Indicator displaying expressions / spreads / pairs / baskets

[UltimateIndicator]

Please note: As the whole NT Version 7 Beta forum is locked now, please continue submitting any questions preferably here http://www.ninjatrader.com/support/f...ad.php?t=38011
or here http://www.ninjatrader.com/support/f...ink&linkid=399

NinjaTrader Ultimate Expression Indicator
=========================================
There're couple of indicators that allow to plot spreads. However,
all of them have severe limitations as to number of legs and mathematical
complexity of expressions one can input. As none of them really
suit my needs I decided to develop a new indicator from scratch that would
overcome these shortcomings. The indicator I've developed allows to include
any number of legs, input any meaningful math. expression and also implements
variety of math. functions.


Examples:
---------
(1 + LOG10(1) + SQRT(0.5 + 3.5) + 3)/(1+RANDOM(1,5))
(3*'MSFT'+1.5*'ORCL'+2*'HPQ'+'IBM')/(5*"QQQQ")
('AAPL:Open'+'AMZN:High'+'MSFT:Low'+'IBM:Close')/(12*'QQQQ')
"ES 09-10:BidAskMid$"-'YM 09-10:BidAskMid$'
'$EURCAD:High'/'$EURAUD:Low'
(("NQ 09-10:H"-"NQ 09-10:L")/2.0)/"NQ 09-10:Volume"
('ES 09-10:$2'+'ES 09-10:$1')/(2*'ES 09-10:$0')
'ES 09-10:$Open@1Week'-'ES 09-10:$Close@1Day'


Math:
-----
- always use dot(.) to denote decimal places regardless of your
operating system settings or localization (e.g.: 1.23, -0.6, +3.33)
+ - addition
- - subtraction
/ - division
* - multiplication
% - modulus
^ - power
( - left bracket
) - right bracket


Instruments:
------------
- all instrument types are supported (stocks 'MSFT', futures 'ES 09-10',
currencies '$EURUSD', indexes '^VIX')
- instruments don't need to be explicitly added to the chart to be able to
use them in expressions
- instruments must always be enclosed in single or double quotation marks
- instruments, instrument qualifiers and instrument time frames are case
insensitive
- instrument qualifiers are optional, if omitted bar close value is used
- instrument time frames are optional, if omitted time frame of primary
(first) instrument in the chart is used

- 'InstrumentName:Qualifier@TimeFrame'
- "InstrumentName@TimeFrame:Qualifier"
- 'InstrumentName:Qualifier'
- "InstrumentName@TimeFrame"
- 'InstrumentName'


Instrument qualifiers:
----------------------
- use 'colon' ( to indicate beginning of instrument qualifier sequence
- use 'dollar sign' ($) to multiply instrument value by instrument point
value that is taken from the Instrument Manager, this qualifier can be
combined with others
- use any integer number greater than or equal to zero to denote how
many bars to look back (bars ago) from bar that is being processed,
'zero' is default value and referes to current bar, this qualifier
can be combined with others
- following qualifiers are self explanatory and cannot be combined
with each other:
- O or Open
- H or High
- L or Low
- C or Close - this is default value
- V or Volume
- B or Bid
- A or Ask
- BAM or BidAskMid


Instrument time frames:
-----------------------
- use 'at' (@) to indicate beginning of instrument time frame sequence
- time frame comprises two mandatory components: period value
and period type
- period value is any integer number greater than zero
- period type is any of the following values:
- S or Second
- M or Minute
- D or Day
- W or Week
- Y or Year
- T or Tick
- V or Volume
- R or Range


Functions:
----------
- functions are case insensitive
- unless specified otherwise functions take one argument

random - returns random number within the specified range, requires two arguments
power - returns number raised to the specified power, requires two arguments
abs - returns absolute value of the specified number
sqrt - returns square root of the specified number
ceiling - returns the smallest integer greater than or equal to the specified decimal number
floor - returns the largest integer less than or equal to the specified decimal number
round - rounds decimal number to nearest integer
ln - returns natural logarithm of the specified number
log10 - returns base-10 logarithm of the specified number
sin - returns sine of the specified number
cos - returns cosine of the specified number
tan - returns tangent of the specified number
arcsin - returns arcsine of the specified number
arccos - returns arccosine of the specified number
arctan - returns arctangent of the specified number


If you're missing some feature, have a suggestion or have found a bug,
just leave a message in NT discussion forum. I'll be more than happy
to implement it provided that other users would also benefit.


Enjoy and good luck with your trading endeavours.

-UltimateIndicator-


Installation
============
- open up NinjaTrader, go to File -> Utilities -> Import NinjaScript,
navigate to 'zip' installation fileand click open,
restart NinjaTrader if prompted to do so
- this indicator requires NinjaTrader 7.0.0.16 or higher
- installation 'zip' file contains files:
NinjaTrader.Ultimate.Expression.dll
screenshot.png
readme.txt


Version history
===============

Version 0.1.3.0 - 31/01/2011
----------------------------
- improved - minor internal improvements, new features to come soon (hopefully)


Version 0.1.2.0 - 01/11/2010
----------------------------
- added - front end to build and manage database of favorite expressions


Version 0.1.1.0 - 02/08/2010
----------------------------
- added - support for time frames
- improved - instrument qualifiers can be used to address previous bars
- improved - indicator property window stays opened when expression
has syntax errors
- fixed - the indicator didn't work when nested within other indicators
- fixed - the indicator was not updated when NT was using realtime data


Version 0.1.0.0 - 13/07/2010
----------------------------
- initial release

[NinjaTrader_Tim]

Hi UltimateIndicator,

Thanks, looks interesting!

Will you also please post this to the file sharing section of the Forum as well?

http://www.ninjatrader.com/support/forum/local_links.php

[UltimateIndicator]

I think I've found a bug in the 'Indicator section' of this forum. If you need to re-upload an installation file with different file name, new file name is not saved into the system and users are prompted to save the file under old name but content of the file is the latest though.

http://www.ninjatrader.com/support/f...id=399&catid=4

Can someone have a look, please?

[NinjaTrader_Tim]

Hi UltimateIndicator,

This may be the known and expected behavior, as I've seen it previously. However, I will have the appropriate person look in to this.

[mike82]

This looks really interesting.

when using indicatorsin the expression is this what they would look like?

IBM:Close/(SMA(IBM:Close:30)[0])

[NinjaTrader_JoshP]

mike82,

To get the close of IBM you would need to create a multi-series indicator that has IBM added to it.

Add("IBM", PeriodType.Minute, 1);

Then in your code you could do something like:

Closes[1][0] / SMA(Closes[1], 30)[0]

Please see this article for multi-series scripts: http://www.ninjatrader.com/support/h...nstruments.htm

For use with what UltimateIndicator provided though, I believe what you have posted would work as he has designed it, but UltimateIndicator would have to clarify that.

UltimateIndicator,

Would you mind uploading a source code version of your script? We cannot host DLLs here because we do not know what is within the code and cannot guarantee the safety of them. Thank you.

[ProfitPilgrim]

Can't find indicator after install

I've successfully installed the Ninjascript. What name appears in the indicator list for the UltimateExpression indicator? I've closed and reopened NT7 twice but can't find the installed indicator to load it. It looks valuable so I'm anxious to succeed.

Thank you!

All the best.

you may email me at [email protected]

[NinjaTrader_Tim]

Hi ProfitPilgrim,

Looks like the name has an underscore "_" in front, look to the top of your indicator lists.

[ProfitPilgrim]

Thanks Tim. You found it for me. Is there a way to modify 'ES 12-10:$' * 'E7 12-10:$' to reference the highs only?

[NinjaTrader_Tim]

HI ProfitPilgrim,

I am not intimately familiar with this specific script, however if it references the charted data, you can change that at "Right click>Indicators>Input Series>High"

[ProfitPilgrim]

Thanks Tim. I've discovered that the indicator disregards which price of the input series is selected and relies solely on the formula entered. An H or L after the colons will select the High or Low, as with 'ES 12-10:L' * 'E7 12-10:L'

[Tarkus11]

This looks like excellent work. Is it correct that it has NinjaTrader's tacit approval as a safe dll since it is posted for download?

[NinjaTrader_Chip]

Hello Tarkus11,

Thank you for your post.

When you download any indicator, strategy, script, etc. you agree to the following item in the disclaimer:
7. By installing, using in whole or in part any code posted in this forum you agree to fully indemnify and hold harmless NinjaTrader, LLC and its affiliates from and against any claims, losses, liabilities and expenses that may be incurred as a result having downloaded and/or used any or all of the available code.

Please let me know if you have any additional questions.

[Tarkus11]

Thanks for the reply. I was referring to the post made by NinjaTrader_Josh. I understand that code is run at your own risk, but the policy was not to host compiled scripts. While this looks like excellent work, it is still compiled as far as I can see, as the .cs apparently isn't available.

Would you mind uploading a source code version of your script? We cannot host DLLs here because we do not know what is within the code and cannot guarantee the safety of them. Thank you.