Does anyone have the squeeze indicator

[pajusa]

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]

This is interesting. NT may have pulled their version of the Squeeze indicator after TTM started developing in NT.. http://www.ninjatrader-support.com/v...hlight=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/for...ation-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]

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]

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.

[pajusa]

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

Thanks pajusa

[Sparrow]

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]

sparrow , cant get it to compile getting this

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

[thrunner]

	Quote:	Sparrow
	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.

[Sparrow]

Thanks thrunner

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

[thrunner]

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