new indicators (formulas)

[Akros]

Other interesting indicators:

KELTNER BANDS

function preMain() {
setPriceStudy(true);

setStudyTitle("Keltner EMA of Close w/ ATR Bands ");

setCursorLabelName("K-Upper", 0);
setCursorLabelName("K-Basis", 1);
setCursorLabelName("K-Lower", 2);

setDefaultBarFgColor(Color.blue, 0); // upper
setDefaultBarFgColor(Color.red, 1); // basis
setDefaultBarFgColor(Color.blue, 2); // lower
}

function ATR(nInputLength) {
var dSum = 0;
var dH = high(0, -nInputLength);
var dL = low(0, -nInputLength);
var dC = close(-1, -nInputLength);
if (dH == null || dL == null || dC == null) {
return;
}
var i = 0;
for (i = 0; i < nInputLength; ++i) {
var vTrueHigh = Math.max(dH[i], dC[i]);
var vTrueLow = Math.min(dL[i], dC[i]);
var vTrueRange = (vTrueHigh - vTrueLow);
dSum += vTrueRange;
}
dSum /= nInputLength;
return dSum;
}

var BarCntr = 0;

function main(nInputLength, nRangeFactor) {
if(nInputLength == null)
nInputLength = 20;
if(nInputLength <= 0)
nInputLength = 20;

if(nRangeFactor == null)
nRangeFactor = 2.5;
if(nRangeFactor <= 0)
nRangeFactor = 2.5;

if (getBarState() == BARSTATE_NEWBAR) {
BarCntr += 1;
Rval1 = Rval;
}

if (BarCntr < nInputLength) {
return;
} else {
var dKeltnerBasis = getKeltner(nInputLength);
var dATR = ATR(nInputLength);
return new Array(dKeltnerBasis + (nRangeFactor * dATR), dKeltnerBasis, dKeltnerBasis - (nRangeFactor * dATR));
}
}



var dPercent = null;
var bPrimed = false;
var Rval = null;
var Rval1 = null;

function getKeltner(nInputLength) {
var i = 0;
var dC;
var dSum = 0.0;
var dRef;

if(dPercent == null) {
dPercent = (2.0 / (nInputLength + 1.0));
bPrimed = false;
}

if(bPrimed == false) {
dC = close(0, -nInputLength);
if(dC == null) return;
for(i = 0; i < nInputLength; i++) {
dSum += dC[i];
}
bPrimed = true;
Rval = (dSum / nInputLength);
return Rval;
} else {
dC = close();
if(dC == null) return null;
Rval = (dC - Rval1) * dPercent + Rval1;
return Rval;
}

return null;
}

LEAST SQUARE MOVING AVERAGE:

Description: Calculates the Least Square Moving Average (LSMA)
off the high and also off the low to create a channel.

Version Control:

*/



function preMain()
{
setPriceStudy(true);
setStudyTitle("LSMA Channel");
setCursorLabelName("LSMA Hi",0);
setCursorLabelName("LSMA Lo",1);
setDefaultBarThickness(2,0);
setDefaultBarThickness(2,1);

var fp1 = new FunctionParameter("HiLength", FunctionParameter.NUMBER);
fp1.setName("Length of LSMA(High)");
fp1.setDefault(25);

var fp2 = new FunctionParameter("LoLength", FunctionParameter.NUMBER);
fp2.setName("Length of LSMA(Low)");
fp2.setDefault(25);

var fp3 = new FunctionParameter("HiOffset", FunctionParameter.NUMBER);
fp3.setName("Offset of LSMA(High)");
fp3.setDefault(0);

var fp4 = new FunctionParameter("LoOffset", FunctionParameter.NUMBER);
fp4.setName("Offset of LSMA(Low)");
fp4.setDefault(0);

var fp5 = new FunctionParameter("HiColor", FunctionParameter.COLOR);
fp5.setName("Color of LSMA(High)");
fp5.setDefault(Color.blue);

var fp6 = new FunctionParameter("LoColor", FunctionParameter.COLOR);
fp6.setName("Color of LSMA(Low)");
fp6.setDefault(Color.red);
}

var aHigh = null;
var aLow = null;
var aHiLSMA = null;
var aLoLSMA = null;
var vInit = false;
var LSMA_Array = new Array();

function main(HiLength,LoLength,HiOffset,LoOffset,HiColor,L oColor)
{

if (vInit == false) {
aHigh = new Array(HiLength);
aLow = new Array(LoLength);
aHiLSMA = new Array(HiLength);
aLoLSMA = new Array(LoLength);
setDefaultBarFgColor(HiColor,0);
setDefaultBarFgColor(LoColor,1);
preMain();
vInit = true;
}

vHigh = high();
vLow = low();

if (vHigh == null) return;
if (vLow == null) return;

if (getBarState() == BARSTATE_NEWBAR) {
if (aHigh[HiLength-1] != null) aHigh.pop();
aHigh.unshift(vHigh);
if (aLow[LoLength-1] != null) aLow.pop();
aLow.unshift(vLow);
}

aHigh[0] = vHigh;
aLow[0] = vLow;

if (aHigh[HiLength-1] == null || aLow[LoLength-1] == null) return;

// get LSMA values and assign to arrays
var vHiLSMA = getLSMA(aHigh, HiLength);
var vLoLSMA = getLSMA(aLow, LoLength);

if (getBarState() == BARSTATE_NEWBAR) {
if (aHiLSMA[HiLength-1] != null) aHiLSMA.pop();
aHiLSMA.unshift(vHiLSMA);
if (aLoLSMA[LoLength-1] != null) aLoLSMA.pop();
aLoLSMA.unshift(vLoLSMA);
}

aHiLSMA[0] = vHiLSMA;
aLoLSMA[0] = vLoLSMA;

return new Array (aHiLSMA[HiOffset], aLoLSMA[LoOffset]);
}

// ------------------------------------
// Get a LSMA value
function getLSMA(aPrice, nLength) {
var Num1 = 0.0;
var Num2 = 0.0;
var SumBars = nLength * (nLength - 1) * 0.5;
var SumSqrBars = (nLength - 1) * nLength * (2 * nLength - 1) / 6;
var SumY = 0.0;
var Sum1 = 0.0;
var Sum2 = 0.0;
var Slope = 0.0;
var Intercept = 0.0;

for (i = 0; i < nLength; ++i) {
SumY += aPrice[i];
Sum1 += i * aPrice[i];
}
Sum2 = SumBars * SumY;
Num1 = nLength * Sum1 - Sum2;
Num2 = SumBars * SumBars - nLength * SumSqrBars;
if (Num2 != 0) Slope = Num1 / Num2;
Intercept = (SumY - Slope * SumBars) / nLength;
var LinearRegValue = Intercept + Slope * (nLength - 1);

return LinearRegValue;
}



HEIKEN ASHI BARS:

Notes:
* Non-price study
* Draws most recent 200 bars
* Formula Parameters
- Bullish Color Default: Green
- Bearish Color Default: Red

************************************************** ***************/

function preMain() {
setPriceStudy(true);
setStudyTitle("Heikin-Ashi FX Chart ");
setCursorLabelName("HA-High", 0);
setCursorLabelName("HA-Low", 1);
setCursorLabelName("HA-Open", 2);
setCursorLabelName("HA-Close", 3);
setDefaultBarFgColor(Color.black, 0);
setDefaultBarFgColor(Color.black, 1);
setDefaultBarFgColor(Color.black, 2);
setDefaultBarFgColor(Color.black, 3);
setPlotType(PLOTTYPE_DOT, 0);
setPlotType(PLOTTYPE_DOT, 1);
setPlotType(PLOTTYPE_DOT, 2);
setPlotType(PLOTTYPE_DOT, 3);
setDefaultBarThickness(0, 0);
setDefaultBarThickness(0, 1);
setDefaultBarThickness(0, 2);
setDefaultBarThickness(0, 3);

var fp1 = new FunctionParameter("cBull", FunctionParameter.COLOR);
fp1.setName("Bullish Candles");
fp1.setDefault(Color.green);

var fp2 = new FunctionParameter("cBear", FunctionParameter.COLOR);
fp2.setName("Bearish Candles");
fp2.setDefault(Color.red);


}

var haClose = null;
var haOpen = null;
var haClose1 = null;
var haOpen1 = null;
var iCntr = 0;

function main(cBull, cBear) {
var nState = getBarState();

if (nState == BARSTATE_NEWBAR) {
if ((haClose == null || haOpen == null) && close(-1) != null) {
haClose = close(-1);
haOpen = open(-1);
}
haClose1 = haClose;
haOpen1 = haOpen;
iCntr += 1;
if (iCntr > 200) iCntr = 0;
}

if (haClose1 == null || haOpen1 == null) return;

haOpen = (haOpen1 + haClose1) / 2;
haClose = (open() + high() + low() + close()) / 4;
var haHigh = Math.max(high(), haOpen, haClose);
var haLow = Math.min(low(), haOpen, haClose);

//candlesticks
var vColor = Color.black;
if (haClose > haOpen) vColor = cBull;
if (haClose < haOpen) vColor = cBear;
setBarFgColor(vColor, 2);
setBarFgColor(vColor, 3);

var retArray = new Array(4);

//var nFactor = 100000;
var nFactor = 1;
retArray[0] = (haHigh.toFixed(4)*nFactor);
retArray[1] = (haLow.toFixed(4)*nFactor);
retArray[2] = (haOpen.toFixed(4)*nFactor);
retArray[3] = (haClose.toFixed(4)*nFactor);


drawLineRelative(0, retArray[0], 0, retArray[1], PS_SOLID, 1, Color.black, "Shadow"+iCntr);
drawLineRelative(0, retArray[2], 0, retArray[3], PS_SOLID, 3, vColor, "Body"+iCntr);

return retArray;
} // End of Heikin-Ashi code

[NinjaTrader_Vincent]

Akros,

Thanks for sharing this.

Vince

[NinjaTrader_Ray]

Akros,

We already support LSMA, see our LinReg indicator, same thing.

Ray

[garciaal]

Akros,

Is there a way to apply Stochastics to price panel?

Thanks,

Alex

[NinjaTrader_Ray]

No there is not.

Ray

[NinjaTrader_Ray]

HeikenAshi indicator for NT6.

[babamini]

[align=left]Hi,
I beg to use this means to seriously beg you to help me. I have a couple of indicators which were written with MT4 language for metatrader platform.

I need these indicators on Ninja but I am the furthest you can find from programming. I know next to nothing. Please help me or direct me to where I can get help.

Cheers
Babamini
[/align]

[NinjaTrader_Dierk]

Please send me PM to "dierk AT ninjatrader.com" and I will ge you in touch with someone who eventually could code your indicators in NinjaScript on a contractual base.