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Bollinger_v1 for NT 7

This Bollinger Band indicator is the same as the one that comes with NT. However, it has several capabilities added.

Choose from the following Moving Averages
1. EMA
2. SMA
3. LinReg
4. TMEA
5. LLMA
6. ZeroLagEMA
7. ZeroLagTEMA
8. Regression Channel

Can use an adaptive period by setting the period parameter to "1".
Choose your own colors.

Color the lines based on
1. moving average rising and falling
2. moving average is above or below price,
3. combination of both of number 1 and 2
4. outer bands compressing/decompressing

Category The Elite Circle

Details: Bollinger_v1 for NT 7
Category: The Elite Circle

February 3rd, 2011
Size: 26.96 KB
Downloaded: 697 times

Bootstrapped Monte Carlo Expectancy for Robust Optimization in NT7

Description:
This algorithm is a custom performance index for the Default or Genetic optimization methods in NinjaTrader 7. Optimization with this index maximizes the 20th percentile of noise-injected bootstrapped expectancy. This metric is designed for robustness against worst case conditions. Note that due to the mathematics, the solution is not deterministic (run it multiple times, and you will get slightly different solutions each time).

Installation:
Add this file to your ...\NinjaTrader 7\bin\Custom\Type\ directory, open any indicator or strategy, and compile.

Details (this math is in here):
1. For a given series of trades of length N, the top 10% are removed, creating a modified series of trades of length N*0.9.
2. This modified series of trades is sampled *with replacement* for 10*N*0.9 samples. This series becomes the bootstrapped trade series.
3. Gaussian noise is a given mean and standard deviation is added to each bootstrapped sample.
4. Expectancy for this bootstrapped + noise series is calculated.
5. Steps 2 through 4 are done 5000 times, with different sampling from the Gaussian noise. This creates a distribution of expectancy.
6. Finally, the performance index returns the 20th percentile of these 5000 runs (so, the 1000th worst expectancy) to the NT optimizer.

Discussion:
Removal of the 10% best performing trades is an attempt to be pessimistic by assuming that the best 10% trades observed in the past will never repeat. We do not want total system performance to hang a few high-yielding trades.

Injecting noise to the bootstrapped sample accomplishes two things. First, it adds uncertainty to each bootstrapped series, thereby simulating diversity in the bootstrapped series (hopefully the diversity we would measure in a much larger sample). Secondly, it makes each bootstrap series unique. This means that we way calculate a distribution from the ensemble of bootstrapped series.

Any percentile may be returned. We could return the mean. By returning a value to the left of the mean, the 20th percentile, we are maximizing 80% of the distribution.

Note: Because we are injecting randomly sampled noise to the bootstrapped series, the solution from this performance index is not deterministic!

Suggestions:
If you use this, you should be comfortable changing the parameters found at the top of the algorithm. Adjusting the value of the standard deviation of the noise may make or break the robustness and success of this algorithm.

Category The Elite Circle

Details: Bootstrapped Monte Carlo Expectancy for Robust Optimization in NT7
Category: The Elite Circle

February 3rd, 2013
Size: 9.40 KB
Downloaded: 243 times

Keywords: expectancy optimization bootstrap monte carlo

BR-Squeeze Indicators

I've got mixed feelings about these since these indicators are really eld files for Tradestation. But since I am providing screenshots that shows them working on MultiCharts I decided to place them in this section.

Big Mike, let me know if this is okay.

Thanks to Blu-Ray at Traders Lab who posed these and these are his comments concerning these indicators:
The attached indicators are:

"BR_CCi : Which is basically a smoothed CCi.
BR_RSI : Which again is a smoothed RSi.
BR_Momentum : Again a smoothed Momentum ( Can't believe people would actually charge for these )
BR_PaintBars : MA based trend bars.
BR_2FastMa's : Self explanatory.
BR_Squeeze : Partly based on the original squeeze ( as we all know it ), but the histogram is defined to show clearer divergences. Also includes CounterTrend and an alternative midline.
BR_HeatMeter : Can you take the heat ! ( well actually it's just a 50 period CCi

)"

If you want to see the real thing then go to paintbarfactory.com. If you would like to learn more about these indicators and would like to buy the real thing then go by paintbarfactory.com!

Category MultiCharts

Details: BR-Squeeze Indicators
Category: MultiCharts

July 7th, 2009
Size: 83.00 KB
Downloaded: 1250 times

Keywords: multicharts

BR-Squeeze Radar

Here is another toy to play with from the BR-Squeeze collection.

Category MultiCharts

Details: BR-Squeeze Radar
Category: MultiCharts

July 8th, 2009
Size: 6.94 KB
Downloaded: 762 times

Keywords: multicharts

BrickBars

This is a bar type for NinjaTrader, based on the superb BetterRenko by Aslan. (I only changed the size of the reversal brick, the name and set the PeriodType to Custom9)
It simply paints evenly sized bricks/bars if the price fills the specified range of ticks up or down from the last close.
Instead of only creating ladders (like a regular Renko does) one also gets sideways movement if the market is flat or oscillating. I creates a bit more noise but also helps to identify possible turning points when the market hesitates.
Because these bars are drawn from real ticks, there are some times shorter bars or even small gaps. In my experience it does not influence the correct alignment of the bars.
The BricksBars should be as reliable in backtesting as are the original BetterRenko.

Check, whether you have any other PeriodType registered as Custom9 before importing the script. (If so, you can easily change the number in Notepad.)
If you have any suggestions how to improve the code, feel free to contact me.

For a comparison of similar bar types look here.

Category The Elite Circle

Details: BrickBars
Category: The Elite Circle

June 15th, 2013
Size: 2.30 KB
Downloaded: 847 times

Brooks Bars

01/25/2011 Revised Code....added "O" indication flag for OutSide Bars... modified defaults to give better results.

Exported from NinjaTrader 7.0.1000.2

This indicator can be used to help learn the Al Brooks "bar system".

H/L Bars:
Finds and labels "H" and "L" bars with a text letter above the candle.
(does not count them...you'll have to do your own counting for L1 L2...H1 H2 etc.)

Inside Bars:
Finds and flags "Inside Bars"....
(brackets the candle with Up triangle and Down triangle).

Outside Bars:
Finds and flags "outside Bars"....default prints both H and L on the bar....change the setting and the indicator will decide on H or L, depending on prior candle.

Color of text and triangle flags is completely configurable, as is the Font size/type, and 'offset spacing from the candle.

Category NinjaTrader 7 Indicators

Details: Brooks Bars
Category: NinjaTrader 7 Indicators

January 17th, 2011
Size: 3.31 KB
Downloaded: 1133 times

BrooksSetups1

.pdf with some info related to this thread.
https://forum.bigmiketrading.com/general-discussion/734-book-discussion-reading-price-charts-bar-bar.html

Hat Tip to >> Forrestang << @ traders laboratory ...

Category Educational

Details: BrooksSetups1
Category: Educational

October 21st, 2009
Size: 6.07 MB
Downloaded: 838 times

BrooksSetups2

Details: BrooksSetups2
Category: Educational

October 21st, 2009
Size: 7.02 MB
Downloaded: 824 times

BruCumulative

This plots the cumulative of price for any symbol, from several optional starting points. Default symbol $TICK gives the CTick plot, but you can use $TIKRL or any other symbol.

Chart
Day
Week
Month
Year

The price used is Typical (H+L+C) / 3.

Showing Up/Down colors is optional.

Rev 1.0: 10/24/2015

Category ThinkOrSwim

Details: BruCumulative
Category: ThinkOrSwim

October 24th, 2015
Size: 1.73 KB
Downloaded: 416 times

Keywords: dalebru thinkorswim tick tos ctick cum

Bru_Cumulative_V2

I added moving averages with a cloud to the cumulative tick indicator "BruCumulative"

I use this with the Nyse_Tick_Breadth indicator.

The bullish or bearish squares at the zero line indicate that the $TICK is above 200 or below -200.

Category ThinkOrSwim

Details: Bru_Cumulative_V2
Category: ThinkOrSwim

May 27th, 2017
Size: 2.82 KB
Downloaded: 579 times

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