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Volume Weighted MACD for NT 8

Hello All!

It is my first attempt to build and share indicator, so be lenient.

I have found this indicator's logic in TradingView and looked for it's analog here and NT forums.
Unfortunately I didn't find it, so decided to build it myself.
It is just volume weighted, TradingView Code:

"fastMA = ema(volume*close, fastperiod)/ema(volume, fastperiod)
slowMA = ema(volume*close, slowperiod)/ema(volume, slowperiod)
vwmacd = fastMA - slowMA
signal = ema(vwmacd, signalperiod)
hist= vwmacd - signal"

I added Histogram Multiplier variable to set Difference Histogram more easy to view.
I just multiplies Difference Histogram on set value.

I don't researched all NT indicator methods yet, so it seems I have made a lot of surplus actions and rows,
such as new data series for every calculation step. I would be grateful if you could tell me how to make it
easier and more elegant.

I hope someone will find it useful!

Details: Volume Weighted MACD for NT 8

March 1st, 2019
Size: 3.50 KB

SMA Indicator Pack - NT 8 8.0.17.0

Due to a breaking change in NT 8.0.17.0 I have re-released all of the indicators described elsewhere as there are a number of inter-dependencies. This seems far easier than breaking them apart - for me anyway (hope you agree). There are a number of sub-indicators, but the main ones are:

smaCDCycleMTF

smaDeltaMomentum

smaCDMomentum

smaVacuumBars

smaProAm

smaZiggetyZag

smaSineWave

All described:

Delta

ProAM

SineWave

I have included MathNet DLL in the ZIP to make things a little easier. And remember most need Tick Replay.

Enjoy.

Details: SMA Indicator Pack - NT 8 8.0.17.0

February 5th, 2019
Size: 531.89 KB

irSupplyAndDemand for Ninja 7

Exported using Ninja Trader 64-Bit 7.0.1000.39

It's been a while since I've uploaded anything here as I've been distracted by moving my indicators over to NT-8,

As I work through that learning curve, I wanted to share one of the updates to a NinjaTrader-7 indicator I posted here some time ago.

The attached indicator was based on combining the irSessionSupportAndResistance indicator and the irLabel indicator that gave us the ability to show a price on a hand drawn "Ray"

I originally posted those here and here.

The previous version was downloaded some +1,300 times so I thought it was time to send along the updated version.

In keeping with my pet peeve, the indicator will correctly display fractional pricing when used on Treasuries contracts.

I'll be working on an NT-8 version of this in the next few days/weeks as it gets closer to the top of my list.

Trade well,

Details: irSupplyAndDemand for Ninja 7

January 26th, 2019
Size: 6.09 KB

Delta Power Bars - (VacuumBars) - V2 - broke in 8.0.17.0

Uses a 2 out of 3 vote from CDMomentum, DeltaMomentum and CDCycleMTF to identify overall bursts of Cumulative Delta energy in one direction or the other.

Used with the 'Scoop' option, will identify the first of these (in gold) that occur after a 'failed' period of buying or selling i.e. price went the other way.

As ever - needs TickReplay and Math.Net.

https://nexusfi.com/elite-circle/45804-meanderings-cumulative-delta.html

V2 - exposes MTFBrickFactor when using Scoop. I use BetterRenko, but somewhile back changed the bar type from 17 to 1017 due to a clash. As long as you set MTFBrickFactor to non-zero when using Scoop then this is not a problem. BTW - set MTFBrickFactor 1 and the code will always ensure bars size x, x+1 and x+2 will be loaded.

Details: Delta Power Bars - (VacuumBars) - V2 - broke in 8.0.17.0

December 11th, 2018
Size: 50.43 KB

Delta Power Bars - (VacuumBars) - broke in 8.0.17.0

Details: Delta Power Bars - (VacuumBars) - broke in 8.0.17.0

December 10th, 2018
Size: 50.42 KB

DeltaMomentum - broke in 8.0.17.0

This is my take on something Gomi produced (and likely others). However my spin was I wanted to look at how big each of the pushes was - I call them bulges. I was looking to try and spot exhaustion, divergence, flush combinations.

To do this the indicator looks at consecutive red/green bars (and allows a specified number in the other direction without switching) to calculate the size of each bulge and runs some stats. It calculates a running threshold and treats that as 100%. If a bulge in excess of 100% is spotted it marks the bulge yellow dots and at the end prints its percentage size on the main chart area.

In the end I found it more useful to mark the bulge sizes relative to the previous ones on the same side (buy/sell). Magenta means the bulge is greater than the previous two and white means less than previous two. Watch for sequences of Magenta - Red/Green and then White. This can mean a move is over and ready to turn.

The indicator does colour bars according to some fuzzy bias logic. Basis for this is when bulge sizing switches from one side to the other and this can be seen when a white cross marks a bulge. The magenta bar simply says that a magenta bulge is in progress. Frankly I never found it that useful. In the end I preferred the bias colouring of my CDCycleMTF indicator mentioned in the Delta thread (although I still monitor this bias under the bonnet of my VacuumBar indicator).

As always you need Tick Replay and Math.Net.

Enjoy

Details: DeltaMomentum - broke in 8.0.17.0

December 10th, 2018
Size: 30.27 KB

Momentum of Cumulative Delta - broke in 8.0.17.0

Pretty standard momentum of both CD and a separate one for price included.

Both are adaptive if Period is less than 1 (typically choose 0.07), but the default is set to a Period of 14 (it is also a lot faster due to adaptive period calculations).

Both identify peaks exposed as a series (+/- 1).

They need MathNet again - check out https://nexusfi.com/elite-circle/45801-keeping-eye-big-players.html

Reference - https://nexusfi.com/elite-circle/45804-meanderings-cumulative-delta.html

Details: Momentum of Cumulative Delta - broke in 8.0.17.0

December 8th, 2018
Size: 18.95 KB

Cumulative Delta MTF Cycles - broke in 8.0.17.0

3 timeframe analysis of DoubleStochastic of CD. Can colour bars to give bias of buyers/sellers.

It is adaptive if Period is less than 1 (typically choose 0.07), but the default is set to a Period of 40 (it is also a lot faster due to adaptive period calculations).

A multiplier is used for MTF. If you leave as 0 it uses a default of 3 for all bar types except BetterRenko which I use 1.3. On a 3 tick BetterRenko this gives 3, 4 & 5. [ Note: for BetterRenko users my memory is faded, but I think I may have had to change the BarsPeriodType code from 17 to 1017 because of a clash. If this is so you can change it back in smaBaseMethods add-on. Having said that if you override the multiplier it doesn't matter. ]

It needs TickReplay of course and like a lot of my other stuff the MathNet.Numerics DLL (and reference) is required - check out https://nexusfi.com/elite-circle/45801-keeping-eye-big-players.html

Reference - https://nexusfi.com/elite-circle/45804-meanderings-cumulative-delta.html
Version 1.

Details: Cumulative Delta MTF Cycles - broke in 8.0.17.0

December 7th, 2018
Size: 27.07 KB

ZiggetyZag - ProAm rotation spotter - broke in 8.0.17.0

I like to see where a ProAm level is broken at speed. For this I use my ZiggetyZag indicator. It checks for a rotation around PoAm bars with Velocity and a break. Cyan bar and arrow.

This installs smaProAm and VelocityBarsV2 (by Okina).

Check out: https://nexusfi.com/elite-circle/45801-keeping-eye-big-players.html

Note1: 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

Note2: It of course needs TickReplay

Details: ZiggetyZag - ProAm rotation spotter - broke in 8.0.17.0

December 7th, 2018
Size: 28.41 KB

Ehler's Sinewave for NT8

This plots resistance and support lines derived from Ehler's ideas. I like them as they help to spot Cup & Handle formations.

Breaks of either can be used to give a trend bias. Works nicely when used across multiple timeframes.

Thread - https://nexusfi.com/elite-circle/45802-spot-cup-handle.html

Enjoy.

Steve

Details: Ehler's Sinewave for NT8

December 6th, 2018
Size: 18.19 KB

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