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Mutli Reverse EMA (REMA)

Exported with NinjaTrader 7.0.1000.34

Release Date 9/4/2017

This indicator is based on the article in the Stocks and Commodities Magazine, August, 2017 edition titled �The Reverse EMA (REMA) Indicator� written by John F. Ehlers. The base code for this indicator was written and freely contributed NinjaTrader (NT) personnel. Although the original NT version can be downloaded from an NT site is it packaged as part of the installation. The modified indicator provided is named fpgMultiREMA. No modifications were made to the NT version.

Ehlers describes this indicator as a �causal forward and backward indicator� further stating that it �provides a clean and crisp output that can adapted to cycle, momentum, and trend activity�. The indicator described by Ehlers and provided by NT (named REMA) is a single plot with a single controlling parameter. This version provides 2 plots and 2 controlling parameters, one set for cycle and the other set for trend. Plot and zero line characteristics can easily be controlled. The trend and cycle alpha control values are set as described in the article and can be varied according to one�s trading strategy and chart settings.

In the article Ehlers does not described how the REMA can be used however, given that it is a potential substitute for the EMA one possibility is to use multiple REMAs, one set to trend and the other to cycle alpha values, as provided by this indicator. The user will need to experiment to see what crossings (cycle, trend, or zero line) might be usable as trading signals as no signals are produced in this version. A future extended version will have enhancements that will collect and expose values that potentially can be used to produce signals.

The provided screen shot shows the indicator in the lower panel with the price panel containing a 13 period EMA (green) and a 20 period SMA (White) for comparison purposes.

Change Log
Date ----- Description
9/4/2017 Initial release

Category NinjaTrader 7 Indicators

Details: Mutli Reverse EMA (REMA)
Category: NinjaTrader 7 Indicators

September 4th, 2017
Size: 5.39 KB
Downloaded: 430 times

New: K_Trender_TopChart_v2a for ToS

Updated with V2a, corrected only the channel type names (for technical correctness).. Donchian Channel is the Highest/Lowest for a period, which produces a boxy-looking channel.. that's my favourite (google Donchain system). i don't know a technical term for the channel when you take an EMA of highest/lowest which produces a curvy-type channel, so i refer to it as DonchianEMA. the rest is the same .. no calculation changes...

Here's a "Swiss Army Knife" study for fellow ToS'ers .. big thank you to my good forum friend, HGuru, for helping me complete this ...

this is a many-in-1 study, that provides a choice of price channel of many that are commonly used (Keltner, Highest/Lowest, Elder, Keltner, Bollinger..etc), and provide 2 types of signals, based on momentum of 2 EMA lengths of price (Length & Fast_Length):

1 - the primary Momentum signal is based on the main length you set in the study, and is reflected in the color of the price channel itself (green = Up = go Long, red = Down = go short, yellow = retrace or "in-transition")
(pls remember this is momentum and not trend .. though the study has the word "Trender" in the name)

2 - the secondary signal is based on momentum of the fast length EMA. and is only Up or Down. (i would usually take Up position in a green channel or down position in Red channels, so maintain direction with the primary momentum)

there are many other settings we built-into the study to play with and customize for improved visualization. better visual = better decision.. you see in the screenclip how many "personalities" we can get with different options. from settings you can do anything from hiding all elements and leaving only the secondary signals, to fully using it as your trading system, if your system is built around ATR or BB, with the added benefit of the momentum signal. you can combine with other studies you have (i'd suggest a trend following study) for a compact system that won't require lower plots (beside volume if you need it).
the calculation/CPU load this study requires isn't that much, even though it looks packed.

Settings to change length, Fast, Channel Type, the factor for the channel (for BB this would be the StDev, for Keltner the ATR factor, for Shifted EMA's the percentage...etc) - Hide the channel shading, hide/show the lines (the EMA's, the mid-channel, channel bands..etc)

there's an aggressiveness factor built in that we can set - basically this is like saying, "if the Fast Trend is decreasing and becomes less than 10%, this is as good as a negative momentum, and i want to trigger a signal to go short". Leave at 0 until you test this in your own setup and get comfortable with it.

the code is commented, and i'd ask to please keep this study only within BMT as it took a lot of work.

feedback appreciated, happy trading.
RedK

Category The Elite Circle

Details: New: K_Trender_TopChart_v2a for ToS
Category: The Elite Circle

September 23rd, 2012
Size: 9.46 KB
Downloaded: 551 times

Keywords: momentum topchart trend redk tos trender

NT7 GbDivergence3 Spotter

This indicator was posted by PFSMedical
He requested it be converted to NT7

It appears to be a very interesting divergence spotter in that it plots the number 1 position and then all subsequent divergence points.
The updates seem to be working correctly at first glance. If something else is not behaving properly please let me know

PFSMedical post is as follows:

this is an indicator that measures divergence ..... it was developed for ninja 6.5 by a person no longer trading...
it measures peaks in the stochastics, and numbers them .... on both the indicator, and price...
since i'm a trader, and NOT a programmer/coder .... i have given up on trying to convert this myself to the new ninja 7 format ...
would like to have this converted to ninja 7 by someone who actually enjoys doing that kinda thing ....

thanks ....
sounds are available upon request from PFSMedical or you can create them yourself at this location:
https://www2.research.att.com/~ttsweb/tts/demo.php

enjoy

Tony A

Category NinjaTrader 7 Indicators

Details: NT7 GbDivergence3 Spotter
Category: NinjaTrader 7 Indicators

February 25th, 2011
Size: 10.23 KB
Downloaded: 1563 times

Keywords: 7 divergence ninjatrader stochastic

Oscillator, Elders Force Index

A simple and classic momentum oscillator from Dr. Alexander Elder. This optimized version has the same features as the one that was posted on the Ninjatrader forum, with the added option of using the WMA.

However, the version on the Ninjatrader forum, aside from the usual inefficient method of making calls to external classes (that people everywhere, including here are so fond of) also had a crude and primitive method for selecting the types of MA's to be used, which I replaced with Enums. This was one of the worst programmed indicators that I have found so far.

Category The Elite Circle

Details: Oscillator, Elders Force Index
Category: The Elite Circle

October 11th, 2012
Size: 9.33 KB
Downloaded: 291 times

OsMA Moving Average of Oscillator V1 NT8.0.0.10 Beta

"The Moving Average of Oscillator (OsMA), is an indicator that is calculated by taking the difference between a shorter-term moving average and a longer-term moving average. The two most common are the 12 period moving average and the 26 period moving averages. Because of this fact, it is best described as a modification of the classic MACD Indicator. A cross through the zero or center line can be a very simple way to decide if momentum is gaining to the bullish side, or if it is falling to the bearish side. Many traders will use the side of the line that the histogram is on to help them decide which direction they want to be in a particular market.

This indicator can be used to spot divergences as well. A divergence is simply when price isn�t in tune with actual underlying momentum. During divergence, you may have a new high on the price chart, but the OsMa is failing to make new highs." -fxstrategy.com

Converted from the old OsMA in NT6.5/7 which itself is derived from the MACD indicator. For me it is the Diff line from the MACD, but with more energy and better divergences.

Category NinjaTrader 8 Indicators and More

Details: OsMA Moving Average of Oscillator V1 NT8.0.0.10 Beta
Category: NinjaTrader 8 Indicators and More

April 30th, 2016
Size: 3.33 KB
Downloaded: 413 times

Pivot Sink (EA)

This is a momentum strategy based on pivot levels. The strategy is quite simple in that it will enter a long position at the R1 daily pivot and a short position at the S1 daily pivot. The stop and limit amounts can be set in the EA properties. The strategy is based off of the floor trader pivots indicator already included in the Strategy Trader platform.

Category FXCM Strategy Trader (hidden)

Details: Pivot Sink (EA)
Category: FXCM Strategy Trader (hidden)

March 22nd, 2011
Size: 2.40 KB
Downloaded: 91 times

Keywords: pivots

Price Momentum Oscillator

This is a price momentum oscillator for ThinkorSwim. It is computed by taking the rate of change over N bars, then smooths that with an averaging function. In this case, it uses the Hull Moving average with a given period M.

It can be used as an indicator of relative strength, internal strength or price movement.

The indicator is a txt file, so you can either copy/paste the content into a new study in ToS or rename the file to a .ts extension and import it.

Category The Elite Circle

Details: Price Momentum Oscillator
Category: The Elite Circle

April 6th, 2010
Size: 271 bytes
Downloaded: 209 times

Keywords: momentum oscillator price thinkorswim

QQE (Quantitative Qualitative Estimation)

Exported using NT Version 7.0.1000.12

This is the QQE (Quantitative Qualitative Estimation) indicator. The origin of this indicator is unclear, it is a mystery indicator derived from Welles Wilder's RSI.

The main plot of the QQE is a smoothed RSI. The indicator then measures the amount of the absolute change between two consecutive values of the smoothed RSI. The absolute changes are then double-smoothed exponentially. The double smoothed value is then multiplied by two user defined multipliers. The result is then used to calculate a fast and a slow trigger line.

Entry and exit signals: Watch out for crosses of the smoothed RSI and one of the trigger lines.

Trend Filter: When the smoothed RSI is above or below the midline (50), this is an indication for an uptrend or downtrend.

Divergences: The main plot of the indicator is a smoothed RSI and can be used to detect divergences between momentum and price.

The attached version of the QQE is entirely recoded, as the QQE which is currently available for NinjaTrader had a few shortcomings. In particular, this indicator uses fewer DataSeries objects, creates instances of the RSI and EMA in OnStartUp(), has a second trigger line added, allows to select the multipliers for the trigger lines and also allows to set the momentum smoothing period independently from the RSI period. Usually for the momentum smoothing period the value 2*RSI_period - 1 is used.

Category NinjaTrader 7 Indicators

Details: QQE (Quantitative Qualitative Estimation)
Category: NinjaTrader 7 Indicators

March 13th, 2013
Size: 9.32 KB
Downloaded: 1429 times

Keywords: divergence qualitative rsi qqe quantitative

RMI - Indikator

Description:
This Indikator is a little improvment, based on the well known RSI. Surprisingly it is not part of NT. The Idea is, to compare Momenti instead of Prices over a given Period. The Distance between the two Prices within a Momentum ist specified by the "Shift" Parameter.

How to Use:
Period works like in the RSI. With "Shift = 1" the RMI shows the same behavior like the RSI. While increase the shift, the RMI becomes smoother compared to the RSI.
---> Erich Florik "New Trader Dimensions" suggest Values like 3/8 or 5/13 for very clear and better Trendsignals compared to the RSI

Interpretation:
above the upper Line (70-80) we have an up-Trend, below the lower Line (30-20) we have a down-Trend. But UNLIKE the RSI we have no oversold/overbought Situation in these regions!

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

Exported with NT 7.0.0.15

UPDATE 5/20/2010:
Now also should work with NT 6.5

Category NinjaTrader 7 Indicators

Details: RMI - Indikator
Category: NinjaTrader 7 Indicators

May 12th, 2010
Size: 2.27 KB
Downloaded: 689 times

Keywords: nt7 nt6.5

RSI+Vol Bands

RSI with Volatility Bands formula by Manning Stoller

---
Note that one have to adjust the indicator for each market, since each market has a different momentum "mean". The indicator in the picture is adjusted for the CL where it has a pretty good fit. Only on very high momentum should the RSI have a clean breakout of the volatility bands. Otherwise it should as best as possible be fitted so that RSI is accurately "kissing" the bands on high momentum.

Since markets have a tendency to fall quicker than rising, the factor for the lower volatility band should be greater than the upper.
---

MultiCharts

Category The Elite Circle

Details: RSI+Vol Bands
Category: The Elite Circle

July 3rd, 2011
Size: 3.27 KB
Downloaded: 339 times

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