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Expectancy Optimization Type

Similiar to the Expectancy Score Optimization Type, but this one does not include opportunity. Look at this link to read how this file can help you with your optimizing.

Join us on this thread to read more about how to use Optimization Types to improve your optimizations.

Enjoy!
Gordo

P.S. If you get a score of 777, that means there were no trades that met the criterea. I score of 888 means there were less than 52 trades in a year's time and a score of 999 means the strategy had no losing trades making it not viable.

Category NinjaTrader 7 Miscellaneous

Details: Expectancy Optimization Type
Category: NinjaTrader 7 Miscellaneous

May 24th, 2011
Size: 2.15 KB
Downloaded: 354 times

Tick Counter Custom

I added some functionality to the standard Tick Counter which comes with NT. The Tick Counter Custom allows you to set the size and font for the tick counter.

Additional Functionality:
I like to enter a trade when the tick count gets below a 100 ticks left on the current bar. However, watching the tick count was always cumbersome. So, I added functionality which changes the color of the bar once the tick count gets less than 100 ticks. Use the TickChange in the parameters to set to your custom level. The color of the bar is can be set to your preference.

Notes:

The % left no longer functions properly. So don't use it!!
If you don't want to use the warning bar color simply set it to 1.
More improvements to come!

Updates:
Ver1.2

Note: found a bug in ver1.1 code related to changing the Font. It seems when another indicator is added the tick counter disappears. Simplified this version to changing just the Font Size.

Robert

Category The Elite Circle

Details: Tick Counter Custom
Category: The Elite Circle

December 22nd, 2012
Size: 3.27 KB
Downloaded: 435 times

CORREL - Correlation Function

This is the initial release of a NinjaTrader CORREL factor function. This function is similar to Excel's CORREL function but it allows you to find the correlation factor between two indicators as a function of time over a defined period.

Join in the Discussion Forum for more information and to share your use:
https://nexusfi.com/elite-circle/30841-correlation-function.html

Version 1: Initial release

Category NinjaTrader 7 Indicators

Details: CORREL - Correlation Function
Category: NinjaTrader 7 Indicators

February 26th, 2014
Size: 4.18 KB
Downloaded: 206 times

gbBuySellPressure

gbBuySellPressure, Ver 1.0, TraderGB, June 4, 2021

Make sure you have Tick Replay on when using this indicator.

Description: This is the stock NT8 BuySellPressure indicator with the following modifications (requested by cshrum):
1) Re-scaled between -100 and +100 (was between 0 and 100)
2) Buy pressure appears above zero and sell pressure appears below zero
3) Changed line sytle from line to bar
4) Added addtional reference lines (+50 to +100 and -50 to -100)
5) Added divergence marker on price panel (optional)
6) Added divergence marker on pressure panel (optional)

Category NinjaTrader 8 Indicators and More

Details: gbBuySellPressure
Category: NinjaTrader 8 Indicators and More

June 4th, 2021
Size: 3.25 KB
Downloaded: 474 times

Percentage Based Slippage Fill Type

This is different fill type that I use when testing stocks. Whatever you set for slippage in the strategy analyzer will be applied as a percentage.

Ex: If you set 0.005 for slippage, it will apply 0.5% slippage to each transaction.

I find this more useful than the default tick or price based fill types, since this helps normalize the slippage across stocks with a wide range of values. If going long, the slippage is defined as either 0.5% or the next high, whichever is greater (same as the default slippage calc from NT). For low priced stocks, it also applies a minimum of $0.01/share.

Note that for a typical stock, 0.5% is quite conservative. 0.3% would probably even be a bit high (But obviously that depends on your strategy).

Category NinjaTrader 7 Miscellaneous

Details: Percentage Based Slippage Fill Type
Category: NinjaTrader 7 Miscellaneous

June 20th, 2013
Size: 4.96 KB
Downloaded: 26 times

Zig_Zag_VWAP_OriginalVolProfile_v2

This is an update to version 1.
Added 1) volume and alerts at each zz; 2) 3rd vwap; 3) ability to turn on/off volume profile

Category ThinkOrSwim

Details: Zig_Zag_VWAP_OriginalVolProfile_v2
Category: ThinkOrSwim

January 30th, 2015
Size: 30.88 KB
Downloaded: 774 times

Decycler Indicators - DecyclerOscillator_V1

Decycler indicators Exported with NinjaTrader 7.0.1000.30

Note: The download on this entry and the one on the SimpleDecycler entry are the same and contain both indicators.

Revised 11/1/15

Revisions:

1 Ability to change plot colors and line widths.
2. Remove all code related to the signals produced for Bloodhound.
Another indicator which contains Bloodhound signals will be posted on the Bloodhound thread here.
3. Add basic signal codes to replace the Bloodhound codes.
4. Correct minor problem in code in formula calculation
5. Change the percent parameter to accept the more standard notation xx.y (%).

>>>End Revisions 11/1/15<<<

The two indicators provided, the Decycler Oscillator and the Simple Decycler, are based on the writing of John F. Ehlers published in the September 20015 issue of Stocks & Commodities magazine. The implementation used as the basis for this version was provided by NinjaTrader(NT). Although both indicators are contained in the download they are described separately. This entry describes the DecyclerOscillator.

The screenshot shows the DecyclerOscillator with modified version of the SimpleDecycler set to appear like the NT provided version (which can be downloaded here). Installing the NT version will not disturb the indicators provided as they are prefixed with �fpg�.

In the article Mr. Ehlers describes a class of filters known as high-pass filters which �allow the high-frequency components in the data to pass through to the filter output, and reject the low-frequency components�. He goes on further stating, �Since high-pass filters have very little lag, here is the trick to computing a decycler: Subtract the high-pass filter output from the data input.� This is performed in the partner indicator, the SimpleDecycler. He also states that, �You can virtually eliminate lag by getting rid of those low-frequency components.�. Both indicators contain the same algorithm (which is left to the interested math and EE gurus to figure out what he is doing) for identifying the high-pass frequencies.

The article states that the oscillator is useful when two instances , with different parameters, are placed in the same sub-graph. The NT implementation requires this to be done manually which, among other things this modification can do optionally. There are 2 controlling parameters, the HPPeriod (default 125) and the K value (default 1). According to the article, �The second instance is plotted at 80% of the HPPeriod with an input K value of 1.2. The basic idea is to compensate for a 20% reduction in cycle period with a 20% increase in the amplitude swing (the K value) of the indicator.�.

Ehlers notes that �there will always be some whipsaw conditions, but these are relatively easy to remove with other conditional statements in the code.�. Unfortunately he does not offer any suggestions here. Another important item to note, the default HPPeriod is set to the value of a half year on a day chart, likely being used for detecting cycle reversals on stocks. However as further stated in the article, �Decyclers and decycler oscillators can be used over a very wide range of input filter parameters�, but here too he offers no suggestions. This will be an experiment to be conducted by the user. However, setting it too low does introduce choppiness.

Enhancements:

1. The ability to request either the Slow, Fast, or Both plots (the �Plots Type� option).
2. Automatically adjust the fast indicator parameters by the specified percent (the �Percent� option) or to use the parameters specified by the user (the � AsSpecified� option).
3. Three signaling options are provided: Off, Basic, and Extended (experimental for Bloodhound users). The Basic option provides the standard IntSeries values for the crossing (1, 0, -1). Extended signaling is described in the BloodHound thread here.
4. Optional smoothing for both the Fast and Slow Plots

Caution:

If the Extended signaling option is selected additional but non-conflicting signals are sent to the same IntSeries used by the Basic signaling option.

Credits with my thanks to:
1. @Zondor and @Aligator for a formula used in the Extended signaling
2. @Jack22 for the formula and supporting code.

Change Log

9/29/2015 :- Initial release
10/1/2015 :- Correct error in algorithm code for calculating Fast plot in DecyclerOscillator
11/1/2015 :- Revisions are described at the top of this page

Category NinjaTrader 7 Indicators

Details: Decycler Indicators - DecyclerOscillator_V1
Category: NinjaTrader 7 Indicators

November 5th, 2015
Size: 17.61 KB
Downloaded: 1875 times

ZombiePack7 Indicators

Zombie Pack 7 includes Zombie BarTimer, Zombie Candles Plain, Zombie Levels, Zombie NetPriceChange, Zombie PowerLine1/2, Zombie PriceInfo, Zombie TMA Bands, Zombie Trail, and Zombie ZigZag indicators. Zombie TMA Bands and Zombie ZigZag had significant contributions from other authors.

- Zombie BarTimer shows the remaining time on the current bar before it closes.
- Zombie Candles Plain provide classic candle colors with the ability to change to candle outline and body colors
- Zombie Levels includes horizontal lines for Pivot Points and Previous H/L/C
- Zombie Net Price Change shows the percentage difference from previous session close price
- Zombie PowerLine 1/2 identifies the middle of a range and can draw attention early to a structure change
- Zombie PriceInfo provides PnL for any open positions and pricing for the current instrument
- Zombie TMA Bands help with trend identification and overbought vs oversold (my preference over Keltner Bands)
- Zombie Wave 1/2 identifies pullback areas often of supply & demand zones
- Zombie Trail helps to identify new micro trends (includes setup alerts and sound file)
- Zombie ZigZag helps identify swing highs & lows

Zombie7BarTimer v1.006
Zombie7CandlesPlain v1.006
Zombie7Levels v1.006
Zombie7NetPriceChange v1.006
Zombie7PowerLine1 v1.006
Zombie7PowerLine2 v1.006
Zombie7PriceInfo v1.006
Zombie7TMABands v1.006
Zombie7Trail v1.006
Zombie7Wave1 v1.006
Zombie7Wave2 v1.006
Zombie7ZigZag v1.006

Change Log
11/17/2021 v1.006 - removed two unused files
11/16/2021 v1.005 - updated TMABand settings
11/14/2021 v1.004 - added Wave1/2
11/09/2021 v1.003 - Initial release
11/09/2021: Removed version no. on request

For further discussion:
ZombiePack Discussion

Category NinjaTrader 8 Indicators and More

Details: ZombiePack7 Indicators
Category: NinjaTrader 8 Indicators and More

November 9th, 2021
Size: 55.93 KB
Downloaded: 397 times

Market Replay ES 03-23 (NT8) 3 of 10

Please check part 1 for full download and extract instructions.

Category NinjaTrader Market Replay Data

Details: Market Replay ES 03-23 (NT8) 3 of 10
Category: NinjaTrader Market Replay Data

March 19th, 2023
Size: 99.00 MB
Downloaded: 74 times

BabyBlue Line

Exported using NT Version 7.0.1000.9

BabyBlue Line

An independently created Indie based on the midnight market price of your desired instrument.
Midnight in the City of London (Blue) / Midnight in the City of New York (Red) / MiDline Pivot (Yellow)
Yes, the forecast indicated in the upper right corner of your chart is a part of the "heads up" strategy based on the relationship of the aforementioned prices!
It has proven to be a very profitable intraday trading indicator. Time charts only (5min-10min-15min-30min-60min)

You can adjust the MidLevel time to either start with the Blue or the Red line.
Remember, the Mid Level becomes the next day's pivot level!!

This indie keeps evolving so do check the thread for an update!
Test and reTest the BBlueLine, otherwise this indicator is not for you.
SHORT webinar-gabinar re: the BBlue [COLOR=#0066cc]http://www.htech.net/blue/[/COLOR]

P.S.
The amount of the "Blue Line" days is adjustable, 1-5.
"Start Time" is the NYSE Open (630 PST / 930 EST)

More info: https://nexusfi.com/elite-trading-journals/12265-blueline-chronicle-77.html Post # 770 has the BBlue Template

Category NinjaTrader 7 Indicators

Details: BabyBlue Line
Category: NinjaTrader 7 Indicators

April 5th, 2012
Size: 4.26 KB
Downloaded: 765 times

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