This is a co-integration test that uses the ADF method. It takes daily time frame exports from multicharts, it requires 2 instruments that have been exported over the same time frame. The threshold here for significance is <5% or 95% confidence in co integration/ mean reversion.
It provides you with the following output
Date range
Assumed hedge ratio Beta
ADF p-value
is your pairs mean reverting in text.
March 15th, 2013
Size: 2.24 KB
Downloaded: 41 times
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treydog999
I was asked to updated the BloodHound MACD/Keltner 20.5 strategy to add a trend filter and a multiple time frame for the trend. The suggestion was for a 21 HMA. So I included a 5 minute chart for that and added it to the strategy. I backtested the strategy in Crude for January 2014 on a 233 tick chart, and it was profitable on that. I will post the performance report on the new BloodHound strategy post: https://nexusfi.com/elite-automated-ninjatrader-trading/29979-bloodhound-strategies-ninjatrader-trader-2.html
This indicator draws user defined zones. The lower the opacity value, the more see thru the zone.
General Inputs
* AutoScale --> NinjaTrade autoscale feature as applied to all indicators.
* FontColor --> The color of the font which displays the region upper / lower values
* FontSize --> The size of the font which displays the region upper / lower values
* SpaceCount --> The amount of spaces between the end of the zone and the price text
Specific Inputs (ConstZone 1 - 9, A - E)
* CZ_Upper_zonenumber--> The upper bound of the region
* CZ_Lower_zonenumber --> The lower bound of the region
* CZ_Opacity_zonenumber --> The opacity of the region
* CZ_ShadeColor_zonenumber --> The color of the region
Note: If you find bugs, have feature requests, or anything else, post in THIS thread.
This is the TrendGRaBer, ORIGINALLY created by @ Aligator. His NT7 version can be found HERE, and the NT8 version he created is on NT's EcoSystem HERE.
This indicator is based on a setup by Mrs. Raghee Horner. The credit for the setup goes to Mrs. Horner, and the indicator development to Aligator.
If interested in more information about trading this system, you can watch a webinar she posted HERE.
The indicator is simple, in that it produces 3 moving averages, based on a the High, Close and Low. These 3 MAs produce a channel. Prices that close ABOVE the channel are painted based on the bar's Open-Close relationship. Prices BELOW in a similar fashion. Closes in between the upper/lower channel a different color, also based on the individual bar's Open-Close relationship.
The indicator updates in real-time, on each tic.
The MA types available are:
EMA
SMA
HMA
WMA
DEMA
TMA
TEMA
ZLEMA
Again, this indicator is not my idea, but based on the setup by Mrs. Horner, and the indicator built by Aligator.
---EDIT - 24January2020---
This indicator was renamed to Trend GRaBer with proper citations provided.
This video talks about trading the ZN on Thr July 9th 2009. It goes over several setups and reviews them bar by bar, starting with the large time frame, then looking at the smaller time frames for entries.
It also talks about some money management and trading rules I employ.
Instructions:
1) Unrar. Download winrar if needed.
2) Watch. Download a mp4 player ( vlc) if needed.
This one starts at the beginning of each session and plots through the session. It includes a small bit of 'intelligence' in that it is made specifically to deal with ambiguous situations when a bar spans across the length of your desired ZigZag. In this case some ZZs don't know wether to plot an Up or Down move. This ZZ figures most of those situations out correctly. Although there are times it can be wrong if the desired ZZ is set too small for the volatility of the instrument.
Included are "real time" options so that the latest developing swing will plot Live, once it has reached the based threshold set by the user.
This will plot both the Swings INtraday, as well as the Daily Swing or Main Move. All of which can be toggled on off.
The ShowPreswings option when set to true, will plot swings that occur BEFORE the minimum ZZ length has occurred. An arrow will plot once that minimum swing length has occurred.
Many customizable options included with this, to include full customization of all of the lines, colors and widths, distance the labels and lines appear from the highs/lows etc.
Name: DrawCandleClose / DrawCandleCloseWhite / DrawCandleClose Black Version 1
Author: James R. Walker
These indicators were created to show the Closing price when the CandleStick Opening and Closing price were the same and a Transparent Body Outline color was specified, when the Background color was not White. Standard NT 7 CandleStick Closing price is drawn with the Outline color and is Transparent when that color is Transparent, if the Background color is not White.
These Indicators are obsolete.Instead use fix described below. Attached file is a dummy file to meet posting requirements. Please download the file to log your interest in this fix, but do not install downloaded file. Instead, apply the fix manually. Never blindly replace standard files because of the risk of back leveling.
Examples:
Top CandleStick: Chart Style = Candlestick with Black outline.
Middle CandleStick: Chart Style = CandleStick Transparent Outline After Fix
Bottom CandleStick on Black Background After Fix:
Chart Style = CandleStick, Candle Wick = White, Candle Outline = Transparent, Chart Property Background = Black and All markings that were Black = White.
NT7 Fix for Tracking ID # SFT-818 , Missing Doji when CandleStick Outline Transparent.
Description: Always draw the Doji Close line with the Wick Color instead of the Outline Color. This eliminates the inefficiency of having an Indicator check every CandleStick bar close for Open==Close and overwrite the already drawn Transparent Close line.
Applying this fix in no way changes the appearance of CandleSticks that have bodies. This can be verified with the examples provided.
NT7: Line 490 \Documents\NinjaTrader 7\bin\Custom\Type\@ChartStyles.cs
Replace:
graphics.DrawLine(Pen, x - barWidth / 2, close, x + barWidth / 2, close);
With:
graphics.DrawLine(Pen2, x - barWidth / 2, close, x + barWidth / 2, close);
I recommend the following to apply the fix. It may seem complicated but will save you time in the long run. Note that it is undocumented but NT Backup never includes files that begin with the character "@".
Attached file is a dummy to meet posting requirements.
1) Copy \Documents\NinjaTrader 7\bin\Custom\Type\@ChartStyles.cs
2) Paste the file and rename it @ChartStyles.cs Before SFT-818
3) Edit @ChartStyles.cs with with Notepad
4) Make change to line 490 with Notepad
5) Compile any NT file with NT Editor. New @ChartStyles.cs will be used in the compile.
6) From next start of NinjaTrader, CandleSticks will use Wick Color for Doji Close line.
7) Copy \Documents\NinjaTrader 7\bin\Custom\Type\@ChartStyles.cs
8) Paste the file and rename it @ChartStyles.cs After SFT-818Any NT updates will replace @ChartStyles.cs so you will have to make the changes again.
You can use Winmerge to compare updated @ChartStyles.cs and @ChartStyles.cs After SFT-818 and reapply fix to updated, after NT update.
Cleanup:
1) Delete Indicator DrawCandleClose.cs, DrawCandleCloseWhite.cs, and DrawCandleCloseBlackif, if they exist, from \Documents\NinjaTrader 7\bin\Custom\Indicator.
2) Start NT Editor > Compile any Indicator to remove deleted Indicators.
NT will automatically remove the Indicator from any chart that use it.
Test:
Create a CandleStick chart with Transparent outline. Verify that you see Doji.
December 9th, 2015
Size: 208 bytes
Downloaded: 200 times
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JimWalker
I recently wrote this RBI indicator and found it very useful for my trading. I got frustrated of fighting the bugs of different BarsTypes (for instance Tick and Renko charts of the same instrument), and the ugly superposition of different Bars Types in NT7.
So what I am doing now is calculating and plotting as an INDICATOR the "LineOnClose" of the Renko Bars on top of 1 Range and 1 Tick Charts (I also use others), so that the nice "big picture" noise filtering view of the Renko bars combines well with the detailed price action. Works great on strategies, no need to use "AddRenko" or Add(PeriodType.Renko), they run much faster.
See attached screen capture, the Black plots are the LineOnClose of the 1 Range or 1 Tick Bars, the Blue plots are the LineOnClose of the RBI. You can select the BrickSize, Reversal amount (Renko's default is 2 Bars) , and to color the backgound based on the RenkoTrend. It also has a RenkoTrend +1 / -1 output for strategy integration uses. I hope you find it useful, I have "borrowed" so much good stuff from BMT!
March 4th, 2017 01:10 AM HappyLife Thanks for the thought but a couple of things: code appears to be at line 489 (Notepad ++) and the compile fails in step
5. So can't say the work around provided here fixes the issue for NT7
August 3rd, 2018 01:34 PM Darquer Well done. Thank you.
August 28th, 2017 01:36 PM moneylender888 NT has never had a decent zigzag. Amazing job! Thank you.
May 31st, 2017 01:13 PM mehtachandru very good indicator . its one i hv been looking for to identify a trend . The yellow dots trend line is good , can it be
changed adjusted made in two parts. One for start of session and the other after trend changes or mid session.
April 24th, 2017 12:21 PM Maxie it is a great indikatoe, thks
April 19th, 2024 08:36 PM racecarjw I believe this will help in my trading. Thank you for your generosity.
December 21st, 2023 11:15 AM ballhaj very nice
May 15th, 2022 10:06 AM ndakotan will come in very handy. thanks
June 24th, 2021 08:48 PM perdelta Excellent work! As a huge fan of Raghee's trading style and tools I could not be happier with having found your version
of her GRaB Candles and 34 EMA Wave. Thanks!!!
May 1st, 2021 07:44 AM binonut Thanks, this fits well into my current systems and helps immensely when reading a chart quickly.