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vvAggregatedTS

This indicator aggregates trades to approximate the original market orders that triggered these trades.

Columns:
1 Time (cutting off hours for easier visibility)
2 Size of the print
3 Price
4 # of penetrated price levels
5 Ticks
6 Dominant Limit

Special thanks go to (alphabetical order): Big Mike, ktrader, rounder8, Xav1029 and Zondor

Thread with detailed description and discussion is here:
https://nexusfi.com/elite-circle/22235-aggregated-time-sales.html

Current version: 6.3

Changelog:
(earlier changes can be found in post #1 in the thread)

April 16 2013: v5.8
Important Bug Fix: fixed rounding error that pretty much messed up everything, please ALL update to this version!
v5.9
Apparently v5.8 did not fix the issue, hence this update.

May 5 2013: v6.0
Fixed a bug that could result in large trace files.

June 10 2013: v6.1
Improved window position handling. Now has 5 modes:
Auto: Default location and size
Manual: location and size are set manually
DockRight: Docks to the right of the parent chart
DockLeft: Docks to the left of the parent chart
RememberPosition: this will remember position and size

Feb 07 2014: v6.2
Added option to show the Dominant Limit or Largest Limit in a print, setting for this is: Parameters-->#12
v6.3 Fixde a bug in the RememberPosition function.

vvhg

Details: vvAggregatedTS

February 7th, 2014
Size: 29.17 KB

vvHideTitleBar

Modifies the Window style of NinjaTrader windows.
This indicator has a global scope (inside NT) and can influence nearly every window of NT.
Current Version is v3.1

Thread is here: https://nexusfi.com/elite-circle/22097-hidetitlebar-indicator-ninjatrader-title-bar-window-frame-modification.html#post246985

Changelog:
Uploaded new version with increased scope, now all windows (exception: vendor indicators) can be modified.
this does also work together with the FocusTitlebar indicator, in that case set Chart changes disabled to TRUE.

Changed the name to vvHideTitleBar.

September 3 2012: v1.5
Removed bug which led to link button reappearing after workspace change.

14 Sept 2012 v2.0
Fixed issue where reloading charts or reconnecting applied the original style
Added hotkey Alt+B to switch between Standard and user selected style (only charts)

14 Sept 2012 v2.1
Bug fix: indicator windows weren't handled correctly

15 Sept 2012 v2.2
Bug fix: multi-workspace visibility issues fixed

16 Sept 2012 v2.5
Bug fix: maximized windows are now treated correctly.
Toggling between Standard and user selected style now works for all windows.
Added the functionality of vvFocusTitleBar as an option, if chosen, charts and indicator windows will display the titlebar when they have focus.
Made the hotkey for toggling (Alt+b) global, so it will work regardless of which window has focus.

17 Jan 2013 v2.6
Added support for Jigsawtrading Depth&Sales Beta V4. Its border can now be manipulated too.

01 Feb 2014 v2.7beta
Hopefully fixes NT crashes on Windows8, lots of beta testers appreciated!
The only thing that changed is that I added some error handling blocks, so on Win7 and older it will behave exactly like v2.6.
Please note that this is a beta version that might still crash NT on Win8!

06 Feb 2014 v3.0
Changed hot key for toggle from Alt+B to Alt+W.
Fixed bug where indicator windows didn't get enabled again.
I expect it to work correctly on Win8 now.
v3.1
Disabled forcing Classic Theme for NT on Win8 machines as it messed with the buttons.

There is a known incompatibility with the indicator WorkSpaceChanger.

vvhg

Details: vvHideTitleBar

February 6th, 2014
Size: 11.54 KB

vvVolumeAndRangeToAverage

Based on Fat Tails brilliant anaIntraDayVolume.

This indicator shows the session volume so far compared to the average for that weekday and time of day.

Thread for discussion: https://nexusfi.com/elite-circle/24373-vvhgs-little-helpers-keeping-them-one-place.html#post280013

Current Version: 1.0

Feb 04.2014
Renamed to vvVolumeAndRangeToAverage.
Now can also show (total) Range to average range.

vvhg

Details: vvVolumeAndRangeToAverage

February 5th, 2014
Size: 6.77 KB

NT7.0 Chart Trader addon indicator

February 7 2014
version 1.3

Added a close position button and renamed flatten button to flatten account to be more precise.

////////////////////////////////
February 6 2014
version 1.2

Fixed a minor bug where it would not save button colors in settings when loading up new charts with script.

///////////////////////////////////////////
February 5 2014
version 1.1

First a big thanks to vvhg & Xav1029 for some awesome scripts and great ideas which I added to mine.

I completely rearranged the chart trader removing buttons I never use. The ONLY buttons left from the original panel are Buy & Sell Market. Those are the only two which will engage the ATM strategies.

In the custom strategies & entries I added break even +1 and nudge stop to previous low or high, both which will adjust stops accordingly once in a position. The flatten button will get you out of all positions in every chart.

The trail button will engage once pressed if you are in a position and trail via an EMA or SMA. Anything goes wrong the flatten button will get you out and cancel everything. Still doing more testing for bugs.

A nice added feature is the green box below the current profit/loss display, which will tell you the spread from level 2 data and cumulative bid and ask volumes. The box color will change from green to yellow to red if spread gets too large.

This script is still in beta, trade at your own risk. It should show you how easy it is to customize the chart trader to your liking. Sky is the limit in terms of juggling buttons and adding new stuff.

enjoy
/////////////////////////////////////
A big thanks to all the contributors.

Unsure where I originally found this script. I modified it to add two buttons to chart trader for entering buy and sell stops.

It will do so 1 tick above or below the bid/ask. It will insert an 8 tick stop loss & target. If you go on indicator settings and put the ticksTarget to 0, it will only add a stop loss to position.

Hope this helps some of you.

PS. Wishing NT8.0 will eventually let us add/modify ATM within an indicator.

Details: NT7.0 Chart Trader addon indicator

February 5th, 2014
Size: 10.04 KB

vvSuperGaugeMiddleMouse

This is a spinoff of the vvSuperGauge, no button, controlled with the middle mouse button.
It shows position sizing and has two modes: R/R or fixed targets.
Supports up to 3 targets and one stop.

Current version: 1.7

Thread is here:https://nexusfi.com/elite-circle/9051-crosshair-gauge-stops-targets.html#post107965

Changelog:

August 18 2012: v1.2
Added option to use a fixed stop and added a user defined maximum stop which will not be exceeded.

September 6 2012: v1.3
Line width and length now configurable.
Lines stay in correct place when axes resize/move.
More stats display next to line.

September 7 2012: v1.4
Colors are now user selectable.

September 17 2012: v1.5
Corrected bug where stop ticks were calculated wrongly.
Added an option to display the labels on the right side above the lines.

January 12 2013: v1.6
Corrected rounding error in target calculation.
Corrected label display bug where label was displayed on wrong side.

January 31 2014: v1.7
Fixed bug with YM.
Allowed R:R smaller than 1:1.

vvhg

Details: vvSuperGaugeMiddleMouse

January 31st, 2014
Size: 6.94 KB

BloodHound MACD/Keltner 20.5 v2

I was asked to updated the BloodHound MACD/Keltner 20.5 strategy to add a trend filter and a multiple time frame for the trend. The suggestion was for a 21 HMA. So I included a 5 minute chart for that and added it to the strategy. I backtested the strategy in Crude for January 2014 on a 233 tick chart, and it was profitable on that. I will post the performance report on the new BloodHound strategy post: https://nexusfi.com/elite-automated-ninjatrader-trading/29979-bloodhound-strategies-ninjatrader-trader-2.html

Details: BloodHound MACD/Keltner 20.5 v2

January 24th, 2014
Size: 3.17 KB

Keywords: keltner macd strategy bloodhound

MACross

MACross version 1.0 - written by dynoweb

This indicator can be used to create a watch list and to let you know when it might be time to enter a position. Getting confirmation in the short, medium and long timeframes also gives you more confidence on the current direction.

This indicator uses a slow SMA and a faster EMA and plots those on a chart based on the time frame setting. There are three settings, Slow, Medium and Fast timeframes. Data exposed in this indicator can be used in a strategy or on a Market Analyzer. The values exposed are the number of periods back the last cross occurred and the direction of the cross. 1 indicates a cross above and the -1 indicates a cross below.

The EMA and SMA included indicators are just the standard Ninja indicators.

Details: MACross

January 23rd, 2014
Size: 6.09 KB

Variable MA (VIDYA)

This old standby/classic/war horse has been recoded with every efficiency trick I can think of to minimize CPU use. It looks like it plots the same as the original, but I haven't checked. That can be your job.

Efficient indicators ensure the utmost in responsiveness with rock solid stability and dependability. Also added error trapping... just in case.

The techniques used include:

- incorporating all supporting calculations into the indicator to eliminate calls to external classes SUM and CMO.
- calculating only on FirstTickOfBar the variable values that depend only on previous bar data.
- removing redundant processing steps, eliminating intermediate, locally declared variables and combining calculations into a minimal number of algebraic expressions.
- allowing OnBarUpdate to execute only when it will affect the output result.
- providing the option of disabling the setting of plot values and colors when called by another indicator or strategy.
- providing a public data series to give the output values when called by another indicator or strategy, even it this indicator is running in the background with ShowPlot false, with no plot values being set.

The Variable Moving Average (VMA) or Volatility Index Dynamic Average (VIDYA), developed by Tushar S. Chande, uses a Volatility Index to adjust the smoothing period. When prices are congested the average slows down and when prices are trending the average speeds up (note steps in plot).

The indicator is completely self contained. There are no calls to external indicators.

If you call this indicator from another indicator or from a strategy, set the ShowPlot parameter to false to avoid wasting resources setting the values and colors of plots that are not being displayed, and get your outputs from the public dataseries that was provided specifically for that purpose.

Details: Variable MA (VIDYA)

January 21st, 2014
Size: 3.77 KB

Clicker -- to enter ChartTrader orders with left mouse click, SPACE BAR press ChartTrader CLOSE Button programatically

This little indicator is given in humble thanks to the BMT community. Thank you!

No image....indicator has no plots and does not draw anything on the chart. except for debugging.

This BETA/Experimental code is intended to be used by other coders who want to customize it to their needs.

For example, the Quantity field on ChartTrader is converted in this code to an integer. This code does not know all the special cases possible for this Quantity field. It could be that, for example, Forex brokers use non numeric characters in this field, such as commas, or a code for 1 Million, et cetera. This code will fail with a string conversion error in these situations. It is up to you to provide the solution as you integrate this code to your usage.

USE AT YOUR OWN RISK on LIVE ACCOUNTS. Methods used to submit orders and cancel positions are not supported by NinjaTrader. Author provides no warranties of any kind.

You need to have "ATI Interface" selected on the Control Center / File / ATI Interface.

version: Beta V 1.2

Coded Actions:
Left Mouse + Shift = Place BUY with ChartTrader Account, Quantity, ATM at the price clicked on chart
Left Mouse + Control = Place SELL with ChartTrader Account, Quantity, ATM at the price clicked on chart
Space = Press ChartTrader CLOSE button (programmatically)

Change Log:
Beta 1.1 Added Globalization to set the decimal point to a period and not comma (ToString(usa))
Beta 1.2 Handle null object -- When ChartTrader is hidden Clicker will neither submit orders, nor close positions

Coders:
* There are print and draw line in code for debugging
* You will need to handle condiitions when selected ATM is Active, None, or Custom

Thanks noted in code to vvMiniTradePanel indicator and user decs0057.

Details: Clicker -- to enter ChartTrader orders with left mouse click, SPACE BAR press ChartTrader CLOSE Button programatically

January 21st, 2014
Size: 3.46 KB

Volumes at Bid Ask & Buy Sell Ratio NT7 (revision)

This file contains two (revised) indicators:

Volumes at Bid Ask:
Buying volume at and above the ask is displayed on the top portion of the bar (green), and selling
volume at and below the bid is displayed on the bottom portion of the bar (red). Volumes in between
the ask and bid are displayed in between the buying and selling portion of the bar (gray).

Buy Sell Ratio:
A histogram with the ratio of buying to selling volume in percent form (values 0 to 100)
with a setting option for cumulative values. Volume above the ask and below the bid are also included as
buying and selling volume, respectively.

revision: data glitches fixed

Details: Volumes at Bid Ask & Buy Sell Ratio NT7 (revision)

December 18th, 2013
Size: 77.30 KB

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