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Market Replay November 2009 [CL]
This is for CL (Crude Oil Futures) only.

Tick-level Market Replay data for NinjaTrader.

Installation instructions:
1. Unzip to your Documents\NinjaTrader 6.5\db\data directory.
2. NinjaTrader should now show the extra dates on the Connect -> Market Replay screen.


Category NinjaTrader Market Replay Data 
 
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Details: Market Replay November 2009 [CL]
Category: NinjaTrader Market Replay Data 


December 1st, 2009
Size: 96.43 MB
Downloaded: 311 times

Keywords: cl market replay
Donchian Channel 5 *
MultiCharts .NET64 Version 12.0 Release (Build 18187)

 
Code
using System;
using System.Drawing;
using System.Linq;
using PowerLanguage.Function;

namespace PowerLanguage.Indicator
{
	public class Donchian Channel : IndicatorObject
	{
		public Donchian Channel(object _ctx):base(_ctx)
		{
			n_bars = 5;
		}

        [Input]
        public int n_bars { get; set; }
		
		private IPlotObject plothigh, plotlow;
		
		protected override void Create()
		{
			plothigh = AddPlot(new PlotAttributes("plothigh", EPlotShapes.Line, Color.Red));
			plotlow = AddPlot(new PlotAttributes("plotlow", EPlotShapes.Line, Color.Red));
		}
		
		protected override void StartCalc()
		{
		}
		
		protected override void CalcBar()
		{
			if(Bars.High[5] > 0 && Bars.Low[5] > 0)
			{
				plothigh.Set(Bars.High.Highest(n_bars));
				plotlow.Set(Bars.Low.Lowest(n_bars));
			}
		}
	}
}


Category MultiCharts 
 
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Details: Donchian Channel
Category: MultiCharts 


October 7th, 2019
Size: 1.73 KB
Downloaded: 145 times
MESA Adaptive Moving Average 5 *
Updated on November 2: suppressed invalid plotting during startup period and reduced its length.

Here's an explanation of the indicator by its creator, John Ehlers.
https://www.mesasoftware.com/papers/MAMA.pdf

Same plots as the MAMA "system indicator". That version was translated from TradeStation® EasyLanguage® code without taking into account the coding flexibility of Ninjascript®, resulting in a bloated resource hog.
  • Changed code to eliminate unnecessary, duplicative calculations.. there were A LOT of them.
  • Added multi color plotting.

The indicator will appear in a new FOLDER called Moving Averages.. look for it there.


Category NinjaTrader 8 Indicators and More 
 
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Details: MESA Adaptive Moving Average
Category: NinjaTrader 8 Indicators and More 


October 28th, 2015
Size: 3.37 KB
Downloaded: 973 times
QQE (Quantitative Qualitative Estimation) 5 *
Exported using NT Version 7.0.1000.12

This is the QQE (Quantitative Qualitative Estimation) indicator. The origin of this indicator is unclear, it is a mystery indicator derived from Welles Wilder's RSI.

The main plot of the QQE is a smoothed RSI. The indicator then measures the amount of the absolute change between two consecutive values of the smoothed RSI. The absolute changes are then double-smoothed exponentially. The double smoothed value is then multiplied by two user defined multipliers. The result is then used to calculate a fast and a slow trigger line.

Entry and exit signals: Watch out for crosses of the smoothed RSI and one of the trigger lines.

Trend Filter: When the smoothed RSI is above or below the midline (50), this is an indication for an uptrend or downtrend.

Divergences: The main plot of the indicator is a smoothed RSI and can be used to detect divergences between momentum and price.

The attached version of the QQE is entirely recoded, as the QQE which is currently available for NinjaTrader had a few shortcomings. In particular, this indicator uses fewer DataSeries objects, creates instances of the RSI and EMA in OnStartUp(), has a second trigger line added, allows to select the multipliers for the trigger lines and also allows to set the momentum smoothing period independently from the RSI period. Usually for the momentum smoothing period the value 2*RSI_period - 1 is used.


Category NinjaTrader 7 Indicators 
 
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Details: QQE (Quantitative Qualitative Estimation)
Category: NinjaTrader 7 Indicators 


March 13th, 2013
Size: 9.32 KB
Downloaded: 1438 times

Keywords: divergence qualitative rsi qqe quantitative
RaiderPivotsV.1
Pivot Point indicator based on John Carter's Pivots from Mastering the Trade.

Exported using NinjaTrader Version 6.5.1000.16.


Category NinjaTrader 6.5 Indicators 
 
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Details: RaiderPivotsV.1
Category: NinjaTrader 6.5 Indicators 


July 26th, 2010
Size: 4.89 KB
Downloaded: 260 times

Keywords: dsraider pivots carter
 



 
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