This is a collection of indicators I use with NT for volatility studies. It includes:
HistoricalVolatilityRainbow: 10/20/30/60 Day HV plot.
HistoricalVolatilityZScore: ZScore of the HV, with default 2 SD markers.
LogReturns: Useful for a lot of things.
LogRetrunsZScore: ZScore of the above, with markers at 2, 3 and 4 SDs.
Some of these were floating around in threads, now they are all updated and available as one download.
Note the HV studies use the "traditional" definition of HV, and therefore only work on daily bars.
May 17th, 2011
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MXASJ
I've converted the indicator ExportChartData to a Strategy to make it easier to apply against a basket of instruments. Thanks to BigMike and Sam for some older comments and code that inspired this .
Next releases will include enums to select various DateTime output formats. It is currently outputing POSIX-style DateTime. Feel free to make it better!
Strategy ExportData changelog:
24 February 2011: ver 3.35 posted. Significant refactor. Adds enums for DateTime output formats, delimiters, file types. Adds user-configurable output preferences for export to Matlab and R, and a code example for exporting indicator data with timeseries data.
21 February 2010: ver 3.00 posted
22 February 2010: ver 3.01 posted. Deleted Print statements that were used for debugging and changed an if/if to an if/else to save processor power.
22 February 2010: ver 3.10 posted. Added OnStartUp() and OnTermination() methods and moved code there from OnBarUpdate() for efficiency.
2 November 2010: ver 3.2 posted. Fixed bug where spaces in path names would throw an exception, added better exception handling, added Print statements in OnStartUp() and OnTermination(). NT7b23 compile.
This Strategy does not trade, but instead does three things:
- Checks that your PC clock is accurate
- Alerts you if the delay in your receipt of exhange data exceeds a threshold
- Optionally ping a remote IP host and alert you or get flat if the host is unreachable.
A ZScore indicator for NT7. ZScore looks at deviations from the moving average, and this plots an oscilator in a new panel. Note in the attached chart where Bollinger channels are breached and where ZScore lines are breached. Help make it better!
Changelog:
4 March 2010: Version 2.00 posted.
22 April 2010: Version 3.00 posted. Revamp of code, same calculation logic.
This is an NT7 indicator used to write timestamped OHLC and volume data from the open chart to a text file for analysis outside of NT (Excel, Matlab, R, etc). It gives you the option to use different characters for delimiting files, as well as the option to split Date and Time into two separate fields. Upcoming features include custom DateTime formats.
Feel free to help make it better!
Change Log:
30 Jan 2010. Ver 1.0 posted.
31 Jan 2010. Ver 1.1 posted. Cleans up the code and displays variables for planned future enhancements.
20 Feb 2010. Ver 2.0 posted. Split path and file name options and added filename default to instrument name/barstype/periodicity, which should make batch usage easier. MXASJ stopping development of this as an INDICATOR in favor of a STRATEGY called ExportData which will be posted seperately.
I've been working on a multi-timeframe momentum strategy focused on the ADXVMA for a few months now. It uses 4 Range bars for entries and 11 range bars for filters. No secrets, the code is below (keep it amongst the Elite brothers and sisters please).
November 4th, 2010 05:12 PM Houston Jr Interesting chart you are working on...has potential, if Im not inputting my biases...added the MomStop V2 with momenty
July 12th, 2011 06:43 PM 445NDO Life on this earth would be so boring had you all programmers not made it so colorful ...... Blessed are you all who hav
e the patience and an technical coding skill sets. You all make people like us who are systems engineers look like defla
ted tires.
Keep up the good work ! Love you guys ! (now dont take that in a negative Love - Not a "GY" lol
May 29th, 2011 01:04 AM tst1 it doesn`t show anything that you have on your screen shot...how to use it anyway??