In this post I'll describe how to quickly setup the FTSE 100 stock list in NT7.
It is a pity that there is no easy "just import" and share these list stock list with all the mappings to the different brokers like Yahoo, Google Interactive Brokers etc yet.
I have already request the NT-team to implement a full import/export of the Instrument Manager, however I hope they do.
Please add you're support on this threat Here is you like this idea too.
How to create the FTSE 100 in Ninjatrader with Yahoo data source
I presume you already created a Yahoo as data source if not, look around how to do this.
Here is how you import all the FTSE 100 tickers at ounce:
First open the Yahoo Page with the FTSE index on: FTSE Index Components
Scroll down and download the Spreadsheet
or click here
Open the spreadsheet and remove all column leave only the ticker column.
Save the list into a cvs text file.
Now start NT7 and go to: File->Utilities->Import Stock Symbols
Change Traded on to Liffe
Change the currency into pounds
Click the button <New> and Type the Name FTSE 100
You can change the session template but not necessary needed
Remove the Separator chars
And press the load button.
Select your file you just saved from the spread sheet ( set file type to any if you cant see it )
After clicking ok you should see the full FTSE 100 list.
Now look for the BT-A.L symbol. It will give an error because Ninja doesn't allow "-" in ticker symbols. And change it into BTA.L We'll come back to this later so that Yahoo will understand this.
Press Ok.
The symbols will be imported.
Click ok to finish.
Now we need to adjust the BT-A.L stock so Yahoo understands us on this stock.
Go to the Tools->Instrument Manager and search for your BTA.L stock
Press edit, and go to the Misc tab and scroll down to the Yahoo field and change the BTA.L into BT-A.L
Press Ok
Now some serious testing and easy usage:
Connect NT with the Yahoo data source: File->Connect-> your Yahoo connect name
Now go to: File->New->Market Analyzer
Right Mouse click in one of the fields of the market analyzer.
Select Add Instrument List-> FTSE 100
The full FTSE 100 list will appear in the Market Analyzer.
Open a chart File->New->Chart
Scroll down to out FTSE 100 list and select any stock you like and press New
Change in the right column under the Period section the Type to day
And press Ok
You're first UK chart is now on.
Now go to the top right corner of the chart where the close window X is and look a bit to the left there is an L.
Click on this L and select the first color there.
Now go to your Market Analyzer and pick the same color there too also on the right corner. We have now connected the two windows together for easy stock browsing.
Click in the market analyzer on the first stock and the chart should update and show that ticker. Use enter to quickly run through the list.
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.
This comes from is an entire thread devoted to this method.
The Wizard produced the following on a 1-year backtest for YM (4-tick MedianRenko):
$231K Gross Profit (almost $164K after commission assuming $5 rt)
close to 13,500 trades / 37 trades per day (hope to reduce it w filters to minimize choppy trades)
66.2% win rate
Trade Size: 1 contract/trade
Profit Target: 25
SL: 15
I believe the following filters will make this strategy a very profitable one when running live:
- minimize choppy signals and
- adjust the initial 15-tick SL to B/E when the trade starts working
March 19th, 2023
Size: 99.00 MB
Downloaded: 108 times
2623
xplorer
BigConstantLines v1.1
Some traders use a lot of static levels that are sometimes far from current price.
Other want to always be reminded of Big Round Numbers, or quarters, halfs, etc.
Some want a mix of both.
BigConstantLines will use a starting price value (CenterLineValue) and automatically create lines 16 levels above, and 16 levels below using the AddPointsValue increments. OR, just enter each level manually leaving the CenterLineValue and AddPointsValue properties blank/zero.
One can also autopopulate and then override any level with a manually entered price. This may be a S/R level, Pivot, All Time High/Low, whatever. The indi can be added more than once in case there are some numbers from say daily/weekly/month charts that are significantly out of the current trading range, but that you want on the chart if you get there, or if you just want more than 33 levels.
Some instruments tend to move in pretty reliable patterns, say 25 handles. Pick a starting price
for CenterLineValue and enter 25 in the AddPointsValue, voila.
Note: Line17 is the CenterLine, and cannot be manually overridden when using the autopopulate mode.
(This is hack of the standard Constant Lines indicator. It's prolly gonna make your machine explode, create a new COVID variant, cause constipation, and remove all hope for whirled peas. Use at your own risk.)
August 25th, 2021
Size: 4.42 KB
Downloaded: 100 times
2421
BeMoreFree
Imp: Extract VolumeLadderMetroEditionV2.cs file from Zip file Indicator.zip and place in
C:\Users\<userName>\Documents\NinjaTrader 7\bin\Custom\Indicator. Then Open any indicator for editing in NT7 and compile the indicator. This Process make , VolumeLadderMetroEditionV2 , to appear in indicator list on applying to chart. Without this process indicator will not be visible for apply.
prerequisite: Install latest or GomBase and Delta Package 2.6 before above step, if you are using first time Gom based indicator. For More detail on GomBase and Delta Package foloow the post
A video tutorial on how to install and setup the GomRecorder, Gom Volume Ladder, and GomMP is here (courtesy @redratsal ():
mike/gominstall-embed/gominstall
Some backfill …
Date 12-Aug-2013:
------------------------
This is a basic startup cum test version of V2 ,build over V1Extn1.
Code has optimized for size and includes new features described in post
Uploaded a Test Version for V2. Its smooth and working fine on Market Replay and Live.
Test it, experience it and keep in touch for further new feature soon.
This V2 , have following changes/features over V1Extn1
1) A new display format "Lot …
Further new features will be added soon.
Update: 13 Aug-2013
----------------------------
VolumeOnly Center Ladder Type is replaced and converted to DeltaColoredVolume Type.
Update 20 Aug-2013
--------------------------
A major update of all time.
Many improvement, Custom Center Ladder Type etc introduced.
There is an update of VolumeLadderMetroEditionV2, possibly one before last.
Following are changes made over prior update,
1) Generalized FillBox and DataBox introduced thereby reducing the code size and increasing versatility.
2) CellFillType enum …
Update 22-Aug-2013
---------------------------
Two feature included.
1) Provision to show minus sign for delta data in CustomLadder if base is chosen as volume.
2) Prior High Volume Tick Price is can also be highlighted by rectangle around cell.
Update 11-Sep-2013
----------------------------
1) Mainly updated side ladders with numerous customization methods.
2) Removed Filtered Volume Tick bug on Bottom Graphics and corrected the side ladders filling volume.
September 11th, 2013
Size: 26.50 KB
Downloaded: 7801 times
1441
devdas
The Ninja team beat me to the punch on this one....
I coded this for NT7 long ago and posted on BMT and Ninja. The Ninja team opted to converted it to NT8 early. Since I coded it originally, I am re-posting here.