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Stochastics of Price and of CD Volume for NT7

These are the common stochastics indicators with a few minor changes. THEY ARE FOR NINJATRADER 7 ONLY.

The main value of these is that they show: how to implement multi-color plotting in NT7; how to serialize colors for use as parameters; and how to use the dataseries objects exposed by GOMCD as input to other indicators.

The stochastic of price is the common, garden variety stochastic oscillator. I changed it to oscillate between -100 and +100 instead of between 0 and 100, and used the new PlotColors() method of NT7 to give different colors for rising and falling. Once the color changes, it stays changed.

The stochastic of CD is based on the CUMULATIVE DELTA OF VOLUME. It is not based on price AT ALL. For it to work, you need to have installed the GomCD indicator. If you are running a GomRecorder and have set up a GOMFOLDER, this plot will refresh historically, and will not disappear when you make changes to the chart. This is a good code sample for those who would want to use the GomCd to give inputs to other custom indicators.

For both of these, the colors of the rising and falling plots "K" are ColorRising and ColorFalling, the first two parameters all the way at the top of the list. Changing the color of Plot "K" will not do anything. However, that is where you can adjust the line weight and style of that plot.

COMPATIBILITY:
NinjaTrader 6.5: NO
NinjaTrader 7.0: YES

Category NinjaTrader 7 Indicators

Details: Stochastics of Price and of CD Volume for NT7
Category: NinjaTrader 7 Indicators

January 21st, 2010
Size: 26.92 KB
Downloaded: 683 times

Keywords: stochstic non-repaint delta zondor nt7 multi-color cumulative

Stochastics_Color

Nice colored Stochastics Indicator. Set it at 4,8,1 for daytrading and you will hit the high and low peaks really well. I have been using for a while and didn't see one like this posted on the site so hear it is.

Category NinjaTrader 6.5 Indicators

Details: Stochastics_Color
Category: NinjaTrader 6.5 Indicators

April 8th, 2011
Size: 10.59 KB
Downloaded: 203 times

Keywords: stochastic stochastics

STPMT (by Eric Lefort)

Description

Give a visual idea of price cycle in ID or daily basis.

References ( in french)
https://www.dailyfx.com/francais
Reference (in English)

Version:
20100118: V1

To Import
1. Download the attached file to your desktop
2. From the Control Center window select the menu File > Utilities > Import NinjaScript
3. Select the downloaded file

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES (sam028)

Category NinjaTrader 6.5 Indicators NinjaTrader 7 Indicators

Details: STPMT (by Eric Lefort)
Category: NinjaTrader 6.5 Indicators NinjaTrader 7 Indicators

January 18th, 2010
Size: 6.87 KB
Downloaded: 628 times

Keywords: stochastic jpk67fr stochastics

strategy for Volatility Breakout Pattern

Not my personal work but that I'd share:

Volatility Breakout Pattern

Description

The squeeze takes advantage of quiet periods in the market when the volatility has decreased significantly and the market is building up energy for its next major move higher or lower. Period of low volatility are identified as the times when the bands "move closer together". How do we know that the current narrowness is really narrow enough to qualify as low volatility? By adding Keltner Channels and momentum index oscillator as per mentioned in John Carter's book Mastering the Trade.

While Bollinger Bands expand and contract as the markets alter between periods of high and low volatility, the Keltner Channels stay in more of a steady range. The momentum index oscillator is used to estimate the direction.

How does this Setup work?

The quite period is identified whent he Bollinger Bands narrow in width to the point that they are actually trading inside of the Keltner Channels. This marks a period of reduced volatility and signals that the market is taking a significant breather, building up steam for its next move. The trade signal occurs when the Bollinger Bands then move back outside the Keltner Channels. Use 12 period momentum index oscillator to determine whether to go long or short. If the oscillator is above 0 when this happens, GO LONG; if it id below 0 then GO SHORT.

Usually the moves are explosive when the BB Width is lowest over past 6 months which comes to across 126 days and hence we need more than 126 price data bars. Also choose BBWidth < 0.05 for better results in the strategy for daily data.

Strategy includes trailing stop and stop loss as variables so you can easily backtest as well as use optimizer.

Category NinjaTrader 7 Strategies

Details: strategy for Volatility Breakout Pattern
Category: NinjaTrader 7 Strategies

October 27th, 2012
Size: 16.99 KB
Downloaded: 861 times

SuperDrive

Exported using NT Version 7.0.1000.2

This is an improved version of the drive indicator.

The indicator detects both volatility and momentum and shows the relationsship between bullish momentum or bearish momentum and volatility.

Volatility is measured via the absolute value of the indicator. You will notice, how it moves up during the day session and moves down during the night session.

Momentum is measured as the difference between the two lines. Positive momentum is shown as green and negative momentum is shown as red. The momentum is measured via the enhanced momentum indicator, which is included.

The lines are smoothed with a Hull moving average for display.

Category NinjaTrader 7 Indicators

Details: SuperDrive
Category: NinjaTrader 7 Indicators

January 12th, 2011
Size: 11.63 KB
Downloaded: 2074 times

Keywords: drive momentum trendfilter volatility

TicksPerTimeFrame

TicksPerTimeFrame was written by Mike Winfrey 3/15/2012
The intent of this indicator is to count the number of ticks in a non-tick based bar. So, placing this indicator on a 5 minute chart will count the number of ticks during that bar and display it as a histogram in it's own panel. There is also a plot representing the average number of ticks over a period that is specified in a parameter. You also have choice of how you count the ticks. The default is to count every tick but can be changed to count the number of times price actually changes.

This indicator works on historic as well as live data.

Again, this indicator can be used on any bartype.

Actually I have no idea if this information is useful at all. I think it might be to help identify areas where activity might indicate momentum.

Note: @TimeTrade mentioned that this indicator only gives wrong results. So, I did some research to figure out why he said that. I contacted him and got his point of view then I compared the tick count in his t4tBarCalc01 indicator with my TicksPerTimeFrame indicator and noticed a discrepancy on some bars by a few ticks. I physically counted the ticks on those bars where there was a discrepancy and found that my indicator counts correctly.

Category The Elite Circle

Details: TicksPerTimeFrame
Category: The Elite Circle

March 15th, 2012
Size: 4.14 KB
Downloaded: 475 times

Traders Dynamic Index

Exported using NT Version 7.0.1000.22

The Traders Dynamic Index is a trend following momentum indicator based on the RSI. It was developed and presented by Dean Malone. The Traders Dynamic Index comes with the following ingredients

- the Priceline, which is a SMA(2) of RSI(13)
- the Signalline, which is a SMA(7) of RSI (13)
- the Midband, which is a SMA(34) of RSI (13)
- BollingerBands around the SMA(34) using 1.62 StdDev

Combine some of the following rules to trade:

- go long, if Priceline > 50
- go short if Priceline < 50
- consider an exit, if Priceline is above 68 or below 32
- go long if Priceline > Signalline
- go short if Priceline < Signalline
- exit if Priceline crosses Signalline
- trendfilter long, when Priceline > Midband
- trendfilter short, when Priceline < Midband
- add to long, when Priceline > BollingerBand.Upper
- add to short, when Priceline < BollingerBand.Lower

Detailed rules how to use the Traders Dynamic Index have been published by Dean Malone within the framework of the E.A.S.Y. trading method.

Update March 22, 2014: Overbought and oversold lines added.

Category NinjaTrader 7 Indicators

Details: Traders Dynamic Index
Category: NinjaTrader 7 Indicators

March 22nd, 2014
Size: 9.44 KB
Downloaded: 3460 times

Keywords: bollinger bollingerbands rsi tdi tradersdynamicindex

Traders Dynamic Index (amaTradersDynamicIndex)

Version 1.2 September 16, 2017

The Traders Dynamic Index (TDI) is a trend following momentum indicator based on the RSI. It was developed and presented by Dean Malone. The Traders Dynamic Index comes with the following plots

- the Priceline, which is a SMA(2) of RSI(13)
- the Signalline, which is a SMA(7) of RSI (13)
- the Midband, which is a SMA(34) of RSI (13)
- Bollinger Bands around the SMA(34) using a standard deviation multiplier of 1.62

The following combinations may be considered as trade rules:

- go long, if Priceline > 50
- go short if Priceline < 50
- consider an exit, if Priceline is above 68 or below 32

- go long if Priceline > Signalline
- go short if Priceline < Signalline
- exit if Priceline crosses Signalline

- trendfilter long, when Priceline > Midband
- trendfilter short, when Priceline < Midband

- add to long, when Priceline > upper Bollinger Band
- add to short, when Priceline < lower Bollinger Band

Detailed rules how to use the Traders Dynamic Index have been published by Dean Malone within the framework of the E.A.S.Y. trading method.

Category NinjaTrader 8 Indicators and More

Details: Traders Dynamic Index (amaTradersDynamicIndex)
Category: NinjaTrader 8 Indicators and More

September 16th, 2017
Size: 8.24 KB
Downloaded: 1627 times

Keywords: bollinger bollingerbands oscillator rsi tdi tradersdynamicindex

True Strength Index (TSI)

Exported using NT Version 7.0.1000.30

The True Strength Index was developed by William Blau and published in his book "Momentum, Direction and Divergence". This version of the TSI is an enhanced version of the NinjaTrader default indicator. It comes with the following improvements:

Momentum period: The original version of the indicator uses the price difference between the current and the prior close, which is the 1-period momentum. The updated version of the indicator also allows for selecting a momentum period greater than 1.

Triple Smoothing: The standard version of the indicator comes with double smoothing for momentum and absolute momentum. William Blau himself also used triple smoothing, This indicator lets you choose between double and triple smoothing. If you set the third smoothing period to 1, you will get double smoothing, and the indicator will display identical results with the NinjaTrader default indicator.

Smoothing with different moving averages: William Blau has suggested to use the EMA for double or triple smoothing. This indicator offers you a selection of more than 30 different moving averages for the smoothing. The default is set to EMA in line with the original indicator.

Signal Line: I have added a signal line for timing entries and exits. The signal line is obtained by smoothing the TSI with one of the selectable moving averages, similar to the signal line of the MACD. The default period for the signal line is 7.

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

Trend definition: The indicator exposes the current trend via an IntSeries. The trend can be determined based on the TSI (rising & not oversold, falling & not overbought, neutral), the signal line (rising & not oversold, falling & not overbought, neutral)) or the TSI / 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 DSM / 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 13, 2014: Trend filter, paint bars, sound alerts and histogram added.
Update November 16, 2015: Momentum period added. Option added to select from different moving averages.

Note: The parameter structure of the indicator was changed. In case that you have used the prior version of the anaTSI as input series for other indicators or strategies, these indicators or strategies will only work, if you change the syntax of the indicator call to conform with the new parameter structure.

Category NinjaTrader 7 Indicators

Details: True Strength Index (TSI)
Category: NinjaTrader 7 Indicators

November 16th, 2015
Size: 86.86 KB
Downloaded: 2958 times

Keywords: blau momentum. trend truestrengthindex divergence smoothing trendfilter tsi

Ultimate Oscillator 2

Took a few minutes to improve the function and performance of this "stock" Ninjatrader� indicator. This should give the same results as the Ninjatrader� version but is a lot more efficient and has multicolor plotting. Aside from that there is nothing new here.

Quoting

Developed by Larry Williams in 1976 and featured in Stocks & Commodities Magazine in 1985, the Ultimate Oscillator is a momentum oscillator designed to capture momentum across three different timeframes.

https://stockcharts.com:443/school/doku.php?id=chart_school:technical_indicators:ultimate_oscillator

Category The Elite Circle

Details: Ultimate Oscillator 2
Category: The Elite Circle

September 19th, 2012
Size: 4.57 KB
Downloaded: 488 times

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