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 54 months of data, starting from April 2007.
Finally sorted out the bar numbering to be a bit more useful than the plain old "DrawText()" on every bar update.
Set parameters for:
text font & color
number of pixels off-set from the bar (above or below)
turn them on or off quickly with click on toolbar
start numbers at a given number e.g. 0, 1 or 5 or any number (useful to set it to 0 when debugging script so that it displays the CurrentBar value)
how many bars between labels
when to increment bar number (good for syncing bar numbering on different time-frame charts, e.g. set it to every 3 bars on the 1min chart and normal every bar on the 3min chart, so their numbers are the same)
count resets at start of every session or not
displays bar number in the data box
This is version 1 and there probably won't be any more versions.
If it causes problems, send me a private message - don't put the message in the comments on this file download because it doesn't notify me. Thanks.
This is my new "magnifier" Zero-Lag Weighted AVErage (K_WAve). the idea I was looking for is to create a moving average that magnifies the price moves and trend direction changes - with as minimum lag as possible.
the concept is mathematically simple, and is based on the same Zero-lag MA technique used in DEMA & TEMA. The values of the line should not be referred to - they mean very little, it's the color and relative position of the peaks/troughs that really matter. Also the intersection points with other MA's on the chart.
Interesting that the K_WAve will indicate trend change sometimes before the Zero-lag WMA. the base WMA and the Zero-lag WMA are exposed by default (can hide them from Study Settings)
K_WAve can be used for swing trading or integrated with trend-following techniques with entry on retraces - the retraces (hooks) can be made more obvious using the K_WAve line.
this works on time or tick charts and any aggregation.
added optional smoothing and adjustable "magnification factor". when set to Smoothing = 1, and Magnify = 0, K_WAve becomes a regular zero-lag WMA.
Some of you may be using the Adaptive_CCI that I shared some time ago on this forum. This version of the CCI is a simpler version and optimized a bit.
Separate definable colors are available to distinguish between the above the zero line CCI and below the zero line CCI.
This version maintains the ability to select an adaptive period by placing a "0" in the period field.
Changelog:
March 20 2013: Reposted because thanks to @Taggart for noticing a serialization problem where the colors would not repaint after a chart was saved.
This shows support and resistance lines including:
- swing highs and swing lows based on a swing defined as a bar with two bars to the left and two bars to the right which are all lower for a swing high (and vice-versa for a swing low)
- round numbers, e.g. 1.3500 in the EUR/USD. User-defined
- 2 sub-sessions/mini-sessions intra-day highs and lows, user-defined start & end times.
The lines are actually rectangles and I intend to add a function which will cause two close adjacent S/R lines to become just one zone.
I try to make the user-defined parameters self-explanatory from the description in the NT7 indicator set-up dialog underneath the parameter settings listing.
To discuss this indie and to offer advice or suggestions or ask what's what, please use this thread
Changelog:
2013-03-13: I just updated version 003 with some bug fixes
2013-04-24: another bug fix - version 003 r2 (because I have a version 4 already)
Last, a word of warning: I occasionally get mail from people asking what's gone wrong with the indicator because x, y or z is (or isn't) happening. This indicator has got pretty complicated and like I just said to someone just now, I'd need a full scale support operation to be able to help. All I can advise in this situation is to ditch the indicator off your chart and try reloading it. Sounds a bit like Microsoft Support, I know
Got my hands on ToS again, and we're back in business.. - here's a come-back gift...
This is my own ToS port of SVAPO (Short-Term Volume and Price Oscillator), a trading system introduced by Sylvain Vervoort that combines both volume and price trends to identify tradable setups - full details on the concept, and trade rules that he suggests are herehttps://stocata.org/ta_en/proprietary.html
took the concept and re-wrote it for ToS, using my own preferred techniques for smoothing and averaging - to achieve less lag and make the final plot more "friendly and usable" - while maintaining the overall original concept. (let me know if interested in exact details of the differences). also changed the resulting oscillator to a restricted range -100/+100 - no longer need to use the StdDev upper/lower lines..
the code is commented - the full details of how the original SVAPO can be used for signal generation are on web site above.
I also added the option to view the resulting plot in a Stepped mode or with an Inverse Fisher Transform - we still get almost no lag as we don't use unnecessary smoothing here. you can see how the signal (in this case crossing the zero line) is in line with the K_TraderRibbon on top, sometimes ahead of it.
suggestions for use:
use K_SVAPO along with a long-term trend indicator. if you set K_SVAPO correctly, it will provide unambigious signals on ideal entry points when the price retraces before continuing the trend.
you can also use 2 K_SVAPO, one longer and one shorter to provide a similar combo. in that case, i suggest you change one of them to the "Stepper" for easier viewing
as usual, appreciate if you keep in the forum. all feedback & comments welcome, as i'm still testing this anyways,
This indicator provides a quick visual of key market strength price concepts (various metrics contained in a table at the top middle of the screen). It is useful for determining the relative strength and weakness of different instruments using price relative to the following:
- Key volume profile concepts (price relative to the current day value area and POC and yesterdays value area and POC).
- vwap
- Initial balance range including extensions
- Retail Open (RTO) and yesterday's high and Low (YHL)
This indicator provides a quick visual of key volume profile metrics using a table at the top middle of the screen. It is useful for comparing the relative strength and weakness of different instruments using profile concepts.
It is built using Gomi's …
update 1/14/2014
- Added initial balance and range extensions
- Added price relative to the Retail Open (RTO) above RTO open green up arrow, below retail open red down arrow.
- Added price relative to yesterday's high or low(YHL), price above yesterdays high green arrow and below yesterday's low red arrow and in between yellow dot.
To operate make sure the following supporting indicators are installed:
After reading John Bollinger's book Bollinger on Bollinger Bands I thought to make one of the indicators he mentioned in the book. So here you have the VWMACD indicator with an EMA as a signal line. This indicator was developed by Buff Dormeier and popularized by this book. This one is for multicharts.
This is my first shot at a custom bar type, so please report any issues in the discussion thread: https://nexusfi.com/
Bar Logic
-When a new bar is formed, price must move "Direction Size" ticks to establish a bar direction.
-Once a direction is established, if price pulls back "Reversal Size" ticks, a new bar is formed.
-The previous bar does not include the final reversal tick. The final reversal tick forms a new bar.
-The opens and closes of bars are actual ticks. No fake opens or closes.
If you prefer the version that requires Reversal Size to be breached, change:
//reversalSize = bars.Instrument.MasterInstrument.Round2TickSize(bars.Period.Value * bars.Instrument.MasterInstrument.TickSize); //This gives you tips of Reversal Size
reversalSize = bars.Instrument.MasterInstrument.Round2TickSize((bars.Period.Value - 1) * bars.Instrument.MasterInstrument.TickSize); //This creates a new bar on Reversal Size
to:
reversalSize = bars.Instrument.MasterInstrument.Round2TickSize(bars.Period.Value * bars.Instrument.MasterInstrument.TickSize); //This gives you tips of Reversal Size
//reversalSize = bars.Instrument.MasterInstrument.Round2TickSize((bars.Period.Value - 1) * bars.Instrument.MasterInstrument.TickSize); //This creates a new bar on Reversal Size
March 9th, 2015 02:25 AM Magiklair Looks like a nice indicator. We'll put it to the test.. Thanks mate
November 30th, 2013 12:58 PM westsider Really Nice Work!
April 6th, 2013 11:44 AM Rachel Thank you for this indicator. I have been wanting something that would draw major support and resistance lines. Set it t
o 240m and it is Great. Thank you.
March 11th, 2013 07:46 AM Cloudy Thanks Adamus! Looking forward to trying it out.
March 8th, 2013 10:21 AM 1973Hog Thanks. Looking forward to putting it thru its paces.
October 21st, 2014 11:36 AM kronie This is a whole trading system. Wonderful work!
October 21st, 2014 11:34 AM kronie This is a whole trading system. Wonderful work!
April 10th, 2014 01:15 AM lee2012 if you have ninja zip please post in here I can download it and used it, I don't know how to convert from files.cs to
March 30th, 2013 04:16 AM jpstyles2002 Very nice work on this! Works great and really enjoying it. Is there any possibiltiy to have audio programmed into it fo
r the zero line cross by chance?
March 27th, 2013 08:11 PM Druid Appreciated!!
March 26th, 2013 12:52 PM Boomerang great work, thank you!
March 23rd, 2013 01:42 AM Hguru RedK, An other Great study. I have been playing around with it and it is very responsive once I figured out what setting