Are all indicators published in TASC coded for Ninjatrader

[verge]

I am looking for the Corona indicators as described in the November issue of Technical Analysis of Stock and Commodities (see here http://www.traders.com/Documentation...adersTips.html - the page is slow to load)

The indicators have been translated for a number of popular platforms.

What is Ninjatrader's policy regarding indicators published in TASC ? I have seen some TASC indicators coded in NT - and others are not coded.

TIA

[Elliott Wave]

The most recent ones are translated every month and put in the file sharing section.

Some of the older ones not in the file sharing section are available here:

http://www.moneyflowbars.com/traderstips.html

I also find that website generally has the new indicators posted well before the NT forum.

The November indicator looks to already be there.

EDIT

Upon closer inspection it appears the MFB link doesn't work, and there is no mention of NT on the Trader's Tips website.

These corona indicators look awesome (Ehler's is a genius), so hopefully one of the NT guys can comment on their availability...

[NinjaTrader_JoshP]

The TASC indicators available are in the file sharing section.

[RJay]

The most recent ones are translated every month and put in the file sharing section.

Some of the older ones not in the file sharing section are available here:

http://www.moneyflowbars.com/traderstips.html

I also find that website generally has the new indicators posted well before the NT forum.

The November indicator looks to already be there.



Elliott Wave,

Love this link from your earlier post.

Thanks,

RJay

[Elliott Wave]

The TASC indicators available are in the file sharing section.

Just wondering if there is a reason that every indicator from 2008 is available but except for November (typically they are available shortly after the TASC article is published late in the prior month)?

Are they being translated, but just taking a bit longer than usual, or are they not able to be translated due to some NT limitation?

I'd would be helpful to know because if there are no plans by the support team to translate them, then perhaps one of the users on the forum would.

[NinjaTrader_JoshP]

Elliott Wave,

We do not have this indicator. Feel free to try your own hand at it though.

[Elliott Wave]

Its probably a bit above my ability at this point, but the code was posted in C# (from WealthLab) which could probably be translated to NT with a few tweaks:

WealthScript code (C#):

{
   public class CoronaCharts : WealthScript
   {
      public const double twoPi = 2 * Math.PI;
      public const double fourPi = 4 * Math.PI;
      
      public class ArrayHolder
      {   // current, old, older
         internal double I, I2, I3;  
         internal double Q, Q2, Q3;
         internal double R, R2, R3;
         internal double Im, Im2, Im3; 
         internal double A; 
         internal double dB, dB2;  
      }
      
      // Keep cntMax fifo samples and find the Highest and Lowest lead for samples in the list
      
private void PhaseList(ref ArrayList fifo, int cntMax, double lead, out double H, out double L)
      {
         H = lead; L = lead;
         if( fifo.Count < cntMax ) 
            fifo.Add(lead);
         else {
            fifo.RemoveAt(0);
            fifo.Add(lead);
         }
         for (int n = 0; n < fifo.Count - 1; n++) {
            double val = (double)fifo[n];
            if( val > H ) H = val;
            if( val < L ) L = val;
         }
      }
      
      public void SuperIndicators(DataSeries ds, out DataSeries domCycMdn,
         out DataSeries snrSer, out DataSeries psnSer, out DataSeries tvSer)
      
       {         
         // Initialize arrays
         ArrayHolder[] ah = new ArrayHolder[61];   
         for( int n = 12; n < 61; n++ )
            ah[n] = new ArrayHolder();
         
         double domCycle = 0d;
         string s = ds.Description + ")";         
         DataSeries[] DB = new DataSeries[61];  
         DataSeries domCyc = Close - Close;   
         domCycMdn = domCyc * 0d;
         snrSer = domCycMdn + 0d;  
         psnSer = snrSer + 0d;  
         tvSer = psnSer + 0d;
         
         domCyc.Description = "DC(" + s;
         domCycMdn.Description = "DomCyc(" + s;   
         snrSer.Description = "SNR(" + s;         
         psnSer.Description = "Swing Position(" + s;
         tvSer.Description = "Trend Vigor(" + s;
         
         // Create and plot the decibel series - change the colors later   
         ChartPane dbPane = CreatePane(40, false, false );
         for( int n = 12; n < 61; n++ ) {
            double d = n / 2.0;            
            DB[n] = domCyc + d;            
            DB[n].Description = "Cycle." + d.ToString();   
            PlotSeries(dbPane, DB[n], Color.Black, LineStyle.Solid, 4);
         }
         
         DataSeries[] Raster = new DataSeries[51];   // SNR Corona chart
         ChartPane snrPane = CreatePane(40, false, false );
         for( int n = 1; n < 51; n++ ) {
            double d = 1d + n / 5.0;
            Raster[n] = domCyc + d;
            Raster[n].Description = "SNR." + d.ToString();   
            PlotSeries(snrPane, Raster[n], Color.Black, LineStyle.Solid, 4);
         }
         
         DataSeries[] RasterSwg = new DataSeries[51];   // Swing Corona chart
         ChartPane swgPane = CreatePane(40, false, false );
         for( int n = 1; n < 51; n++ ) {
            double d = 0.2 * n - 5.0;
            RasterSwg[n] = domCyc + d;
            RasterSwg[n].Description = "Swing." + d.ToString();   
            PlotSeries(swgPane, RasterSwg[n], Color.Black, LineStyle.Solid, 4);
         }
         
         DataSeries[] RasterTV = new DataSeries[51];   // Trend Vigor Corona chart
         ChartPane tvPane = CreatePane(40, false, false );
         for( int n = 1; n < 51; n++ ) {
            double d = 0.4 * n - 10.0;
            RasterTV[n] = domCyc + d;
            RasterTV[n].Description = "TV." + d.ToString();   
            PlotSeries(tvPane, RasterTV[n], Color.Black, LineStyle.Solid, 4);
         }
                     
         Color[] color = new Color[21];      // Convert decibels to RGB color for display
         for( int n = 0; n <= 10; n++ )      // yellow to red: 0 to 10 dB
            color[n] = Color.FromArgb(255, (int)(255 - (255 * n / 10)), 0);
         for( int n = 11; n <= 20; n++ )      // red to black: 11 to 20 db
            color[n] = Color.FromArgb( (int)(255 * (20 - n)/10 ), 0, 0);
         
         Color[] colorSNR = new Color[21];   // Corona chart SNR colors
         for( int n = 0; n <= 10; n++ ) {
            int c1 = 220 - ( 22 * n );
            int c2 = 255 - ( 7 * n );  
            colorSNR[n] = Color.FromArgb(c1, c2, c2);
         }            
         for( int n = 11; n <= 20; n++ ) {
            int c2 = (int)(190 * ( 2 - n/10d ));  
            colorSNR[n] = Color.FromArgb(0, c2, c2);
         }   
                  
         Color[] colorSwg = new Color[21];   // Corona chart Swing colors
         for( int n = 0; n <= 10; n++ ) {
            int c1 = 180 - ( 18 * n );
            int c2 = 255 - ( 8 * n );  
            int c3 = 210 - ( 15 * n );  
            colorSwg[n] = Color.FromArgb(c1, c2, c3);
         }
         for( int n = 11; n <= 20; n++ ) {
            int c2 = (int)(172 * ( 2 - n/10d )); 
            int c3 = (int)(64 * ( 2 - n/10d ));  
            colorSwg[n] = Color.FromArgb(0, c2, c3);
         }

         Color[] colorTV = new Color[21];   // Trend Vigor chart colors
         for( int n = 0; n <= 10; n++ ) {
            int c1 = 60 - ( 6 * n );
            int c2 = 120 - ( 12 * n );  
            colorTV[n] = Color.FromArgb(c1, c2, 255);
         }
         for( int n = 11; n <= 20; n++ )
            colorTV[n] = Color.FromArgb(0, 0, (int)(255 * ( 2 - n/10d )));

... continued in next post.

[Elliott Wave]

Code continued...

// Detrend data by High Pass Filtering with a 40 Period cutoff      
         DataSeries HP = domCyc;            
         double alpha = (1 - Math.Sin(twoPi/30)) / Math.Cos(twoPi/30); 
         for(int bar = 1; bar < Bars.Count; bar++)
            HP[bar] = 0.5 * (1 + alpha)* Momentum.Series(ds, 1)[bar] + alpha * HP[bar-1];
         DataSeries smoothHP = FIR.Series(HP, "1,2,3,3,2,1");
         DataSeries hmlSer = Median.Series( High - Low, 5 );
         
         double avg, signal, noise, snr;   // Variables SNR       
         double avg1 = 0d;
         double signal1 = 0d;
         double noise1 = 0d;
                  
         const double delta2 = 0.1;      // Variables Swing, TV
         double BP2_1 = 0d;
         double BP2_2 = 0d;
         double beta2, BP2, g2, alpha2, Q2, Lead60, HL, LL, widthSwg;
         ArrayList fifoList = new ArrayList(51);
         ArrayList fifoPsn = new ArrayList(21);
         double ratio = 0d;
         double ratio1 = 0d;
         double widthTV = 0d;
         
         // arrays to hold raster values from previous bar
         int[] raster2 = new int[51];
         int[] raster2Swg = new int[51];
         int[] raster2TV = new int[51];
         
         for( int bar = 12; bar < Bars.Count; bar++ )
         {
            double maxAmpl = 0d;
            double delta = -0.015 * bar + 0.5;
            delta = delta < 0.1 - 0.1 : delta;
            for( int n = 12; n < 61; n++ )
            {
               double beta = Math.Cos(fourPi / n);               
               double g = 1 / Math.Cos(2 * fourPi * delta / n);   
               double a = g - Math.Sqrt(g * g - 1);
               ah[n].Q = Momentum.Series(smoothHP, 1)[bar] * n / fourPi; 
               ah[n].I = smoothHP[bar];
               ah[n].R = 0.5 * (1 - a) * (ah[n].I - ah[n].I3) + beta * (1 + a) * ah[n].R2 - a * ah[n].R3;
               ah[n].Im = 0.5 * (1 - a) * (ah[n].Q - ah[n].Q3) + beta * (1 + a) * ah[n].Im2 - a * ah[n].Im3;
               ah[n].A = ah[n].R * ah[n].R + ah[n].Im * ah[n].Im;
               maxAmpl = ah[n].A > maxAmpl - ah[n].A : maxAmpl;
            }
            
            double num = 0;   double den = 0;
            for( int n = 12; n < 61; n++ )
            {
               ah[n].I3 = ah[n].I2;
               ah[n].I2 = ah[n].I;
               ah[n].Q3 = ah[n].Q2;
               ah[n].Q2 = ah[n].Q;
               ah[n].R3 = ah[n].R2;
               ah[n].R2 = ah[n].R;
               ah[n].Im3 = ah[n].Im2;
               ah[n].Im2 = ah[n].Im;
               ah[n].dB2 = ah[n].dB;              
               
               if( maxAmpl != 0 && ah[n].A / maxAmpl > 0 )
                  ah[n].dB = 10 * Math.Log10( (1 - 0.99 * ah[n].A / maxAmpl) / 0.01 );
               ah[n].dB = 0.33 * ah[n].dB + 0.67 * ah[n].dB2;      
               ah[n].dB = ah[n].dB > 20 - 20 : ah[n].dB;
               SetSeriesBarColor(bar, DB[n], color[(int)Math.Round(ah[n].dB)]);
               
               if( ah[n].dB <= 6 ) {            
                  num += n * (20 - ah[n].dB);
                  den += (20 - ah[n].dB);
               }               
               if( den != 0 ) domCycle = 0.5 * num / den;  
            }
            domCycMdn[bar] = Median.Value(bar, domCyc, 5);
            domCycMdn[bar] = domCycle < 6 - 6: domCycle;   
            
            // Calculate SNR this bar
            signal = 0d;
            noise = 0d;
            snr = 0d;
            avg = 0.1 * ds[bar] + 0.9 * avg1;
            if( avg != 0d || maxAmpl > 0 )
               signal = 0.2 * Math.Sqrt(maxAmpl) + 0.9 * signal1;
            if( avg != 0d )
               noise = 0.1 * hmlSer[bar] + 0.9 * noise1;
            if( signal != 0d || noise != 0d )
               snr = 20 * Math.Log10(signal/noise) + 3.5;
            snr = snr < 1d - 0d : snr;
            snr = snr > 10d - 10d : snr;
            snr = snr * 0.1;   
            snrSer[bar] = snr * 10 + 1;
            double Width = snr > 0.5 - 0d : -0.4 * snr + 0.2;
            
            // Calculate the Swing this bar
            beta2 = Math.Cos(twoPi / domCycMdn[bar]);
            g2 = 1 / Math.Cos(fourPi * delta2 / domCycMdn[bar]);
            alpha2 = g2 - Math.Sqrt(g2 * g2 - 1);
            BP2 = 0.5 * (1 - alpha2) * (ds[bar] - ds[bar-2]) 
               + beta2 * (1 + alpha2) * BP2_1 - alpha2 * BP2_2;
            //Quadrature component is derivative of InPhase component divided by omega
            Q2 = (domCycMdn[bar] / twoPi) * (BP2 - BP2_1);
            Lead60 = 0.5 * BP2 + 0.866 * Q2;
            PhaseList(ref fifoList, 50, Lead60, out HL, out LL);
            double Psn = (Lead60 - LL) / (HL - LL);
            PhaseList(ref fifoPsn, 20, Psn, out HL, out LL); 
            if( HL - LL > 0.85 ) widthSwg = 0.01;
            else widthSwg = 0.15 * (HL - LL);
            psnSer[bar] = 10 * Psn - 5d;
            
            // Calculate Trend Vigor this bar
            // (Filter Bandpass component - same as Swing above; substitute variable names)
            
            //Pythagorean theorem to establish cycle amplitude
            double Ampl2 = Math.Sqrt(BP2 * BP2 + Q2 * Q2);
            
            //Trend amplitude taken over the cycle period
            int cycPeriod = (int)(domCycMdn[bar] - 1);
            if( cycPeriod < 12 ) cycPeriod = 12;
            double Trend = ds[bar] - ds[cycPeriod];
            if( Trend != 0 && Ampl2 != 0 ) 
               ratio = 0.33 * Trend /Ampl2 + 0.67 * ratio1;
            if( ratio > 10 ) ratio = 10d;
            if( ratio < -10 ) ratio = -10d;
            
            double tv = 0.05 * (ratio + 10d);
            if( tv < 0.3 || tv > 0.7 ) widthTV = 0.01;
            if( tv >= 0.3 && tv < 0.5 ) widthTV = tv - 0.3;
            if( tv >= 0.5 && tv <= 0.7 ) widthTV = 0.7 - tv;
            tvSer[bar] = 20d * tv - 10d;
            
            /* Plot the rasters... */
            int snr50 = (int)Math.Round(50 * snr);
            int psn50 = (int)Math.Round(50 * Psn);
            int tv50  = (int)Math.Round(50 * tv);
            
            for( int n = 1; n < 51; n++ )
            {   // 0.4 used below comes from 20/50 to normalize the color from 1 to 20
               double raster = 20d;               
               if( n < snr50 )  // bottom of corona
                  raster = 0.5 * (Math.Pow((20 * snr - 0.4 * n) / Width, 0.8) + raster2[n]);
               else if( n > snr50 && (0.4 * n - 20 * snr) / Width > 1 )  // top of corona
                  raster = 0.5 * (Math.Pow((-20 * snr + 0.4 * n) / Width, 0.8) + raster2[n]);
               else if( n == snr50 )
                  raster = 0.5 * raster2[n];
               if ( raster > 20 ) raster = 20;
               else if ( raster < 0 ) raster = 0;
               if ( snr > 0.5 ) raster = 20;
               SetSeriesBarColor(bar, Raster[n], colorSNR[(int)(raster)]);
               raster2[n] = (int)raster;
               
               // Plot the Swing raster
               double rasterSwg = 20d;
               if( n < psn50 )  // bottom of corona
                  rasterSwg = 0.5 * (Math.Pow((20 * Psn - 0.4 * n) / widthSwg, 0.95) + 0.5 * raster2Swg[n]);
               else if( n > psn50 && (0.4 * n - 20 * Psn) / widthSwg > 1 )  // top of corona
                  rasterSwg = 0.5 * (Math.Pow((-20 * Psn + 0.4 * n) / widthSwg, 0.95) + 0.5 * raster2Swg[n]);
               else if( n == psn50 )
                  rasterSwg = 0.5 * raster2Swg[n];
               if ( rasterSwg > 20 ) rasterSwg = 20;
               else if ( rasterSwg < 0 ) rasterSwg = 0;
               if ( HL - LL > 0.8 ) rasterSwg = 20;
               SetSeriesBarColor(bar, RasterSwg[n], colorSwg[(int)(rasterSwg)]);
               raster2Swg[n] = (int)rasterSwg;

               // Plot the Trend Vigor raster
               double rasterTV = 20d;
               if( n < tv50 ) 
                  rasterTV = 0.8 * (Math.Pow((20 * tv - 0.4 * n) / widthTV, 0.85) + 0.2 * raster2TV[n]);
               else if( n > tv50 )  // top of corona
                  rasterTV = 0.8 * (Math.Pow((-20 * tv + 0.4 * n) / widthTV, 0.85) + 0.2 * raster2TV[n]);
               else if( n == tv50 )
                  rasterTV = 0.5 * raster2TV[n];
               if( rasterTV < 0 ) rasterTV = 0;
               if( rasterTV > 20 || tv < 0.3 || tv > 0.7 ) rasterTV = 20;
               SetSeriesBarColor(bar, RasterTV[n], colorTV[(int)(rasterTV)]);
               raster2TV[n] = (int)rasterTV;
            }
            avg1 = avg;
            signal1 = signal;
            noise1 = noise;   
            BP2_2 = BP2_1;
            BP2_1 = BP2;
            ratio1 = ratio;
         }
         HideVolume();
         HidePaneLines();
         PlotSeries(dbPane, domCycMdn, Color.Yellow, WealthLab.LineStyle.Solid, 2);   
         DrawLabel(dbPane, "Dominant Cycle|", Color.Black);
         PlotSeries(snrPane, snrSer, Color.FromArgb(220, 255, 255), LineStyle.Solid, 2);
         DrawLabel(snrPane, "SNR|", Color.Black);
         PlotSeries(swgPane, psnSer, Color.FromArgb(180, 255, 210), LineStyle.Solid, 2);
         DrawLabel(swgPane, "Swing Position|", Color.Black);
         PlotSeries(tvPane, tvSer, Color.FromArgb(64, 128, 255), LineStyle.Solid, 2);
         DrawLabel(tvPane, "Trend Vigor|", Color.Black);
      }
      
      protected override void Execute()
      {
         // Declare the DataSeries to pass to the method
         DataSeries dc, snr, swing, tv;
         
         // Get the dominant cycle, SNR, Swing Position, and Trend Vigor for use in a strategy
         SuperIndicators(AveragePrice.Series(Bars), out dc, out snr, out swing, out tv);
      }
   }

[kocmodpom]

Did this Corona Indicator get compiled into Ninja? That November issue was the best ever IMO.

[NinjaTrader_JoshP]

You may want to see the file sharing section for anything. Or you can take the code Elliott Wave posted up and run with it. Good luck.