculated using the following formula:
SRSI = 100 � [100/(1+SRS)]

SRS = Average positive difference/Average negative differencen

The SRSI measures the strength of a security relative to a sixday EMA. The closing price is used for this EMA. The difference is positive when the close is above the six-day EMA. Positive difference = [Close � Moving average]. Difference is negative when the close is below the six-day EMA. Negative difference = [Moving average � Close]. Negative difference values are expressed as positive values, not negative values. If the closing price equals the six-day EMA, then difference = 0 (no change). Smooth positive and negative difference values are based on Wilder�s smoothing technique.

Details: Slow Relative Strength Index

November 24th, 2017
Size: 3.62 KB
Downloaded: 432 times

Wicks V1

It's common for people to look at how large the upper or lower 'wicks' or 'shadows' are in comparison to the range of a bar. In writing strategies that do so, I got tired of re-re-coding calculations to look for especially large ones.
So, I created an indicator that shows the upper and lower wick size as a percentage of the bar's range. So, now, if I want to specify a wick that's greater than 50% of the bar's range, I can just look for instances where the indicator values are UpperWick > 50 or LowerWick < -50.

If you find looking for negative numbers cumbersome, edit the indicator and reverse the LowerWick calculations, from either (Low[0] - Open[0]) or (Low[0] - Close[0]) to (Open[0] - Low[0]) or (Close[0] - Low[0]), respectively. Then, all the histogram bars will point upwards and you can make your code always look for positive values.

I hope some of you find this indicator handy.

Thanks go to jmont1, who graciously converted this indicator to NT8.

Details: Wicks V1

November 16th, 2017
Size: 3.54 KB
Downloaded: 338 times

TickBarsReassembled V0.1

This is a first test of a TickBarChart style that will reassemble ticks at the same time and price into a single tick. This is really the same order but split up so it doesn't look like a big print.

I have only tested this chart on a ticksize of 1 (seems to make the most sense to me anyway) and putting it here for others to review.

You can see in the image the shaded area that combined all the ticks from the regular TickChart into a single tick. This is because all the ticks in the tape were at 18:37:43.093 with an open of 55.08. This was merged to a single tick of volume 20.

Details: TickBarsReassembled V0.1

November 14th, 2017
Size: 1.38 KB
Downloaded: 189 times

mkHarmonics

converted https://nexusfi.com/local_links.php?action=ratelink&linkid=1555&catid=19&lpage=1 to NT8

@mk77ch holds the code copyright

Details: mkHarmonics

November 12th, 2017
Size: 17.01 KB
Downloaded: 818 times

Larry Williams Accumulation Distribution with SMA

Larry Williams Accumulation Distribution without a volume component using an SMA.
Converted to NT8.
https://nexusfi.com/download/ninjatrader-7/indicators/1328-download.html?view

Details: Larry Williams Accumulation Distribution with SMA

November 8th, 2017
Size: 3.23 KB
Downloaded: 537 times

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