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Searching for entries matching zondor, looking in keywords for any words
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Big Mike Triple Smoothed EMA Optimized

I don't deserve much credit for this as it is simply a straightforward modification of Mike's Triple Smoothed EMA using predefined instances of the external indicators for code optimization. Elite only, please.

The EMA needs to be optimized too, for best results. That may have been done in latest version of NT7.. not sure, please check release notes. I did a quick check but did not find anything on EMA.

Category The Elite Circle

Details: Big Mike Triple Smoothed EMA Optimized
Category: The Elite Circle

July 7th, 2010
Size: 4.25 KB
Downloaded: 1326 times

Keywords: bmt ema zondor

Big Mike's Volume Graph, Optimized

VIP Only, please do not distribute outside of the Elite Circle.

Mike's version, posted in June of 2009, was downloaded almost 700 times!

It colors the volume bars based on a sophisticated linear regression analysis without using bid ask volume data. It corresponds well with Delta Momentum generated from GomRecorder buy/sell volume.

I applied Richard's optimization method from his article, aboot the right way to call external indicators, at MoveTheMarkets.com. (eh?)

This greatly improves the performance, so much so that in NT7 it can run with CalculateOnBarClose = false. However, DO NOT run it this way. CoBC must be true for it to calculate correctly... for now.

.....click on Magnifier for screen shot

Category The Elite Circle

Details: Big Mike's Volume Graph, Optimized
Category: The Elite Circle

May 25th, 2010
Size: 7.88 KB
Downloaded: 1565 times

Keywords: optimzied volume zondor graph

BMT Collective MA Envelope Bands, Optimized

VIP Only, please do not distribute outside of the Elite Circle. It's based on Mike's Version 2.02 from February. This plots the same as Mike's except for two differences.

Quick Start Modification causes value of CMA to rapidly converge to the correct value within a few bars of startup.
The method of calling the EMA's was changed for greater efficiency. This causes initial loading to be much faster, and resource use while indicator runs to be much lower. Thanks to Richard of MoveTheMarkets.com for his excellent article about this subject.
To see the envelope bands, chart must go back at least one day. Bands begin to display on the second day.
As in original version, all band colors are hard coded and are best for a chart with a dark background.

... click on Magnifier for screenshot.

Category The Elite Circle

Details: BMT Collective MA Envelope Bands, Optimized
Category: The Elite Circle

May 24th, 2010
Size: 8.66 KB
Downloaded: 1031 times

Keywords: bmt collective envelope ma optimzied zondor

BMT Divergence Indicator, Optimized

VIP Only, please do not distribute outside of the Elite Circle.

This an optimization of the December 2009 BMTDivergence Indicator. The code has been optimized by predefining the instances of the external indicators that are used.

For more complete information about this indicator including instructions for use, please see Big Mike's posting of the original version.: https://nexusfi.com/free_downloads/vip_elite_circle/207-download.html?view

Category The Elite Circle

Details: BMT Divergence Indicator, Optimized
Category: The Elite Circle

May 25th, 2010
Size: 49.50 KB
Downloaded: 1202 times

Keywords: obv optimzied zondor obvdiver diver

BMT Wave

Inspired by websouth, I wrote this indicator.

This is for VIP Users Only. So please don't distribute or post elsewhere.

The inspiration came from websouth's template, which I started a discussion on here:
websouth's shared Price Action templates

The indicator works a little different than websouth's implementation, because he was using the displacement chart feature which puts lines behind (historical) price. Within the indicator, I just painted the line using historical data, but it still plots real-time.

At any rate, it is a very interesting indicator. Sometimes it is a thing of beauty, others the visual aesthetics are not appealing but that usually means chop. If the indicator looks like shit then the price action is probably shit, too.

All colors are fully configurable, as is the shading, and opacity. You can also control the historical period rate.

Attached are a few screens plus the indicator. It's the top panel stuff.

I look forward to your input

Mike

Optimized by Zondor for NT7: 6/17/2010

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES

Category The Elite Circle

Details: BMT Wave
Category: The Elite Circle

December 3rd, 2009
Size: 4.56 KB
Downloaded: 1421 times

Keywords: bmt wave zondor

Buy/Sell Pressure Color Bar

A real time only version of this indicator was posted on the Ninjatrader forums by Dave S. in February. Naturally I couldn't resist the temptation to make it work with the GomRecorder.

The bars are colored blue for positive deltas and red for negative deltas. The saturation is proportional to the ratio of delta to total volume. Lighter color bars have lower deltas, and white bars have deltas near zero.

The trades that are counted can be filtered by the Minimum and Maximum Trade Size settings.

It seems to work well on Renko charts, where you can see the balance of power shift at congested areas that become reversals.

Category The Elite Circle

Details: Buy/Sell Pressure Color Bar
Category: The Elite Circle

June 2nd, 2010
Size: 12.88 KB
Downloaded: 1499 times

Keywords: zondor buysellpressure

DOM_Bands_v2 by ZTrade101 updated for NT7

The upper plot is the total number of shares or contracts offered for sale in the Level 2 order book. The lower plot is the total number of shares or contracts bid to buy in the Level 2 Order Book. The yellow plot is the bids minus the offers.

Maxrows is the user setting that controls how many rows of the order book are counted. In panel 2 we have the totals for all ten of the bid and all ten of the ask rows. In panel 3, with Maxrows set at 5, we see the totals for the 5 inside rows of bid and ask.

This will work in realtime or market replay mode. Changing any chart settings deletes existing plots, and there is no backfill. This limitation is because of the way Ninjatrader stores data. I started working on a DOMRecorder indicator to correct this. May take a while.

Thanks ZTrade for the idea of this indicator, and for the original implementation which worked fine in NT6.5 but had problems because of undocumented changes in NT7.

NinjaTrader 7.0: Yes - Zondor

Category The Elite Circle

Details: DOM_Bands_v2 by ZTrade101 updated for NT7
Category: The Elite Circle

February 1st, 2010
Size: 3.32 KB
Downloaded: 1151 times

Keywords: dom tape zondor ztrade101

Double Stochastic Optimized

LATEST VERSION V1.4 uploaded on May 30 at 5:06 PM ET !

This version of Ninja's Double Stochastics should work with NT6.5 as well as NT7.

This is an experiment to see how far I can push the optimization. If you encounter any problems, please let me know. Seems to work OK here....

https://nexusfi.com/platforms-indicators/3565-anyone-have-any-hints-optimizing-c-code-6.html

Instances of all external MA's that are used by this indicator are pre-instantiated and the instances are defined before use.

Calls to the external MIN and MAX indicators have been replaced by calls to new internal private functions that give the minimum and maximum values.
The calls to those functions can only be made on the first tick of each new bar, and then ONLY when the maximum or minimum value of the applicable series is known to have changed. This eliminates a great deal of unnecessary loop processing.

Special thanks to Richard of MoveTheMarkets.com for the optimization strategies, at least SOME of which should be used whenever an external indicator is called from a Ninjacript INDICATOR or STRATEGY... it's a Paradigm Shifter.

This version should work on NT6.5 or NT7, but I have not tested it on NT6.5.

Category The Elite Circle

Details: Double Stochastic Optimized
Category: The Elite Circle

May 26th, 2010
Size: 6.86 KB
Downloaded: 1262 times

Keywords: stochastic zondor

DoubleZ Trading Suite FOR NT7 ONLY

Trading Suite Developed by Zondor and ZTrade101. Makes extensive use of the GomRecorder so once again, merci beaucoup, Gomi !!
(Note: When a trade occurs at or above the ask it's a "buy", and when at or below the bid, it's a "sell".) Package contents:

BetterBuySellVolume2
BMTCollectiveMAQuikStart
BMTEnvelopeExpansion301
DailyATR
DOMBandsHybrid
GomRecorderIndicator
JMA7MC
JT_RealStats_RJ7v106
TickMFOscillator_GR_
TradeSizeDistribution
TrendLineAlarmCustom
ZondorRecorderV2

BetterBuySellVolume: Based on Barry Taylor's Better Volume concept, but instead of using upticks and downticks, it gets buy and sell volumes from the GomRecorder. Use with calculate on bar close = false and watch it evaluate each bar in real time, often changing its mind right up until the bar completes. Equivolume mode must be used for charts with Constant Volume intervals. May load very slowly on charts with more than a few hundred bars back. X=climax (local maximum of product of buy volume or sell volume times range), u=Up, D=Down, C=Churn, Lo=Low Volume. Set markers = True to mark the bars with these legends right on the Price Panel. There are various different ways of detecting the criteria. I hope you will look at the code and let me know what you think!

This one has a lot of potential for improvement. The criteria detection algorithms could be refined. Additional conditions, such as volume patterns and stopping volume, could be tested for. The method of storing condition status in a string is clunky and can be streamlined. Please share your ideas so that we can make this MORE Better.

TickMoneyFlowOscillator Using GomRecorder data, calculates the product of buy volume and price, or sell volume and price, adding or subtracting the product from a cumulative total. Then an MA of the total is subtracted from the total to make it oscillate. The color is based on whether the cumulative total, not the oscillator, is rising or falling. I like to overlay this on the price panel, with the price scale on the right and the TMFO scale on the left. Sometimes this gives nice clues about which way things will go out of a sideways congestion zone.

TradeSizeDistribution Using GomRecorder data, looks at each incoming trade and sorts its volume into one of several "buckets" based on whether the trade is a buy (plots above zero) or a sell (plots below zero). Then the trades on each side of zero are grouped and summed within 4 size ranges (small, medium, large, extra large) and grouped together. The breakpoints for the size groups are the lower volume limit... etc user settings which you must set based on the way your instrument trades. A medium size trade in the ES would be an extra large trade in the YM, etc.. You have the option of either displaying the VOLUME of trades within each size range, or the NUMBER OF TRADES within each size range!

DomBandHybrid is a persistent version of ZTrade's Dom bands indicator that achieves data persistence with a data recorder. The new ZondorRecorder (based on the GomRecorder, of course!) is customized to record LEVEL 2 data. When run in real time, the Level 2 data come directly from the OnMarketDepth Method. This avoids the errors that the GomRecorder is subject to under certain conditions (because of Ninja Trader's coarse time stamping). If the chart is changed or refreshed, the previous bars in a real time only indicator would disappear. But in this version, they are reloaded from the ZondorRecorder; then from that point forward until the next refresh, all data will come directly from the OnMarketDepth Method. This indicator generates run time errors, but they are handled, and appear in the Output Window as Trapped Exceptions. Therefore they do not crash the program. Would certainly appreciate if anyone can help me diagnose the cause of the errors.

JMA7MC is a version of the JMA moving average with true multi color plotting of a single plot using the PlotColors Method. That method does not exist in NT6.5.

The BMT CollectiveMA and Envelope Expansion were modified to force the Collective MA to rapidly converge upon the price series. However when setting these up, you need to go back at least one previous day, or they will not plot anything.

See These Posts for Trendline Alert Info & TrendLineAlertCustom & NT Video near minute 21 explains this new feature.

See discussion about recording in Binary vs Flat for GOM & Zondor Recorders.

Instructions for the ZondorRecorder: This is a customized version of the GomRecorder for LEVEL 2 data. The recording and playback work almost the same. The ZondorRecorder stores data in files prefixed with DOMBANDS, so a typical file name would be DOMBANDSCL-05-10_binary.dat. The DOMBANDS prefix ensures that these files will not have the same names as files made by the GomRecorder. By default the files will be placed in the My Documents folder. If you want to store them somewhere else, create a Windows Environment Variable with the Name ZONDORFOLDER and the Value being the valid path to your designated storage folder. ( Refer to Lines 207 and 236 of the .cs file.)

Category The Elite Circle

Details: DoubleZ Trading Suite FOR NT7 ONLY
Category: The Elite Circle

March 11th, 2010
Size: 74.10 KB
Downloaded: 2563 times

Keywords: atr buysellvolume dombands realstats recorder tickmoneyflow tradesize trendlinealert zondor ztrade101 doublez

Ergodic Candlestick Oscillator

An optimized, ultra fast loading version using optimization techniques from the article on MoveTheMarkets, as referenced in the Optimize C# thread of the Forums.

Version 1.4 uploaded on May 30 should work with NT6.5 as well as NT7. Tested out OK here, please send me a PM if any problems.

Adapted from Blau's Momentum/Direction/Divergence by zoltran (Wes S.) and optimized by Zondor (Zondor�)

Here are the "rules" for using this.. take them with a grain of salt! Never rely wholly on indicators, nor on a single time frame!

Enter or hold position only when slope of ECO2New3 Signal line has the same direction as the trend
Stand aside when slope of ECO2New3 Signal Line is in the opposite direction of trend
Enter or exit position when ECO2New3 and its Signal Line cross
The magenta dot shows when the ECO2New3 is 'inside' its signal line, indicating failing momentum.

Category The Elite Circle

Details: Ergodic Candlestick Oscillator
Category: The Elite Circle

May 26th, 2010
Size: 11.05 KB
Downloaded: 1920 times

Keywords: zondor ergodic

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