projects
home projects / trading software

Trading Software.

NinjaTrader 8 add-ons, indicators, and automated strategies. REPEATER9000 open-sourced for general use. Other tools are proprietary.

TOOLS / NINJATRADER 8
REPEATER9000 trade copier control window running in NinjaTrader 8
001 / NINJATRADER 8 ADDON · OPEN SOURCE

REPEATER9000

A low-latency NinjaTrader 8 add-on that copies one or more leader accounts to grouped follower accounts. It is a free, open-source alternative to Replikanto and TradeSyncer.

  • Market, limit, stop-market, stop-limit & MIT orders
  • Live order price and quantity amendments
  • Cancels, fills, and rejections
  • ATM stop/target brackets via follower-side OCO groups
  • Mirrors leader ATM stop / target / qty edits
  • Multi-leader, multi-follower, grouped routing
  • Disabled on startup; route-locked while orders active
  • Flatten ALL kill-switch across followers
  • Latency Probe timing log to CSV
VIEW ON GITHUB ↗
Kalman Filtered Volume Bands indicator plotted on a NinjaTrader 8 chart
002 / NINJATRADER 8 INDICATOR · PROPRIETARY

Kalman Filtered Volume Bands

A Kalman-filtered volume-bands indicator, ported from Tenozen's Pine Script original and expanded with adaptive noise, rolling VaR bands, bid-ask midpoint input, and session VWAP. Fifteen plots feed a five-class market-state classifier.

  • Current-source Kalman update, Joseph-form covariance
  • Welford online variance for measurement noise
  • Adaptive ATR-coupled gain (dampens panic spikes)
  • Rolling 99th-percentile VaR bands, regime-adaptive
  • Bid-ask midpoint source (microstructure noise filter)
  • Cumulative VWAP with optional daily reset
  • Bollinger bands on a bounded residual ring
  • 5-class fills: Bull / Semi-Bull / Neutral / Semi-Bear / Bear
  • Per-plot visibility toggles + ShowFills master switch
  • Hide on daily and higher timeframes
Proprietary · Source private
003 / NINJATRADER 8 STRATEGY · CLOSED SOURCE

ATARAXIA

A closed-source automated strategy built around four quality gates: ATR regime, CPT trade-size quality, GK/ATR purposeful-move divergence, and Kalman band zones. Each filter can run on its own selected data series. Every gate must pass before the active Kalman zone sends an arm action to the L2Azimuth execution API.

  • Four gates: ATR, CPT, GK/ATR divergence, Kalman zones
  • Decoupled per-filter series (Primary / Sec / Tert / Quat)
  • 11-zone Kalman classification (5 upper + center + 5 lower)
  • Per-zone arms: Long / Short / Concordant / Disarmed
  • Up to 4 active-time windows, OR logic, overnight wrap
  • Strict L2Azimuth write ordering with state dedup
  • On-chart SharpDX overlay (armed state + per-gate IN/OUT)
  • Custom bar-type support via auto-discovery
Closed source · Not for distribution