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Walk Forward Optimized Moving Average Indicator 5 *
Version 1

This indicator is a Walk Forward Optimizer for a pair of moving averages. The moving averages in this case is the Ahrens Moving Averages that I have previously posted in the elite section. Pay attention to the output window as I print the results of the optimization there.

HOW IT WORKS

At the beginning of each session it will optimize the two variables (Moving Average Periods) for the last three sessions and draw the optimized moving averages for the current session. So the optimized variables are never tested on the current session that it is being drawn. Optimized prices takes place after the moving average cross on the open of the next bar.

I used the walk forward method to avoid CPU lag and massive curve fitting.

It works only on minute charts at the moment, but i am exploring solutions for other chart types.

I created a thread to post ideas or general discussion around said indicator here: https://nexusfi.com/elite-trading-journals/36833-walk-forward-optimized-moving-average-indicator.html

Cheers,

Sody
 
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Details: Walk Forward Optimized Moving Average Indicator


August 28th, 2015
Size: 4.36 KB
inputPCFileData 5 *
Input CBOE daily Put/Call data file into NinjaTrader as an indicator.
CBOE data can be downloaded from https://www.cboe.com/data/putcallratio.aspx
 
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Details: inputPCFileData


August 16th, 2015
Size: 2.94 KB
Simple Excel spreadsheet for ZB ZF ZN conversion to decmial 5 *
No big shakes here just something I use to plot my levels on 5 yr notes, ZF, using rancho's tradeplan indy.
Ron
 
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Real Line Break 5 *
This is a variation of Gordos "Better Line Break".
The difference: the "Real Line Break" uses the close of the last bar as open. This gives a more realistic chart and backtesting results.
Install via "Import Ninja Script".
(The code uses "Custom6" as ID. Change the value, if you already have an bar type with this number.)
Version 1.
 
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Details: Real Line Break


May 10th, 2015
Size: 4.79 KB
ChartTraderCustomBehavior 5 *
Here is an indicator to customize Ninja's ChartTrader. It allows you to customize the layout and visibility of the 8 standard order control buttons. Additionally when a position is open, it will hide all of those ChartTrader buttons as well as disabling the right-click context menu choices for buy and sell.

It helps to reduce distractions and allows one to focus on a single order, which some may find useful, as I have.

I want to recognize those who posted the code that helped me put this together. Thanks to @SilverDragon for the code to customize layout and visibility of the buttons. You can find a more thorough explanation plus a great video in his post at https://nexusfi.com/elite-circle/25463-customize-chart-trader-buttons.html. Also thanks to @ninjatrader_Bertrand for the nice trick on determining market position from within an indicator.

Note that any chart on which this indicator is running will have it's ChartTrader buttons hidden and context menu buy/sell choices disabled whenever there is an open position on any instrument. This is beta 1.0.01. For educational purposes only. Use at your own risk.
 
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Details: ChartTraderCustomBehavior


April 13th, 2015
Size: 4.79 KB


Keywords: "charttrader buttons" "context menu" "right-click
PnFSignals&Alerts 5 *
This indicator add signals and Alerts (Text to Speech) for the following Point & Figure Patterns:

Triple Top
Ascending Triple Top
Spread Triple Top
Upside Symmetric Triangle
Upside Breakout of Bullish Resistance Line
Upside Breakout of Bearish Resistance Line
Ascending Triangle
Bullish Catapult
Triple Bottom
Descending Triple Bottom
Spread Triple Bottom
Downside Symmetric Triangle
Downside Breakout of Bullish Resistance Line
Downside Breakout of Bearish Resistance Line
Descending Triangle
Bearish Catapult

Add reference System.Speech.dll from:
C:\Program Files\Reference Assemblies\Microsoft\Framework\v3.0\System.Speech.dll

Follow Along @: https://nexusfi.com/elite-circle/34569-working-point-figure-indicator-suite-17.html

Cheers,

Sody
 
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Details: PnFSignals&Alerts


April 9th, 2015
Size: 16.92 KB
SodyR 4 *
Takes Williams%R, smooths it, then change the formula to to draw Percent R on price.

A better explanation can be found here: https://nexusfi.com/elite-automated-trading/35275-discussion-sodyr.html

Cheers,

SodyTexas
 
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Details: SodyR


March 24th, 2015
Size: 7.78 KB
MySQL & Ninjatrader Total PNL 5 *
What I did was build a simple strategy in Ninjatrader that does the following:

1- Builds a Database in MySQL
2- Builds needed tables (OpenPnL & ClosedPnL)
3- Stores PNL for all instruments that the strategy is loaded
4- Runs a Query for both Open and Closed PNL
5- Using existing indicator Strategy Plot draws both total PNL (Open + Closed) and Realized PNL

The possibilities of this method are very robust. I can reference the MySQL database in Excel or third party apps, or I can build logic in the trading system to stop trading at a defined loss.

You will need MySQL loaded on your machine, and I suggest setting up your own user name and pass word. There are plenty resources online on how to do this.

Also, you will need to add references to two dll files (MySql.Data.MySqlClient & System.Data) that are included in MySQL installation; the paths are:

C:\Program Files\MySQL\MySQL Connector C 6.1.3\lib\vs11
C:\Program Files (x86)\MySQL\MySQL for Visual Studio 1.1.4\Assemblies\v2.0

Follow along @: https://nexusfi.com/elite-automated-trading/35272-mysql-ninjatrader-total-p-l.html

Cheers,
SodyTexas
 
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Details: MySQL & Ninjatrader Total PNL


March 24th, 2015
Size: 6.22 KB
SodyPointAndFigure 5 *
For true Point and figure charting and analysis NT 7 does not work because of a issue with drawing new bars on sessions. What I did is tweak the existing PointAndFigure chart code and replaced some logic so that it will no longer plot a new bar on session breaks (Sessions still exist).

What this means; longer term PnF charts are not only possible, but with my PnF suite might just be the best PnF setup out there. I will let you make your own decision on that opinion.

After downloading the code it must be copied to folder:

\My Documents\Ninja Trader 7\bin\Custom\Type

and because it is provided as a .cs file it must be compiled (by compiling any other indicator). Once compiled Ninja Trader must be closed and reopened before the new chart type, named “SodyPointAndFigure” will replace the old PnF.

Follow Along @: https://nexusfi.com/elite-circle/34569-working-point-figure-indicator-suite.html

Version 1.00

Cheers,

SodyTexas
 
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Details: SodyPointAndFigure


March 2nd, 2015
Size: 35.39 KB
Quantum Mechanics Rolling Sample - SMA 5 *
Hey Elite,

This is the same version as the SMA one with one key difference.

This one only saves 100 observations, changing to market conditions.

Follow along @ : https://nexusfi.com/elite-automated-trading/35002-lets-talk-statistics.html

Cheers,

Sody
 
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Details: Quantum Mechanics Rolling Sample - SMA


February 27th, 2015
Size: 4.90 KB
 



 
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