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irDeltaMomentumV2 for NT-8.0.18.1 64-bit

Indicator updated to Version 2 2019-09-07
Managed to get this sorted out today (finally) for NT-8, with the help of a friend.

As the name implies this is a Delta Momentum indicator (similar to one of the Gomi tools we all used on NT-7).

One thing to note however is that this indicator uses the Order Flow Cumulative Delta that was built into the lifetime license version of NinjaTrader 8 so this will not work with some of the basic versions of the platform.

***Note***
I added some functionality that was missing in the original version (due to my lack of coding skills), this version gives the user the ability to choose the Delta Calculation Type, BidAsk or UpDownTick.

***Note-2***
I'm not sure why, but the file that will download has the original file name even though the indicator included is the corrected version-2.

Enjoy,
TGN

Category NinjaTrader 8 Indicators and More

Details: irDeltaMomentumV2 for NT-8.0.18.1 64-bit
Category: NinjaTrader 8 Indicators and More

June 25th, 2019
Size: 2.71 KB
Downloaded: 1875 times

Keywords: 2 delta momentum nt-8 version:

jhlCMO

Chande Momentum Oscillator. This should return the same values as the standard supplied version; its advantage being ~4-6K less memory consumption. It does not iterate (neither does the supplied) so is reasonable to use with CalculateOnBarClose == false. Version 1.0.

Category NinjaTrader 7 Indicators

Details: jhlCMO
Category: NinjaTrader 7 Indicators

July 6th, 2010
Size: 4.01 KB
Downloaded: 195 times

Keywords: fluxsmith momentum oscillator chande

jhlVMA

Variable Moving Average. An exponential moving average with the coefficient modified by the Chande Momentum Oscillator. Yields the same values as the distribution VMA with much less memory consumption.

Version 2:
Indicator is now named 'jhlVMA', not 'MyVMA'
No dependency on jhl.Utility
Supports rising vs falling plot colors

Category NinjaTrader 7 Indicators

Details: jhlVMA
Category: NinjaTrader 7 Indicators

October 15th, 2010
Size: 6.40 KB
Downloaded: 420 times

jWilliams2 - Williams %R Smoothed

This is the Williams %R indicator with JayMA smoothing. Williams %R is a momentum indicator designed to identify overbought and oversold areas. By adding JayMA smoothing, we have a quick yet smooth version of this popular indicator.

Originally added by BigMike, I've converted it to NT8.

Category NinjaTrader 8 Indicators and More

Details: jWilliams2 - Williams %R Smoothed
Category: NinjaTrader 8 Indicators and More

December 17th, 2016
Size: 9.45 KB
Downloaded: 490 times

Kaufman Efficiency Ratio

Exported using NT Version 7.0.1000.5

The Kaufman Eifficiency Ratio is also know as Fractal Efficiency. It can be used as a filter to differentiate between trending conditions and sideways markets.

The efficiency ratio compares the absolute amount of the n-period momentum to the sum of the absolute amounts of the last n close-to-close changes. If all close-to-close changes pointed in the same direction - meaning either n consecutive upcloses or n consecutive downcloses - the fractal efficiency will take the value 100. This is an indication for a strong trend. If the n-period momentum takes the value 0, the fractal efficiency becomes 0 as well, indicating chop.

The fractal efficiency is used by the Kaufman Adaptive Moving Average to identify chop periods.

This version of the Kaufman Efficiency Ratio has a few additional options:

Chopline: I have added a chopline, which depends on the period of the Kaufman Efficiency Ratio. The formula for the chopline is 100/Sqrt(period).

Signalline: I have added a signalline by using a Hull Moving Average(HMA). The market starts trending, when the Kaufman Efficiency Ratio has crossed both the signalline and the chopline from below.

Classic/Balanded: The indicator allows for two different ways of calculating the Kaufman Efficiency Ratio. The 'Classic' option uses the original formula of Perry Kaufman. The 'Balanced' option replaces the absolute amount of the n-period momentum with the absolute amount of the n-period balanced momentum, which is based on a triangular moving average.

Update June 22, 2013: Minor modification to make indicator compatible with indicators/strategies running in COBC = false.

Category NinjaTrader 7 Indicators

Details: Kaufman Efficiency Ratio
Category: NinjaTrader 7 Indicators

June 22nd, 2013
Size: 11.07 KB
Downloaded: 2023 times

Keywords: chop efficiencyratio fractalefficiency kama kaufman momentum trend

KDJ Indicator

Exported Using NT7.0.1000.8

The first time that I saw KDJ Indicator it was part of the standard charting package on the main page used by TDAmeritrade. KDJ indicator is based on the standard Stochastics but it includes an extra line called J line.

The J line is a measure of divergence between %D and %K. The value of J can go beyond [0, 100] range. Values of J line over 100 or under 0 are supposedly the most bullish or bearish for larger swings (no wonder TDAmeritrade is using it for charting stock prices).

One needs to watch as the %D is in overbought and oversold areas (20 - 80). As long as the J line is beyond 0 and 100 percent and has not hooked up or down the price is going to remain in overbought or oversold area. One needs to consider to sell the overbought or buy the oversold when %D is above 80 or below 20 and J line begins to hook down or up. Other indicators such as momentum, volume, support and resistence, etc. need to be considered for confirmation.

Enjoy!

Category NinjaTrader 7 Indicators

Details: KDJ Indicator
Category: NinjaTrader 7 Indicators

January 31st, 2012
Size: 8.09 KB
Downloaded: 1270 times

Klinger Volume Oscillator (KVO)

Exported using NT Version 7.0.1000.22

This is a quick implementation of the Klinger Volume Oscillator as published by Stephen J.Klinger in the December 1997 issue of Technical Analysis of Stocks & Commodities. Here is a short recapitulation of how he trades the oscillator.

"The most powerful use of the KVO comes when the indicator reaches an extreme reading either above or below the center line and reverses direction. This signals an exhaustion of the prevailing trend and warns of an impending reversal in price.

The most reliable signals occur in the direction of the prevailing trend. Trades against the trend tend to be high-risk ventures.

The most important signal occurs when the KVO diverges from price action, especially on price extremes, either in
overbought or oversold territory. When a security makes a new high or low for a cycle and the KVO fails to confirm
this, the indicator is warning that the trend is losing momentum and nearing completion."

Category NinjaTrader 7 Indicators

Details: Klinger Volume Oscillator (KVO)
Category: NinjaTrader 7 Indicators

April 5th, 2014
Size: 5.41 KB
Downloaded: 2131 times

Keywords: divergence klinger oscillator volume

KR_SMI_v2: based on Stochastic Momentum Index (SMI) for ToS

if you use a Momentum study to identify swings, or start/end of a price move, you may like this one.
in KR_SMI, i try to improve the visulaization and signal of ToS's Stochastic Momentum Index

1. i didn't like that it uses double EMA, so i changed that into a single-time EMA.

2. K Period, d Period .. confusing.. in reality SMI tries to identify the recent movement compared to a longer-term price shift. so i changed that into Look_Back_Period and Length

3. Signal is generated thru a crossing with a slower/smoothed EMA of SMI line. in reality, we can see the change of SMI line trend using colors and get an earlier signal for swings or price move shifting direction (Green = momentum up, red = momentum down, Yellow = possible swing detected)

4. crossing the zero line means a lot (momentum reversing). this is ignored in original indicator. so we added a zero line. Overbought/oversold are at +/-50% by default - but you can change that

screenshot shows how this compares vs the classic SMI in ToS

Best used together with a trend following indicator for a confirmed entry/exit signals.

just realized all the indicators i posted are optimized for dark chart background color. they will look ugly on light-color charts. sorry for that.
beware of a bug in ToS, when you use Inertia or Hull smoothing with AddChartLabel, and you try to enter a lower smoothing value in study settings, the indicator calc behaves erratically. if that happens, remove/re-add the study to your chart. i just found out about that and will report it.

as usual, please do not share outside BMT.
All feedback welcome,
RedK

Category The Elite Circle

Details: KR_SMI_v2: based on Stochastic Momentum Index (SMI) for ToS
Category: The Elite Circle

August 17th, 2012
Size: 1.75 KB
Downloaded: 318 times

Keywords: momentum redk smi stochastic thinkorswim tos

LBR Oscillator

Shows the difference between fast and slow SMA. The dots show momentum from previous highs or lows.

Converted from LBR 3/10 Oscillator by Keith.

Enjoy!

Category NinjaTrader 8 Indicators and More

Details: LBR Oscillator
Category: NinjaTrader 8 Indicators and More

March 26th, 2017
Size: 3.88 KB
Downloaded: 908 times

MACD Color and Stochastic Color

This is an NT8 conversion of my MACDColor and Stochastic Color indicators. Both have user definable OB/OS levels, and alert capability.

Category NinjaTrader 8 Indicators and More

Details: MACD Color and Stochastic Color
Category: NinjaTrader 8 Indicators and More

May 5th, 2017
Size: 25.92 KB
Downloaded: 981 times

Keywords: macd ob os stochastic

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