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/helpGuides/nt7/dataseries_class.htm?zoom_highlightsub=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 (http://www.ninjatrader-support.com/vb/showthread.php?t=7299) 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 ;
}

[NinjaTrader_Bertrand]

I would try just this as the CrossAbove would expect a series and Close(0) does not really have a meaning in NinjaScript, if you wanted the most recent close it would Close[0] then.

if (RSI(RSIPeriod, RSISmooth)[0]> 60
&& (CrossAbove(Close, SenkouSpanA(26),1)))
{
Do something ;
}

[FOKS_444]

Hello! Whether is for Ninja working indicator SSA (Singular spectrum analysis)???

[Loukas]

No is not for SSA, I am trying to build a custom momentum strategy using Ichimoku.
It is still not recognice the SenkouSpanA

" The name SenkouSpanA does not exist in the current context"

[FOKS_444]

Hello! Question for NinjaTrader Customer Service. Where it is possible to find the indicator SSA (Singular spectrum analysis) for Ninjatrader??? :confused:

[NinjaTrader_Bertrand]

Hello! Question for NinjaTrader Customer Service. Where it is possible to find the indicator SSA (Singular spectrum analysis) for Ninjatrader??? :confused:


Unfortunately I'm not aware of SSA analysis already available for NinjaTrader - a great resource is always our sharing section in these forums - http://www.ninjatrader.com/support/forum/forumdisplay.php?f=37

[NinjaTrader_Bertrand]

No is not for SSA, I am trying to build a custom momentum strategy using Ichimoku.
It is still not recognice the SenkouSpanA

" The name SenkouSpanA does not exist in the current context"

Thanks Loukas, is the SenkouSpanA perhaps only a plot of a different indicator you're trying to access, then the syntax would be different for example MyIndicatorName(parameters).SenkouSpanA[0].

[Loukas]

Hi Guys,

I am trying to create an indicator and I have an error

" #endregion directive expected NT"

Any ideas how to debug this ? I havent made any changes at NinjaScript code

[koganam]

Hi Guys,

I am trying to create an indicator and I have an error

" #endregion directive expected NT"

Any ideas how to debug this ? I havent made any changes at NinjaScript code

You have a #region statement that is not closed with a corresponding #endregion. Just do a manual search. There should not be that many of them anyway.

[kalalex]

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

Its been more than 4 years since this promise was made and I can't find anything related
to options yet in NT 7.

Just recently bought the lifetime license and I feel like I made a mistake:mad::mad:

[NinjaTrader_AdamP]

kalalax,

If you are referring to the indicators. These indicators can be found and imported separately.

[kalalex]

kalalax,

If you are referring to the indicators. These indicators can be found and imported separately.

You are saying this is done?

"option volume/option implied volatility/option open interest/put-call ratio as indicators to the chart?"

I was referring to the 1st and 2nd posts in this thread.

[NinjaTrader_AdamP]

kalalex,

Yes. For example I created a Put/Call ratio indicator. You have to map some custom indices using your instrument manager but it works. Im sure other places have these indicators created as well, for example at Big Mikes Trading or Elite Trader.

You can also check our downloads section of this forum to see if something like that exists.

Please find my indicator attached. You have to create a new index using the instrument manager named PCR, and then have a symbol mapping to VRET.Z in order for it to work. It works for me on Kinetick.

[jcrecruit]

how would i make this indicator work for cqg feed. I have been studying some of schaffer's and jankovsky work and am intrigued by it. thanks kindly

[NinjaTrader_AdamP]

jcrecruit,

I am happy to assist you.

Essentially, CQG only offers data for futures and indices. I am not sure if the PCR is included in that package. I would suggest contacting them to first see if they offer this ticker symbol, after which you can also ask what the symbol mapping for them is. I can then give you specific instructions for adding this instrument correctly.

Here is a link to their support : http://www.cqg.com/Support.aspx

Please let me know if I may assist further.