This is a conversion of the NinjaTrader 7 CCI_Forecaster_DE v7 indicator by snaphook.
This indicator adds and removes an excessive amount of drawing tools and causes a large performance hit within Historical Processing. To alleviate this issue, the number of historical bars to process is limited to 500. This limit can be changed in the indicator's properties. The user will see a visual OrangeRed region where historical processing is skipped, and a message will be presented on the indicator's ChartPanel. These warnings can be disabled as well. To fully correct this limitation, the indicator will need to be rewritten to use custom rendering as noted in our NinjaScript Best Practices.
newly uploaded 3/2/2011
Added a SW variable to make it palatable to non range bar traders.
Modified SlingShot parameters to allow a wider band around the zero and 100 lines.
Made some cosmetic tweaks to signal color background and trend lines.
newly uploaded 12/3/2010
newly uploaded 9/16/2010
newly uploaded 8-7-2010
to correct a problem where the CCI periods are greater than 34
newly uploaded 6-14-2010
to correct a fail problem where no cross of the 0 line occurred before the current bar.
This is the CCI Pattern Recognition indicator including the real time/market replay data extractor updated for NT v7.
For the Data Extractor, with Data Extraction set to True, open a New Chart with this indicator setup for your trade parameters and watch a .csv file be created with:
date, time, direction, pattern, entry price, bar close location, CCI, delta CCI, MAE, MFE, 100 X price, Momo change exit price, Exit mode (stopped out, breakeven, etc.), Time of exit, and elapsed time to BE and BE2 (2 BEs are allowed)
Check your Run Market Replay Recorder check box to record market data for replay and Open a Market Analyzer with all the futures contracts you want to test and let it record during the session periods you want. Then go back in later and connect to the market replay recorder and crank it up to 500x speed and create each .csv file in minutes for the entire day or do a week in 15 minutes.
Create a new workspace (Extract Data?) with all the charts you want and crank out multiple .csv files at the same time.
The old DataExporter works on static charts but has that pesky intrabar movement issue. It is still valid, but you need to be aware of that limitation. This one runs in real/recorded time so is not hindered by intrabar movement.
I have uploaded a spreadsheet (Excel 2003 and 2007) to http://woodiescciclub.com/forum/viewtopic.php?t=5820 into which you can import the data (columns A - L can be copied to columns C - N). There are some basic instructions at that site as well.
|File Size||37.9 KB|
|# of Downloads||448|
Importing to NinjaTrader 8 is Easy!
To import your 3rd party app or add-on to NinjaTrader, simply follow these 3 steps:
- Download the app or add-on file to your desktop
- From the NinjaTrader Control Center window, select the menu Tools > Import > NinjaScript Add-On…
- Select the downloaded file from your desktop