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DayOftheWeek-NT8 4 *
Plot the day of the week into the chart.
Fixed issues regarding the indicator name. Renamed. Thanks to "Fat Tails" for the advise ...


Category NinjaTrader 8 Indicators and More 
 
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Details: DayOftheWeek-NT8
Category: NinjaTrader 8 Indicators and More 


January 26th, 2018
Size: 1.57 KB
Downloaded: 847 times
DB Default Optimizer - Enum/Bool Support 5 *
This was designed to replace the standard "default" optimization option by providing enum and bool selection support for the optimizations. As I got into it, I ended up adding extra features to assist my analysis.

Usage: After installing, select DB Default in Strategy Analyzer underneath "Optimizer".

Output CSV: Options are "Values", "Numeric", and "Both". It will output your choice under "Documents/NinjaTrader 7/DB Optimization Outputs" the performance and parameters of every iteration in an optimization or walk-forward. Values are what you would normally expect, but "Numeric" is with the bool/enums as numbers that represent their indexes so that numerical computations can be applied, such as averages. Both is a .csv file that has first the values and secondly the numeric values in additional columns to the right.

Optimizer MC: This is an option to enable or disable multi-core processor support for the optimizations. There is a bug with NT present as of B19 I reported and they acknowledged here (https://forum.ninjatrader.com/showthread.php?p=184555) but has not been addressed yet. As a workaround this option was created to run the optimizations in single core mode. It affects all optimizers and some inconsistency can be attributed to it.

Optimizer Pool WF: If a name is put here, it will pool the results instead of generating individual files for the walk forward from the different periods.

Optimizer Sound: Probably my favorite feature for lengthy optimizations, when set to true and the optimization completes, it will run the NT "Cha Ching!" cash register sound when the optimization completed.

- Trader DB


Category NinjaTrader 7 Strategies 
 
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Details: DB Default Optimizer - Enum/Bool Support
Category: NinjaTrader 7 Strategies 


August 10th, 2010
Size: 4.49 KB
Downloaded: 477 times

Keywords: genetic optimizer enum
Decycler Indicators - DecyclerOscillator_V1 5 *
Decycler indicators Exported with NinjaTrader 7.0.1000.30

Note: The download on this entry and the one on the SimpleDecycler entry are the same and contain both indicators.


Revised 11/1/15

Revisions:

1 Ability to change plot colors and line widths.
2. Remove all code related to the signals produced for Bloodhound.
Another indicator which contains Bloodhound signals will be posted on the Bloodhound thread here.
3. Add basic signal codes to replace the Bloodhound codes.
4. Correct minor problem in code in formula calculation
5. Change the percent parameter to accept the more standard notation xx.y (%).

>>>End Revisions 11/1/15<<<


The two indicators provided, the Decycler Oscillator and the Simple Decycler, are based on the writing of John F. Ehlers published in the September 20015 issue of Stocks & Commodities magazine. The implementation used as the basis for this version was provided by NinjaTrader(NT). Although both indicators are contained in the download they are described separately. This entry describes the DecyclerOscillator.

The screenshot shows the DecyclerOscillator with modified version of the SimpleDecycler set to appear like the NT provided version (which can be downloaded here). Installing the NT version will not disturb the indicators provided as they are prefixed with “fpg”.

In the article Mr. Ehlers describes a class of filters known as high-pass filters which “allow the high-frequency components in the data to pass through to the filter output, and reject the low-frequency components”. He goes on further stating, “Since high-pass filters have very little lag, here is the trick to computing a decycler: Subtract the high-pass filter output from the data input.” This is performed in the partner indicator, the SimpleDecycler. He also states that, “You can virtually eliminate lag by getting rid of those low-frequency components.”. Both indicators contain the same algorithm (which is left to the interested math and EE gurus to figure out what he is doing) for identifying the high-pass frequencies.

The article states that the oscillator is useful when two instances , with different parameters, are placed in the same sub-graph. The NT implementation requires this to be done manually which, among other things this modification can do optionally. There are 2 controlling parameters, the HPPeriod (default 125) and the K value (default 1). According to the article, “The second instance is plotted at 80% of the HPPeriod with an input K value of 1.2. The basic idea is to compensate for a 20% reduction in cycle period with a 20% increase in the amplitude swing (the K value) of the indicator.”.

Ehlers notes that “there will always be some whipsaw conditions, but these are relatively easy to remove with other conditional statements in the code.”. Unfortunately he does not offer any suggestions here. Another important item to note, the default HPPeriod is set to the value of a half year on a day chart, likely being used for detecting cycle reversals on stocks. However as further stated in the article, “Decyclers and decycler oscillators can be used over a very wide range of input filter parameters”, but here too he offers no suggestions. This will be an experiment to be conducted by the user. However, setting it too low does introduce choppiness.


Enhancements:


1. The ability to request either the Slow, Fast, or Both plots (the “Plots Type” option).
2. Automatically adjust the fast indicator parameters by the specified percent (the “Percent” option) or to use the parameters specified by the user (the “ AsSpecified” option).
3. Three signaling options are provided: Off, Basic, and Extended (experimental for Bloodhound users). The Basic option provides the standard IntSeries values for the crossing (1, 0, -1). Extended signaling is described in the BloodHound thread here.
4. Optional smoothing for both the Fast and Slow Plots

Caution:

If the Extended signaling option is selected additional but non-conflicting signals are sent to the same IntSeries used by the Basic signaling option.

Credits with my thanks to:
1. @Zondor and @Aligator for a formula used in the Extended signaling
2. @Jack22 for the formula and supporting code.


Change Log

9/29/2015 :- Initial release
10/1/2015 :- Correct error in algorithm code for calculating Fast plot in DecyclerOscillator
11/1/2015 :- Revisions are described at the top of this page


Category NinjaTrader 7 Indicators 
 
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Details: Decycler Indicators - DecyclerOscillator_V1
Category: NinjaTrader 7 Indicators 


November 5th, 2015
Size: 17.61 KB
Downloaded: 1875 times
Decycler Indicators - SimpleDecycler_V1 5 *
Decycler indicators Exported with NinjaTrader 7.0.1000.30

Revised 11/1/15

Revisions:

1. Ability to specify Fast, Slow, or Both plots
2. Change the percent parameter to accept the more standard notation xx.y (%).
3. Remove all code related to the signals produced for Bloodhound.
Another indicator which contains Bloodhound codes will be posted on the Bloodhound thread here.
4. Add basic signal codes to replace the Bloodhound codes.
5. Ability to add dual bands for Fast, Slow, or Both plots with the following features:
-a. Different plot colors when using Dual Bands
-b. Inner and outer bands are calculated using VWStdDev each having user defined
multipliers and periods.
-c. user option to specify what values are used for the inner and outer bands follows:
--1. Fast- uses the appropriate inner or outer values derived from only the Fast midline.
--2. Slow- uses the appropriate inner or outer values derived from only the Slow midline.
--3. Min - uses the appropriate inner or outer values derived from the minimum values
of either the Fast or Slow inner and outer bands accordingly.
--4. Max - uses the appropriate inner or outer values derived from the maximum values
of either the Fast or Slow inner and outer bands accordingly.
--5. minMax - uses the minimum values from either the Fast or Slow inner for the plotted inner band, and the maximum values from either the Fast or Slow Outer band for the plotted outer band.
---6. Fast, Slow, or Both Plots is automatically set according to the Dual Band option chosen.
6. Separate parameters for Dual Bands to allow easier switching between Dual and non-Dual modes.

>>>End revisions 11/1/15<<<


The background for this indicator is explained in the entry DecyclerOscillators (above) and is not described here. [I]The download file is the same as the one posted in the DecyclerOscillator with both indicators contained in the download. The NT version can be downloaded from the link supplied in the DecyclerOscillator entry.

This indicator is the opposite of the high-pass filter with the SinpleDecycler plots created by subtracting the high-pass filtered data from the input stream allowing the decycler to display “the low-frequency components with virtually no lag.”. The author suggests the period parameter be a half-year period however, states, “the range of this variable is just about anything you choose.”.

In addition to the decycler plot the original indicator (show in the visual in the DecyclerOscillator) plots two lines that are plus and minus 0.5 percent from the low frequency decycle plot and are referred to as the hysteresis lines. The interpretation is that if Close prices are above the upper line the market is in an uptrend, with a downtrend indicated by Close prices below the lower line. No trend is when the prices fall within the lines.

Enhancements:

Warning!!!

The enhancements provided must be considered experimental as they are not part of the original concept described in Mr. Ehler’s article. More testing and experimenting needs to be performed in order to determine their usefulness.

The enhancements provide the ability to:
1. request a Single plot (Slow) or Dual plots (Slow and Fast) . The method to set the fast period lookback is similar to the DecyclerOscillator and can be either a “Percentage” from the slow period or the “AsSpecified” values for each parameter will be used.
2. vary the multiplier percentage used to form the hysteresis band.
3. use a standard deviation to determine the hysteresis band in lieu of a multiplier.
4. Specify three signaling options, Off, Basic, and Extended. The Extended signal is experimental and is intended to be used with Bloodhound. The signals produced are described in the thread here
5. paint the region between the two midRange decycler bands.

Credits with my thanks to:
1. @Fat Tails for the region painting code copied from his TriggerLines Indicator
2. @Fat Tails for his Volume Weighted Standard Deviation method used in the hysteresis band offset calculation



Change Log

9/29/2015 :- Initial release
10/1/2015 :- Correct error in algorithm code for calculating Fast plot in DecyclerOscillator
11/1/2015 : - Revisions described at top of page.


Category NinjaTrader 7 Indicators 
 
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Details: Decycler Indicators - SimpleDecycler_V1
Category: NinjaTrader 7 Indicators 


October 1st, 2015
Size: 17.61 KB
Downloaded: 420 times
Delete your NinjaTrader 8 cache 5 *

Run the console app to delete all files and folders within the 'NinjaTrader 8> db> cache' folder.

The NT8 data cache folder saves pre-formatted data to suit your bars types, the purpose of which is to enable faster startup times.
Sometimes in certain circumstances your chart bars will be full of errors, so it doesn't hurt to clear the cache once in a while, or every day if you are having issues.

Use only if you are having problems with data, tick replay indicators or if you have modified your bars types.

This will NOT make a backup of your cache files, so use carefully!
It WILL, however, check for NT8 being open and advise you as such. It WILL check for your cache folder being empty and advise you as such.

This was built using an English speaking culture on Windows 10. It directs the delete command to:
'yourDocumentsFolder\NinjaTrader 8\db\cache'. This will not work on XP. Although I have tried to use code to work on all cultures, I have not tested it as such.

Thanks to bobc635 for suggesting this simple concept.

Tips:

* Extract the file to the desktop and run from there.
* If you wish to see inside the .exe file just download a free decompiler like DotPeek.



Category NinjaTrader 8 Indicators and More 
 
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Details: Delete your NinjaTrader 8 cache
Category: NinjaTrader 8 Indicators and More 


February 26th, 2017
Size: 26.20 KB
Downloaded: 1288 times
Delta Bars (NT8) 5 *
This is a custom bar type which is based on the Bid Ask Delta (Ask Volume - Bid Volume).
A new bar is created when the Delta is greater than a given Threshold-Value defined in the Data Series Properties.

The archive also contains a custom Delta indicator specially coded to work with this bar type.

Updates:
- Added a cumulative Delta Mode


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Details: Delta Bars (NT8)
Category: NinjaTrader 8 Indicators and More 


December 27th, 2017
Size: 4.74 KB
Downloaded: 3227 times

Keywords: ask bars bartype bid delta
Delta EMA Indicator V1.0 5 *
Delta EMA indicator based on Gomi's excellent contributions. I built this indicator to normalize delta for any instrument and provide delta user inputs for the following categories:

1. Extreme positive delta
2. Strong positive delta
3. Neutral Delta
4. Strong Negative delta
5. Extreme Negative Delta

I mainly modify the midtop 10.25 and midbottom of 9.75 settings to tweak the neutral delta and utilize different EMAs. Candle colors can be turned on and off. Very useful for spotting divergences or when order flow could be weakening. Attached chart shows trading with the order flow than against can result in higher probability trades.

A label based on the above parameters is plotted in the right hand side of the indicator if you set your chart properties to Right Hand Side Margin of 85.

This indicator has only been used/tested with Renko charts and users need to have the latest version of the GOM package installed.

Ninja 7.0.1000.7 version

Please email if there are any questions.

ps: I had difficulty exporting this to a zip so have included as a .cs file


Category The Elite Circle 
 
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Details: Delta EMA Indicator V1.0
Category: The Elite Circle 


September 14th, 2011
Size: 13.68 KB
Downloaded: 1741 times
Delta indicator NT8 5 *
This is another simple conversion of a NT7 indicator from this forum: https://nexusfi.com/elite-circle/35208-converting-ninjatrader-7-indicators-ninjatrader-8-free-187.html


Category NinjaTrader 8 Indicators and More 
 
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Details: Delta indicator NT8
Category: NinjaTrader 8 Indicators and More 


January 11th, 2023
Size: 3.63 KB
Downloaded: 636 times
Delta Momentum Bars With Cumulative Count 5 *
The candles are representative of the individual delta bars. The dotted line is the cumulative delta since the sign change. So if we start to go positive it sums up all the positive bars.

the data series is not written in the indicator you need to set that in the
-Format Study
-Base Study On
-Select Data

To get my same format, you may need to make it look like candles, you may need to set in the
-Style
-Plots
Close = Type Right Tick
High =Bar High
Low = Bar Low
0 = Left tick

Version 1.0


Category MultiCharts 
 
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Details: Delta Momentum Bars With Cumulative Count
Category: MultiCharts 


June 4th, 2013
Size: 5.60 KB
Downloaded: 662 times
Delta Package V2 NT8b13 5 *


Delta Package V2


DeltaV3 is here

Updated to NT8b13 Oct 2016

Based on GOM delta indicators.

Includes:

* Both cumulative delta and bar delta.
* BidAsk.
* UpDown Tick.
* UpDown Tick with continuation.
* UpDown One Tick with continuation.
* Gom Hybrid.

Also other options:

* EOD/ new session reset to zero.
* Inverse delta - plot the 'Limit' orders.
* Size filter.
* Candle outlines.

Make sure you enable Tick Replay to use this historically! You will not need Gom recorder for this.

However, Tick replay will not work with some Renko bars due to RemoveLastBar()

Thanks to Zondor for his 'unGom' conversion.

Please report bugs to me via PM rather than in the comments. Thank you.



Category NinjaTrader 8 Indicators and More 
 
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Details: Delta Package V2 NT8b13
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February 23rd, 2016
Size: 4.63 KB
Downloaded: 1922 times
 



 
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