NinjaTrader 7 Indicators

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NinjaTrader 7 Indicators

Indicators in this section are compatible with NinjaTrader 7

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Market Type via Van Tharps SQN Model v1.1

I have been reading the back issues of Dr. Van Tharps newsletter and one of the things I have found interesting is his monthly publishing of Market Type based on his SQN model. He publishes two graphs, one for determining the trend of the market and the other for volatility.

The basic idea is that these indicators could be used as a filter to determine which trading strategies work better when a given Market Type is prevalent. While his analysis is done specifically on the S&P 500 as the broader market definition, it should work equally well on other instruments.

This is my first NinjaTrader indicator so comments/suggestions welcome. This now includes both the SQN and Volatility indicators. The Volatility one for 2011, if you compare, looks "almost" the same as the one on the website linked below. I have looked back at old newsletters where they published the values for ATR% instead of the graph and my numbers match, so I will assume the formula is correct for now.

Enjoy.

Here is a link to the latest newsletter article that has the SQN 100 graph of the S&P 500 for 2011. I have also included the graph from the article so you could easily compare it against the indicator screenshot over the same period.

https://www.vantharp.com/Tharps-Thoughts/Weekly_558_Jan_04_2012.htm

Changelog:

v1.1
- variable refactor
- paint background just in indicator panel
- for SQN i find 5 colors too much, so added a 3 color option so you can just see Bull, Neutral, and Bear market types.

Details: Market Type via Van Tharps SQN Model v1.1

January 15th, 2012
Size: 11.02 KB
Downloaded: 738 times

Daily Ranges

This is a simple support and resistance indicator coded for me by @Cory (thank you again!)

You might consider using it for targets or for stop loss levels.

Details: Daily Ranges

January 12th, 2012
Size: 5.57 KB
Downloaded: 696 times

GomDeltaVolumeUpDown

Plots a non cumulative histogram of Gom delta volume.

The earlier version of this indicator has been downloaded over 1800 times, but it is outdated and incorrect. I URGE YOU to use this one instead!

Provided as a cs file, because my versions of the GomCD and GomRecorder are non-standard, so I don't want to put them into an installation package that might cause you to have problems.

I uploaded a revised version at around 10PM PT on Sunday January 8. The indicator was missing a lot of volume between the bid and ask, requiring the use of the "direction" from Gomi's hybrid delta calculation mode as the tiebreaker. Anyone who downloaded the earlier version should replace it with this one.

Thank you to Silvester17 for pointing out the problem. And, as usual, to Gomi.

Details: GomDeltaVolumeUpDown

January 8th, 2012
Size: 11.41 KB
Downloaded: 1395 times

SMA of Gom CD (GomCDSMAUpDown)

Plots a simple moving average of the Gom Cumulative Delta, with multi color plotting correctly implemented for rising and falling slopes.

The earlier version of this indicator has been downloaded over 1800 times, but it is outdated and incorrect. I URGE YOU to use this one instead!

Provided as a cs file, because my versions of the GomCD and GomRecorder are non-standard, so I don't want to put them into an installation package that might cause you to have problems.

Details: SMA of Gom CD (GomCDSMAUpDown)

January 8th, 2012
Size: 9.80 KB
Downloaded: 632 times

CurrentOHLV38 with DynamicFibLines

Exported using NT Version 7.0.1000.8

This indicator package is an old version and there will be no more maintenance. All the features have now been integrated with the SessionPivots indicator that can be downloaded here:

https://nexusfi.com/download/ninjatrader-7/indicators/371-download.html?view

Indicators will only run on NT 7.0.1000.5 and later.

The indicators are also included with the SessionPivots install file.

Family of 3 indicators to display OHL of current day, current week and current month. The package includes

- anaCurrentDayOHLV38
- anaCurrentWeekOHLV38
- anaCurrentMonthOHLV38

The indicators include an option to display dynamic fiblines calculated from the high and low of the current day, current week or current month.

Right side chart margin: Please set the right side margin under chart properties to at least 100 to allow for correct display of labels.

The indicators use the sessions as defined per session template. This allows you to alternatively display the high and low of the day session or the high and low of the entire session. For the RTH high and low. please use a multi-session (2 or 3) session template. The reference session for the OHL indicator can be selected, so high and low can be taken from first, second or third intraday session.

Hybrid: This is a setting that will identify the RTH session as the third intraday session for FOREX and currency futures, but as the second session for all other instruments. This is a convenience setting, which I personally use, as I have 3-session templates (Asia, Europe, US) for FOREX and currency futures. For all other instruments, I have session templates, where the second session is the RTH session.

Public Holidays: The indicator is preconfigured for public holidays without settlement for trade date next day or later. These holiday session will only be applied to Globex instruments. The Current Day OHL will then be displayed according to trade dates. If you use the indicator for other instruments you will not need to change the settings.

Update May 24, 2011: Signature changed for GetNextBeginEnd(), indicator did not always plot. Now the new signature is used for OnBarUpdate() and the old signature for Plot() Override.
Update June 21, 2011: The indicator now works with half-pip FOREX feeds. Indicator dialogue box improved.
Update July 19, 2011: Adapted to half-pips FOREX feeds, dialogue box improved, plot serialization changed.
Update December 10, 2011: Label size is now adjustable. Globex Holiday Calendar for 2012 added.
Update January 6, 2012: Holiday fields added for anaCurrentOHLV38

Detailed explanations how to use the indicator with session templates can be found here:

https://nexusfi.com/elite-circle/3790-ninjatrader-7-toolbox-floor-pivots.html

Details: CurrentOHLV38 with DynamicFibLines

January 6th, 2012
Size: 22.65 KB
Downloaded: 1886 times

Keywords: currentdayohl currenthigh currentlow currentmonthohl currentopen currentweekohl dynamicfiblines fibonacci retracements

Opening Price Indicator

This is a simple indicator that I had coded for me. It simply shows the opening price for whatever market you want it to throughout the session.

For example, I use it on the ES with a start time of 0930 EST and an end time of 1615 EST. These parameters are adjustable as you see fit.

Details: Opening Price Indicator

December 27th, 2011
Size: 2.33 KB
Downloaded: 996 times

MultiPeriod Boxes

Exported using NinjaTrader 7.0.1000.8

This is a simple indicator that allows to display larger timeframe boxes on any chart. For example you can display 30 min or 60 min boxes on a 5 min chart.

The larger timeframe boxes are plotted behind the standard candles of the chart and are aligned to session times. Colors and opacity of the boxes and the box outline color can be selected.

The indicator has been tested to work on fixed period (minute), tick, range, Kagi, Renko and rangeNoGap charts. Due to its session logic in cannot be used on daily data.

Drawing boxes around candles is a standard feature of NinjaTrader. However, if your primary chart is built from ticks, adding boxes will cause NinjaTrader to switch to non-equidistant bar spacing.

This indicator basically allows you to draw those boxes without suffering from unevenly spaced bars. However, it is not a genuine multi-timeframe indicator which loads a secondary bar series. The boxes just regroup N candles as selected via indicator panel.

Details: MultiPeriod Boxes

December 13th, 2011
Size: 6.55 KB
Downloaded: 1487 times

Keywords: candles candlesticks mtf multi-timeframe

Market profile.

Market profile. For Ninja 7.
My English is poor,I can't explain.
Gift from the Russian traders.

Details: Market profile.

November 22nd, 2011
Size: 8.21 KB
Downloaded: 3098 times

Market Reminders

Indicator prints unlimited number of user defined reminders on the occurring bars on the chart. Also works on historical bars. I mainly use it to remind me of scheduled Economic Reports, and other miscellaneous times, and daily tasks. Reminders list only has to be entered once. An unlimited number of reminders can be used. Use '\n' to insert a new line in the displayed text.

Schedule is in the following format, one line per entry, in 24 hour military time:
Example: THU @ 08:25 Jobless Claims report => Every Thursday at 8:25am, print the specified text on the chart
Example: 3rd THU @ 09:55 Philly Fed Report => 3rd Thursday of every month at 9:55am, print the specified text on the chart

Sample entry list:

WED @ 10:25 Crude Oil Inventory Report
THU @ 08:25 Jobless Claims report
1st FRI @ 08:25 Unemployment report
3rd THU @ 09:55 Philly Fed Report
4th TUE @ 09:55 Consumer Confidence \n Report
Daily @ 07:00 London Session Lunch
Daily @ 09:30 New York Open
Daily @ 16:00 Market Close
Nov 11 @ 14:00 FOMC 2:15pm
1st Day of Month @ 9:55 ISM Mfg Index
2nd Thu of March @ 8:00 Contract Rollover

Details: Market Reminders

November 17th, 2011
Size: 5.24 KB
Downloaded: 1693 times

Keywords: market marketreminders monpere news reminder reminders

Grain Daily Price Limit

This indicator plots the up/down limit prices for grain futures, using the contract rules and the previous day's official close.

It works with CMEGroup/CBOT regular & mini-sized futures for Corn, Wheat, Rough Rice, Soybeans, Oats, Soybean Oil, & Soybean Meal

Grain price limits are set based on the previous day's official close. But for grains the previous day's official close is set by the Pit Committee, it cannot be calculated from intraday data. This indicator gets the official close using daily bars, which aren't plotted but are needed for the calculation.

This requires that your data provider use the official daily close for its daily bars. IQFeed and Kinetic do. Interactive Brokers does not (IB's daily bars will give the price of the last trade). If you want to use this indicator with IB or some other intraday data provider who doesn't provide the official daily close, you can first connect to Kinetic (free for daily data), then to IB.

Near the expiration of the contract, when the limits come off, nothing is plotted.

This indicator will require editing if CMEGroup changes the contract rules.

Exported using NinjaTrader Version 7.0.1000.7

12/5/2011: Fix to include Corn limit price rule change of 8/22/2011

Details: Grain Daily Price Limit

October 29th, 2011
Size: 5.63 KB
Downloaded: 188 times

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