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K_BetterVolume for ToS 5 *
Update 20 Oct 2013: a variation of this study that tracks only the net avg volume ratio has been posted here https://nexusfi.com/download/vip_elite_circle/1449-download.html?view
thx, K


Posted some examples on how to use in reading charts and action
https://nexusfi.com/elite-circle/27433-k_bettervolume-tos-new-version-downloads.html

Here's an interesting view of volume that I've been watching for a while. Added to the K_BetterVolume indicator I posted here a while back.
Instead of watching the classic volume bar by bar plot, I started watching the average buy vs sell for a period, which I found much more insightful. A stronger/more sustained price move is usually associated with a net volume avg forming in the same direction, also moves with no strong volume supporting them will possibly be short-lived- this simple way to view volume is especially useful when there's no easy way to track volume at bid/ask level, or if you don't want to go that deep...

Changes in this version:
  • A simple way to track Buy vs Sell volume for a given length of bars, "Directional Volume, or Volume Pressure or VXNet", which is the net of ratio of buy vs sell avg volume (WMA) to the overall volume average. inspired by a similar concept in one of Elder's study
  • added a volume buzz label calculation (the closest I could get to a VolBuzz calc in ToS, impossible to do in custom WatchLists or scans). By Changing the chart aggregation, I can check the VolBuzz (basically current bar's volume vs longer average volume of same time interval)
  • VXNet can be displayed on top of the "classic" volume plot, or separately .. changing plot settings enables to view it as a histogram, or just a simple green/red cloud.. see screencap for examples of how this study can be set
  • VXNet is zero-lag smoothed, however keep smoothing as small as possible (3 to 5) not to lose traction to actual volume trend change
  • informative labels, can be turned on or off - Dynamic coloring


Changes in V3 - May, 2013
--------------

Changed the Algo that calculates Sell / Buy volume to the same one developed by Barry Taylor at EminiWatch for TradeStation, and mentioned in our VSA for thinkorswim thread here https://nexusfi.com/thinkorswim-programming/3477-vsa-thinkorswim.html

this algo does test well and provides a better signal (sometimes up to 3 bar improvment) than taking the whole volume bar as a buy or sell volume based on the close vs open technique in prior version..

The Dynamics coloring of the info labels still there, provides visual clue for major volume spikes that deserve attention

code is commented.. TOS Study setup "baloon mini-guide" also included.

RedK
 
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Details: K_BetterVolume for ToS


May 16th, 2013
Size: 3.57 KB


Keywords: bettervolume redk thinkorswim tos volume
Replay data week 1 2013
index ES,YM,TF,NQ,FGBL,FESX,DAX - all replay
NINJA TRADER 7
unpack in ..... Documents\Ninja trader 7\db\data
 
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Details: Replay data week 1 2013


May 3rd, 2013
Size: 113.26 MB
Multi-MA DMI 5 *
Hi guys,

With the help of Fat Tails, managed to get a Multi-MA DMI that uses the different MAs for the calculations of ADX, DM and ADXR.

From Fat Tails:

Quoting 
For the Period & Wilder's period

If you select "EMA / Wilder's period = true / average period = 14", then you will get the original ADX. The "Wilder's period = true" setting internally converts the period 14 to the value 27, which is then used by the moving averages.

If you select"EMA/Wilder's period = false/ average period = 27", then you will also get the original ADX. This time there is no conversion, but an EMA(27) is used, which is identical with the Wilder's average(14).

Some of Moving Averages:
Butterworth Filter
DEMA
Ehlers Filter
EMA
Gaussian Filter
HoltEMA
LowLag MA
SMA
SuperSmoother
T3
TEMA
TMA
VIDYA
VWMA
WMA
ZeroLag MA

You can specify the thresholds of the upper and lower lines, as well as the colors for the various DM and ADX lines (transparent if you don't want to see them).

Enjoy! =)

P.S. Click the Thanks button if it was helpful to you =)
 
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Details: Multi-MA DMI


April 21st, 2013
Size: 45.05 KB
vvHollowCandleChartStyle 5 *
This is a chart style for hollow candles. It is not an indicator, but a chart style! This means that it will not add CPU load, but in fact reduce it compared to the standard candlesticks.

Candles where Open=Close will color based on Hi/Lo rejection, so if the top wick is longer it will print as sell bar (as the high got rejected) and vice versa.

Thread is here:https://nexusfi.com/elite-circle/24373-vvhgs-little-helpers-keeping-them-one-place.html

Current Version: v1.0


vvhg
 
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Details: vvHollowCandleChartStyle


April 17th, 2013
Size: 2.05 KB
TVI 5 *
Version 2.0 code optimization (thanks zondors!)

William Blau TVI indicator

Based on the M4 code found at:

https://codebase.mql4.com/7980

This version does not issue alerts or display trend direction text.

Version 1.0 original coding
 
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Details: TVI


April 15th, 2013
Size: 4.56 KB
MACD Histogram with color change 5 *
Here is an old standby, Macd histogram with color change
 
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Details: MACD Histogram with color change


April 15th, 2013
Size: 3.53 KB


Keywords: change color histogram macd multicharts tradestation
NT7 Forex Tick Data - [28 Pairs - Part 5] - 200704 - 201304 5 *
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 06 years of data, starting from April 2007.

[28 Pairs Part 5] =
CHFJPY, EURGBP, GBPUSD, USDCHF, USDJPY
 
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NT7 Forex Tick Data - [28 Pairs - Part 4] - 200704 - 201304 5 *
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 06 years of data, starting from April 2007.

[28 Pairs Part 4] =
CADCHF, EURJPY, EURUSD, NZDCAD, NZDUSD, USDCAD
 
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NT7 Forex Tick Data - [28 Pairs - Part 3] - 200704 - 201304 5 *
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 06 years of data, starting from April 2007.

[28 Pairs Part 3] =
AUDUSD, CADJPY, GBPCHF, GBPNZD, NZDJPY
 
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NT7 Forex Tick Data - [28 Pairs - Part 2] - 200704 - 201304 5 *
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 06 years of data, starting from April 2007.

[28 Pairs Part 2] =
AUDCHF, EURAUD, EURCAD, EURCHF, EURNZD, GBPAUD
 
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