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XavPriceActionTrend V2

This indicator identifies different market phases based on price action.

Phases
1. Up-Trend: An up-trend is a confirmed range breakout to the up-side, a consolidation continuation, or a down-trend that pulls back Initial Range ticks over n-Periods.
2. Up-Trend Consolidation: An up-trend consolidation period is when a new trend high has not been set in Consolidation Periods, but price has not pulled back Pull-Back Ticks.
3. Up-Trend Pull-Back: An up-trend pull-back is when price has moved down Pull-Back Ticks from the trend high. If price pulls back Initial Range ticks over n-Periods, the market is considered to be in a new down-trend.
4. Up-Trend Breakout: An up-trend breakout is when price moves Breakout Ticks above the current range high. If price remains above the range high for Confirmation Periods, the trend is considered an up-trend.
5. Upper Range: If the current range is at least Tradeable Range wide, and price is in the upper Range Percentage of the range, the market is in the upper range phase.
6. Range: The market is ranging if price is consolidating OR pulling back, BUT has not broken out of the previous high or low n-Periods from that high or low AND price has not moved Initial Range ticks over n-Periods in the same direction as a pull-back.
7. Lower Range: If the current range is at least Tradeable Range wide, and price is in the lower Range Percentage of the range, the market is in the lower range phase.
8. Down-Trend Breakout: A down-trend breakout is when price moves Breakout Ticks below the current range low. If price remains below the range low for Confirmation Periods, the trend is considered a down-trend.
9. Down-Trend Pull-Back: A down-trend pull-back is when price has moved up Pull-Back Ticks from the trend low. If price pulls back Initial Range ticks over n-Periods, the market is considered to be in a new up-trend.
10. Down-Trend Consolidation: A down-trend consolidation period is when a new trend low has not been set in Consolidation Periods, but price has not pulled back Pull-Back Ticks.
11. Down-Trend: A down-trend is a confirmed range breakout to the down-side, a consolidation continuation, or an up-trend that pulls back Initial Range ticks over n-Periods.

Parameters
Periods, Initial Range, Tradeable Range, Pull-Back Ticks, Breakout Ticks, Confirmation Periods, & Consolidation Periods: See Above Description
Color Outlines: Colors candle outlines according to the current phase.
Range Lines: Draws lines at the current range high and low. Note: This indicator updates the highs and lows based on price action. These lines could move in real time.
Range Zone: Draws a Range Color rectangle during ranging periods from the current range start period to current bar,
Zone Opacity: Opacity of the Range Zone rectangle.

Message Parameters
Phase Message: Draws a text box with the current phase in the in the selected position.
Message Position: Positions phase message in desired corner. 1=Upper-Right, 2=Lower-Right, 3=Lower-Left, 4=Upper-Left
Message Font: Font used for phase message.
Font Size: Font size used for phase message.

MTF Parameters
MTF: If true, a custom MTF data-series is used to calculate market phases.
Periods: Periods or value of custom MTF input series.
Period Type: Type of periods used for custom MTF input series(Day, Minute, Range, Second, Tick, or Volume).

Colors
-The colors for the 11 market phases can be set by the user.

Please visit the discussion thread for a sample MTF template.

Discussion Thread:https://nexusfi.com/elite-circle/23149-xavpriceactiontrend-discussion.html

Enjoy

Change-log:
9/16/12 - V1b released. Added Range Zones and Phase Message. Fixed 1 bar lag for range.
9/17/12- V1c released. Fixed pull-back to new trend bug.
9/22/12- V2 released. Added MTF capabilities. Made range max and min public dataseries. Made message customizable.

Category The Elite Circle

Details: XavPriceActionTrend V2
Category: The Elite Circle

September 22nd, 2012
Size: 10.78 KB
Downloaded: 2130 times

xcMovAvg2

(Ver 3.1.0) updated 04/01/2014
Added option for chart Type UniRenko....(per request from BMT member)
NOTE: The UniRenko MUST get it's chart parameters in the following format...(UniRenko requirement not mine)
...for the bar type to recognize what 'time' parameters you are passing.
- Three digits (with leading zeros) for the first UniRenko parameter
- Three digits (with leading zeros) for the second UniRenko parameter
- Three digist (with leading zeros) for the third UniRenko parameter
This means 9 digits total...,NO SPACES
-----------------------------------------------------
I also added capability for TEMA and DEMA moving averages

10/16/2011...Added option to color Up/Dn/Neutral....for xcMovAvg2 averages.
Also.....refined the algorithm to smooth out the 'stairsteps' on the chart where the main chart continues to paint bars but the larger-time-frame on which xcMovAvg2 is running...has not yet painted it's new bar.

06/05/2011... Added BetterRenko as an option for alternate chart time frame
(per request from forum members).
NOTE: Be sure BetterRenko is loaded as "Custom4" in bartype....(Custom4 is the default setting in the BetterRenko download).
05/22/2011 ... Added optional bands (per request from forum members)
Option to select Fibonacci bands...or percent bands...or
Std Deviation bands...from any moving average from any period.

04/11/2011 .... Added SMMA (per request from a forum member)

Multi Time frame indicator....(xc = 'cross chart' Moving Average)

Will allow you to plot an EMA, WMA, HMA, SMA, BMTCollectiveMA, or ADXVMA from another time period on your chart.

Typical usage has been to plot a larger time frame EMA on a smaller time frame chart....for example the 5 and 15 EMA (20) are popular EMAs, and folks sometimes like to see this plotted on a 1min, or 6 range, (or other) smaller time frame chart.

Plots are configurable for color, size, dashstyle, etc.
The ADXVMA is configurable with 'rising' 'falling' and 'neutral colors.

Category The Elite Circle

Details: xcMovAvg2
Category: The Elite Circle

February 27th, 2011
Size: 26.61 KB
Downloaded: 935 times

xcStoch......(crosschart Stochastics)

05/24/2013)
DEPRECATED..... use the new version xcStochMACD ....

Allows you to plot a Stochastic from a different time frame on your chart.
Typical use is to view a larger time frame Stochastic on a smaller (faster) chart....
(EX: Plot a 5min Stochastic on a 1min chart).

Also allows you to plot a Stochastic from a different BarType on your chart.
The example shown plots a RangeNoGap(5) on a Tick Chart.....but you can plot
Minute Stochastic on Tick Charts or Range charts....or vice versa. You can plot
any accepted bartype Stochastic on any other accepted bartype chart.

Accepts standard Ninja Minute, Tick, and Range bars.....and.....accepts BMT RangeNoGap Bars.
(NOTE: For those who do not have the RangeNoGap bars installed, you may get a warning message in the Ninja Log informing you that "Custom2 could not be found". In this case Ninja simply uses the default value of the indicator. Ninja will work quite fine....but if you have occasion to check your logs, it will let you know that you don't have that bartype installed.

CAUTION: if you plot a Stochastic from a very small/fast chart, on an extremely large/slow chart...the code will still work, but the "visual" effect will most likely not be helpful. The Stochastic from the fast time frame will go up and down so much that it will look like a fine tooth comb.....

Category NinjaTrader 7 Indicators

Details: xcStoch......(crosschart Stochastics)
Category: NinjaTrader 7 Indicators

May 12th, 2012
Size: 12.50 KB
Downloaded: 486 times

xcStochMACD....(multi-timeframe)

...Created/Modified at the request of a BMT member...

Allows you to plot a Stochastic or a MACD from a different time frame on your chart. Typical use is to view a larger time frame Stochastic/MACD on a smaller (faster) chart....
(EX: Plot a 5min Stochastic on a 1min chart).

Also allows you to plot a Stochastic from a different BarType on your chart.
You can plot a RangeNoGap on a Tick Chart, or plot a Minute Stochastic on Tick Charts or Range charts....or vice versa. You can plot any accepted bartype Stochastic on any other accepted bartype chart.

Accepts standard Ninja Minute, Second, Tick, Range, and Volume bars.....and.....accepts BMT RangeNoGap Bars.

(NOTE: For those who do not have the RangeNoGap bars installed, you may get a warning message in the Ninja Log informing you that "Custom2 could not be found". In this case Ninja simply uses the default value of the indicator. Ninja will work quite fine....but if you have occasion to check your logs, it will let you know that you don't have that bartype installed.

CAUTION: if you plot a Stochastic from a very small/fast chart, on an extremely large/slow chart...the code will still work, but the "visual" effect will most likely not be helpful. The Stochastic from the fast time frame will go up and down so much that it will look like a fine tooth comb.....

CAUTION#2: "Stairsteps"..(visual flat spots on the plots lines)....can occur when plotting big time frames over smaller ones. This is not an error....simply a visual 'flat spot' where several smaller bars complete while the one larger time frame bar is still processing. There are ways to code around this, by holding values and plotting after the fact, but in the interest of code simplicity, I did not do that here. The 'flat spots" cause no errors or problems.

Category NinjaTrader 7 Indicators

Details: xcStochMACD....(multi-timeframe)
Category: NinjaTrader 7 Indicators

May 24th, 2013
Size: 12.50 KB
Downloaded: 525 times

XPeriodChannel Indicator for NT 7

XPeriodChannel - multi-time frame capable indicator to reference a different timeframe to plot channels on your lower timeframe chart.

Credit to Sam Collins who gave me original AmiBroker formula for this indicator which I converted to NinjaTrader.

Edit: Got feedback for hard-coding black as color for text that displays channel prices. Re-coded to refer to color of channel line plots to correct.

Compatibility:
6.5: No
7.0: Yes

Category NinjaTrader 7 Indicators

Details: XPeriodChannel Indicator for NT 7
Category: NinjaTrader 7 Indicators

April 1st, 2010
Size: 2.64 KB
Downloaded: 830 times

Keywords: multi-time frame period nt7 idfgan channel xperiodchannel

XTL - eXpert Trend Locator

XTL is an indicator that originally was introduced in eSignal Advanced Get. This a version that approximate in a good way the original version (which formula seems to be secret and not shared by eSignal company). It helps you to easily define in what kind of trend you are.
Its calculation is based on CCI and a fixed value of that indicator:
- if CCI value<-fixed value you're in a short trend (red bars);
- if -fixedvalue<=CCI<=+fixedvalue you are in a non trend/flat period (black bars);
- if CCI>fixed value you're in a long trend period (blue bars);

In this version created by me you can customize:
- the fixed value (standard setting is 37)
- CCI period (stardard settings are 21 or 35)
- uptrend/flat trend/downtrend bar color

Very useful if used on tick chart or range bar chart

v 1.00 2015 Jul 8 - First Release, no bugs
v 1.01 2015 Jul 14 - Added Public Indicator Value String

Category NinjaTrader 7 Indicators

Details: XTL - eXpert Trend Locator
Category: NinjaTrader 7 Indicators

July 8th, 2015
Size: 6.01 KB
Downloaded: 1547 times

Keywords: extreme locator ninjatrader trend xtl

You can have Doji with your unoutlined NT 7 candles

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.

If you would like to have this fix standard NT8 CandleStick behavior, then post your vote for Tracking ID # SFT-818 to thread https://forum.ninjatrader.com/showthread.php?t=79416

NT 8 version fix available at https://nexusfi.com/local_links.php?catid=27&linkid=1668

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:

Code

graphics.DrawLine(Pen, x - barWidth / 2, close, x + barWidth / 2, close);

With:

Code

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.

Category NinjaTrader 7 Indicators

Details: You can have Doji with your unoutlined NT 7 candles
Category: NinjaTrader 7 Indicators

December 9th, 2015
Size: 208 bytes
Downloaded: 200 times

You can have Doji with your unoutlined NT 8 candles

Name: DrawCandleClose Version 1

This indicator was created to show the Closing price when the CandleStick Opening and Closing price were the same and a Transparent Body Outline color was specified. Standard NT 8 CandleStick Closing price is drawn with the Outline color and is Transparent when that color is Transparent.

Note that NT7 had logic to draw a Black Close line, if the Outline color was Transparent and the Background color was White. This logic has been removed in NT8, so the problem appears in NT8 regardless of Background color.

NT8 DrawCandleClose Indicator is obsolete. 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.

If you would like to have this fix standard NT8 CandleStick behavior, then post your vote for Tracking ID # SFT-818 to thread https://forum.ninjatrader.com/showthread.php?t=79416

NT 7 Version fix available at https://nexusfi.com/local_links.php?catid=27&linkid=1667

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 After Fix

NT8 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.

NT8: Lines 63-64 \Documents\NinjaTrader 8\bin\Custom\ChartStyles\@CandleStyle.cs
Replace:

Code

TransformBrush(overriddenOutlineBrush ?? Stroke.BrushDX, new RectangleF(point0.X, point0.Y - Stroke.Width, barWidth, Stroke.Width));
RenderTarget.DrawLine(point0, point1, overriddenOutlineBrush ?? Stroke.BrushDX, Stroke.Width, Stroke.StrokeStyle);

With:

Code

TransformBrush(overriddenBarBrush ?? Stroke2.BrushDX, new RectangleF(point0.X, point0.Y - Stroke2.Width, barWidth, Stroke2.Width));
RenderTarget.DrawLine(point0, point1, overriddenBarBrush] ?? Stroke2.BrushDX, Stroke2.Width, Stroke2.StrokeStyle);

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 "@".

1) Copy \Documents\NinjaTrader 8\bin\Custom\ChartStyles\@CandleStyle.cs
2) Paste the file and rename it @CandleStyle.cs Before SFT-818
3) Edit @CandleStyle.cs with Notepad
4) Make changes to lines 63 & 64 with Notepad and save changes
5) Compile any file with NT Editor and Exit NT Editor. New @CandleStyle.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 8\bin\Custom\ChartStyles\@CandleStyle.cs
8) Paste the file and rename it @CandleStyle.cs After SFT-818

Any NT updates will replace @CandleStyle.cs so you will have to make the changes again. Create Before and After copies of the update, as you did above, adding the update number after 818. Never blindly replace standard files because of the risk of back leveling. You can use Winmerge to compare updated @CandleStyle.cs and @CandleStyle.cs After SFT-818 and reapply fix to updated.

Cleanup:
1) Delete Indicator DrawCandleClose.cs, if it exists, from \Documents\NinjaTrader 8\bin\Custom\Indicators.
2) Start NT Editor > Right click on blank form and select Compile to remove DrawCandleClose Indicator.
NT will automatically remove the Indicator from any Charts that use it.

Test:
Create a CandleStick chart with Transparent outline. Verify that you see Doji.

If you installed Chart Style Doji then:
1) Change Charts that use it to use CandleStick instead.
2) Delete ChartStyleDoji, if it exists, from \Documents\NinjaTrader 8\bin\Custom\ChartStyles.
3) Start NT Editor > right click on blank form and select Compile.

Category NinjaTrader 8 Indicators and More

Details: You can have Doji with your unoutlined NT 8 candles
Category: NinjaTrader 8 Indicators and More

December 9th, 2015
Size: 208 bytes
Downloaded: 222 times

Z-score (amaZScore)

Version 1.3 September 25, 2017

The Z-score or standard score is a numerical measurement of a value�s relationship to the arithemic mean of the data set. The Z-score is the signed number of standard deviations by which the current value of a data point is above the mean value or below the mean value as calculated for the selected lookback period.

For a normally distributed sample 95.8% of the z-scores of all data points fall within the range [-2, +2]. A Z-score of 0 indicates that the data point is identical with the arithmetic mean of the data set.

The Z-score is a normalized oscillator that can be used to identify extreme readings of the input series. The Z-score is calculated by dividing the absolute difference between a data point and the arithmetic mean by the standard deviation.

One of the main applications of the Z-score is that it can be used to normalize any oscillator. For example, the MACD is a non-normalized oscillator which does not pass the c-test introduced by William Eckhardt. However, when the Z-score is used to normalize the MACD, the resulting oscillator uses a normalized scale and will pass the c-test. The normalized MACD is obtained, when the MACD is used as the input series for the Z-score.

Category NinjaTrader 8 Indicators and More

Details: Z-score (amaZScore)
Category: NinjaTrader 8 Indicators and More

May 9th, 2018
Size: 2.54 KB
Downloaded: 916 times

Keywords: normalized oscillator standarddeviation volatility zscore

z1TrendBars_v1

This is a modified version of an existing indicator for which I've been unable to uncover the original programmer.

As best I can interpret the code, it paints UpBars/DownBars based on whether the current Median Price is greater than or less than the Median Price of the last six bars.

It also uses two additional colors to mark where the Up/Down trend is fading, which is based on comparing the LinRegSlope of the last 3 bars rising/falling.

The Neutral Bar is colored when the current bar Median Price is equal to the Median Price of the last six bars.

My modification only added the "Hollow Candle" effect to Up closing bars. I did not change any of the Trend decision making program logic.

Ninja 6.5: Yes
Ninja7: ?

Category NinjaTrader 6.5 Indicators

Details: z1TrendBars_v1
Category: NinjaTrader 6.5 Indicators

February 7th, 2010
Size: 6.27 KB
Downloaded: 278 times

Keywords: market profile resistance support z1trendbars nomar predious day

Page 228 of 233

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