Does anyone have the squeeze indicator

[pajusa 10]

Hello all,

 

Does anyone have the Bollinger band and keltner squeeze indicator for Ninjatrader. So anyone having a copy can please help.

 

thanks

 

pajusa

[thrunner 10]

This is interesting. NT may have pulled their version of the Squeeze indicator after TTM started developing in NT.. http://www.ninjatrader-support.com/vb/showthread.php?t=3055&highlight=squeeze

 

For those who find this indicator of use, the original opensource code was created by Nick and eKam over at the TS forum before TTM copied it. There is a TS version here in TL: http://www.traderslaboratory.com/forums/f46/bb-squeeze-replica-for-tradestation-662.html

 

eSignal version:

function preMain() {
   setStudyTitle("FPSqueeze");
   setCursorLabelName("FPSqueeze", 0);
   setDefaultBarFgColor(Color.blue, 0);
   setPlotType(PLOTTYPE_HISTOGRAM,0);
   setDefaultBarThickness(4,0);

   //addBand(0,PS_SOLID,1,Color.black,"zero");

   var BBlow=null;
   var BBhigh=null;
   var KClow=null;
   var KChigh=null;
   var Mom=null;
   var vHigh=null;
   var vLow=null;
   var vClose=null;

   var fp1 = new FunctionParameter("nMA", FunctionParameter.NUMBER);
   fp1.setName("Squeeze Moving Average");
   fp1.setLowerLimit(1);
   fp1.setDefault(20);

   var fp2 = new FunctionParameter("nSD", FunctionParameter.NUMBER);
   fp2.setName("Standard Deviation");
   fp2.setLowerLimit (1);
   fp2.setDefault(2.0);

   var fp3 = new FunctionParameter("nColorSqueeze", FunctionParameter.COLOR);
   fp3.setName("Squeeze Color");
   fp3.setDefault(Color.red);

   var fp4 = new FunctionParameter("nColorAction", FunctionParameter.COLOR);
   fp4.setName("Action Color");
   fp4.setDefault(Color.lime);
}
function ATR(nInputLength) {

   var dSum = 0;

   var dH = high(0, -nInputLength);

   var dL = low(0, -nInputLength);

   var dC = close(-1, -nInputLength);

   if (dH == null || dL == null || dC == null) {

       return;

   }

   for (i = 0; i < nInputLength; ++i) {

       var vTrueHigh = Math.max(dH[i], dC[i]);

       var vTrueLow = Math.min(dL[i], dC[i]);

       var vTrueRange = (vTrueHigh - vTrueLow);

       dSum += vTrueRange;

   }

   dSum /= nInputLength;

   return dSum;

}


function main(nMA, nSD, nColorSqueeze, nColorAction) {

   //Bollinger Band Variables using 1.4 Standard Deviation
   var myStudy1 = upperBB (nMA,nSD);
   var myStudy2 = lowerBB (nMA,nSD);
   var momStudy1 = ema(10,mom(12));
   var macdstudy = new macdHist(12,26,9);

   BBlow = myStudy2.getValue(0);
   BBhigh = myStudy1.getValue(0);
   Mom = momStudy1.getValue(0);
   macdvalue = macdstudy.getValue(0);



var BarCntr;

var nRangeFactor = 1.5;



   if (getBarState() == BARSTATE_NEWBAR)

       BarCntr += 1;



   if (BarCntr < nMA) {

       return;

   } else {

       var dKeltnerBasis= call("/Library/KeltnerEMA.efs", nMA);
       var dATR = ATR(nMA);   
KClow =  (dKeltnerBasis - (nRangeFactor * dATR));
KChigh = (dKeltnerBasis + (nRangeFactor * dATR));
   }
   //Logic to create red or blue squeeze signal
   if ((BBhigh <= KChigh) || (BBlow >= KClow)) {
       drawShapeRelative(0,0,Shape.CIRCLE,null,nColorSqueeze,Shape.TOP);
   }
   if ((BBhigh > KChigh) || (BBlow < KClow)) {
       drawShapeRelative(0,0,Shape.CIRCLE,null,nColorAction,Shape.TOP);
   }
























   if (Mom > 0) {
       setBarFgColor(Color.blue);
   }
   else {
       setBarFgColor(Color.red);
   }

   drawTextPixel( 1, 93, "FPSqueeze v0.1: www.forexproject.com", Color.black, null, Text.RELATIVETOLEFT | Text.RELATIVETOBOTTOM | Text.BOLD, "Arial",10 );

   return ((Mom+macdvalue)/2);

}

 

Metatrader version:

//+------------------------------------------------------------------+
//|                                                    bbsqueeze.mq4 |
//|                Copyright © 2005, Nick Bilak, beluck[AT]gmail.com |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2005, Nick Bilak"
#property link      "http://metatrader.50webs.com/"

#property indicator_separate_window
#property indicator_buffers 6
#property indicator_color1 LimeGreen
#property indicator_color2 IndianRed
#property indicator_color3 LightGreen
#property indicator_color4 LightPink
#property indicator_color5 Blue
#property indicator_color6 Red

//---- input parameters
extern int       totalBars=300;
extern int       bolPrd=12;
extern double    bolDev=2.0;
extern int       keltPrd=6;
extern double    keltFactor=1;
extern int       momPrd=8;
extern bool    alertBox=false;
extern bool    audioAlert=false;

//---- buffers
double upB[];
double loB[];
double upK[];
double loK[];
double upB2[];
double loB2[];

int i,j,slippage=3;
double breakpoint=0.0;
double ema=0.0;
int peakf=0;
int peaks=0;
int valleyf=0;
int valleys=0, limit=0;
double ccis[61],ccif[61];
double delta=0;
double ugol=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
 {
//---- indicators
  SetIndexStyle(0,DRAW_HISTOGRAM,0,2);
  SetIndexBuffer(0,upB);
  SetIndexEmptyValue(0,0);

  SetIndexStyle(1,DRAW_HISTOGRAM,0,2);
  SetIndexBuffer(1,loB);
  SetIndexEmptyValue(1,0);

  SetIndexStyle(4,DRAW_ARROW);
  SetIndexBuffer(4,upK);
  SetIndexEmptyValue(42,0);
  SetIndexArrow(4,167);

  SetIndexStyle(5,DRAW_ARROW);
  SetIndexBuffer(5,loK);
  SetIndexEmptyValue(5,EMPTY_VALUE);
  SetIndexArrow(5,167);

  SetIndexStyle(2,DRAW_HISTOGRAM,0,2);
  SetIndexBuffer(2,upB2);
  SetIndexEmptyValue(2,0);

  SetIndexStyle(3,DRAW_HISTOGRAM,0,2);
  SetIndexBuffer(3,loB2);
  SetIndexEmptyValue(3,0);
//----
  return(0);
 }


int start() {
  int counted_bars=IndicatorCounted();
  int shift,limit;
  double diff,d[],std,bbs;

 /* if (counted_bars<0) return(-1);
  if (counted_bars>0) counted_bars--;
  limit=Bars-31;
  if(counted_bars>=31) limit=Bars-counted_bars-1;*/

  if (counted_bars<0) return(-1);
  limit=totalBars; //Bars-31;

  ArrayResize(d,limit);

  for (shift=limit;shift>=0;shift--)   {

     /*upB[shift]=0;
     upB2[shift]=0;
     loB[shift]=0;
     loB2[shift]=0;*/

     //d[shift]=(iMomentum(NULL,0,momPrd,PRICE_CLOSE,shift) - iMomentum(NULL,0,momPrd,PRICE_CLOSE,shift+1));
     d[shift]=LinearRegressionValue(momPrd,shift);
     //d[shift]=0;//FindDirection(shift);

     if (shift == 1) Print (d[shift]);

     if(d[shift]>0) {
        if (d[shift] >= d[shift+1]) {
           upB[shift]=d[shift];
           upB2[shift]=0;
        } else {
           upB2[shift]=d[shift];
           upB[shift]=0;
        }

        loB[shift]=0;
        loB2[shift]=0;
     } else if (d[shift] < 0) {

        if (d[shift] <= d[shift+1]) {
           loB[shift]=d[shift];
           loB2[shift]=0;
        } else {
           loB2[shift]=d[shift];
           loB[shift]=0;
        }
        upB[shift]=0;
        upB2[shift]=0;
     } else {
        upB[shift]=0.01;
        upB2[shift]=0.01;
        loB[shift]=-0.01;
        loB2[shift]=-0.01;
     }

	diff = iATR(NULL,0,keltPrd,shift)*keltFactor;
	std = iStdDev(NULL,0,bolPrd,MODE_SMA,0,PRICE_CLOSE,shift);
	bbs = bolDev * std / diff;

     if(bbs<1) {
        upK[shift]=0;
        loK[shift]=EMPTY_VALUE;

        if (alertBox == true && shift == 0) Alert("Warning for ", Symbol(), " on ", Period(), " chart!");
        if (audioAlert == true && shift == 0) PlaySound("alert.wav");

     } else {
        loK[shift]=0;
        upK[shift]=EMPTY_VALUE;
     }
  }
  return(0);
 }
//+------------------------------------------------------------------+

double FindDirection (int i) {

  int j;
  double val;
  double bulls, bears;

  for (j=i+8; j>i; j--) {

     bulls += High[j]-Close[j];
     bears += Close[j]-Low[j];

     if (bulls > bears) {
        val = 0.5;
     } else if (bears > bulls) {
        val = -0.5;
     }

     //sum += (Close[j] - Open[j]);
     //val = sum/j;

  }

  return (val);   

}

double LinearRegressionValue(int Len,int shift) {
  double SumBars = 0;
  double SumSqrBars = 0;
  double SumY = 0;
  double Sum1 = 0;
  double Sum2 = 0;
  double Slope = 0;

  SumBars = Len * (Len-1) * 0.5;
  SumSqrBars = (Len - 1) * Len * (2 * Len - 1)/6;

 for (int x=0; x<=Len-1;x++) {
  double HH = Low[x+shift];
  double LL = High[x+shift];
  for (int y=x; y<=(x+Len)-1; y++) {
    HH = MathMax(HH, High[y+shift]);
    LL = MathMin(LL, Low[y+shift]);
  }
   Sum1 += x* (Close[x+shift]-((HH+LL)/2 + iMA(NULL,0,Len,0,MODE_EMA,PRICE_CLOSE,x+shift))/2);
   SumY += (Close[x+shift]-((HH+LL)/2 + iMA(NULL,0,Len,0,MODE_EMA,PRICE_CLOSE,x+shift))/2);
 }
 Sum2 = SumBars * SumY;
 double Num1 = Len * Sum1 - Sum2;
 double Num2 = SumBars * SumBars-Len * SumSqrBars;

 if (Num2 != 0.0)  { 
   Slope = Num1/Num2; 
 } else { 
   Slope = 0; 
 }

 double Intercept = (SumY - Slope*SumBars) /Len;
 //debugPrintln(Intercept+" : "+Slope);
 double LinearRegValue = Intercept+Slope * (Len - 1);

 return (LinearRegValue);

}

[pajusa 10]

thanks thrunner for helping out--

 

but was the code originally written by NT or someone put there as an opensource code ?

 

still interested if someone has a copy of the old NT C# code, that would really help.

 

thanks

 

pajusa

[Sparrow 10]

Here's what I got from Gumphrey, I removed references to a company that sells overpriced and probably junk indicators.

 

    [Description("Squeeze")]
   [Gui.Design.DisplayName("Squeeze")]
   public class Squeeze : Indicator
   {
       #region Variables
	private double		stddev	= 2;
	private int			sma		= 20;
	private bool		darkbkdg = true;
	private Color		SqueezeColor	= Color.Red;
	private Color		ActionColor		= Color.LimeGreen;

	private double		BBlow	= 0;
	private double		BBhigh	= 0;
	private double		KClow	= 0;
	private double		KChigh	= 0;
	private double		Mom		= 0;
	private double		Mom1	= 0;
	private double		Macd	= 0;

	private int			barcounter = 0;
	private double		rangefactor = 1.5;
	private DataSeries	hlc3;
       #endregion

       protected override void Initialize()
       {
		Add(new Plot(new Pen(Color.Blue, 9), PlotStyle.Bar, "Mom[0]>0: Mom[0]>Mom[1]"));
		Add(new Plot(new Pen(Color.FromArgb(255,0,0,128), 9), PlotStyle.Bar, "Mom[0]>0: Mom[0]<=Mom[1]"));
		Add(new Plot(new Pen(Color.FromArgb(255,225,20,20), 9), PlotStyle.Bar, "Mom[0]<=0: Mom[0]<Mom[1]"));
		Add(new Plot(new Pen(Color.FromArgb(255,128,0,0), 9), PlotStyle.Bar, "Mom[0]<=0: Mom[0]>=Mom[1]"));
		Add(new Plot(new Pen(Color.Transparent, 1), PlotStyle.Line, "Squeeze"));
		Add(new Plot(new Pen(Color.Transparent, 1), PlotStyle.Line, "Signal"));

		hlc3 = new DataSeries(this);
           CalculateOnBarClose	= false;
           Overlay				= false;
           PriceTypeSupported	= false;
		DrawOnPricePanel	= false;
       }

       protected override void OnBarUpdate()
       {
		if(darkbkdg)
			BackColor = Color.DimGray;
		hlc3.Set((High[0]+Low[0]+Close[0])/3);
		if(FirstTickOfBar)
		{
			barcounter++;
		}
		if(barcounter < sma)
			return;
		else
		{
			double keltnerbasis = keltnerema(sma);
			double atr			= ATR(sma)[0];
			KClow = keltnerbasis - (rangefactor * atr);
			KChigh = keltnerbasis + (rangefactor * atr);
		}

		BBhigh = Bollinger(stddev,sma).Upper[0];
		BBlow = Bollinger(stddev,sma).Lower[0];
		Mom = EMA(Momentum(12),10)[0];
		Mom1 = EMA(Momentum(12),10)[1];
		Macd = MACD(12,26,9).Diff[0];

		if(BBhigh <= KChigh || BBlow >= KClow)
		{
			DrawDot(barcounter.ToString(),0,0,SqueezeColor);
			Signal.Set(1);
		}
		if(BBhigh > KChigh || BBlow < KClow)
		{
			DrawDot(barcounter.ToString(),0,0,ActionColor);
			Signal.Set(-1);
		}

		if(Mom>0)
		{
			if(Mom>Mom1)
				PlotBlue.Set((Mom+Macd)/2);
			else
				PlotDarkBlue.Set((Mom+Macd)/2);
		}
		else
		{
			if(Mom<Mom1)
				PlotRed.Set((Mom+Macd)/2);
			else
				PlotDarkRed.Set((Mom+Macd)/2);
		}
		MainPlot.Set((Mom+Macd)/2);
       }

	private double keltnerema(int inputlength)
	{
		double ema = 0;
		if(ema==0)
			ema = EMA(hlc3,inputlength)[0];
		return ema;
	}

       #region Properties		
	[browsable(false)]	// this line prevents the data series from being displayed in the indicator properties dialog, do not remove
       [XmlIgnore()]		// this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove
       public DataSeries PlotBlue
       {
           get { return Values[0]; }
       }

	[browsable(false)]	// this line prevents the data series from being displayed in the indicator properties dialog, do not remove
       [XmlIgnore()]		// this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove
       public DataSeries PlotDarkBlue
       {
           get { return Values[1]; }
       }

	[browsable(false)]	// this line prevents the data series from being displayed in the indicator properties dialog, do not remove
       [XmlIgnore()]		// this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove
       public DataSeries PlotRed
       {
           get { return Values[2]; }
       }

	[browsable(false)]	// this line prevents the data series from being displayed in the indicator properties dialog, do not remove
       [XmlIgnore()]		// this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove
       public DataSeries PlotDarkRed
       {
           get { return Values[3]; }
       }

	[browsable(false)]	// this line prevents the data series from being displayed in the indicator properties dialog, do not remove
       [XmlIgnore()]		// this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove
       public DataSeries MainPlot
       {
           get { return Values[4]; }
       }

	[browsable(false)]	// this line prevents the data series from being displayed in the indicator properties dialog, do not remove
       [XmlIgnore()]		// this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove
       public DataSeries Signal
       {
           get { return Values[5]; }
       }

	[Description("Standard Deviation")]
	[Category("Parameters")]
	[Gui.Design.DisplayName("# of std. dev.")]
	public double SD
	{
		get { return stddev; }
		set { stddev = Math.Max(1, value); }
	}

	[Description("Squeeze Moving Average")]
	[Category("Parameters")]
	[Gui.Design.DisplayName("Squeeze MA")]
	public int SqueezeMA
	{
		get { return sma; }
		set { sma = Math.Max(1, value); }
	}

	[Description("Use a darker background")]
	[Category("Plots")]
	[Gui.Design.DisplayName("Dark Background")]
	public bool DarkBackground
	{
		get { return darkbkdg; }
		set { darkbkdg = value; }
	}	
       #endregion

   }

 

God I wish I knew why I'm doing this.

Edited January 21, 2008 by Sparrow

[pajusa 10]

Thanks a lot -I hope what you removed does not cause the code to error out

 

Thanks pajusa

[Sparrow 10]

Don't think so, I simply renamed a few variables and stripped stuff from the description.

Shouldn't cause difficulties, although my own code hardly ever runs the first time I try it .

[redrum28 10]

sparrow , cant get it to compile getting this

 

{#endregion directive expected CS1038 - click for info 317 1}

[thrunner 10]

God I wish I knew why I'm doing this.

LOL, because you know you are a gentleman and you like to see NT traders do well. It kinds of bugs me that NT developers will cave in to the likes of Carter and Senters who obviously have taken from the open source programmers and personally profited from them without contributing back to the programming community at large. I also don't blame Ant (Antonio) for not releasing his market profile code because you know the same thing would have happened - programmers get nothing and the marketeers profit.

 

NT 6.5 has this new export format call ntns, attached please find the file squeeze.zip containing squeeze.ntns for those who can't get the source to compile properly. This file was zipped because attachments on TL probably don't allow ntns yet.

Squeeze.zip

Edited January 21, 2008 by thrunner

[Sparrow 10]

Thanks thrunner :thumbs up:

 

As for MP, I think anyone who posts/sells some kind of MP has to pay royalties to CBOT.

Even though the invention of the MP is not rocket science for some reason CBOT can charge for it.

Carter tries to have all this free versions of the squeeze removed from sites, I am sure his business is doing fine,

but that disqualifies him as a trader to me.

 

The ntns is a zip file btw.

 

Cheers for that

Edited January 21, 2008 by Sparrow

[thrunner 10]

NT 6.5.08 beta version back to zip format, attached please find the same Squeeze zip file for .08.

Squeeze6.5.08.zip

[Soultrader 12]

LOL, because you know you are a gentleman and you like to see NT traders do well. It kinds of bugs me that NT developers will cave in to the likes of Carter and Senters who obviously have taken from the open source programmers and personally profited from them without contributing back to the programming community at large. I also don't blame Ant (Antonio) for not releasing his market profile code because you know the same thing would have happened - programmers get nothing and the marketeers profit.

 

NT 6.5 has this new export format call ntns, attached please find the file squeeze.zip containing squeeze.ntns for those who can't get the source to compile properly. This file was zipped because attachments on TL probably don't allow ntns yet.

 

The file extension is called .ntns? Would you happen to have an image for .ntns files? I will add this as part of the attachment. Thanks

[Sparrow 10]

As far as I can tell they dropped the ntns extension and it was nothing but a renamed zip file anyway.

NinjaTraderSmall.zip

[Soultrader 12]

As far as I can tell they dropped the ntns extension and it was nothing but a renamed zip file anyway.

 

Ok so the .ntns is no longer available? Would you prefer for it to be an extension available for the attachment feature?

[Sparrow 10]

They reverted to zip for now so I'd just drop it and I can let you know if there are any new developments.

[Soultrader 12]

Ok thanks.

[max-td 10]

Hello all !

Here is the squeeze-indicator with a special feature : you can set an audio-alert for the moment, the squeeze fires off (Dots change from red to green).

Your alert-audiofile is selectable in the indicator-parameters.

The script is based on the last postet version from here (for NT 6.5.08 beta)

 

Have fun with it !

max-td

BB_SqueezeAlert.zip

[pajusa 10]

Thanks maxtd,

 

So if I have ninja 6.0.1000.10 then this will not work,

 

Also say I upgraded to Ninja 6.5.08 beta as you said, should I just drop the CS scripts and info.xml into the indicator folders or there is a different step.

 

Thanks

 

pajusa

[Sparrow 10]

Thanks for the modification max-td.

 

pajusa,

 

there is a chance that it might not work, but some 6.5 indicators have no problems with 6.0.

 

Just use File->Utilities->Import NinjaScript, I don't think the xml matters.

[pajusa 10]

And if it says to to replace the existing files, is that ok?

[Sparrow 10]

In 99% of all cases yes.

[pajusa 10]

Thanks it worked like a champ, wouldn't it be great if we can have an e-mail sent when we get a squeeze fired on just like we would get a sound, I guess we can also change the alert sound file, that is so cool

[Sparrow 10]

Here is another version, pdawg posted it at http://www.NinjaTrader-support.com/vb.

Exported from 6.5.10.

BBS.zip

[pajusa 10]

Hey Sparrow,

 

Any idea why I am unable to plot the momentum bars as part of the histogram for CME currency futures such as 6C, 6J etc.

 

However for the E-mini indices ES, ER, NQ also ZG I am getting the momentum hist bars and change (fading momentum) color as momentum weakens.

[Sparrow 10]

'Lo pajusa,

 

sorry I've no idea, I've not coded nor am I using it.

If there is an error message in your log tab, it's obviously a problem

with the code.

[gcgecko 10]

Not sure because I am not yet an expert on this indicator, but are the center line color circles supposed to change colors?

 

Thanks,

Gecko