Standard Deviation Bands

[Harry]

This is what I see on Bloomberg Terminal for "Range Average with SD Bands:

"The Range Average with SD Bands Study places a horizontal line at the Average spanning the viewable Price Source values, e.g. Close, Open, High, Low, etc. (defaulted to Close). This average line can be locked to the original viewable range, or set to recalculate as the chart is panned to expose more history. The study also allows for lines to be shown at 3 different standard deviations values away from the average. Additionally, the study can be set to only calculate on the most recent "n" bars if desired, with the standard deviations calculated for the same range."

Thanks again

The key here is the word "viewable". If you have horizontally scaled your chart to show 73 bars, the Bloomberg terminal calculates the average from those 73 bars. At least this is my interpretation of the explanation above. This is not feasible with NinjaTrader.

With NinjaTrader you need to select a period, for example 60 bars, and then the average will be calculated over that lookback period, irrespectively of how many bars are shown on the chart.

Otherwise the Bloomberg indicator should show the same as a (double) Bollinger Band with all plots set to HLine on NinjaTrader.

[agassi]

You did not carefully read the message. The indicator does not replace your default Bollinger indicator. However, as the Universal Bollinger indicator uses 29 moving averages, the import file comes with all those averages as needed by NinjaTrader. Some of those moving averages are already in your indicator folder. When importing the file, NinjaTrader asks you whether you wish to replace the existing files. Just answer with "no", if you want to keep them and you will only have the supplementary moving averages installed.

Understood. Thanks

[agassi]

The key here is the word "viewable". If you have horizontally scaled your chart to show 73 bars, the Bloomberg terminal calculates the average from those 73 bars. At least this is my interpretation of the explanation above. This is not feasible with NinjaTrader.

With NinjaTrader you need to select a period, for example 60 bars, and then the average will be calculated over that lookback period, irrespectively of how many bars are shown on the chart.

Otherwise the Bloomberg indicator should show the same as a (double) Bollinger Band with all plots set to HLine on NinjaTrader.

Yes. you are absolutely correct. Based on my understanding, if I don't scale or zoom my screen on Bloomberg, the default look back period is approximately 120 bars on a 24 inch screen..I will play with your Bloomberg Universal Indicator to map it to show SD for 120 bars back.

[agassi]

On Bloomberg there is another excellent indicator known as Volatility Based Envelop. Any idea how to code this?? Uploading the pdf document. Here is a related thread from quant exchange...

http://quant.stackexchange.com/questions/3849/volatility-based-envelopes

[agassi]

Harry:

Thank you for sharing your Bollinger Universal Indicator

[agassi]

You did not carefully read the message. The indicator does not replace your default Bollinger indicator. However, as the Universal Bollinger indicator uses 29 moving averages, the import file comes with all those averages as needed by NinjaTrader. Some of those moving averages are already in your indicator folder. When importing the file, NinjaTrader asks you whether you wish to replace the existing files. Just answer with "no", if you want to keep them and you will only have the supplementary moving averages installed.

Harry:

I was able to successfully import the indicators. When I look inside the zip file there are total 31 files. 16 of those start with an @sign. I am not sure what these are. Also, after importing all the indicators, I don't see the indicators which start with an @ sign inside my indicator window in Ninjatrader. I was able to successfully import (and see inside my indicator window) of my Ninjatrader the following:

1) anaADXVMA.cs
2) anaBollingerUniversal.cs
3) anaButterworthFilter.cs
4) anaEhlersFilter.cs
5) anaGaussianFilter.cs
6) anaHoltEMA.cs
7) anaMovingMedian.cs
8) anaSuperSmootherFilter.cs
9) anaZeroLagHATEMA.cs
10) DSMA.cs
11) DTMA.cs
12) DWMA.cs
13) TSMA.cs
14) TWMA.cs
15) ZeroLagTEMA.cs

Wondering why I cannot see the other indicators which start with @? I cannot see the following indicators after importing it into Ninjatrader:

1) @ATR.cs
2) @DEMA.cs
3) @EMA.cs
4) @HMA.cs
5) @LinReg.cs
6) @MAX.cs
7) @MIN.cs
8) @SMA.cs
9) @StdDev.cs
10)@SUM.cs
11) @T3.cs
12) @TEMA.cs
13) @TMA.cs
14) @VWMA.cs
15) @WMA.cs
16) @ZLEMA.cs

Thanks again...

[Harry]

All indicators that start with an @-sign are NinjaTrader system indicators. They are shown in your dropdown menu without that @-sign. I have coded 14 of the other 15 indicators, which have been added.

[NinjaTrader_ChelseaB]

Hi agassi,

Harry is correct, all files that begin with the @ symbol are default indicators that are needed as base indicators for other scripts.

If the entire list of default indicators are not showing in your indicator list this may indicate some missing files.

Please send me an email to support [at] ninjatrader [dot] com so that I may connect with you and correct the issue.

[eddi0505]

On Bloomberg there is another excellent indicator known as Volatility Based Envelop. Any idea how to code this?? Uploading the pdf document. Here is a related thread from quant exchange...

http://quant.stackexchange.com/quest...ased-envelopes

Attached Files
File Type: pdf Volatility Based Envelop VBE (1).pdf (532.4 KB, 15 views)

[koganam]

On Bloomberg there is another excellent indicator known as Volatility Based Envelop. Any idea how to code this?? Uploading the pdf document. Here is a related thread from quant exchange...

http://quant.stackexchange.com/quest...ased-envelopes

Attached Files
File Type: pdf Volatility Based Envelop VBE (1).pdf (532.4 KB, 15 views)

Your link is defective.

[eddi0505]

http://quant.stackexchange.com/questions/3849/volatility-based-envelopes