I think I have successfully tweaked the script from EMAon5minData to achieve MTF EMA.
The story is that I have read the post by @TakingStock12 and @michaelf post with request to which @cory supplied modified version of indicator - so great thanks to @cory as well.
Then I have tried to tweak the definitions in the script and came up with VisEMA, VisSMA and VisWMA versions.
From my trials - they work with Tick, Range and Renko charts as well!
Please try - and let others know - any further enhancements welcome!
Then I have tried to tweak the definitions in the script and came up with VisEMA, VisSMA and VisWMA versions.
From my trials - they work with Tick, Range and Renko charts as well!
Please try - and let others know - any further enhancements welcome!
Here is an MTF MA with a little more flexibility than the last post. Thought I would throw something together to make it a little easier for the group. You can set the MTF MA bar period in the parameters (i.e. 5 min 15 min etc.). This has to be in minutes. You can also select the type of MA you want and the period for that MA. If you want more than one on a chart just add more than one instance.
You should be able to use this on any chart type (although I have not tested this on all types)
This Zip "as is" only draws the EMA(20) from a 5 Minute Chart onto any other chart ... you can, however, edit it as I did to draw the EMA off of any chart you choose.
I had been looking for a replacement for the Multi-time-frame, a.k.a. "Visual" EMA indicator (Ninja7 only) since upgrading to Ninja8 and found this Zip on Ninja Support Forum here: https://forum.ninjatrader.com/forum/ninjatrader-8/indicator-development/1054129-multi-timeframe-ema This version here, as I mentioned, ONLY draws from a 5 minute chart (which I don't use) and only draws an EMA(20). So ...
I wanted it to work as an EMA(21) and for it to be drawn off of a 2000 Tick chart rather than a 5 minute chart so I had to edit the code. You can do this as well, changing the source chart for the EMA to whatever Chart type and period you like. Pretty simple really (had to be incredibly simple for me to be able to do it!).
Here are the lines of code that need to be changed to what you want to see/use: Lines 27 (change "EMAon5minData" to your chart period and type ... for me that was to the "EMAon2000TickData"), 35 (same as line 27 change), 51(change "Minute, 5" to your chart type and period and also change "5 minute" to the right of that (in grey) to your chart period and type), 55 (change "20" to your desired EMA period), and 63 (same change as line 55).
After that, compile. Then compile a standard Ninja indie to check for errors. You can then change the name of the indie if you like by going into Documents-Ninjatrader8-Bin-Custom-Indicators ... find "Emaon5minData.cs", right click on it, choose "rename" and change the name to whatever you want.
Hope this is helpful to those others out there in search of a Multi-Time-Frame or "Visual" EMA for Ninja8.
This indicator identifies the maximum ask and bid deltas within a bar. You can plot one or both as hash marks on the bar. Alternatively, you can also plot the price level with the maximum volume within a bar.
This indicator requires tick data, so best not to load a large time frame or it will take a while to load.
Enjoy!
Please do not distribute outside the futures.io community.
1.3 Actually uploaded this time, sorry about that.
1.3 - Added ability to restrict the look back period for the indicator (bit of a time savings if you are loading more than a day or two).
1.2 - Show max min price level delta or max ask bid volume
1.1 - Found and fixed a logic error. bid ask and total volume are now lining up perfectly with with the Ninjatrader orderflow.
This indicator is born out of my observation of price movement. Price tends to stall at the end of an auction, and it almost seemed to form a support/resistance level. I wondered what that would look like if plotted....hence the Time At Price indicator. This indicator requires tick replay to be enabled and should work on any bar type (although I have not tested this). It measures the interval between ticks and how much time is spent at a particular price level within a bar. It is therefore analogous to the COT but is purely based on time. It then plots a hash mark on the bar corresponding to the most time spent at that price level. Since it needs tick data, best to load without a large look back period (or it will take a while to load).
Enjoy!
Please do not distribute outside the futures.io community
Version 1.1 - Added ability to restrict the look back period for the indicator (bit of a time savings if you are loading more than a day or two).
May 11th, 2020 03:13 AM OpalDragon Freaking Fantastic -- Pretty damn epic as well - like the other one.. you can definitely make some strategies or at leas
t get visual warnings of things happening in the market with these 2 intrabar indis! :O Great work!
May 5th, 2020 10:52 PM romus Thanks!
May 4th, 2020 08:49 AM RickW00716 This is very interesting. I wonder if it's possible to create an indicator that would plot the highest buy/sell delta l
May 6th, 2021 10:45 AM tonguira A question, if I use the strategy analyzer to find the best parameters..should I activate Tick Replay for real results?
Or High resolution 1 tick? Or just with the standar works well? Thanks for the info. GREAT STRATEGY!
August 20th, 2020 05:47 PM seeseea Thanks, Bob.
The math looks good and the theory os the spike article seems sound; but, yes, it needs to work with some other indicato
r.
July 25th, 2020 10:15 PM Mantrs Interesting strategy - potential for coupling with some other indicator for even better results. Thank you
June 4th, 2020 04:52 PM tehuff For intra-session trading, this indicator/strategy promotes the way traders should conceptualize their Market, thank you
.
June 4th, 2020 06:33 AM bcomas The strategy is tested with success with the Emini Dow MYM contract and timeframe 15 min.
With another instruments and timeframes the SigmaSpikesFactor should be adjusted according the volume of the instrument
January 8th, 2024 04:30 AM Spartans Great job, saves a lot of time of needing to add a second data time series.
June 18th, 2023 01:44 AM ballhaj Thanks for sharing
December 27th, 2021 05:40 AM JadeL Like this very much! Thanks for sharing
August 13th, 2021 02:45 PM ELF3 Just wanted to let you know that I believe you did a great job on coding this Indicator. It was something that I wanted
to have on my charts. Thanks for the contribution !
January 4th, 2021 10:39 PM Zondor Sorry, you don't get it at all.
You only plotted the BASE line, the one that doesn't change between the nodes.
The output should not be a step function.
November 7th, 2020 02:19 AM danalec very nice, thank you. if it is possible, could you please share with us the source code? maybe for further enhancements
August 17th, 2020 03:06 PM traderflorida Thank you. Can you post a version with source code instead of a .dll? DLLs make me nervous...
August 11th, 2020 12:03 AM michaelleemoore Nice work!