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Data export

This is another NT data exporter.
I hope it gives some value over other exporters.
It exports Bar data (time, open, close, high, low, volume) as others and adds values of two indicators of you're choice.
An output file will be created in NT root directory, by a name of an instrument.

p.s.
Thanks to : @Gomi and @NJAMC for the inspiration.

Category NinjaTrader 7 Strategies

Details: Data export
Category: NinjaTrader 7 Strategies

March 1st, 2013
Size: 3.96 KB
Downloaded: 539 times

Keywords: export

DataDownload NT8 ver 8.0.22.2 or higher Strategy for downloading large sets of symbols at once

You may want to download daily bars for the full list of SP500 index components, for lat 10 years.

1) Import the attached strategy in NT8
2) Start a Strategy Analyzer, set it up, choose SP500 list
3) Set the output folder path
4) Run. Strategy will go and download any missing data (a data connection needs to be up)
5) Enjoy a folder with individual files (named by Instrument.FullName property) daily bars

Category NinjaTrader 8 Indicators and More

Details: DataDownload NT8 ver 8.0.22.2 or higher Strategy for downloading large sets of symbols at once
Category: NinjaTrader 8 Indicators and More

July 20th, 2020
Size: 1.70 KB
Downloaded: 255 times

DateChecker: Identifies possible data gaps

I build this indicator to help me identify possible data gaps after importing historical data.

At this point, v001 simply looks at the yearly and monthly changes to make sure that if there is a change that the change is predicted (ie, 2009 comes after 2008; month 1 after month 12; month 4 after month 3).

I could have gotten more fancy with for statements and such, but instead I opted for a simple if-else framework so you can easily see what's going on.

If there is a data gap (ie, current month is 4 but the previous month is 11; current year is 2009 but the previous year is 2007), the indicator gives you a text visual alert.

I set up tick offsets off the High for the alert, month and year labels.

At some point in the future I may add in daily checks (or less), as well, but for the time being this serves my needs.

I'm happy to answer any reasonable questions or consider any reasonable improvements.

Good luck,

Aventeren

Category The Elite Circle

Details: DateChecker: Identifies possible data gaps
Category: The Elite Circle

February 11th, 2014
Size: 2.31 KB
Downloaded: 121 times

Keywords: alert date datechecker check year month

DavesBetterTick

Version 1.2 - See Changelog below

What it does: This is an overlay indicator that takes the Logarithm of the TICK, TICKQ and TICKDJ, applying a weight and then taking the average of the 3 to plot a single line. The range is determined by the weight you choose to give each tick index. See the discussion thread for ideas on best weights, expiramenting is highly encouranged,

Setup: The data source and its usefulness depends on the chart time frame you choose. While it was designed for Second based charts, others have discovered its usefull on tick based charts.

You can make this its own indepentent chart by setting the data series to Transparent and no-AutoScale. Then the TICKlog plot will have full use of the chart. You can also set it as a panel.

You may refer to this thread for a pre-made template that sets up how I use the indicator, but you should adapt to your own needs and see if it gives the trade results you are looking for.

https://nexusfi.com/ninjatrader-programming/33703-collection-daves-indicators-ninjatrader.html

How to read it: When the TICKlog plot makes a parabolic rise up or down, get into a trade in any of the 4 index futures in the direction of the plot, or wait for a cross of the zeroline. depending on your aggressiveness.

Its best when a swing goes up/down hard and then trades within a range of its new comfort zone. The longer it remains there, the stronger the trend in the futures makets becomes.

If a tick swing goes hard but only remains 1 or 2 periods, and then reverses, you will see smaller intra-bar swings (good for easy scalps), but also an indication of market chop.

You must subscribe to NYSE and NASDAQ index data in order to take full advantage of this indicator! Check with your data feed provider.

Your feedback in the discussion thread is very important, the more you contribute to help us find what works and what doesnt, the more the indicator can benefit the BMT community.

ChangeLog
-Version 1.0 - 10/27/14 - Initial release
-Version 1.1 - 10/28/14

Fixes the disappearing act the plot line did when incoming data is missing on Bar Update (It just uses the last available data) and checks for bad calculations (NaN's) and removes those results from the plot.
Added the ability to change Indicators and set their respective weights.

- Version 1.2 - 10/29/14

Removed the beta code that somehow got added between v1.1's completion and its export for the forums... This one works, really!
Thread notes indicated that Unirenko 2 4 2 also provided good trade signals, see discussion post #41

Category NinjaTrader 7 Indicators

Details: DavesBetterTick
Category: NinjaTrader 7 Indicators

October 28th, 2014
Size: 2.84 KB
Downloaded: 617 times

DavesBidAskPriceLine

View enlarged thumbnail
Version 1.3 - See Changelog below

What it does: This priceline allows for limiting the size of the priceline, and includes the Bid/Ask spread above and below its plot. It updates using the MarketData for Bid/Ask when available. It has been adjusted to work with non-market data charts such as Indexes.

- Allows you to set the width in bars you want the priceline to show so you can limit the line to only showing in recent activity and not when you are reviewing historical data.
- Can set the period to zero to make the priceline infinite (like most price lines)
- Bid/Ask data is shown above and below, its width is dependent on both the spread and the last traded price, ie if Last Price is also the bid price, the bid bar will have the priceline running through it and the ask price smaller. It also handles when the spread increases, giving you a heads up on a market slowing down or speeding up!

Setup: Add the indicator, choose the width of your line (or leave the default 0 for infinite). You may also choose the colors of your Bid, Ask Areas and Price Line color.
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ChangeLog
-Version 1.0 - 10/22/14 - Initial release
-Version 1.1 - 11/15/14 - Not released, bugs noted.
-Version 1.2 - 11/24/14

Moved the plot of the Priceline to the onBarUpdate section to allow the indicator to work on Index charts.
Added an Param setting for the width of the Bid/Ask areas.
Added Params for setting the color of the plots.
Fixed several bugs with missing data that caused the line to not show.

-Version 1.3 - 10/10/15 - Fixed a bug for when there is no Bid/Ask info so it will still plot the line. Changed the max bid/ask width to 255 bars (chart speed issues)

Category NinjaTrader 7 Indicators

Details: DavesBidAskPriceLine
Category: NinjaTrader 7 Indicators

December 5th, 2014
Size: 2.86 KB
Downloaded: 495 times

DavesFibber

This is a derivative work of PriceActionSwing. It requires the PricesActionSwing.base which is included in the download.

This is an idea based on the PASPro version of swing, which allows you to plot current Fib extensions and retracements. This offshoot indicator plots both the positive and negative extensions and/or retracements based on the settings you use. Not only that, but it keeps the plots historically so you can watch price arrive at the predicted fib targets.

This work was written by me in late fall of 2014.

Category NinjaTrader 7 Indicators

Details: DavesFibber
Category: NinjaTrader 7 Indicators

November 13th, 2015
Size: 23.05 KB
Downloaded: 714 times

David Varadi's AggregateM++ Mean Reversion Oscillator V1

David Varadi's AggregateM++ Mean Reversion Oscillator V1

Quote from the link below:

"The Aggregate M indicator is based on the concept that in the long term the market trends, while in the short-term the market is noisy, and has a tendency to mean-revert. Why not combine the two concepts to keep life simple? The Aggregate M is supposed to reflect an adjusted median that is filtered for short term noise. The median is a far more accurate measure of central tendency than a simple average especially with noisy data. Taking a superior measure of trend and filtering out some of the noise by adjusting for short-term mean reversion creates an even better median. The Aggregate M is now both trend and mean-reversion rolled into one."

Full details here

Note: I have changed David's variable names and used percentage values instead of decimals.
Please read the comments within the code itself.

"Ported" from my NT8 version here. Also available in NT7 here.

Thanks to kareem40 who requested this conversion.

Category ThinkOrSwim

Details: David Varadi's AggregateM++ Mean Reversion Oscillator V1
Category: ThinkOrSwim

May 10th, 2016
Size: 3.05 KB
Downloaded: 758 times

David Varadi's AggregateM++ Mean Reversion Oscillator V1 NT7

David Varadi's AggregateM++ Mean Reversion Oscillator V1 NT7

Quote from the link below:

"The Aggregate M indicator is based on the concept that in the long term the market trends, while in the short-term the market is noisy, and has a tendency to mean-revert. Why not combine the two concepts to keep life simple? The Aggregate M is supposed to reflect an adjusted median that is filtered for short term noise. The median is a far more accurate measure of central tendency than a simple average especially with noisy data. Taking a superior measure of trend and filtering out some of the noise by adjusting for short-term mean reversion creates an even better median. The Aggregate M is now both trend and mean-reversion rolled into one."

Full details here

Note: I have changed David's variable names and used percentage values instead of decimals.
Please read the comments within the code itself.

"Ported" from my NT8 version here.

Category NinjaTrader 7 Indicators

Details: David Varadi's AggregateM++ Mean Reversion Oscillator V1 NT7
Category: NinjaTrader 7 Indicators

April 28th, 2016
Size: 3.29 KB
Downloaded: 720 times

DAX (FDAX) - tick and minute data - NT7 compatible

FDAX, the Eurex future of the DAX index, a blue chip index in Germany (EU).

Category The Elite Circle

Details: DAX (FDAX) - tick and minute data - NT7 compatible
Category: The Elite Circle

April 22nd, 2012
Size: 95.03 MB
Downloaded: 226 times

Day OHC Fibs v1

export using 7.0.1000.4
add 3 fib lines for Current Day OHC indicator

Category NinjaTrader 7 Indicators

Details: Day OHC Fibs v1
Category: NinjaTrader 7 Indicators

April 13th, 2011
Size: 2.85 KB
Downloaded: 938 times

Keywords: close daily fibs high low

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