new indicators

[JAY526]

Hi,

Is is possible to add option volume/option implied volatility/option open interest/put-call ratio as indicators to the chart? They could be very useful soemtime, especially for catching potential big moves.

Regards,

Jay

[NinjaTrader_Ray]

This is not currently supported but I will add this as a request to our list for future consideration.

[Loukas]

Hi,

I would like to ask if you have add an Implied Volatility Indicator in order to monitor periods of market stress.

Thanks

[NinjaTrader_Jason]

Hello Loukas,

Unfortunately, I am not exactly sure what is referred by 'implied volatility'. However, we provide various volume indicators by default. Please see the link below that describes some of these indicators.

http://www.ninjatrader.com/support/helpGuides/nt7/power_volume_indicators.htm

You can find them in the Indicator menu of charts. If you highlight any indicator in the Indicator menu, you will see a brief description of it. More information regarding the Indicator menu can be found at the link below.

http://www.ninjatrader.com/support/helpGuides/nt7/working_with_indicators.htm

[Loukas]

Hi,

Are you aware if someone developed a Z-Score indicator?

Thanks

[NinjaTrader_Jason]

Unfortunately I am not aware if someone created such an indicator.

I suggest to check NinjaScript file sharing section below if someone posted such an indicator.

http://www.ninjatrader.com/support/forum/forumdisplay.php?f=37

[Loukas]

Hi,
I found an indicator and I want to make few changes on the data series. When I am trying to overload an EMA on Stdev or on Average on the data series there same problems. Could you guide me how can I solve this problem. The code is as follow

Prc_chg.Set((Close[0] - Close[1]) / Close[1]);
Calc_mean.Set( EMA ((SUM(Prc_chg,Period)[0])/Period),13) ;
Calc_sd.Set(EMA(StdDev(Prc_chg,Period)[0]),13) ;

I have already looked at the NT guide book on the topic "Indicator on Indicator" but it didnt solve my issue.

[NinjaTrader_Bertrand]

It looks like you would need to access a double value of your EMA's to be able to .Set those as dataseries values - http://www.ninjatrader.com/support/h...sub=dataseries

[Loukas]

I add onther dataseries valiable "curEMA" and then enter this at the dataseries of the the SUM and Stdev but I believe the reasult is not the same. I want the EMA of SUM and Stdev not the SUM of EMA close prices or Stdev of close prices. The code below is working but is not that I am seeking

Prc_chg.Set((Close[0] - Close[1]) / Close[1]);
curEMA.Set(EMA(Prc_chg,13)[0]);
Calc_mean.Set((SUM(curEMA,Period)[0])/Period);

I am seeking something like this

Calc_mean.Set(EMA(SUM(Prc_Chg,Period)[0])/Period), Period)[0];

[NinjaTrader_Austin]

Loukas, the location of the [0] is important. If you're trying to take an EMA of the sum, please try this:

Calc_mean.Set(EMA(SUM(Prc_Chg,Period)[0]/Period, Period)[0]);

[Loukas]

It has 2 programming errors
1. the EMA has some invalid argument
2. it cannot convert from double to dataseries

it takes the Sum as a Double variable


if (CurrentBar < Period)
return;

Prc_chg.Set((Close[0] - Close[1]) / Close[1]);
Calc_mean.Set(EMA(SUM(Prc_chg,Period)[0]/Period, Period)[0]);

[NinjaTrader_Austin]

Loukas, can you please attach the full script you're coding here so I can take a closer look?

[Loukas]

I have attached the indicator for your consideration

Thanks

[NinjaTrader_Austin]

It seems like the issue is that it isn't possible to go through a data series (Prc_chg) and then divide it and run that result into another method (EMA) that is expecting a real data series. Since you're dividing by the same number, you could run that at the very end of the calculations:

Calc_mean.Set(EMA(SUM(Prc_chg,Period), Period)[0]/Period);

If that doesn't work, you'll have to store the intermediate calculations (sum divided by period) in another data series to ensure the division calculation is run at the appropriate time.

[Loukas]

Thanks for your assistant, the problem was with the Period.
I am trying to enter few condifition on a strategy and I have a problem with the Ichimoku indicator. I download the ichimoku indicator and I am trying to enter a condition when the close price cross above the SenkouSpanA could but it is telling me that I am trying to use a property as method. Do you have any idea about it? The condition is like this
if (RSI(RSIPeriod, RSISmooth)[0]> 60
&& (CrossAbove(Close(0),SenkouSpanA(26),1)))
{
Do something ;
}