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Searching for entries matching oscillator, looking in keywords for any words
Found 34 matching entries

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Detrended Price Oscillator Strategy (EA)

This strategy is based off of the Detrended Price Oscillator indicator in the Strategy Trader platform. The EA will generate a buy signal when DPO value crosses above the zero line, and the EA will generate a sell signal when DPO value crosses below the zero line. A limit order can be specified in the EA parameters for exit.

Category FXCM Strategy Trader (hidden)

Details: Detrended Price Oscillator Strategy (EA)
Category: FXCM Strategy Trader (hidden)

January 12th, 2011
Size: 2.14 KB
Downloaded: 151 times

Keywords: oscillator price dpo detrended

Directional Trend Index

Exported using NT Version 7.0.1000.22

The Directional Trend Index (DTI) was developed by William Blau and published in his book "Momentum, Direction and Divergence".

To determine the value of the DTI William Blau first calculates a composite momentum from both highs and lows of the last days. In a next step both the composite momentum and the absolute values of the composite momentum are smoothed. The smoothed momentum is then divided by the smoothed absolute momentum and the result is multiplied with 100.

Momentum smoothing: William Blau smoothed both momentum and absolute momentum by applying an EMA several times (double or triple smoothing). This indicator allows to use 16 different moving averages for the smoothing. The same moving average type is used for all three average calculations.

Parameters: The lookback period for the momentum the number of bars from which the momentum is calculated. Blau uses a lookback period, which is different from the standard momentum. To obtain a 1-period momentum (price change from the last to the current bar) the Directional Trend Index requires a setting of 2 for the lookback period (default setting).

Signal line: William Blau did not use a signal line for the double smoothed indicators. I have added the signal line, because the cross of the signal line can be used as a trend indication. Moving average type and period for the signal line can be selected.

Histogram: The indicator has an option to plot a histogram, which shows the difference between DTI and signal line.

Trend definition: The indicator exposes the current trend via an IntSeries. The trend can be determined based on the DTI (rising & not oversold, falling & not overbought, neutral), the signal line (rising & not oversold, falling & not overbought, neutral)) or the DTI / signal line crosses. All trend definitions are not straightforward, but require a higher close to switch to an uptrend, or a lower close to switch to a downtrend. Moreover the DTI / signal line cross will only show an uptrend, when not oversold and a downtrend when not overbought.

Paint bars: The paintbars can be used to plot the trend information. The trend states are uptrend, downtrend and neutral trend as explained above. It is possible to apply the indicator to the price panel and unselect the indicator plots. This allows to use the indicator as a "paintbar only" indicator.

Sound alerts: The indicator comes with sound alerts which are triggered when the trend changes. The sound files are included with the zip file and should be manually copied into the directory Documents -> program files (x86) -> NinajTrader 7 -> sounds.

Update March 17, 2014: Option added to select sound files

Category NinjaTrader 7 Indicators

Details: Directional Trend Index
Category: NinjaTrader 7 Indicators

March 13th, 2014
Size: 148.57 KB
Downloaded: 846 times

Keywords: blau double-smoothed ergodic momentum oscillator trend

Double Smoothed Stochastics (amaDSSBressert)

Version 1.0 August 14, 2018

The Double Smoothed Stochastics by Walter Bressert came after William Blau presented his version of the Double Smoothed Stochastics in 1991. Both indicators are widespread in the trading community, but they use different algorithms. While William Blau applied separate smoothing to numerator and denominator, Walter Bressert simply applied the Stochastics %K line to itself. Applying the Stochastics twice leads to an acceleration of the running pattern. Furthermore the Double Stochastics is smoother when compared to the classic Stochastics and generates signals more frequently.

The Double Stochastics by Walter Bressert ships with NinjaTrader as in-built indicator. This version of the Stochastics adresses a few issues of the NinjaTrader default indicator:

- The default indicator has preset the %K line smoothing to 3, value which cannot be changed.
- The default indicator does not have a signal line.
- The default indicator can only be applied to price, but cannot be applied to other indicators.

This version allows for setting the smoothing period for the %K line, comes with a signal line and maybe applied to other indicators as input series.

Category NinjaTrader 8 Indicators and More

Details: Double Smoothed Stochastics (amaDSSBressert)
Category: NinjaTrader 8 Indicators and More

August 24th, 2018
Size: 7.10 KB
Downloaded: 814 times

Keywords: doublestochastics exponential oscillator overbought oversold stochastics

Elder's Ray, BullPower and BearPower

In this pack there are three indicators:
- Elder's Ray: composed by BullPower line and BearPower line;
- BullPower only, histogram version
- BearPower only, histogram version

This is an oscillator created by Alexander Elder and explained in his famous book "Trading For a Living". The oscillator formula is simple but useful at the same time:
- BullPower = CurrentHigh - EMA(13, Close)
- BearPower = CurrentLow - EMA(13, Close)

Category NinjaTrader 7 Indicators

Details: Elder's Ray, BullPower and BearPower
Category: NinjaTrader 7 Indicators

July 14th, 2015
Size: 7.55 KB
Downloaded: 597 times

Keywords: elder indicator ninjatrader oscillator ray elderray

ElliotOscillator

I was searching for some help with Elliot Wave Theory and I came upon this indicator on the Ninja forum.

It seems to be pretty helpful picking the end of trend moves.

If anyone cares to share any documentation on other uses, I would love to see it.

Category NinjaTrader 7 Indicators

Details: ElliotOscillator
Category: NinjaTrader 7 Indicators

February 15th, 2011
Size: 3.75 KB
Downloaded: 1881 times

Keywords: elliott oscillator theory wave

FOSC_Overlay

FOSC (Forcast Oscillator) is a momentum style indicator that loads with Ninjatrader software.

I was pleasantly suprised to see how well it looked when moved up onto the price chart.

Mike, This is my own adaptation. There is no other version.

RJay

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: NOT TESTED [feedback]

Category NinjaTrader 6.5 Indicators

Details: FOSC_Overlay
Category: NinjaTrader 6.5 Indicators

September 2nd, 2009
Size: 5.69 KB
Downloaded: 241 times

Keywords: forcast fosc ninjatrader oscillator rjay

jhlCMO

Chande Momentum Oscillator. This should return the same values as the standard supplied version; its advantage being ~4-6K less memory consumption. It does not iterate (neither does the supplied) so is reasonable to use with CalculateOnBarClose == false. Version 1.0.

Category NinjaTrader 7 Indicators

Details: jhlCMO
Category: NinjaTrader 7 Indicators

July 6th, 2010
Size: 4.01 KB
Downloaded: 195 times

Keywords: fluxsmith momentum oscillator chande

Klinger Volume Oscillator (KVO)

Exported using NT Version 7.0.1000.22

This is a quick implementation of the Klinger Volume Oscillator as published by Stephen J.Klinger in the December 1997 issue of Technical Analysis of Stocks & Commodities. Here is a short recapitulation of how he trades the oscillator.

"The most powerful use of the KVO comes when the indicator reaches an extreme reading either above or below the center line and reverses direction. This signals an exhaustion of the prevailing trend and warns of an impending reversal in price.

The most reliable signals occur in the direction of the prevailing trend. Trades against the trend tend to be high-risk ventures.

The most important signal occurs when the KVO diverges from price action, especially on price extremes, either in
overbought or oversold territory. When a security makes a new high or low for a cycle and the KVO fails to confirm
this, the indicator is warning that the trend is losing momentum and nearing completion."

Category NinjaTrader 7 Indicators

Details: Klinger Volume Oscillator (KVO)
Category: NinjaTrader 7 Indicators

April 5th, 2014
Size: 5.41 KB
Downloaded: 2131 times

Keywords: divergence klinger oscillator volume

K_SVAPO_v1 for ToS

Got my hands on ToS again, and we're back in business..

- here's a come-back gift...

This is my own ToS port of SVAPO (Short-Term Volume and Price Oscillator), a trading system introduced by Sylvain Vervoort that combines both volume and price trends to identify tradable setups - full details on the concept, and trade rules that he suggests are herehttps://stocata.org/ta_en/proprietary.html

took the concept and re-wrote it for ToS, using my own preferred techniques for smoothing and averaging - to achieve less lag and make the final plot more "friendly and usable" - while maintaining the overall original concept. (let me know if interested in exact details of the differences). also changed the resulting oscillator to a restricted range -100/+100 - no longer need to use the StdDev upper/lower lines..

the code is commented - the full details of how the original SVAPO can be used for signal generation are on web site above.

I also added the option to view the resulting plot in a Stepped mode or with an Inverse Fisher Transform - we still get almost no lag as we don't use unnecessary smoothing here. you can see how the signal (in this case crossing the zero line) is in line with the K_TraderRibbon on top, sometimes ahead of it.

suggestions for use:
use K_SVAPO along with a long-term trend indicator. if you set K_SVAPO correctly, it will provide unambigious signals on ideal entry points when the price retraces before continuing the trend.
you can also use 2 K_SVAPO, one longer and one shorter to provide a similar combo. in that case, i suggest you change one of them to the "Stepper" for easier viewing

as usual, appreciate if you keep in the forum. all feedback & comments welcome, as i'm still testing this anyways,

RedK

Category The Elite Circle

Details: K_SVAPO_v1 for ToS
Category: The Elite Circle

March 11th, 2013
Size: 2.04 KB
Downloaded: 659 times

Keywords: k_svapo oscillator price redk svapo tos volume

LBR 3/10 Oscillator

Requested in Programmers Paradise. The 3/10 Oscillator is the Difference between a 3 and 10 Period Simple Moving Average.

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: NOT TESTED [feedback]

Category NinjaTrader 6.5 Indicators

Details: LBR 3/10 Oscillator
Category: NinjaTrader 6.5 Indicators

July 14th, 2009
Size: 4.04 KB
Downloaded: 643 times

Keywords: lbr oscillator linda raschke

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