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Step Ma Sharky pkg.

Exported using NT Version 6.5.1000.6

Description
This is a moving average created by Igorad from the Trend Laboratory and Forex-TSD forums.

It has very low lag when the market is trending and is usually flat when the market is ranging.

Change Log
Updates 1.
Changed MA_Mode to only allow SMA or WMA
Updates 2.
Allow kV input minimum value to be 0
Allow Percentage input to be positive or negative
Updates 3.
No longer BETA.

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

added sharky settings to default

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

Category NinjaTrader 6.5 Indicators

Details: Step Ma Sharky pkg.
Category: NinjaTrader 6.5 Indicators

July 19th, 2009
Size: 3.50 KB
Downloaded: 1175 times

Keywords: ninjatrader sharky stepma

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

Stochastics_Color

Category NinjaTrader 7 Indicators

Details: Stochastics_Color
Category: NinjaTrader 7 Indicators

April 8th, 2011
Size: 10.59 KB
Downloaded: 1847 times

Keywords: 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

Strategy:10 Low Risk/High Return Currency Trading (Rob Booker)

I like the "bear chased two hikers" opening + more ..

Category Educational

Details: Strategy:10 Low Risk/High Return Currency Trading (Rob Booker)
Category: Educational

July 7th, 2010
Size: 542.57 KB
Downloaded: 815 times

Keywords: wgreenie

SuperTrend M11

Exported using NT Version 7.0.1000.11

Please download the new Supertrend U11 (Universal), which allows to calculate the stop line from median, mode and 27 other moving averages.

This is a new implementation of the TradeStation SuperTrend indicator for NinjaTrader 7. The SuperTrend indicator is an application of the concept of MAE (maximum adverse excursion), which was introduced by John Sweeney in the mid-nineties.

The SuperTrend M11 is particularly stable and has a few advantages over other SuperTrend indicators:

It uses a moving (statistical) median of the arithmetic mean (High + Low)/2 of the bars instead of a moving average. The (statistical) median is known to be more robust than any average.

It calculates both the Median and the ATR (average true range) 1 bar ago, whereas the original SuperTrend indicator takes the ATR and moving average of the current bar. If you use the current bar's ATR, the current bar's breakout is partly measured against its own range. This is particularly true, if the ATR period is short.

Accessing the trend: The indicator comes with a BoolSeries that holds the trend. This BoolSeries can be accessed by other indicators or automated strategies.

Reverse Intra-bar = false: This is the default setting of the indicator. A logical signal will be generated when the close of the signal bar has taken out the stop line. The position may be reversed at the open of the next bar. The paint bars will only change colors for the bar after the signal bar. The arrow will be also plotted for the entry bar.

Reverse Intra-bar = true: This is an unusual setting for the SuperTrend. The signal will be generated with the first tick that has plotted on the other side of the stop line. In this case the position may be reversed intra-bar for the signal bar. Paintbars and arrows will already plot for the signal bar.

Paintbars: The indicator has an option to display the current trend via paintbars. Downclose bars are filled, upclose bars are hollow. For the upclose bars an opacity can be selected for better visibility.

Arrows: The indicator has an option to display trend changes via an arrow.

Sound alerts: The indicator will alert to trend reversals and potential trend reversals. A potential trend reversal occurs when price touches the stop line intra-bar prior to the confirmation by a close on the other side of the stop line. The sound files are included with the indicator install file. Please unzip and copy them into the program files (x86)\ NinjaTrader 7\ sounds directory or whatever directory is used by NinjaTrader to store the sound files.

Comparison between SuperTrend M1 and SuperTrend M11:

The SuperTrend M11 calculates both the average true range and the median 1 bar ago. This results in a considerable saving in CPU load, if you use the indicators in CalculateOnBarClose = false mode. The SuperTrend M11 does the median calculation only once per bar, while the SuperTrend M1 recalculates it with every incoming tick. If you use the indicator with CalculateOnBarClose = true setting, you can also continue to use the SuperTrend M1. There will be no significant difference in performance.

Changed formula: The Supertrend M11 will give slightly different results, when compared with the Supertrend M1. If you want to reproduce the settings of your Supertrend M1, you should use the same value for the ATR period and the ATR multiplier, but reduce the value for the median period by 1. The result will still not be identical. Also for both indicators a minimum size for the ATR values has been imposed, the ATR may not be smaller than the ticksize. This is only important for lower timeframes during low volatility and prevents the SuperTrend from changing the trend too often.

SuperTrend M1: The indicator package contains an updated version of the SuperTrend M1. However, I recommend to switch to SuperTrend M11.

Update August 10, 2011 : Visual design improved. The new indicator version can also be called by other indicators and strategies.
Update May 23, 2012: Entirely recoded version, which uses Median and ATR 1 bar ago to avoid recalculation with every tick. Sound alerts added that trigger intra-bar and which can be used on replay. Smaller improvements added.
Update May 24, 2012: Bug removed, upclose candles were not plotting properly.
Update June 30, 2012: New SuperTrend U11 "Universal" released, this is a new indicator - see link for more information
Update October 2, 2012: Indicator simplified. Trend state can no longer change intra-bar.
Update October 3, 2012: Indicator now allows for displacement. BoolSeries modified for accessing the trend. Trend change intra-bar is possible with option reverse intra-bar and COBC = false.
Update March 5, 2013: Arrows now plotting one bar earlier for the option Reverse intra-bar = true.

Category NinjaTrader 7 Indicators

Details: SuperTrend M11
Category: NinjaTrader 7 Indicators

March 6th, 2013
Size: 229.56 KB
Downloaded: 11642 times

Keywords: atr averagetruerange median movingmedian supertrend

SuperTrend U11

Exported using NT Version 7.0.1000.11

This is a new implementation of the TradeStation SuperTrend indicator for NinjaTrader 7. The SuperTrend indicator is an application of the concept of MAE (maximum adverse excursion), which was introduced by John Sweeney in the mid-nineties. The SuperTrend can be viewed as a trailing stop and changes direction, when the trailing stop is taken out.

The SuperTrend U11 calculates both the baseline and the offset 1 bar ago, as did the SuperTrend M11. This is to reduce CPU load and avoid feedback loops.

Accessing the trend: The indicator comes with a BoolSeries that holds the trend. This BoolSeries can be accessed by other indicators or automated strategies.

Reverse Intra-bar = false: This is the default setting of the indicator. A logical signal will be generated when the close of the signal bar has taken out the stop line. The position may be reversed at the open of the next bar. The paint bars will only change colors for the bar after the signal bar. The arrow will be also plotted for the entry bar.

Reverse Intra-bar = true: This is an unusual setting for the SuperTrend. The signal will be generated with the first tick that has plotted on the other side of the stop line. In this case the position may be reversed intra-bar for the signal bar. Paintbars and arrows will already plot for the signal bar.

Paintbars: The indicator has an option to display the current trend via paintbars. Downclose bars are filled, upclose bars are hollow. For the upclose bars an opacity can be selected for better visibility.

Arrows: The indicator has an option to display trend changes via an arrow.

Sound alerts: The indicator will alert to trend reversals and potential trend reversals. A potential trend reversal occurs when price touches the stop line intra-bar prior to the confirmation by a close on the other side of the stop line. The sound files are included with the indicator install file. Please unzip and copy them into the program files (x86)\ NinjaTrader 7\ sounds directory or whatever directory is used by NinjaTrader to store the sound files.

Comparing Supertrend U11 to Supertrend M11:

The SuperTrend U11 is a generalization of the SuperTrend M11.

-> The SuperTrend M11 uses the moving median of the arithmetic mean (High + Low)/2 one bar ago and adds/subtracts a multiple of the average true range one bar ago.

-> The SuperTrend U11 allows you to use the median as above , but instead you can also calculate the baseline from a selection of other indicators. These are the options available for the baseline

- a moving median
- a moving mode
- an ADXVMA
- a 2-pole Butterworth filter
- a 3-pole Butterworth filter
- a DEMA (double exponential MA)
- a DSMA (double simple MA)
- a DTMA (double triangular MA)
- a DWMA (double weighted MA)
- an Ehlers filter
- an EMA
- a 2-pole Gauss filter
- a 3-pole Gauss filter
- a 4-pole Gauss filter
- a HMA (Hull MA)
- a Holt EMA
- a Linear Regression indicator
- a LLMA (phase set to 0)
- a SMA
- a 2-pole Supersmoother
- a 3-pole Supersmoother
- a TEMA (triple exponential MA)
- a TMA (triangular MA)
- a TSMA (triple simple MA)
- a TWMA (triple weighted MA)
- a VWMA(volume weighted MA)
- a WMA (weighted MA)
- a ZeroLagHATEMA
- a ZeroLagTEMA
- a ZLEMA

While the SuperTrend M11 uses the average true range as an offset, the offset for the SuperTrend U11, can be selected as

- a moving average (or median, mode) of the simple range
- a moving average (or median, mode) of the true range
- the standard deviation

The added options will not slow down the indicator, as the selection becomes effective, when the indicator is added.

You can reproduce the SuperTrend M11 with the SuperTrend U11, if you apply it to the arithmetic mean (Median in NinjaSpeak) and select "Median" for the baseline, "EMA" for offset smoothing and "True Range" for offset type. However you need to take into account that the ATR uses Wilder's exponential smoothing (smoothing constant k = 1/n) which is different from the EMA (smoothing constant k = 2/(n+1)). For example an offset period of 8 for the SuperTrend M11 will produce a smoothing factor of 1/8 and translate to an offset period of 15 for the SuperTrend U11.

Update July 3, 2012: ADXVMA option for baseline added.
Update July 5, 2012: Bug removed - Butterworth, Gauss and Supersmoother Fillter did not use the specified baseline period.
Update August 17, 2012: Old version of ADXVMA replaced with new version.
Update August 31, 2012: Ehlers filter updated.
Update October 2, 2012: Indicator simplified. Trend state can no longer change intra-bar. Gaussian and Ehlers filters updated. Mode removed from options.
Update October 3, 2012: Indicator now allows for displacement. BoolSeries modified for accessing the trend. Trend change intra-bar is possible with option reverse intra-bar and COBC = false.
Update March 5, 2013: Arrows now plotting one bar earlier for the option Reverse intra-bar = true.

For the last three updates you also need to update Bollinger Universal & Keltner Universal, if you have them installed. Please remove old versions of those indicators first.

Category NinjaTrader 7 Indicators

Details: SuperTrend U11
Category: NinjaTrader 7 Indicators

March 6th, 2013
Size: 285.67 KB
Downloaded: 7802 times

Keywords: atr averagetruerange median movingmedian supertrend trailingstop

Swing High/Low V1

Swing (Pivot) High/Low - based on X number higher(lower) bars on either side of a price high(low), with a look back period of y bars.

Category ThinkOrSwim

Details: Swing High/Low V1
Category: ThinkOrSwim

January 30th, 2014
Size: 2.39 KB
Downloaded: 795 times

Keywords: pivot swing thinkorswim

SwingGap

This is a simple modification of NT's Swing indicator. This ind. does Not fill in the bars between the bar of the High/Low point and the bar on which it was detected (as specified by the Strength input). The purpose is so you can quickly see which bar the Hi/Lo point was detected on(signal was given).

Category NinjaTrader 6.5 Indicators

Details: SwingGap
Category: NinjaTrader 6.5 Indicators

May 4th, 2010
Size: 3.31 KB
Downloaded: 475 times

Keywords: high low swing zacharydw00

SymbolRange

Symbol Range, Version 1 -
This indicator allows a pretty quickly analysis of any chart data to determine the $Dollar and Tick range each day during any intraday time period for whatever symbol you have charted.

It prints data to the Output Window in Ninja so be sure you have that open. You can save that data as a .csv file and then open in Excel if you want to analyze further. I purposely put commas between the labels and the data just so I could import to Excel. If you use a super fast chart (like a 1-tick) it will make your CPU crawl so be careful not to have too many days of data on your chart. For a 1-tick chart, less than 15 days isn't bad. For minute data, years is very quick.

"TickRangeEachBarSummed" for a 1-tick chart represents the total "travel" of every wiggle in price. This is of course dependent on your data provider and may vary depending on if they filter the data you are charting. "TickRangeEachBarSummed" for any other chart type is the addition of every bar's High minus its Low.

Category NinjaTrader 7 Indicators

Details: SymbolRange
Category: NinjaTrader 7 Indicators

November 22nd, 2013
Size: 2.39 KB
Downloaded: 278 times

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