Commit Graph

291 Commits

Author SHA1 Message Date
73cfa7d601 Rename opening range indicator to indicate that its an older version of the indicator with custom start time support 2024-04-29 08:28:21 -07:00
8334526d36 Remove unused imports 2024-04-27 06:59:46 -07:00
e8e6c84e58 Add exit condition based on KST value closing above / below moving average and enter trades at relatively extreme values of indicator 2024-04-27 06:58:39 -07:00
1bec3c5011 Remove unused imports and use Input rather than Close in order to support smoothing other indicator values 2024-04-26 08:09:51 -07:00
901488bc5a Add simple bot based on Know Sure Thing indicator 2024-04-25 09:46:28 -07:00
7d011692d5 Increase stroke width of KST and moving average lines and color KST line according to whether it is above or below the moving average 2024-04-25 07:03:12 -07:00
16a1baaf01 Add helper constructor for use in strategies 2024-04-24 10:56:09 -07:00
175cb6bb0a Implement DisplayName() for a more user-friendly visualization 2024-04-23 12:39:20 -07:00
d885175945 Make the bid / ask levels configurable and resolve issues with previous streams not being cancelled 2024-04-23 03:39:09 -07:00
479bbfd791 (Actually) trim the bids / asks to configured number of levels 2024-04-23 02:16:42 -07:00
5603353cc5 Add IQFeed host and port configuration settings 2024-04-20 07:05:59 -07:00
9e1e8e387f Clear ask and bid dictionaries when initiating a market depth stream so that old data does not linger 2024-04-18 07:39:20 -07:00
af378edc67 Add README 2024-04-13 08:48:58 -07:00
4c2eacedf8 Add configuration property for setting the maximum number of market depth levels to display 2024-04-10 18:50:38 -07:00
fe3644749d Add the ability to configure the maximum width of the indicator 2024-04-09 08:08:11 -07:00
93b8f4e557 Trivial change to move comment 2024-04-08 07:47:16 -07:00
dcc7dc456f Automatically select the IQFeed futures contract to stream based on the currently selected instrument 2024-04-08 07:45:22 -07:00
ef4be98080 Remove comments containing original generic (i.e., non-IQFeed) market depth code 2024-04-07 06:32:44 -07:00
2297e5b9d4 Initial commit of Market Depth indicator 2024-04-06 06:35:52 -07:00
8fb8117b9f Simple reversal indicator 2024-03-19 05:45:02 -07:00
6df1d0d857 Display the chosen index name on the chart 2024-03-18 08:49:25 -07:00
2b5f974f55 Calculate index value using component prices looked up during chart bar processing 2024-03-18 06:55:36 -07:00
1f03d10e1f Add the ability to toggle between the S&P 500 and NASDAQ indices 2024-03-13 14:22:43 -07:00
65c9072155 Normalize the index component weights 2024-03-13 14:21:40 -07:00
2c2e4d8358 Remove unused imports 2024-03-12 14:19:47 -07:00
5d8dd1dc62 Ensure all N components have data prior to calculating the index value 2024-03-12 14:18:00 -07:00
b208228bab Display indicator behind the bars on the chart by default 2024-03-12 14:17:12 -07:00
03a414a933 Make the indicator overlay the chart by default 2024-03-12 14:15:39 -07:00
0507316830 Don't process bars outside of regular trading hours as the components aren't trading then 2024-03-12 09:35:25 -07:00
c96dc4aa8c Calculate ADR on chart bars in order to resolve inaccuracies with daily bars 2024-03-12 08:10:59 -07:00
515f444254 Add an indicator for viewing the performance of the top n components of the index 2024-03-11 12:44:31 -07:00
409d51b988 Add Average Daily Range (ADR) indicator 2024-03-10 04:52:41 -07:00
c545af0aad Resolve off-by-one error when drawing the opening range start, disable labels by default, and make labels appear centered by default if shown 2024-02-16 05:39:03 -08:00
01b9601ab9 Don't suspend indicator while NinjaTrader is inactive 2024-02-16 05:14:17 -08:00
b8eef89b8b Add indicator that allows for coloring up / down candle bodies and wicks independently 2024-02-14 08:54:24 -08:00
ca7f284332 Handle cases where the current bar's close is exactly equal to the linear regression 2024-02-07 12:08:49 -08:00
27a94141a2 Remove the need for enabling tick replay on the data series in order for the indicator to work 2024-01-23 12:02:17 -08:00
3c339ecb56 Add the ability to configure price range high / low levels 2024-01-13 06:16:18 -08:00
5a052ebb1b Render price range levels in OnRender() instead of using Draw.Line() 2024-01-12 13:06:20 -08:00
52925af126 Add Captain Backtest Model strategy, courtesy of @tradeforopp 2024-01-11 13:50:36 -08:00
da65f9a38f Add indicator for coloring bars on chart according to whether price is above / below fast and slow moving averages 2024-01-07 06:05:41 -08:00
cd20c466dd Add indicator for detecting pivots occurring at candles with above average volume 2024-01-06 06:26:19 -08:00
5671615967 Add brush serialization to linear regression indicator 2023-12-27 11:14:05 -08:00
9149fad567 Add indicator for coloring bars according to trend as defined as closing above / below swing highs / lows 2023-12-27 11:11:52 -08:00
558321e2c5 Resolve issue where current daily close was drawn prior to actual close, disable daily closes by default in order to make the indicator more visually appealing, and begin drawing the levels from the actual open / close times 2023-12-11 06:27:57 -08:00
b66b98dd40 Add linear regression indicator that colors bars according to whether closes are above / below the linear regression calculated over a configurable number of bars 2023-11-17 07:42:22 -08:00
b0504a1b8e Add Silver Bullet indicator 2023-11-15 11:07:43 -08:00
812f19e6b6 Add strategy based on the SuperSmoother indicator 2023-11-15 06:33:23 -08:00
b0eb691e72 Add basic moving average crossover strategy 2023-11-15 06:28:52 -08:00
f0580212fa Add Moving Average indicator 2023-11-14 12:16:45 -08:00