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).
This is a testing tool for NT 7 which I developed with Trading Coders (I paid for their help - https://www.tradingcoders.com/) for my personal use. It's primarily a scalping tool using a simple MACD cross. There are two additional indicators which are optional: a simple EMA and StepMAV71Sharky which was freely available. Thank you Sharky wherever you are.
It includes a profit target and stop loss. You can also test time of day and has an alert.
You can select to trade long, short or both. I generally test one side at a time. Even when I'm using it in live trading, I insert a long and a short side usually on separate charts and do not use "both". The signals are more accurate.
If someone wants to covert it for NT 8, that would be nice. Let me know if someone does the conversion.
I'm a scalper so I find it useful to test different scalping ideas.
Any questions or comments, please feel free to contact me.
Hey guys, I've discovered a custom TDI that can be created without coding. All the indicators are available if you have NT8. Instructions are as follows:
Double stochastics 10 period; Scale justification - right
SUM 3 period; Input series - RSI period 13; Scale justification - overlay
SUM 18 period; Input series - RSI period 13; Scale justification - left
Bollinger; Input series - RSI period 13; Scale justification - right; Period 34, Standard deviations - 2 (Set upper and lower band to transparent to hide or you can leave them if you prefer)
* Best trade set ups for longs is when the 2 SUMs are above the middle Bollinger band and double stochastic is oversold. The reverse is true for shorts. You can also trade it when fast SUM crosses slow SUM just like other oscillators. Feel free to change the period settings to suit your trading needs. Play around with it and let me know how it works for you!
*The Download is a copy of my indicator template that you'll have to import into your charts.
Hey guys, I've discovered a custom TDI that can be created without coding. All the indicators are available if you have NT8. Instructions are as follows:
Double stochastics 10 period; Scale justification - right
SUM 3 period; Input series - RSI period 13; Scale justification - overlay
SUM 18 period; Input series - RSI period 13; Scale justification - left
Bollinger; Input series - RSI period 13; Scale justification - right; Period 34, Standard deviations - 2 (Set upper and lower band to transparent to hide or you can leave them if you prefer)
* Best trade set ups for longs is when the 2 SUMs are above the middle Bollinger band and double stochastic is oversold. The reverse is true for shorts. You can also trade it when fast SUM crosses slow SUM just like other oscillators. Play around with it and let me know how it works for you!
Updated Market Profile / Volume Profile for Sierra Charts (Version 1848), MP and VP for each session (RTH / ETH) respectively. Chartbook also has subchart tab for daily, which main chart uses for volume. Currently set up to use Rithmic data feed, will need to be updated if using a different data feed.
V2.0 - Automated drawing of Blue rectangle on the chart
You can access the plot value be using BBKCDelta[0] (for the current bar) in your trading strategies...
Message me with questions..
Thanks.
=======================
I wrote this indicator recently to help identify possible consolidation in the market. It detects times when Bollinger Band squeezes within the Keltner Channel (implies consolidation) and plots as a histogram below the chart.
Bollinger Band and Keltner Channel Period may be customized. Default 20
Keltner Channel Offset default is 1.5
I have provided for an additional offset parameter to adjust the Squeeze threshold. This helps lead the beginning of consolidation. Default is 0.5; I usually set it to 1.5. Works for me. More picky about trade signals...
I use it towards confirming my trend based trades.
Please post your questions, comments and/or feedback.
I have created a simple indicator that "paints" regions on the chart based on ADX and EMA.
Very Simple algorithm:
Chart paints regions only when ADX is above a customizable level. Default is 15.
Region Color Green: ADX Rising; EMA Rising (Potentially Bullish Trending)
Region Color Blue: ADX Falling; EMA Rising (Potentially Reversal)
Region Color Red: ADX Rising; EMA Falling (Potentially Bearish Trending)
Region Color Yellow: ADX Falling; EMA Falling(Potentially Reversal)
You can use this indicator as a means of confluence with other strategies you may have.
I am new to this forum and my first attempt at publishing my program. Hence I am not aware of all caveats that I need to include here. But this is merely an indicator that portrays ADX Value and EMA Value movements. This is not by any means a suggestion to trade !!
Please provide your feedback and suggestions. Would appreciate that.
October 1st, 2022 05:05 PM Buscador Thanks for sharing
June 20th, 2021 08:53 AM bluedot thanks, appreciated!
November 9th, 2019 06:45 AM Phc1 I think it's better to use the DM indicator as basis , it has the advantage of having the ADX and the DM in combo , wher
e the DM shows momentum as Peter1 mentioned probably . took 2 screenshots :
-https://www.screencast.com/t/TkuRYjY96
-https://www.screencast.com/t/SrMkoaCB1XZK
https://www.investopedia.com/terms/a/adx.asp
November 9th, 2019 06:32 AM Phc1 I share Kcrawford's opinion :
Not bad, but a couple of things:
1) people should be able to change whatever colors to whatever they want
2) set the EMA so that it also can be adjusted, people are going to tinker with it, and want to.
3) set the ADX itself to the range they want there to,
THEN your indicator is complete and everyone can adjust it how they want.
November 8th, 2019 06:20 PM renvik Thanks for your effort.
May 24th, 2020 02:44 PM FuturesBen tnx for the squeeze filter
March 13th, 2020 03:49 PM Zondor Incompetently coded using unacceptable beginner techniques. Tremendously inefficient.
October 4th, 2019 03:48 AM saikodi I cant seem to import this into Ninja Trader 7. Can you please confirm which version this is for?
September 27th, 2019 11:15 AM topdogtony This is great my first day in simNQ 1 contract 377 tick chart 2 trades made $670 and $760 on the 1 minute --tha
nk you thank you i will provide another update on this later on as I am keeping a record of how this does
May 27th, 2019 02:26 PM Ratdog Hello,
Would it be possible to add "rays" or "lines" from the top and bottoms of the boxes extending left or right horizontally
until touched / broken? (The "Swing indicator when set to lines could be a good example of this)..
Would it be possible to add multiple colors (preferably four) to the histogram? (Bright green, dark green, bright red da
rk red) for example?
Would it be possible to add volume profiles to the inside of these boxes?
January 21st, 2026 12:06 PM gentech This is interesting. I had the same thought. I use the time and sales, profiles/order flow and noticed that on the ask/b
id numbers when looking at the chart trader view, I usually only see the small order transactions. I started looking at
the time and sales and compared them and saw that price spends a lot of time at certain price points as well as the size
s of the orders. (Footprint indicators can show how many orders per level/price, but not the time factor.) This made me
want to see how much time is being spent at certain levels/prices. Thank you for your labor of love for traders. I'll gi
ve it a try and if I see something interesting, I'd like to share any observations I may have with you. Thanks again.
May 11th, 2020 04:13 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 11:52 PM romus Thanks!
May 4th, 2020 09:49 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
November 9th, 2025 01:56 AM Darvish Great job on this one. I had to edit slightly to correct a visual deviation, but its a superior addition to my tool belt
December 20th, 2023 07:40 PM Vedant Appreciated. Looking forward to trying it.
December 20th, 2023 07:40 PM Vedant Appreciated.
March 14th, 2023 06:40 AM superpete Thanks so much!