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ProAM Orders for NT8 - broke in 8.0.17.0

Being able to see large orders on the chart helps me enormously and can also be used to give bias.

My indicator looks for three types of events:
Large individual buys or sells (Pro orders)
Large groups of orders at any price (Block orders)
Bars with a high proportion of low size orders (Amateur orders)

In order to create a threshold above which to print the markers I use some stats functions from the Math.NET library so if you want to use my indicator you will need to add the DLL and a reference to it of course. I'm not a stats guy so I guessed at a mix of standard deviations and percentile for the thresholds and I've left these internal to the code. Different instruments respond very differently to these settings. Personally I just looked for settings that didn't flood the screen with markers yet gave enough to be of use - very subjective.

[For minute bar users (I use BetterRenko) this does NOT print the markers at the actual price level - it prints in the middle of the bar (OnBarClose) - not something relevant to me so I probably wouldn't be that keen to change it.]

[Apologies to the expert coders here - I have used the Draw function for these markers - in most of my other stuff I use plots, but I just couldn't get a good look with the standard plots.]

My own experience is I couldn't make any sense of the Amateur orders and so I switch them off. The Pro orders really work for me and I add in the Block orders for good measure.

I use these in various ways which I intend to expand on, but generally use them to establish levels that the pros are working at. Bottom line - when you see a load of these markers together - something is brewing!

Oh and I have exposed series for both Pro bars (0, 1, 2, 3 [+/-] for various types) and an overall bias (+1/-1) which is based either off the sign of the order or the price movement - for me I use the price movement e.g. a large sell that causes price to go up is often a better clue than a buy that does the same.

Have fun.

Steve

Note: You will need MathNet.Numerics DLL and Delta Package V3 by Sim22 (thanks to him) : https://nexusfi.com/local_links.php?action=ratelink&catid=27&linkid=1773

P.S. I'm not aware of how version numbering works - an expert might want to let me know. Call this Version 1.

P.P.S. Discussion link - https://nexusfi.com/elite-circle/45801-proam-orders-ninjatrader-8-a.html

Details: ProAM Orders for NT8 - broke in 8.0.17.0

December 6th, 2018
Size: 11.54 KB

Stats Suite

See thread for help on creating your own stats:
https://nexusfi.com/elite-circle/45152-stats-suite-ninjatrader-8-a.html

Contains two indicators:

Stats
Displays the historical probability over time for that specific stat. Open up the ninjascript output window to see the numbers as they are calculated. The default indicator currently shows the historical probability over the overnight range being broken.

Range Histogram
A histogram showing the distribution of ranges for each bar. The graph shows the value area in blue which is 70% of all samples. Keep in mind that the graph uses a logarithmic scale so differences between values are actually greater than they appear on the graph.

Zip also contains the Opening Range indicator created by Lizard which is available here: https://www.lizardindicators.com/indicator-library-2/session-tools/opening-range/

Details: Stats Suite

August 25th, 2018
Size: 19.60 KB

Chart Identifier NT8

Indicator to identify symbol name and period on chart. Multiple locations ,font and size.

Details: Chart Identifier NT8

April 21st, 2018
Size: 2.78 KB

Keywords: name identify symbol

Rithmic spreader

Hey guys,

I'm new here and want to contribute. This is a spreader algo I had coded for the Rithmic API. Check it out. If you do expand on it, please post the code here. It's coded in C# but not by me. Hope its useful guys.

Details: Rithmic spreader

January 12th, 2018
Size: 9.88 MB

Mt4 Buy exit

Hi
This is an indicator that may have potential
Would be nice to have alerts and pop up message

Not my indicator . Found it on MT5 threads under open code base

Details: Mt4 Buy exit

November 13th, 2017
Size: 9.32 KB

BVA Version 1

NT-7 Version

BVA Version 1 (Bar Volume Accumulation), is for spotting Divergences in Volume and Price Action.

Example:
Higher High with less BVA, upward trend is loosing momentum.
Lower Low with less BVA, downward trend is loosing momentum.

Compiled using NT 7.0.1000.35 64-bit (Multi-Broker)

Details: BVA Version 1

September 21st, 2017
Size: 5.46 KB

BVA Version 1

NT-8 Version

BVA Version 1 (Bar Volume Accumulation), is for spotting Divergences in Volume and Price Action.

Example:
Higher High with less BVA, upward trend is loosing momentum.
Lower Low with less BVA, downward trend is loosing momentum.

Compiled using NT 8.0.9.0 64-bit (Multi-Broker)

Details: BVA Version 1

September 21st, 2017
Size: 4.67 KB

Price Line and Tick Counter

Simple indicator for NT8 that draws a horizontal line at current price and shows a tick counter next to the forming bar. Tick counter only works with Tick bars.

Details: Price Line and Tick Counter

July 16th, 2017
Size: 3.33 KB

Order book, Market Profile, Volume Profile.

Order book / Number bars, Market Profile, Volume Profile for Sierra Charts (Version 1564)

I take no credit for this chart book it was given to me and I'm posting it here for the Elite members.

MP and VP also has the extended volume directly to the left of the vertical scale.

Details: Order book, Market Profile, Volume Profile.

June 10th, 2017
Size: 224.05 KB

Market Depth Historical Graph

MDHG for Sierra Charts with volume profile histograms, VAH/VAL/VPOC (Current version = 1543) This was posted at the SC support board and I modified it.

There are two studies hidden, they can both be enabled if so desired. One is a different trade indicator study and the other is a volume study in region 2.

This was initially made for /CL and I'm using it for /ES.

The Volume profile value areas may not be precise, I'm more accustomed to MP, although the VPOC does appear to be accurate.

The large volume trade indicator will need to be adjusted to whatever suits the trade levels the end user likes to see.

I personally have remove the DOM depth, it can be disabled/enabled via Trade > Show Depth

Details: Market Depth Historical Graph

April 18th, 2017
Size: 88.41 KB

Keywords: depth graph historical market profile sierra volume charts

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