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Access denied - You must be an Elite Member to access this file, and be logged in. CADF (Cointegration - Augmented Dickey-Fuller Test) 5 *
Augmented Dickey-Fuller Cointegration Indicator, Version 1.01
5/23/2012: Moved ALGLIB routines to separate ALGLIB "Indicator". No functionality changes.

This is posted for BMT Elite Members Only. Please do not share or distribute.

This indicator plots the augmented Dickey-Fuller statistic for residuals from a cointegrating regression. It can be used to show the probability that the prices of 2 instruments are "cointegrated". It would normally be used on daily data with a fairly long period.

It is based on (and was tested against) MATLAB code by James P. Lesage, posted at http://www.spatial-econometrics.com

Some numerical methods use code from ALGLIB (required ALGLIB "Indicator" included)
See http://www.alglib.net

Recommended Reading: "Quantitative Trading" by Ernest P. Chan
also his blog at http://epchan.blogspot.com

The horizontal lines plotted by the indicator are the "Critical Values" for 1% (lowest line), 5% and 10% (highest line) levels. The indicator plots the statistic; lower values represent increasing likelihood of cointegration.
 
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Details: CADF (Cointegration - Augmented Dickey-Fuller Test)


May 16th, 2012
Size: 647.11 KB
Access denied - You must be an Elite Member to access this file, and be logged in. ES (S&P 500) tick/minute 2004/2007 part 3 of 3 - Ninjatrader compatible 5 *
No holes - going back to when the ES started to become super popular.

Be certain to read the instructions before importing. Hit 'thanks' if it works for you
 
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Access denied - You must be an Elite Member to access this file, and be logged in. ES (S&P 500) tick/minute 2004/2007 part 2 of 3 - Ninjatrader compatible
Part 2 of 3  
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Access denied - You must be an Elite Member to access this file, and be logged in. ES (S&P 500) tick/minute 2004/2007 part 1 of 3 - Ninjatrader compatible 5 *
No holes - going back to when the ES started to become super popular.

Be certain to read the instructions before importing. Hit 'thanks' if it works for you
 
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Access denied - You must be an Elite Member to access this file, and be logged in. 6E (Euro) minute/tick going back to 2006/2009 - NT compatible 5 *
Don't forget to follow the instructions included.  
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Details: 6E (Euro) minute/tick going back to 2006/2009 - NT compatible


April 26th, 2012
Size: 161.13 MB
Access denied - You must be an Elite Member to access this file, and be logged in. Sidhu Moving Average - Ninjatrader 5 *
Well Sidhu Moving Average takes best from all the different Adaptive moving averages and combines it into One Average.It utilizes FantailVMA1, FantailVMA3, Kaufman AMA and Chande 's VMA.While these averages have their own merits , however i couldnot be satisfied using just anyone of these because one exceled at smoothing the other at reponsiveness so i decided to adopt the middle path.This gave birth to SidhuMA.Its has option to select any one average to all the four different averages and what it does is, it plots the half of it on chart i.e (( Avg1 + Avg2 +Avg3+Avg4)/2) with WMA as smoothing factor.

The different averages can also be plotted on the chart along with the SidhuMA, just change the default color from transparent ot whatever you like.

This average gives you the best that is out there!



P.S :Special thanks to the creator of FantailVMA for doing an amazing job!
 
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Details: Sidhu Moving Average - Ninjatrader


April 25th, 2012
Size: 20.45 KB
Access denied - You must be an Elite Member to access this file, and be logged in. DAX (FDAX) - tick and minute data - NT7 compatible 5 *
FDAX, the Eurex future of the DAX index, a blue chip index in Germany (EU).  
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Details: DAX (FDAX) - tick and minute data - NT7 compatible


April 22nd, 2012
Size: 95.03 MB
Access denied - You must be an Elite Member to access this file, and be logged in. Swiss Frank (6S) future - minute and tick data - NT7 compatible
The swiss franc is not as popular, but add this data to your arsenal so you can try out some of the rarer vehicles out there.

Follow the read me.txt instructions carefully before installing to your platform. Ninjatrader compatible.
 
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Details: Swiss Frank (6S) future - minute and tick data - NT7 compatible


April 21st, 2012
Size: 66.80 MB
Access denied - You must be an Elite Member to access this file, and be logged in. Corn (ZC) tick and minute data - Ninjatrader compateable
ZC minute data going back to 2007 and tick data going back to 2009.

Corn is a less popular contract that I think you'll find is very unique and easy to trade . Follow the instructions in the readme.txt file carefully (just 6 steps). Enjoy!
 
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Details: Corn (ZC) tick and minute data - Ninjatrader compateable


April 21st, 2012
Size: 62.76 MB
Access denied - You must be an Elite Member to access this file, and be logged in. OBMFI - part 3 of 3
Here is the MFI version.  
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Details: OBMFI - part 3 of 3


April 19th, 2012
Size: 6.45 KB
 



 
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