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'NoGaps' ChartStyle - eliminate intraday candle gaps

This chart style is identical to the standard NinjaTrader candlestick style except that it uses the previous candle's closing value for the current candle's open value (except when the current bar is the first bar of a session). This eliminates single tick gaps between intraday bars when the last price changes on the first tick of a new bar. As a result, charts appear smoother and are easier to read and interpret, without any price data truly being modified. See attached example of ES.

Exported using NT Version 8.0.6.1 64-bit (Standard)

edit: The file has been updated to display doji bodies in the same color as the wick (NT default behavior is to display dojis with the candle outline color, but this becomes a problem when you try to display candles with no outline.)

Category NinjaTrader 8 Indicators and More

Details: 'NoGaps' ChartStyle - eliminate intraday candle gaps
Category: NinjaTrader 8 Indicators and More

May 10th, 2017
Size: 1.50 KB
Downloaded: 291 times

Keywords: candlesticks chartstyle ohlc ninjascript

A COMPARISON OF DIVIDEND, CASH FLOW, AND EARNINGS APPROACHES TO EQUITY VALUATION

Standard formulas for valuing equities require prediction of
payoffs "to infinity" for going concerns but a practical analysis
requires that they be predicted over finite horizons. This truncation
inevitably involves (often troublesome) "terminal value" calculations.
This paper contrasts dividend discount techniques, discounted cash flow
analysis, and techniques based on accrual earnings when applied to a
finite-horizon valuation. Valuations based on average ex post payoffs
over various horizons, with and without terminal value calculations, are
compared with (ex ante) market prices to give an indication of the error
introduced by each technique in truncating the horizon. Comparisons of
these errors show that accrual earnings techniques dominate free cash
flow and dividend discounting approaches. Further, the relevant
accounting features of each technique are identified and the source of
the accounting that makes it less than ideal for finite horizon analysis
(and for which it requires a correction) are discovered. Conditions
where a given technique requires particularly long forecasting horizons
are identified and the performance of the alternative techniques under
those conditions is examined.

Category Educational

Details: A COMPARISON OF DIVIDEND, CASH FLOW, AND EARNINGS APPROACHES TO EQUITY VALUATION
Category: Educational

January 22nd, 2017
Size: 266.19 KB
Downloaded: 81 times

ABC_Midpoint Study

Changelog:
V 1.00 - 2013-07-04

The Midpoints study tracks the extremes of the day or a custom session between a start and end time. Bases on the high and low extremes, three Midpoints are calculated:

1. daily midpoint = (Session High + Session Low)/2
2. the midpoint between the session extreme high and the daily midpoint
3. the midpoint between the session extreme low and the daily midpoint

The study comes with three color inputs and the plots change their color depending on the value of the bar close compared to the plot value.
Description of Inputs:

UseTime:
False = StartTime and EndTime will have no effect and the High and Low will be tracked for the complete day. If true, High and Low will be tracked according to the StartTime/EndTime settings only.

UpColor:
is used to color the specific plot, if Close > Plot Value
DnColor:
Close < Plot Value
MatchColor:
Close = Plot Value

Round2Tick:
Study will round the MidPoints to the nearest tick if this input is true. If false the study will not round the MidPoints.

The study was not designed to use a session spanning over two calendar days, like an overnight Globex session. In case you use the UseTime input and a StartTime later than the EndTime, you might run into problems. The study would need to be adapted to properly work on overnight sessions.

Category MultiCharts

Details: ABC_Midpoint Study
Category: MultiCharts

July 17th, 2013
Size: 8.48 KB
Downloaded: 290 times

ABC_unstacked TPO Chart

Changelog:
Version 1.01 - 2013-07-29
Version 1.00 - 2013-07-22

This indicator plots an unstacked TPO chart. TPO stands for Time-Price-Opportunity. The charts are constructed the following way. Each day is divided into equal time brackets. By default these brackets are 30 minutes long. You can change this via an input to shorten or lengthen the brackets. A character is now assigned for each time bracket.
By default the indicator will start with A and with the next 30 minute bracket switch to letter B. In case the session starts at 720, the next bracket will begin at 730. You can customize the letters used for the brackets via an input, too.

The code uses some new PowerLanguage reserved words, so you can take advantage of the new millisecond precision in Multicharts.
The indicator comes with a modified CurrentSession function. The characters for the TPO chart will start over at a session change.

Inputs:

BracketLengthInMinutes � The length in minutes for each bracket, starting at midnight. The default value is 30 for 30 minutes.
TextColor � The color input for the TPO chart
OpenColor � The open for each session will be market with a �>�, you can change its color with this input
CloseColor � The close is market in the same way with a �<�. You can change the color with this input.
TextSize � The input for the text size used for the TPO chart
TextFont � Multicharts offers the ability to use all text fonts installed in your Windows OS.
HorizTxtPl � This input lets you specify the horizontal text placement for the TPOs relative to the underlying bar:
0 � to the right of the specified bar,
1 � to the left of the specified bar
2 � centered on the specified bar
VertTxtPl � The corresponding input for the vertical text placement:
0 � below the specified price value
1 � above the specified price value
2 � centered on the specified price value
StringToUse � With this input you have full control over the characters used for the TPO chart. The first character in this input will be used for the first bracket in the session. With the default input (�ABCDEFGHIJKLMNOPQRSTUVWXYZ�) this means for a market opening at 830, the first bracket will be labeled with an A.
LockText � Multicharts offers the ability to lock text and trendlines drawn by studies, so you can�t move them by mistake. If LockText = false the locking will be disabled.
DrawBracketOnOneBar � This input gives you the ability to plot the bracket on one bar only. This is helpful if you use a smaller timeframe than the bracket setting or work with Treasuries for example. Assume you are using a 10 minute chart and the BracketLengthInMinutes is 30 minutes. The text for the current bracket will always shift to latest 10 minute bar, but will span over the full bracket. If you set the input to false the study will plot on every bar, but only from high to low for each bar.
TextIDs � This input is only used if BracketLengthInMinutes is true. It specifies how many text ids the study will store for each bracket. If the market spans more than the default 100 ticks (as one text id is used per tick) over your bracket period, the study will raise an error. You need to adapt the text id setting then i.e. raise the number.

If you encounter a bug, please write me a short PM. I don't get a notification when you post it in here.

Category MultiCharts

Details: ABC_unstacked TPO Chart
Category: MultiCharts

July 25th, 2013
Size: 25.25 KB
Downloaded: 240 times

Adaptive CCI using Ehlers calculated period

Put so much work into this that it seemed like a waste to leave it languishing in the Ninjatrader Indicators created free? thread. There are no dependencies on external indicators so all you need to do is put the cs file in your Indicator folder and compile (after removing any previous versions of this indicator that have the same CLASS NAME).

The Adaptive_CCI_db was developed by Mike Winfrey and Gumphrie in a galaxy far far away what seems like a long long time ago for NT 6.0. It needed to be completely recoded for NT7.

This indicator produces one plot, and one optional set of plots:

A single plot of the CCI index, with the option to dynamically adjust the CCI period based on the market cycle length per a rather old John Ehlers algorithm that does have some shortcomings. To choose this option set the period to 1. Selecting a period other than 1 will cause a standard CCI to be plotted, with the period selected.
Plots of alternate CCIs in addition to the primary CCI. The Alternate CCI's are standard CCI's with fixed periods. The number of alternate CCI's, the period value for the one with the lowest period, and the spacing of the periods are user selectable. Example: 10 alternate CCI's, fastest period = 20, spacing of periods = 2. This will plot CCI's with periods of 10 12 14 16 18 20 22 24 26 28.

Code is optimized to avoid unneeded calculations. All of the alternate CCI's are calculated by one algorithm. The alternate CCI's are completely optional. There don't need to be any, but there can be any number, within reason, please.

Category The Elite Circle

Details: Adaptive CCI using Ehlers calculated period
Category: The Elite Circle

April 28th, 2014
Size: 28.70 KB
Downloaded: 1366 times

Adaptive Laguerre Filter (amaAdaptiveLaguerreFilter)

Version 1.1 August 1, 2017

This is a four element Adaptive Laguerre Filter as described by John Ehlers in his paper "Time Warp - Without Space Travel".

The Laguerre Filter is a smoothing filter based on Laguerre polynomials. Its first term is an EMA, which is then further smoothened with a damping factor. The damping factor may take any value between 0 and 1. When the damping factor is set to 0, the Laguerre Filter becomes a finite impulse response (FIR) filter. When the damping factor is set to a value close to 1, the filter becomes dramatically smoother, but will have a significant lag.

The Adaptive Laguerre Filter is based on the simple Laguerre Filter, but uses a variable damping factor. The damping factor is adjusted such that low frequency components are delayed more than high frequency components. The resulting filter is an adaptive moving average and can be compared to the Kaufman Adaptive Moving Average (KAMA) or the Variable Index Dynamic Average (VIDYA).

Category NinjaTrader 8 Indicators and More

Details: Adaptive Laguerre Filter (amaAdaptiveLaguerreFilter)
Category: NinjaTrader 8 Indicators and More

October 20th, 2017
Size: 9.89 KB
Downloaded: 601 times

Keywords: adaptive damping filter iir laguerre polynomials

Adaptive Laguerre QuickStart MultiColor for NT7

Thanks, itguy, for posting the Adaptive Laguerre MA. It is the best MA of this type that I have seen. I use it as a trailing, stepped MA to suggest entry and exit areas.

NOTE: The major parameter that controls this indicator is the L_Period, NOT the AdaptLength. Try slowing down the L_Period from 4 to around 10 and note what happens.

I made two minor tweaks. So most of the credit for this goes to itguy, who did the hard stuff.

The original version would start with a very low initial value and take many bars to converge upon the price series. This version will converge almost immediately after starting up.

The original version used the familiar method of switching between different colored plots to simulate a multi-color plot. This version uses the PlotColors method to change the color of a single plot, which is now a true multi color plot. That's why this indicator will work for Ninjatrader 7 ONLY.

Updated on Oct 28, 2011. Plot colors and line properties have all been moved to the PlotAttributes area near the bottom of the indicator properties. Have not yet checked regarding report of performance issues on COBC false.

Ninjatrader 7 ONLY. Ninjatrader 6.5 does not support multicolor plotting. Another reason to take the leap.

Category The Elite Circle

Details: Adaptive Laguerre QuickStart MultiColor for NT7
Category: The Elite Circle

February 27th, 2010
Size: 5.07 KB
Downloaded: 845 times

AddPlotNames2a

This indicator will automatically label all plots in the price panel. The plot names are what are assigned by the creator of the indicator, there are no provisions to change the plots names.

You have the options of:
Font type and size.
Area width for labels
background area color
Number of ticks away from the current price (live) or historically the close of the historical bar
No labels.

NOTE: If you scroll the bars and are only looking at historical bars, the label background will change to dim gray to indicate you are not looking at live bars. If you have enabled Ticks away option then the letter "H" will precede the ticks value indicating that the ticks value is from the last closed bar shown. When you return to live bars, the label background will return to your selection and if viewing ticks, the "H will be removed.

Please see instructional video in this thread: https://nexusfi.com/ninjatrader/58946-addplotnames2a-support-thread.html

Category NinjaTrader 8 Indicators and More

Details: AddPlotNames2a
Category: NinjaTrader 8 Indicators and More

September 25th, 2022
Size: 3.39 KB
Downloaded: 534 times

ADR with Projection Lines V2

Note: If you find bugs, have feature requests, or anything else, post in THIS thread.

IMPORTANT: Read before install. This is an Average DAILY range indicator, so you MUST have at least the number of days you are setting your ADR to compute an ADR. This includes weekends that don't have data. So if it does not work, MAKE sure you have enough days loaded. E.g., if you are trying to display a 14-day average, but only have 10 actual days of data(excluding weekends), the indicator will return a null value(∞).
------------------------------------------------------------

This indicator will display an ADR on your screen. It will also display projections of that ADR as the day progresses.

As the range is extended, the lines will adjust until the ADR is achieved... The lines will then LOCK in place, change color and remain FIXED for the rest of the session. The image attempts to show this.

The lines produced are projections, NOT predictions. The lines are simply the result of subtracting the ADR from the CURRENT daily High to plot the LOW projection, and the opposite to plot the HIGH projection. This is why the lines will adjust and shrink as the range expands.

Setting "AutoScaleLines" to true, will autoscale so that the lines are always in view on your chart. I.e., this will shrink the bars.

The on-Screen text should be self-explanatory, but the label of "complete" simply describes the current day's range as a percentage of the ADR. E.g., a value of 50% tells you the CURRENT day's range is 1/2 the ADR.

You can either on-screen display, lines or both.

The indicator will update in real-time, on each tic.

Note, installing this indicator will create a folder in your indicators called "BTMM", that's where the indicator will be.

->UPDATE(26Nov2020): V2 of Indicator. Added new Parameter called Last-Bar SmartFit. This parameter will push the ADR(the lines) to the LOD(Low of Day) or HOD(High of Day), on the LAST bar in the session. This will occur when the ADR is NOT achieved on that day.

It works by putting the range on whichever came FIRST(LOD or HOD). THis is mostly visual, as I like to see visually, by how much the ADR was missed. Mostly just an easier way to see historical data. This adjustment will ONLY occur on the LAST bar of the session.

THIS image below attempts to explain what the new parameter is doing.

Category NinjaTrader 8 Indicators and More

Details: ADR with Projection Lines V2
Category: NinjaTrader 8 Indicators and More

November 21st, 2020
Size: 5.08 KB
Downloaded: 879 times

Keywords: adr average daily range session

ADX based Trend/Reversal Regions

HI All,

I have created a simple indicator that "paints" regions on the chart based on ADX and EMA.

Very Simple algorithm:

Chart paints regions only when ADX is above a customizable level. Default is 15.

Region Color Green: ADX Rising; EMA Rising (Potentially Bullish Trending)
Region Color Blue: ADX Falling; EMA Rising (Potentially Reversal)
Region Color Red: ADX Rising; EMA Falling (Potentially Bearish Trending)
Region Color Yellow: ADX Falling; EMA Falling(Potentially Reversal)

You can use this indicator as a means of confluence with other strategies you may have.

I am new to this forum and my first attempt at publishing my program. Hence I am not aware of all caveats that I need to include here. But this is merely an indicator that portrays ADX Value and EMA Value movements. This is not by any means a suggestion to trade !!

Please provide your feedback and suggestions. Would appreciate that.

Thanks

Category The Elite Circle

Details: ADX based Trend/Reversal Regions
Category: The Elite Circle

April 26th, 2019
Size: 6.48 KB
Downloaded: 1090 times

Keywords: adx reversal trend

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