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RJay's AboveBelowMarket Volume Indicator

It appears that a number of large traders are choosing to place their trades, buying above and selling below the current best market prices.

With this volume indicator, you can clearly see them trading.

THESE INDICATORS ARE NOT NT7 COMPATIBLE!!!!

This indicator has been updated to improve its overall accuracy.

Upload Date 11/01/2010

New version has the same name with a 2 at the end.

NinjaTrader 6.5: YES
NinjaTrader 7.0: NO (sam028)

Details: RJay's AboveBelowMarket Volume Indicator

January 21st, 2010
Size: 1.93 KB

CCLBands

This is the final version of the older CCLFibBands. I took Fib out of the title because it is much more than Fibs and indeed Fibs are not necessarily a core component. Users can input Fib ratios for the band widths but apart from that it's really a multi-band-type tool which can be used in a wide variety of ways.

1. Mean price based on various types of MA including BMT collective and other collectives, vwap (24 hr).
2. Mean based on day-range midprice or manually input price such as the Open, Yesterday Close or whatever you like.
3. Several types of band: ATR-based, StD based or custom default which is combination of ATR and percentage of price; also can be more or less responsive to short-term volatility; also can be based on looking back to see average maximum ranges over time to fix the outer bands and work the inner ones back from there.
4. One more minor wrinkle: can average any midline with the vwap. Also dynamic PVP is available as a mean.
5. Has target printing capability as DataSeries onetime plot dots or more extended text prints (which cannot be autoscale = falsed unfortunately), based on instant crossover of a band or later confirmed swing points (in Calc Bar Close mode only for swing option).

As far as I can tell, the indicator works well with no errors. When choosing any option involving the targets based on swing, have to keep indy in CalconBarClose = true; that confused me for a while. This because the Swing Indicator used to determine swing prices is calconbarclose only.

The attached picture shows Jan 6 am action in Gold with the mean price based on the POC/PVP price from yesterday afternoon. This is using the Manual MAtype and having a price typed into the ManualOverridePrice input. Also in this case I had the Lookback option on the band calculations. The Std bands probably would have contained price better but the purpose of this setup was to gauge whether or not the morning was looking like a rangebound day or a trend day. The price charging way above the old PVP and the outer bands clearly indicated a trend day. So in this case not used for trading signals per se, simply perspective on market situation.

There are many ways this indicator can be used. Hopefully the comments are helpful given how many options there are, but hopefully also anyone who finds bands helpful will take the time to simply experiment with different options.

NinjaTrader 6.5: YES
NinjaTrader 7.0: NO (sam028)

Details: CCLBands

January 6th, 2010
Size: 85.01 KB

Keywords: collectivema envelope vwap cclsys

OBV_Split_Cory V.1

I think this OBV short term with buy volume/sell volume splited will go well with Ztrader indicator.

NinjaTrader 6.5: YES
NinjaTrader 7.0: YES (sam028)

Details: OBV_Split_Cory V.1

January 5th, 2010
Size: 1.99 KB

Keywords: buy/sell obv split cory

Continuous Minute Data for 6E CL ES from 2000-2009

Continuous Minute Data for 6E CL ES from 2000-2009 exported from TradeStation.

ES from 2000, CL & Euro slightly less

20100106 - There was an error in the CL data that I just corrected (invalid open).

Details: Continuous Minute Data for 6E CL ES from 2000-2009

January 5th, 2010
Size: 47.83 MB

Keywords: data continous contract minute historical

Predictive Moving Average

John Ehlers' Predictive Moving Average (PMA) from his book, 'Rocket Science for Traders' (p. 213). He provides a comprehensive description of it there.

Set Panel display to '1' to display it on the price chart.

Use: The signal and trigger crossovers indicate turning points.

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES

Details: Predictive Moving Average

January 3rd, 2010
Size: 1.90 KB

Keywords: ehlers pma quasar

Volume Ladder for NT

Here's an indicator based on GomRecorder framework (see NT forums).
It's a volume ladder that includes cumulative delta stuff, I'll document it below.

Details here.

01/05/2010: v3.3 added

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES

Details: Volume Ladder for NT

December 15th, 2009
Size: 23.33 KB

Keywords: volume ladder ninjatrader

RJay's Delta Volume Splitter Suite

This Delta Volume Splitter Suite has 3 indicators.

A greater than "X" number of contracts in a single trade - indicator.

A lesser than "X" number of contracts in a single trade - indicator.

And a Between "X" and "Y" values number of contracts in a single trade - indicator.

These Indicators display The delta Market volume transacted, at or below Bid, and at or above Ask, for ranges specified.

Original thread - https://nexusfi.com/

THESE INDICATORS ARE NOT NT7 COMPATIBLE!!!!

These indicators has been updated to improve their overall accuracy.

Upload Date 11/01/2010

New versions has the same name with a 2 at the end.

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: NO

Details: RJay's Delta Volume Splitter Suite

December 6th, 2009
Size: 5.84 KB

RJay's Total Volume Splitter Suite

This Total Volume Splitter Suite has 3 indicators.

A greater than "X" number of contracts in a single trade - indicator.

A lesser than "X" number of contracts in a single trade - indicator.

And a Between "X" and "Y" values number of contracts in a single trade - indicator.

These Indicators display total Market volume transacted, at or below Bid, and at or above Ask, for ranges specified.

Original thread - https://nexusfi.com/

THESE INDICATORS ARE NOT NT7 COMPATIBLE!!!!

These indicators has been updated to improve their overall accuracy.

Upload Date 11/01/2010

New versions has the same name with a 2 at the end.

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: NO

Details: RJay's Total Volume Splitter Suite

December 6th, 2009
Size: 5.82 KB

CCL SR & CCLATRDonch - SR and expansion/contraction guages

This is a work in progress although probably mainly done.

Two indicators, the first based on the second which has limited helpfulness although it does show things that the first (SR) does not.
...

Details here.

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: NOT TESTED [feedback]

Details: CCL SR & CCLATRDonch - SR and expansion/contraction guages

December 4th, 2009
Size: 19.23 KB

Keywords: cclsys channel donchian sr

VSR Indicator (Volume/Stochastic/Reversal Bars)

Hey Elite Circle Members!.. I wanted to go ahead and share something that Big Mike wrote for me that may help you in your trading. This indicator utilizes Volume, Stochastics, and Reversal Bars, to plot out potential reversals in the market.

Details here.

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: NOT TESTED [feedback]

Details: VSR Indicator (Volume/Stochastic/Reversal Bars)

December 4th, 2009
Size: 13.09 KB

Keywords: reversal volume stochastics

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