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SessionTWAP Daily V43

Exported using NT Version 7.0.1000.26

Indicator will only run on NT 7.0.1000.5 or later

The indicator displays the Time Weighted Average Price of the selected session. It can be used on all types of charts.

You can apply the indicators to charts with several intraday sessions. You can then select via indicator panel, for which session theTWAP shall be shown.

Use with time-based charts: On minute and second chart, it will use an equal weight for all bars to calculate the average price of the selected session.

Use with tick based charts: On tick based charts it will apply a weight to each bar, which is the smaller of (timestamp of current bar - timestamp of previous bar) and (timestamp of current bar - session start time). There is one specific case, where this may cause a problem. The technical break of CME index futures from 3:15 PM to 3:30 PM CT is not taken into account by the session template, if an ETH session is used. In this case the first bar after the break will be overweighted. To avoid that problem use the default setting for the technical break for Globex index futures, which will eliminate the impact of the technical break.

ETH session: The TWAP will be calculated for the full session, if ETH is selected via indicator dialogue.

RTH session: It is possible to display the TWAP for the RTH session or the night session. Set indicator to RTH and select the number of the session, for example "First" for the night session and "Second" for the RTH session.

RTH multi: The TWAP will be displayed starting from the open of the RTH session as specified and then continue through the after session.

Volatility Bands: The indicators has three different modes to calculate volatility bands. For each of the modes multipliers can be selected.

Variance_Price: The variance is calculated from the selected input values of the price bars and the last known value for the VWAP within the current session. This way of calculating the bands is similar to calculating Bollinger Bands with a variable period starting with the first bar of the session.

Variance_Distance: The variance is calculated from the selected input values of the price bars and the value for the VWAP corresponding to price. It is a variance of the vertical distance of price from VWAP. This method corrects for a trend and produces slightly narrower bands on a trending day.

Session_Range: The quarter range of the current session is used as a measure of volatility instead of the standard deviation.

Public Holidays: For Globex instruments the indicator will display the ETH TWAP for the two-day-session including a public holiday. The indicator is preconfigured for the Globex holiday calendar.

Colors: Different colors can be selected for rising and falling TWAP. Also colors and opacities can be selected for the areas between the inner bands, middle bands and outer bands.

Update Jan 23, 2011: Globex holiday calendar for 2011 added. Holiday sessions will only be applied to Globex instruments. Indicators now also work on tick and volume charts.
Update May 17, 2011: New signature for GetNextBeginEnd() implemented.
Update June 15,2011: TWAP can now be displayed for RTH and after-session, see option RTH-multi. Three different types of TWAP bands added.
Update July 26, 2011: SessionTWAP uses (high + low + open + close) / 4 for higher accuracy. Adapted to different plot styles.
Update January 25, 2012: Globex holiday calendar for 2012 added. Small bug removed, which had affected the plot colors.
Update July 4, 2012: Serialization of plot parameters changed.
Update February 23, 2013: Plot recoded & CPU efficiency improved, Globex holiday calendar for 2013 added.
Update March 30, 2013: Algorithm improved for both speed and accuracy. VWAP start time can be selected.
Update April 11, 2013: Plot modified for compatibility with charts built from multiple bar series.
Update May 10, 2013: Bug removed, which led to occasional false identification of the RTH session on charts built from ticks.
Update December 9, 2013: Holiday calendar added for 2014.
Update December 28, 2014: Holiday calendar added for 2015. Price markers improved for US interest rate futures.

Details: SessionTWAP Daily V43

December 28th, 2014
Size: 10.22 KB
Downloaded: 3320 times

Keywords: bands range session twap vwap eth rth standarddeviation variance

SessionVWAP Daily V43

Exported using NT Version 7.0.1000.26

Indicator will only run on NT 7.0.1000.5 or later

The indicator displays the Volume Weighted Average Price of the selected session. It can be used on all types of charts.

You can apply the indicators to charts with several intraday sessions. You can then select via indicator panel, for which session the VWAP shall be shown.

ETH session: The VWAP will be calculated for the full session, if ETH is selected via indicator dialogue.

RTH session: It is possible to display the VWAP for the RTH session or the night session. Set indicator to RTH and select the number of the session, for example "First" for the night session and "Second" for the RTH session.

RTH multi: The VWAP will be displayed starting from the open of the RTH session as specified and then continue through the after session.

Volatility Bands: The indicators has three different modes to calculate volatility bands. For each of the modes multipliers can be selected.

Variance_Price: The variance is calculated from the selected input values of the price bars and the last known value for the VWAP within the current session. This way of calculating the bands is similar to calculating Bollinger Bands with a variable period starting with the first bar of the session.

Variance_Distance: The variance is calculated from the selected input values of the price bars and the value for the VWAP corresponding to price. It is a variance of the vertical distance of price from VWAP. This method corrects for a trend and produces slightly narrower bands on a trending day.

Session_Range: The quarter range of the current session is used as a measure of volatility instead of the standard deviation.

Public Holidays: For Globex instruments the indicator will display the ETH VWAP for the two-day-session including a public holiday. The indicator is preconfigured for the Globex holiday calendar.

Colors: Different colors can be selected for rising and falling VWAP. Also colors and opacities can be selected for the areas between the inner bands, middle bands and outer bands.

Update Jan 23, 2011: Globex holiday calendar for 2011 added. Holiday sessions will only be applied to Globex instruments. Indicators now also work on tick and volume charts.
Update May 17, 2011: New signature for GetNextBeginEnd() implemented.
Update June 15, 2011: VWAP can now be displayed for RTH and after-session, see option RTH-multi. Three different types of VWAP bands added.
Update July 26, 2011: SessionVWAP uses (high + low + open + close) / 4 for higher accuracy. Adapted to different plot styles.
Update January 25, 2012: Globex holiday calendar for 2012 added. Small bug removed, which had affected the plot colors.
Update February 23, 2013: Plot recoded & CPU efficiency improved, Globex holiday calendar for 2013 added.
Update March 30, 2013: Algorithm improved for both speed and accuracy. VWAP start time can be selected.
Update April 11, 2013: Plot modified for compatibility with charts built from multiple bar series.
Update May 10, 2013: Bug removed, which led to occasional false identification of the RTH session on charts built from ticks.
Update December 9, 2013: Holiday calendar added for 2014.
Update December 28, 2014: Holiday calendar added for 2015. Price markers improved for US interest rate futures.

Details: SessionVWAP Daily V43

December 28th, 2014
Size: 9.70 KB
Downloaded: 10908 times

Keywords: bands range session twap vwap eth rth standarddeviation variance

SessionVWAP Monthly V43

Exported using NT Version 7.0.1000.26

Indicator will only run on NT 7.0.1000.5 or later

The indicator displays the Volume Weighted Average Price of the selected session. It can be used on all types of charts.

You can apply the indicators to charts with several intraday sessions. You can then select via indicator panel, for which session the VWAP shall be shown.

ETH session: The VWAP will be calculated for the full session, if ETH is selected via indicator dialogue.

RTH session: It is possible to display the VWAP for the RTH session or the night session. Set indicator to RTH and select the number of the session, for example "First" for the night session and "Second" for the RTH session.

Volatility Bands: The indicators has three different modes to calculate volatility bands. For each of the modes multipliers can be selected.

Variance_Price: The variance is calculated from the selected input values of the price bars and the last known value for the VWAP within the current session. This way of calculating the bands is similar to calculating Bollinger Bands with a variable period starting with the first bar of the session.

Variance_Distance: The variance is calculated from the selected input values of the price bars and the value for the VWAP corresponding to price. It is a variance of the vertical distance of price from VWAP. This method corrects for a trend and produces slightly narrower bands on a trending day.

Session_Range: The quarter range of the current session is used as a measure of volatility instead of the standard deviation.

Public Holidays: For Globex instruments the indicator will display the ETH VWAP for the two-day-session including a public holiday. The indicator is preconfigured for the Globex holiday calendar. If tFriday is a holiday with trade date Monday, it will then be integrated into the following week.

Colors: Different colors can be selected for rising and falling VWAP. Also colors and opacities can be selected for the areas between the inner bands, middle bands and outer bands.

For further details on updates, also see SessionVWAP Daily V43.

Update March 30, 2013: Algorithm improved for both speed and accuracy. VWAP start time can be selected.
Update April 11, 2013: Plot modified for compatibility with charts built from multiple bar series.
Update May 10, 2013: Bug removed, which led to occasional false identification of the RTH session on charts built from ticks.
Update December 9, 2013: Holiday calendar added for 2014.
Update December 28, 2014: Holiday calendar added for 2015. Price markers improved for US interest rate futures.

Details: SessionVWAP Monthly V43

December 28th, 2014
Size: 8.52 KB
Downloaded: 1918 times

Keywords: bands eth range rth session standarddeviation twap variance vwap

SessionVWAP Weekly V43

Exported using NT Version 7.0.1000.26

Indicator will only run on NT 7.0.1000.5 or later

The indicator displays the Volume Weighted Average Price of the selected session. It can be used on all types of charts.

You can apply the indicators to charts with several intraday sessions. You can then select via indicator panel, for which session the VWAP shall be shown.

ETH session: The VWAP will be calculated for the full session, if ETH is selected via indicator dialogue.

RTH session: It is possible to display the VWAP for the RTH session or the night session. Set indicator to RTH and select the number of the session, for example "First" for the night session and "Second" for the RTH session.

Volatility Bands: The indicators has three different modes to calculate volatility bands. For each of the modes multipliers can be selected.

Variance_Price: The variance is calculated from the selected input values of the price bars and the last known value for the VWAP within the current session. This way of calculating the bands is similar to calculating Bollinger Bands with a variable period starting with the first bar of the session.

Variance_Distance:The variance is calculated from the selected input values of the price bars and the value for the VWAP corresponding to price. It is a variance of the vertical distance of price from VWAP. This method corrects for a trend and produces slightly narrower bands on a trending day.

Session_Range: The quarter range of the current session is used as a measure of volatility instead of the standard deviation.

Public Holidays: For Globex instruments the indicator will display the ETH VWAP for the two-day-session including a public holiday. The indicator is preconfigured for the Globex holiday calendar. If tFriday is a holiday with trade date Monday, it will then be integrated into the following week.

Colors: Different colors can be selected for rising and falling VWAP. Also colors and opacities can be selected for the areas between the inner bands, middle bands and outer bands.

For further details on updates, also see the SessionVWAP Daily V43.

Update January 25, 2012: Minor enhancements. Small bug removed, which had affected the plot colors.
Update February 23, 2013: Plot recoded & CPU efficiency improved, Globex holiday calendar for 2013 added.
Update March 30, 2013: Algorithm improved for both speed and accuracy. VWAP start time can be selected.
Update April 11, 2013: Plot modified for compatibility with charts built from multiple bar series.
Update May 10, 2013: Bug removed, which led to occasional false identification of the RTH session on charts built from ticks.
Update December 9, 2013: Holiday calendar added for 2014.
Update December 28, 2014: Holiday calendar added for 2015. Price markers improved for US interest rate futures.

Details: SessionVWAP Weekly V43

December 28th, 2014
Size: 8.56 KB
Downloaded: 2954 times

Keywords: bands eth range rth session standarddeviation twap variance vwap

Rolling Pivots V43

Exported using NT Version 7.0.1000.26

Indicators will only run on NT 7.0.1000.5 or later.

This is an indicator that plots pivots for a n-day rolling period. It has similar features as the Daily Pivots indicator from the Session Pivots family. The default setting for the lookback period is 3 days. The midline is identical with the 50% Balance Point Indicator.

Options: Floor pivots, pivot range, midpivots, floor pivots wide, Jackson Zones, Fibonacci pivots, Camarilla pivots, VWAP of the rolling period .

Chart settings: Please set the right side margin under chart properties to 200 to allow for correct display of the labels. The colors are adapted to dark chart backgrounds.

Session templates: The indicators require the use of a correct session template for the instrument shown on the chart. With an ETH template retracements and expansions can be only calculated from the full session high and low. If you want to calculate retracements and expansions from the regular session, it is recommended to use a multi-session template that divides the day into the night session, regular session and after-session.

Use of daily data on intraday charts: The rolling pivot indicator is designed to load daily data, if the option for "Calculate from session" is set to �Daily Bars�. This the data used by the indicator:

"Calculate from session" = "DailyBars": Pivots are entirely calculated from daily data.
"Calculate from session" = "ETH" & "Settlement/Close" = "DailyBars": High and low are taken from the full intraday sessions. The close or settlement price is taken from daily data.
"Calculate from session" = "RTH" & "Settlement/Close" = "DailyBars": High and low are taken from the regular intraday sessions. The close or settlement price is taken from daily data.
"Calculate from session" = "ETH" & "Settlement/Close" = "Intraday Close": High and low are taken from the full intraday sessions. The close is the last price traded for the full session.
"Calculate from session" = "RTH" & "Settlement/Close" = "Intraday Close": High and low are taken from the regular intraday sessions. The close is the last price traded for the regular session.

Auto setting: The Auto setting will preselect ETH for FOREX and all CME currency futures, but preselect RTH for all other instruments.

VWAP: The VWAP of the rolling period is always calculated from intraday data. Depending on the chart resolution it can be a few ticks off the correct value.

GLOBEX holiday sessions with settlement next day: The indicators are preconfigured for Globex holiday sessions without settlement for trade date next day or later. These trade dates are President�s Day, Martin-Luther-King Day, Memorial Day, Independence Day, Labour Day and Thanksgiving. The indicators will display double day sessions for these days for all GLOBEX and NYMEX traded instruments.

Update Jan 23 2011: Globex Holiday Calendar for 2011. Holiday sessions will only be applied to Globex instruments. Price markers are now correctly formatted for US interest rate futures and FOREX.
Update June 5, 2011: New signature for GetNextBeginEnd() implemented.
Update June 21, 2011: The indicator now works with half-pip FOREX feeds. Indicator dialogue box improved.
Update July 20, 2011: Serialization of the plots changed.
Update December 17, 2011: Levels R5, S5 and pivot range added. Label size is now adjustable. Globex Holiday Calendar for 2012 added.
Update July 7, 2012: Shading for Jackson Zones added.
Update December 15, 2013: Indicator entirely redesigned. Holiday calendar added for 2014.
Update December 28, 2014: Holiday calendar added for 2015. Price markers improved for US interest rate futures.

Detailed explanations how to use the indicator can be found here:

https://nexusfi.com/elite-circle/3790-ninjatrader-7-toolbox-floor-pivots.html

Details: Rolling Pivots V43

December 28th, 2014
Size: 13.34 KB
Downloaded: 4005 times

Keywords: balancepoint fibonacci jackson pivots vwap camarilla floorpivots midpivots rollingpivots

PivotZones V43

Exported using NT Version 7.0.1000.26

Indicators will only run on NT 7.0.1000.5 or later.

Family of 3 indicators to display daily, weekly and monthly pivots. The package includes

- anaPivotZonesDailyV43
- anaPivotZonesWeeklyV43
- anaPivotZonesMonthlyV43

Options for the Pivot indicators: Floor pivots, pivot range, midpivots, floor pivots wide, Jackson Zones, Fibonacci pivots, Camarilla pivots, VWAP of the prior session.

Chart settings: Please set the right side margin under chart properties to 200 to allow for correct display of the labels. The colors are better adapted to dark chart backgrounds.

Session templates: The indicators require the use of a correct session template for the instrument shown on the chart. With an ETH template only ETH pivots can be displayed. For displaying RTH pivots, it is recommend to use a multi-session template that divides the day into the night session, regular session and after-session.

Use of daily data on intraday charts: The 3 pivot indicators are designed to load daily data, if the option for Settlement/Close is set to �Daily Bars�. This the data used by the indicator:

"Calculate from session" = "DailyBars": Pivots are entirely calculated from daily data.
"Calculate from session" = "ETH" & "Settlement/Close" = "DailyBars": High and low are taken from the full intraday sessions. The close or settlement price is taken from daily data.
"Calculate from session" = "RTH" & "Settlement/Close" = "DailyBars": High and low are taken from the regular intraday sessions. The close or settlement price is taken from daily data.
"Calculate from session" = "ETH" & "Settlement/Close" = "Intraday Close": High and low are taken from the full intraday sessions. The close is the last price traded for the full session.
"Calculate from session" = "RTH" & "Settlement/Close" = "Intraday Close": High and low are taken from the regular intraday sessions. The close is the last price traded for the regular session.

Auto setting for the 3 pivot indicators: The Auto setting will preselect ETH for FOREX and all CME currency futures, but preselect RTH for all other instruments.

VWAP: The VWAP of the prior day is always calculated from intraday data. Depending on the chart resolution it can be a few ticks off the correct value.

GLOBEX holiday sessions with settlement next day: The indicator is preconfigured for Globex holiday sessions without settlement for trade date next day or later. These trade dates are President�s Day, Martin-Luther-King Day, Memorial Day, Independence Day, Labour Day and Thanksgiving. The indicators will display double day sessions for these days for all GLOBEX and NYMEX traded instruments.

Update Jan 23 2011: Globex Holiday Calendar for 2011. Holiday sessions will only be applied to Globex instruments. Price markers - only available for zone width 0 - are now correctly formatted for US interest rate futures and FOREX.
Update June 5, 2011: New signature for GetNextBeginEnd() implemented.
Update June 21, 2011: The indicator now works with half-pip FOREX feeds. Indicator dialogue box improved.
Update July 20, 2011: Serialization of the plots changed.
Update September 13, 2011: Zones were not plotted correctly, when indicator was set to "UserDefinedValues".
Update December 12, 2011: Weekly and monthly pivots added. Levels R5, S5 added. Some labels changed. Label size is now adjustable. Globex Holiday Calendar for 2012 added.
Update July 26, 2012: Weekly and monthly pivot zones could be displayed for incomplete periods in DailyBars mode. Indicators now check whether the data for the prior week / prior month is complete.
Update December 13, 2013: Indicators entirely redesigned. Holiday calendar added for 2014.
Update December 28, 2014: Holiday calendar added for 2015. Price markers improved for US interest rate futures.

Detailed explanations how to use the indicator can be found here:

https://nexusfi.com/elite-circle/25791-toolbox-2013-trading-session.html
https://nexusfi.com/elite-circle/3790-ninjatrader-7-toolbox-floor-pivots.htmljatrader-7-toolbox-floor-pivots.html

Details: PivotZones V43

December 28th, 2014
Size: 39.17 KB
Downloaded: 8042 times

Keywords: eth fibonacci floor floorpivots jackson pivots priorclose priorhigh priorlow priorohl rth vwap woodie

SessionPivots V43

Exported using NT Version 7.0.1000.26

Indicators will only run on NT 7.0.1000.5 or later.

Family of 6 indicators to display daily, weekly and monthly pivots and OHL of current day, current week and current month. The package includes

- anaPivotsDailyV43
- anaPivotsWeeklyV43
- anaPivotsMonthlyV43

Options for the Pivot indicators: Floor pivots, pivot range, midpivots, floor pivots wide, Jackson Zones, Fibonacci pivots, Camarilla pivots, VWAP of the prior session

- anaCurrentDayOHLV43
- anaCurrentWeekOHLV43
- anaCurrentMonthOHLV43

Options for the OHL indicators: Open, high and low of the current period, Fibonacci retracement levels calculated from current high and low, noise bands, target bands based on the average daily/weekly/monthly range.

Chart settings: Please set the right side margin under chart properties to 200 to allow for correct display of the labels. The colors are adapted to dark chart backgrounds.

Session templates: The indicators require the use of a correct session template for the instrument shown on the chart. With an ETH template only ETH pivots, ETH OHL and ETH noise and target bands can be displayed. For displaying RTH pivots, it is recommend to use a multi-session template that divides the day into the night session, regular session and after-session.

Use of daily data on intraday charts: The 3 pivot indicators are designed to load daily data, if the option for "Calculate from session" is set to �Daily Bars�. This the data used by the indicator:

"Calculate from session" = "DailyBars": Pivots are entirely calculated from daily data.
"Calculate from session" = "ETH" & "Settlement/Close" = "DailyBars": High and low are taken from the full intraday sessions. The close or settlement price is taken from daily data.
"Calculate from session" = "RTH" & "Settlement/Close" = "DailyBars": High and low are taken from the regular intraday sessions. The close or settlement price is taken from daily data.
"Calculate from session" = "ETH" & "Settlement/Close" = "Intraday Close": High and low are taken from the full intraday sessions. The close is the last price traded for the full session.
"Calculate from session" = "RTH" & "Settlement/Close" = "Intraday Close": High and low are taken from the regular intraday sessions. The close is the last price traded for the regular session.

Auto setting for the 3 pivot indicators: The Auto setting will preselect ETH for FOREX and all CME currency futures, but preselect RTH for all other instruments.

VWAP: The VWAP of the prior day is always calculated from intraday data. Depending on the chart resolution it can be a few ticks off the correct value.

Auto setting for the 3 OHL indicators: The Auto setting will preselect the third intraday-session as the regular session for FOREX & currency futures, but preselect the second intraday-session for all other instruments.

Noise Bands: The OHL indicators can be used to display noise bands. The noise is determined by averaging the smaller move Min (High � Open, Open � Low) over N1 & N2 days. The average values are displayed in a data table. The noise is added to and subtracted from the current open.

Target Bands: The OHL indicators can be used to display target bands. The targets can be determined in two different ways: Either the average daily range over N1 & N2 days is added to the current low (high projection) or subtracted from the current high (low projection), or the daily expansion from the open Max(High � Open, Open � Low) is averaged over N1 & N2 days and added to and subtracted from the open. The average daily range or average daily expansion is shown in the data table.

GLOBEX holiday sessions with settlement next day: The indicators are preconfigured for Globex holiday sessions without settlement for trade date next day or later. These trade dates are President�s Day, Martin-Luther-King Day, Memorial Day, Independence Day, Labour Day and Thanksgiving. The indicators will display double day sessions for these days for all GLOBEX and NYMEX traded instruments.

Update Jan 23 2011: Globex Holiday Calendar for 2011. Holiday sessions will only be applied to Globex instruments. Price markers are now correctly formatted for US interest rate futures and FOREX.
Update May 17, 2011: New signature for GetNextBeginEnd() implemented.
Update May 24, 2011: Due to a bug, the new signature for GetNextBeginEnd() is only implemented for OnBarUpdate() but not for Plot() Override.
Update June 21, 2011: The indicator now works with half-pip FOREX feeds. Indicator dialogue box improved.
Update July 11, 2011: Indicator reshaped, small bug removed that affected weekly ETH pivots after a holiday that fell on a Monday.
Update July 20, 2011: Serialization of the plots changed.
Update December 12, 2011: Levels R5, S5 added. Some labels changed. Label size is now adjustable. Globex Holiday Calendar for 2012 added.
Update January 6, 2012: Holiday fields added for anaCurrentDayOHLV38
Update June 20, 2012: Shading added for Pivot Range and Jackson Zones
Update February 16, 2013: Indicators entirely redesigned. Holiday calendar added for 2013. The former SessionNoiseBands & Session Volatility Bands have now been integrated into the CurrentOHL indicators.
Update March 11, 2013: No added features, but 2 bugs removed that had affected the plots with specific settings.
Update March 13, 2013: Bug removed, RTH pivots did not work, when data table was unselected.
Update April 10, 2013: Plot modified for compatibility with charts built from multiple bar series
Update May 10, 2013: Regular close can now be displayed for the remaining hours of the trading day. Bug removed, which led to occasional false identification of the RTH session on charts built from ticks.
Update December 9, 2013: Holiday calendar added for 2014.
Update January 22, 2013: CurrentDayOHLV42 did not display pivots for prior days when set to RTH. Bug removed.
Update September 17, 2014: With indicator setting "RTH" current day's range is now displayed as 0 during the night session.
Update September 20, 2014: Minor update, data table for ADR/ADN now plots on top of the indicator plots. Indicator plots can now be accessed via SHIFT + mouse wheel to change the Z-Order of the indicator.
Update December 28, 2014: Holiday calendar added for 2015. Price markers improved for US interest rate futures.
Update February 11, 2015: Minor update. Formatting of ATR/Noise improved for currency pairs with quote currency JPY.

Detailed explanations how to use the indicator can be found here:

https://nexusfi.com/elite-circle/25791-toolbox-2013-trading-session.html
https://nexusfi.com/elite-circle/3790-ninjatrader-7-toolbox-floor-pivots.html

Details: SessionPivots V43

December 28th, 2014
Size: 79.16 KB
Downloaded: 18026 times

Keywords: camarilla dailyrange eth fibonacci floorpivots jackson midpivots monthly noise ohl open pivotrange pivots range rth session settlement stretch target vwap weekly

PivotsPlus

Hello Traders, after using the original PivotsPlus on several chart types, I found that the settlement value was somewhat dependent on chart type, so I changed the lookup of the value to use a synthesized 1min chart making the value independent of the chart type. There are constraints that will prevent the indicator from working on some extreme chart types, but it works for the ones that I have tried (minute, range, tick, unirenko). Let me know of any difficulties that you may experience.

Here is the original post description...Hello Traders, I have added several important levels to the standard NT Pivots indicator. The additions are yesterdays high, low, mid, cash close, RMS High and Low values as well as todays high and low values. The indi also calculates upper and lower bands around the Pivot, R1 and S1. All plots are available to set the weight, color and type of plot. The plot labels can be adjusted xx bars left of the right margin with the 'Width' parameter.

Trade Well...
Bob

Details: PivotsPlus

December 26th, 2014
Size: 9.42 KB
Downloaded: 308 times

DavesBidAskPriceLine

View enlarged thumbnail
Version 1.3 - See Changelog below

What it does: This priceline allows for limiting the size of the priceline, and includes the Bid/Ask spread above and below its plot. It updates using the MarketData for Bid/Ask when available. It has been adjusted to work with non-market data charts such as Indexes.

- Allows you to set the width in bars you want the priceline to show so you can limit the line to only showing in recent activity and not when you are reviewing historical data.
- Can set the period to zero to make the priceline infinite (like most price lines)
- Bid/Ask data is shown above and below, its width is dependent on both the spread and the last traded price, ie if Last Price is also the bid price, the bid bar will have the priceline running through it and the ask price smaller. It also handles when the spread increases, giving you a heads up on a market slowing down or speeding up!

Setup: Add the indicator, choose the width of your line (or leave the default 0 for infinite). You may also choose the colors of your Bid, Ask Areas and Price Line color.
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.
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ChangeLog
-Version 1.0 - 10/22/14 - Initial release
-Version 1.1 - 11/15/14 - Not released, bugs noted.
-Version 1.2 - 11/24/14

Moved the plot of the Priceline to the onBarUpdate section to allow the indicator to work on Index charts.
Added an Param setting for the width of the Bid/Ask areas.
Added Params for setting the color of the plots.
Fixed several bugs with missing data that caused the line to not show.

-Version 1.3 - 10/10/15 - Fixed a bug for when there is no Bid/Ask info so it will still plot the line. Changed the max bid/ask width to 255 bars (chart speed issues)

Details: DavesBidAskPriceLine

December 5th, 2014
Size: 2.86 KB
Downloaded: 495 times

FOREX Sessions

Exported using NT Version 7.0.1000.26

The indicator can be used to display the opening hours of the Tokyo, London and New York FOREX markets. For each of the three FOREX markets a different background color can be selected. For the overlapping hours the background colors are blended.

Below are listed the default settings for the opening hours, which are user selectable. Please keep in mind that you have to use the appropriate time zones, when entering the opening hours.

Tokyo: 9:00 AM - 5:00 PM TST (Tokyo Standard Time)
London: 7:00 AM - 4:30 PM GMT (Greenwich Standard Time) or BST (British Summertime, from March to October)
New York: 8:00 AM - 5:00 PM EST (US Eastern Standard Time) or EDT (Eastern Daylight Time, from March to November)

There is no daylight saving time in Japan. Therefore the Tokyo/London overlap is about two hours in summer, but only one hour in winter. The London/New York overlap is typically three and a half hours. However, London and New York observe different daylight saving schedules. During the last two weeks of March and during the first week of November, New York is on summertime while London is on standard time. During these three weeks the overlap is increased to four and a half hours.

The indicator handles the conversion of the trading hours of the three major FOREX markets automatically.

Update September 1, 2013 : Bug removed, indicator did not work correctly on charts built from tick data.
Update December 5, 2014: Option added to change color and opacity for off-session times.
Update April 22, 2015: Code simplified.

Details: FOREX Sessions

December 5th, 2014
Size: 3.90 KB
Downloaded: 1327 times

Keywords: forex london new timezones tokyo york

RulerV4

V4: 1/13/17, added option to display ruler in Ticks or Dollars. Also can now multiply ruler values by "LotSize" (default is 1). This version also contains a modified ChartHelper which allows ruler to work properly on 6E and 6J symbols.

V3: 11/30/14, corrects a small coding error from V2 which did not display ruler default colors properly.

A tick ruler displays anywhere on your chart with a middle mouse click, click on ruler again to remove it. Great for marking an entry and setting stop and target or for trade management.

Details: RulerV4

November 30th, 2014
Size: 6.99 KB
Downloaded: 582 times

IntraDay Levels V1

merIDLevelsV1 indicator:
I primary use this indicator during my trading to find good levels of entry during my intraday trading of the YM! You can find my journal here : https://nexusfi.com/trading-journals/30483-mergodon-topsteptrader-combine-journal.html and see a lots of good and bad example to use it

Please be advice the paramaters and settings are mainly focusod on YM. I do not know are this levels stand or not stand for any other indexies, commodities etc, but with a proper configuration you can very easly find it out.

Configuration:
- The indicator is quite simple to use. You have to load the default session template 24/7 and based on that timezone you have to setup the regural session start and regural session end time.
- Also you can setup the initial balance period, and the globex session extension level for bigger moves on the market

Hints:
- The levels are calculated from session start (not counting the market closing moves only in case of the Yesterday close time)
- The indicator doesnt calculate perfect timeing on tickchart, just getting the closest closing value. There is no addon for Multiple Time Frame things (Not like Fat Tails advanced indicator, where you have the possibility for exact time calculation). The methadology behind is not to use this levels as signals, more like use this levels to search change in the market conditions
- The indicator was tested on tick chart, if you find any bug please dont hesitate to pm me, I wil do my best to fix the issue
- If you have any other question you can find me in my journal

Change log:
- The old version of this indicator (merTickBasic) was completly rewritten following Fat Tails best pratices, and codebase, and configured it to my taste and use.
- The drawing is using custom plot logic (based on Fat Tails codes, thank you for that!) meaning it should be flawless, and very-very quick

Details: IntraDay Levels V1

November 7th, 2014
Size: 6.56 KB
Downloaded: 1321 times

Keywords: ib intraday levels globex regural

DavesBetterTick

Version 1.2 - See Changelog below

What it does: This is an overlay indicator that takes the Logarithm of the TICK, TICKQ and TICKDJ, applying a weight and then taking the average of the 3 to plot a single line. The range is determined by the weight you choose to give each tick index. See the discussion thread for ideas on best weights, expiramenting is highly encouranged,

Setup: The data source and its usefulness depends on the chart time frame you choose. While it was designed for Second based charts, others have discovered its usefull on tick based charts.

You can make this its own indepentent chart by setting the data series to Transparent and no-AutoScale. Then the TICKlog plot will have full use of the chart. You can also set it as a panel.

You may refer to this thread for a pre-made template that sets up how I use the indicator, but you should adapt to your own needs and see if it gives the trade results you are looking for.

https://nexusfi.com/ninjatrader-programming/33703-collection-daves-indicators-ninjatrader.html

How to read it: When the TICKlog plot makes a parabolic rise up or down, get into a trade in any of the 4 index futures in the direction of the plot, or wait for a cross of the zeroline. depending on your aggressiveness.

Its best when a swing goes up/down hard and then trades within a range of its new comfort zone. The longer it remains there, the stronger the trend in the futures makets becomes.

If a tick swing goes hard but only remains 1 or 2 periods, and then reverses, you will see smaller intra-bar swings (good for easy scalps), but also an indication of market chop.

You must subscribe to NYSE and NASDAQ index data in order to take full advantage of this indicator! Check with your data feed provider.

Your feedback in the discussion thread is very important, the more you contribute to help us find what works and what doesnt, the more the indicator can benefit the BMT community.

ChangeLog
-Version 1.0 - 10/27/14 - Initial release
-Version 1.1 - 10/28/14

Fixes the disappearing act the plot line did when incoming data is missing on Bar Update (It just uses the last available data) and checks for bad calculations (NaN's) and removes those results from the plot.
Added the ability to change Indicators and set their respective weights.

- Version 1.2 - 10/29/14

Removed the beta code that somehow got added between v1.1's completion and its export for the forums... This one works, really!
Thread notes indicated that Unirenko 2 4 2 also provided good trade signals, see discussion post #41

Details: DavesBetterTick

October 28th, 2014
Size: 2.84 KB
Downloaded: 617 times

merTickBasic

This is a very basic indicator, which I have been using during my daily trading journal, and was asked by several members.
https://nexusfi.com/trading-journals/30483-mergodon-topsteptrader-combine-journal.html

Please keep that in mind, this indicator is my first one. I will try to make it better, but I am not a programmer, so pls try to be patient. If you are finding any bug, or having idea to improve it dont hesitate to shoot me a PM.

The indicator is mainly usefull if you are:
- you are primarly trading US indexies
- if you dont want to see every level, just a few, and find trades there with your other indicators
- using a 24/7 session template to see all the moves for the globex and the RTH session too
- you would like to see the opening range (first x min high low) but you are using a tick or volume chart
- you would like to see the globex high and low
- you would like to see the Y-day close
- you would like to use vertical time markers, to find trades at different time
- you would like to spot trend extensions based on globex high low levels

Please to configure the indicator always use the session template times, so you dont have to bother with different time zones etc...
Please keep that in mind the indicator is not calculate the data on a tick basis, so the close time and the opening bar size could be not accurate to the tick, because it is calculated on barclose only!

On the screenshot you can see many indicator (just to give mine into the context). the merTickBasic indicator is the vertical and horizontal lines on the main chart nothing more or nothing less!

Details: merTickBasic

October 23rd, 2014
Size: 6.66 KB
Downloaded: 521 times

Interest Rate fractional price display SMA

Standard SMA re-programmed to display fractional pricing to match Interest Rate Futures pricing.
[Will also properly display decimal pricing on contracts other than Interest Rates]

Details: Interest Rate fractional price display SMA

October 7th, 2014
Size: 2.17 KB
Downloaded: 152 times

Keywords: sma fractional-price-display

Interest Rate fractional price display EMA and SMA

Standard EMA re-programmed to display fractional pricing to match Interest Rate Futures pricing.
[Will also properly display decimal pricing on contracts other than Interest Rates]

Details: Interest Rate fractional price display EMA and SMA

October 7th, 2014
Size: 2.16 KB
Downloaded: 227 times

Keywords: ema price rate fractional display interest

Pavlatos 3/10 Indicator

One of the indicators Damon Pavlatos used in his webinar, was a simple 3/10 difference indicator in panel 2.
This indicator showed a bar histogram of the difference between a SMA(3) and SMA(10). I did a quick search on BMT and didn't see one....so I coded one.

You can add the final touch...a SMA(16) to the panel but simply adding a standard Ninja SMA(16) and using "overlay".

Details: Pavlatos 3/10 Indicator

September 30th, 2014
Size: 4.20 KB
Downloaded: 624 times

IntradaySeasonality V12

Exported using NT Version 7.0.0.25

The download file contains two indicators which can be used to explore the average range and volume of any intraday time period over a selected lookback period. The average takes into account the day of the week. For example the average volume displayed for any bar period on Wednesdays is only calculated from data taken from prior Wednesdays.

With default settings the indicators calculate average range and average volume from the prior 20 weeks (reference period). The result is then displayed for the last 2 weeks (display period) of the chart. The lookback period of the chart should be larger than the sum of reference and display period. With default setting the minimum lookback period would be 22 weeks + 1 day = 155 days.

The indicators can only be used with fixed period charts (for example 30 min or 60 min charts).

Please take into account that NinjaTrader cuts off the bars at the end of a session. Therefore the last bar of each session may show a comparatively low volume. The indicator does not convert this volume into a pro-forma volume by extrapolating the volume to a full bar.

Update September 16, 2014: Holiday calendar added, day of week is displayed below the histogram.

Detailed explanations how to use the indicator can be found here:

https://nexusfi.com/elite-circle/5242-intraday-seasonality-when-trade-when-not-trade.html

Details: IntradaySeasonality V12

September 16th, 2014
Size: 9.97 KB
Downloaded: 2095 times

Keywords: range seasonality tradingtimes volume

Level2_v1

This is a Level 2 indicator similar to the EDS Level II indicator.
improvements:
- faster
- shows the biggest orderlevel when clinched
- ask- and bid-aggregate-sum
- changes in settings stay permanently, also after restarting NinjaTrader

Version 1.0 final.

a friend of mine programmed it, he is a german programmer.

Other indicators from Vitalij: https://ninjatrader.bitbucket.org/

Q: https://bitbucket.org/ninjatrader/level2/wiki/Home

this is the site for requests to the coder:
https://bitbucket.org/ninjatrader/level2/issues?status=new&status=open

Details: Level2_v1

August 27th, 2014
Size: 3.45 KB
Downloaded: 1547 times

ToggleTrades

This indiator shows the Trades in the chart when you klick the button.
So you dont�t have to go through "data-series".
I tried several "indicators", similar to this one, but none worked flawlessly.
this one does!

Version 1.0 final.

this is the site for requests to the coder:
https://bitbucket.org/ninjatrader/level2/issues?status=new&status=open

greetings - Whitelight - aka - Ca$ino_White

changing nub-colours

Press "compile" after chaging

Details: ToggleTrades

August 27th, 2014
Size: 2.06 KB
Downloaded: 793 times

ClasterVolumeIndicator Template Chart

ClasterVolumeIndicator Template Chart

Details: ClasterVolumeIndicator Template Chart

August 27th, 2014
Size: 2.92 KB
Downloaded: 313 times

Claster Volume indicator

Ninjatrader like VolFix

Details: Claster Volume indicator

August 27th, 2014
Size: 50.30 KB
Downloaded: 479 times

DetrendedPriceOscillator_V2 - DPO_V2

This version (V2) of the DetrendedPriceOscillator (DPO) provides performance improvements and new features. My thanks to @Zondor for his code enhancements and suggestions.

This indicator has been exported with Ninja Trader 7.0.1000.22.

The version has been modified for use with BBand2_V4 but can be used with V3 except for the ability to be able to keep all of the MAs in sync between the 2 indicators.

A more complete description of the use and purpose of this indicator can be found in the original post contained below.

The V2 changes are as follows:

DPO_V2 provides:

1. Additional MA selections to allow the MAs to be kept in sync with those provided in BBands2_V4.
2. Restructured the code to provide reusable instances of external indicators. (Thank you @Zondor)
3. Provide the mode �Both� which will create both the Fast and Slow plots in the same panel. In this mode there are 3 region colors, Fast, Slow, and the union of the Fast and Slow. The 3rd color is the blending of the selected Fast and Slow colors. (as shown in screen shot with BBand2_V4)
4. The periods for Fast and Slow are now independent parameters to allow for mode switching.
5. The selected period is rounded to an odd number to allow a true midrange number to be used in the DPO algorithm.
6. Added lines (.5, -.5) for possible breakout signal
7. Changed default plot line and region colors for better contrast when the �Both� mode is selected.

Information from original Post follows

This indicator was written to support the strategy described by Barbara Starr, PhD in the July, 2014 edition of Stock & Commodities Magazine in an article entitled Profit With Dual Oscillators & Bands. In the article she describes her technique for trading using a Dual Band Bollinger Band indicator with different standard deviation settings then normally used, and two instances of DetrendedPriceOscillator with different period settings.

She also described that her investigation of the DPO indicators available revealed that depending on the trading platform used there were 2 different formulas used in this oscillator. Ninja Trader does not provide a DPO with their software and although NT tech support provided 2 versions that were posted on their website neither matched the formula in the indicator she described in her article.

The indicator provided here allows the user to:

1. easily configure the visual aspects of two instances of the indicator.
2. choose from multiple MA types.
3. use optional region painting
4. use smoothing

To configure DPOs as shown in the screenshot install 2 instances of the indicator and on the second instance set DPOSpeedRate = Slow. The plot color, region fill color, and the MA period will be set for the slow DPO as shown. The default MA is set to SMA on both.

The screenshot provided shows the 2 instances of the DPO, one fast (9 period) and the other slow (20 period) along with the BBand2_V3 Bollinger Band indicator which has been posted and described separately. Although the BBand2_V3 indicator is shown here any dual Bollinger band indicator may be used with the inner band set to 1 stand deviation and the outer band set to 3 standard deviations.

In Ms. Strarr�s write up when the 9 period DPO price crosses the zero line the price is near the BB mid-range MA, it is a potential entry point for more aggressive traders, whereas when the 20 period DPO crosses its zero line the price is near/on the 1 std. dev. BB line it is a potential entry point for less aggressive traders. She is quick to point out that fake outs can still occur. Also, in her article all of the examples were with stocks and no mention of its effectiveness was mentioned for any other instrument.

I would be glad to provide other information from the article in a separate thread if anyone has interest in experimenting with this strategy, but cannot post the full text of the article. I have not traded live with it yet and have done only limited back testing as of this post.

Change Log:
Date_______Description
06/30/2014 Fix minor problem with default colors when switching back and forth between Fast and Slow
Note: Other then on the initial switch from Fast to Slow the period must be changed manually if/when going back.

07/02/2014 Fix problem with changed region paint colors not being retained after workspace or NT is closed.
08/17/2014 Version 2 released.

Details: DetrendedPriceOscillator_V2 - DPO_V2

August 18th, 2014
Size: 57.50 KB
Downloaded: 1589 times

Dual Bollinger Band_V4 - BBand2_V4

Notice:

There has been a performance upgrade made to this indicator contributed by @Zondor (thank you) and uploaded on 8/22/2014 at 11:00 PM PDT. Before installing this update the old version must be removed. It is not a critical change and although the upgrade is suggested it may be skipped. No other enhancements are included.

This is an enhancement to the BBand2_V3 to address the performance issue raised by @Zondor in the previous release It also includes several other enhancements as described below. More descriptions can be found in the original V3 post below.

This indicator has been exported with Ninja Trader 7.0.1000.22.

1. The code base used for this version to solve the performance issues was the BollingerUniversal indicator written by @FatTails.
2. Three different modes are available, Universal, BBand2, BBand2DPO.

Universal Mode will allow the indicator to operate and appear the same as anaBollingerUniversal.

BBand2 and BBand2DPO work like BBand2_V3 with the exceptions as described starting in number 3.

BBand2 and BBand2DPO mode

3. All of the MA options in Universal mode are available.
4. The Universal MA color scheme can be used including the coloring of the candles (a separate option). If this option set to false the BBand2 colors are used for both modes, with the exception of the swapping of the touch regions colors which are swapped as before.
5. The dark background option is no longer supported
6. The touch region painting can be set to signal on either a wick or candle body touch. Note: This is not significant for non-time based charts on entry to a zone as there is no wick, however it could be significant on exit if the there is a tail.
7. A threshold can be specified for how many ticks the candle (or wick) must penetrate (or remain in) the zone before the touch region is painted (or painting is stopped) as shown in screen shot.
8. The candle direction (up/down) must match the zone being entered before the touch region is painted (as shown in screen shot). Options 6-8 are intended to reduce the number of false signals on entry or give an early warning (6 & 7) of a potential exit from a zone.
9. The mid-line is the same style for both modes.
10. The signal line is now available in BBand2DPO mode.
11. There are individual parameters to specify the standard deviation for each mode

The original V3 information follows:

This is an enhancement to the BBand2_V2 with color indicator which was revised by @trendwaves and written by an unnamed author. The indicator was revised to serve two different uses, as follows:

When used as the basic BBand2 indicator the following revisions were made:

1. Eliminated redundant MA calculations.
2. Added the ability to control the displaying of the inner and outer MA lines without altering Plot parameters.
3. Added the ability to turn off the region band filling (except for the touch display).
4. Added several other MA choices. The selected MA is applied to the mid, inner, and outer bands.
5. Added an optional VWMA signal line.
6. A dark background option that alters the region color and opacity to allow for better visibility when used with dark backgrounds.

The second purpose is when it is used in conjunction with 2 instances of the DetrendedPriceOscillator (DPO) posted separately.

Using this option (DPOUse set to �true�) does not change any of the BB formulas however, it changes both the parameters used in them and the visual aspects of the BBand2_V3 indicator as follows:

1. Signal line is disabled
2. The display aspects of the middle MA are de-emphasized ( a thin, dashed, light gray line)
3. The inner to outer band region painting is disabled
4. The DPO standard deviation values are used instead of the normal BB values.
5. The inner and outer band touch colors are swapped.
6. The alarms have been disabled

Notes:
1. This option was not designed to switch back and forth between the two modes but only to allow for quickly setting up the BB2 indicator for use with the DPO indicators.
2. Any other two band BB indicators can be used with the DPO indicators. The inner and outer standard deviations should be set to 1 and 3 respectively.

More information on it use is presented in the DPO post.

The DetrendedPriceOscillator (DPO) has also been updated to be in sync with this indicator. More information is available in the DPO_V2 post.

Change Log
Date______Description
07/02/2014 Fix problem with changed region paint colors not being retained after workspace or NT is closed.
08/17/2014 Version 4 released.
08/22/2014 Performance upgrade released. No change in version number.

Details: Dual Bollinger Band_V4 - BBand2_V4

August 18th, 2014
Size: 63.31 KB
Downloaded: 1148 times

Multi-timeframe DM version 4

The standard, free DM indicator measures both the direction and strength of a trend (or lack thereof). In addition to showing ADX (which only measures strength) DM also shows trend directional components (up / down).

This Multi-timeframe DM Indicator allows trend assessment at a glance right next to the price bar. It can be used to show current chart DM information, but it's real power is to show DM from a higher-level guide chart on the trigger chart.

The number and color codes can be used to determine:

Strength of trend
Direction of trend
Whether the trend is strengthening or weakening

DM is useful (particularly with data from a higher-level guide chart) in both trend and reversal trading.

Trend trades:

Can warn that the trending level is too low for successful trend trading
Can be used as part of the trigger

Reversal trades:

Can warn that the trending level is too high for successful reversal trading

For an example of its use in a trend setup see:
https://nexusfi.com/ninjatrader/32612-newcomer-bearing-gifts.html

Like any indicator, it is best used with other indicators and price-action to find confluences.

Re the comment on resource usage -- this was my fault not the programmer's. I wanted to be able to decide instantly when the situation was changing. I have a mega i7 that does nothing but trade and has no problem with anything I throw at it (at least so far). If computer resources are a problem, the indicator can be set to "CalculateOnBarClose=True" (see the Data settings in the picture above) to avoid evaluating each incoming tick, but it could cost a a tick/pip or so on the entry now and then. I day-trade with an average hold time of about 28 minutes so I can't afford to wait for bar closes. For longer-term trading, you'd definitely want to use "COBC=True."

Details: Multi-timeframe DM version 4

August 7th, 2014
Size: 7.32 KB
Downloaded: 892 times

Hide Session Break Lines

Toggles session break lines on and off for a cleaner chart when doing your analysis / trading.
Thanks to others who had coded the toggle buttons for other indys. Uses unsupported code for NT. Nothing sinister just ChartControl stuff and PlotSessionBreaks.

For NT7

Details: Hide Session Break Lines

July 31st, 2014
Size: 2.06 KB
Downloaded: 258 times

Keywords: break lines plot session

Zscore Indicator

Updated 16th February 2015 : Zscore_v3
1. Added code to prevent 'out of valid range error' (picked up by Harry - thank you).
2. Changed condition for permission bar coloring.
3. Enabled option to show 1st Std Dev line.
4. Minor visual enhancements and tidied up the code.

For use in sideways or range bound markets.
You can save a few bob if you don't want to pay for a custom profile tool.
The z-score is used to compute the probability of occurrence of a value in a particular normally distributed range OR shows how many Standard deviations away from the mean is a value. If a value is 2 std dev from the mean and you have a nearly normal distribution then 95% of values within that distribution lie above/below your current value in other words there is a good probability that price will revert to the mean and this could be good place to look for a trade back to it or beyond it.
I have shown the volume profile for reference but you can see that this range is normally distributed.
The z-score indy is set to the range of your distribution in ticks. The yellow areas are turning points 2 std dev from the mean and offer the highest probability trades with the lowest risk but the red area turns out not to be worth trading and the z-score helps you stay away from the ambiguity this price action depicted in real time. (HL followed by a LH and then another HL).

v2.0 for NT7
v3.0 for NT7 (current)

Many have asked me for the custom Market Profile tool - you may find it here:

http://fin-alg.com/products/tpochart-rangeselect2.html

Good luck with your trading.

Details: Zscore Indicator

July 31st, 2014
Size: 6.94 KB
Downloaded: 2237 times

GHPBarTimer

I know I have seen an indicator like this before on BMT, but I was asked to create this by someone recently so I figured I would post it for the rest of BMT. This indicator is meant for not time based bar types such as Renko or Range. It will report the average time of the bars over the last period in Sec. It will also present the time of the current bar for comparison. If the Sec are less than the alarm limit, it will paint that bar Green and a gray strip into the primary chart.

Summary:
Red Trace: Average time in Bars/Sec over period
Light Blue: Time of current bar in seconds
Green/Gray Strip: Alarm limit reached

VERSION:
00: Initial release

Details: GHPBarTimer

July 30th, 2014
Size: 2.36 KB
Downloaded: 359 times

Keywords: average bar time timer alarm

Line Alerts On Price & Indicators V3

Exported using NT 7.0.1000.25

This indicators allows you to enter user defined values, display them as horizontal lines and trigger alerts within a zone of several ticks or units around these lines.

The package includes two indicators:

- anaLineAlertsOnPrice
- anaLineAlertsOnIndicator.

Line Alerts On Price:

The indicator will automatically show up on the price panel. It can display up to 10 different alert lines. Each of the lines can be activated individually via the indicator dialogue box.

Sound alerts: When sounds are enabled, the indicator will generate sound alerts when one of the lines is approached. Sound files can be selected individually for each of the 10 alert lines.
E-mail alerts: When e-mails are enabled, the indicator will generate e-mail alerts when one of the lines is approached. For the e-mail feature you need to enter the sending and the destination e-mail via indicator dialogue box, and NinjaTrader should be enabled for sending e-mails under Tools -> Options -> Misc
Enabling lines: First enter an alert level and a label, then activate the line. Each line can be activated individually.
Trigger options: Cross_Above, Cross_Below & Cross_Above_Or_Below.
Offset in ticks: Allows to trigger an alert prior to the crossing of the line.
Rearm time: Can be set to avoid permanent triggering of alerts.

Line Alerts On Indicator:

The indicator can be used on other indicators and triggers an alert when the indicator value approaches the alert level. The referenced indicator should be used as the input series, and anaLineAlertsOnIndicator should be applied to the appropriate indicator panel manually.

Sound alerts: When sounds are enabled, the indicator will generate sound alerts when one of the lines is approached. Sound files can be selected individually for each of the 10 alert lines.
E-mail alerts: When e-mails are enabled, the indicator will generate e-mail alerts when one of the lines is approached. For the e-mail feature you need to enter the sending and the destination e-mail via indicator dialogue box, and NinjaTrader should be enabled for sending e-mails under Tools -> Options -> Misc
Enabling lines: First enter an alert level and a label, then activate the line. Each line can be activated individually.
Trigger options: Cross_Above, Cross_Below, Cross_Above_Or_Below, Larger_Than, Smaller_Than. The last two options should be used with histogram indicators such as volume.
Offset value: Allows to trigger an alert prior to the crossing of the line. The offset amount refers to the indicator scale.
Rearm time: Can be set to avoid permanent triggering of alerts.

Update July 28, 2011: Value 0 will be no longer displayed, if no values are entered for the second line. Number of lines reduced to 10. This is no restriction, as the indicator can be applied several times.
Update July 29, 2011: As lots of users tried to apply the lines to other indicators, I have added a version adapted for use with indicators.
Update August 3, 2011: Alert logic modified. Alert will fire when line is touched (offset = 0), or when a value is printed within the alert range (offset > 0).
Update December 7, 2011: A different sound file can now be selected for each of the lines. The user interface is improved.
Update September 20, 2012: For LineAlertsOnPrice option added to differentiate between Cross_Above and Cross_Below, for LineAlertsOnIndicator further option added for histograms, that is Larger_Than or Smaller_Than, new option added for e-mail alerts.
Update March 21, 2014: Small bug removed, indicator occasionally threw exceptions.
Update April 20, 2014: Values for price labels are now correctly display for interest futures in '16 / '32.
Update July 19, 2014: LineAlertsOnIndicator did not display all lines, when some of the alerts were disabled. Bug removed. LineAlertsOnPrice was not affected.

Details: Line Alerts On Price & Indicators V3

July 19th, 2014
Size: 14.80 KB
Downloaded: 5952 times

Keywords: alerts horizontal lines resistance support

PivotsPlus

Hello Traders, I have added several important levels to the standard NT Pivots indicator. The additions are yesterdays high, low, mid, cash close, RMS High and Low values as well as todays high and low values. The indi also calculates upper and lower bands around the Pivot, R1 and S1. All plots are available to set the weight, color and type of plot. The plot labels can be adjusted xx bars left of the right margin with the 'Width' parameter.

Trade Well
Bob

Details: PivotsPlus

July 11th, 2014
Size: 9.35 KB
Downloaded: 687 times

SveRenkoBarType by Sylvain Vervoort

This is a modification to the Renko bar as described in the article Exploring Charting Techniques written by Sylvain Vervoort and published in the July 2014 issue of Stock & Commodities Magazine. This is being made available on BMT because the code is freely provided on Vervoort�s website (see below).

According to the published article (the first 1 of 6), �This modified chart will use the correct opening price for the next bar and will also show wicks.�. He further explains that an upward moving brick can only have a wick at the lower side and conversely for a downward moving brick which would provide a more accurate representation of the price move within the bar. He further explains the problem concerning gaps being filled with virtual bricks and that caution need be exercised.

Part of this article and the complete code (no download so copy/paste must be used) can be found on his website, and the URL is:

https://stocata.org/ninjatrader/typeofcharts.html

In Part 2 of the series he will explain how to use it for trading trends.

After downloading the code it must be copied to folder:

\My Documents\Ninja Trader 7\bin\Custom\Type

and because it is provided as a .cs file it must be compiled (by compiling any other indicator). Once compiled Ninja Trader must be closed and reopened before the new chart type, named �SveRenko�, can be used.

Notes:
1. Correction, there is a Custom 1 Chart Type in use. See comments on right by @aligator (Thank you).

2. This chart type was installed only on Ninja Trader 7.0.1000.22 and limited testing performed.

3. No support for or advice on how best to use this chart type can be provided nor can the full text of the article be provided.

Details: SveRenkoBarType by Sylvain Vervoort

June 19th, 2014
Size: 7.71 KB
Downloaded: 1489 times

Bar counter

This is modified version of a bar counter indicator that I found on this forum. In this version you can select a time frame on the chart to number your bar(I saw similar indicator around on the forum but it wouldn't work for some reason for me). It is much easier to share screenshots and refer to the bars with 2 digits instead of 3 digit numbers if you are using globex charts.

v1-fixed issue where drawing on "every nth" bar wasn't working
v1.1 - fixed issue when sometimes first bar wasn't marked depending on the number in "mark every Nth bar" parameter, now first bar is always marked. Changed some labels text.

Details: Bar counter

June 18th, 2014
Size: 2.45 KB
Downloaded: 482 times

mkHarmonics

Indicator for NT7 to detect Harmonic Patterns. I built this indicator some time ago for myself but later decided to share it here on bmt.

The following patterns are supported:

- Bat
- Alt Bat
- Butterfly
- Crab
- Deep Crab
- Gartley
- AB=CD
- 5-0

The indicator is also able to detect uncompleted patterns.

The Zip-File has to be extracted. It includes a pdf-manual to explain the settings and the indicator to import into NT7.

Update: Version 1.1

- The indicator now also detects Cypher and Shark Patterns
- Two data-series have been added for completed "Bullish" and "Bearish" Patterns

Update: Version 1.2

- Minor fix of two fib values for the cyphern pattern.

Details: mkHarmonics

June 3rd, 2014
Size: 246.79 KB
Downloaded: 2933 times

Keywords: 5-0 ab=cd alt bat butterfly crab cypher deep gartley harmonic pattern shark

Dot For VOL

Puts a dot on top of volume bar when your desired "High" volume criterion is met.
In past I had a horizontal line at my desired volume, but could not tell for sure until I checked the bar.
This way NT7 does the checking for you.

Hope this one is not considered to simple.

I am fairly new to programming and this indicator plots a Dot at the top of the volume bar or where the volume bar would be when the last bar exceeds a user selected volume in your indicator panel (default is 30,000). It can be used with or without VOL. (Best to load both in the same panel)
Also the Blue dot works best at size three, but that too is selectable (You don't even need to use the dot and select another plot style.)

Fairly simple code and easily changed. Works with any time frame that VOL works with; however VOL indicator is not totally necessary, but helps for visual display.

Also if you want to just unzip this indicator before importing it to NT7:
DotForVol.zip contains three files:
DotForVol.cs This is a text file containing my code. If you rename it to DotForVol.txt you can use any editor to view the code.
DotForVol.dll Compiled code for NT7
Info Not sure how this file works, but sure there is a reason for it, as NT7 exporter put it in there.

This is my first version 1.0.0.1 5/28.2014
Second version 1.0.0.2 6/2/2014 (Added an offset to plot above volume bar and a default of 3 for dot size. All of which can be changed without recoding the indicator the offset default is 10,000 and shows in MISC and can also be changed.)

20 OCT 2014 Added sound option for indicator. Couldn't figure out quickly how to include while zipping with NT7 and will include .WAV file separately. Just copy the .wav file into your /sounds/ folder and it should work. Note: this is a work in progress for me. I have borrowed code from MACD Color, and will be working in the future to clean up my code. Also this time I zipped without creating the .dll files. I learned that doing it that way makes it so you can see my code. Before I thought I had done this... Who knew there were different .cs files with same name when you make an indicator depending on how it is compiled. Man I have a lot to learn. Well Uploading now as I have taken a short break today to finish this. Okay... Well didn't have time today to make this perfect Here is link to update in my journal where I uploaded the files indicator and wav file. I'll do my best to fix things up and get back to this later. Just don't have the time for perfection right now.... https://nexusfi.com/trading-journals/27901-my-yellow-brick-road-bd92154-30.html

Details: Dot For VOL

May 28th, 2014
Size: 2.60 KB
Downloaded: 250 times

Stochastic RSI

Exported using NT 7.0.1000.22

The Stochastic RSI was developed by Tushar Chande and Stanley Kroll. Details can be found in Stocks & Commodities V. 11:5 "Stochastic RSI and Dynamic Momentum Index" (May 1993) and in their book "The New Technical Trader", which was published in 1994. The Stochastic RSI is said to better in identifying overbought and oversold conditions than both the RSI or the Stochastics.

The Stochastic RSI comes as a default indicator with NinjaTrader. The version published here is a version with the following enhancements:

- The NinjaTrader default indicator calculates a raw Stochastics directly from the RSI, which is used as an input series. No further smoothing is possible. The enhanced version allows further smoothing of the raw K line. The default period for the K line smoothing is set to 1 (no smoothing).

- The indicator comes with a D line added. The D line is calculated as a SMA of the K line and can be used as signal line.

- The NinjaTrader default version uses the same lookback period for the RSI and the Stochastics. This is in line with the suggestions by Tushar Chande and Stanley Kroll. However, this version allows to select different periods for RSI and Stochastics.

- Code efficiency is improved, which results in a reduced CPU load, when the indicator is set to COBC = false.

Details: Stochastic RSI

May 6th, 2014
Size: 10.02 KB
Downloaded: 936 times

Keywords: chande kroll oscillator rsi stochastic

3 Bar Trailing Stop

Exported using NT Version 7.0.1000.22

This is a trailing stop calculated from the prior 3 bars. It is similar to the trailing stop developed by Larry Williams, but not identical. The indicator plots a channel with an upper and lower stopline. When price reaches out beyond the upper channel line, all short positions should be exited. When price breaks through the lower channel line, that is a signal for exiting long positions.

Formula: The upper channel line is calculated as the larger of the prior bar's high + 1 tick and the upper line of a 2-period Keltner Channel displaced by 2 bars. The lower channel is calculated as the smaller of the prior bar's low - 1 tick and the lower line of a 2-period Keltner Channel displaced by 2 bars. The Keltner Channel is built from the average true range instead of the simple range, which was used for the original Keltner Channel.

Parameters: The midband of the Keltner Channel can be calculated from the typical price (default setting), the close, the median or the weighted price. The multiplier used for calculating the channel width can be selected.

Reverse Intra-bar = false: This is the default setting of the indicator. A logical signal will be generated when the signal bar closes outside the channel. The position may be reversed at the open of the next bar.

Reverse Intra-bar = true: This is a different setting. The signal will be generated with the first tick that has plotted outside the channel. In this case the position may be reversed intra-bar.

Accessing the trend: The indicator comes with a BoolSeries that holds the trend derived from the last channel breakout. The BoolSeries can be accessed by other indicators or automated strategies.

Channel shading: The area between the Keltner Channels can be shaded according to the current trend.

Paintbars: The trend can also be displayed via paint bars.

Details: 3 Bar Trailing Stop

April 27th, 2014
Size: 5.46 KB
Downloaded: 1464 times

Keywords: keltner stop trailing trend

HeikenAshi v4

Exported using NT 7.0.1000.22

Modified Heikin Ashi Bars:

- Option to select between the original Heikin-Ashi bars created by Dan Valcu and the modified Heikin-Ashi bars suggested by Sylvain Vervoort.

- The Heikin-Ashi candles can be smoothed with median, mode and 27 different moving averages. Please select between the 2 types of Heikin-Ashi bars, smoothed Dan_Valcu candles and smoothed Sylvain_Vervoort candles.

- Indicator can be used on price panel or other panels.

- Candle color and candle outline color can each be selected.

- A paintbar indicator is included that allows to color bars according to the Heikin Ashi trend. The paintbar indicator allows to access the trend via a BoolSeries, which can be used by automated strategies or other indicators.

Update January 13, 2011: Indicator can be used on secondary panels.
Update July 3, 2012: Formula used by Sylvain Vervoort added. Second paintbar indicator added that can be used as a trendfilter.
Update August 16, 2012: Smoothing methods added. Plot modified. Indicators can now be displaced.
Update August 31, 2012: Ehlers Filter updated.
Update August 20, 2013: Tillson T3 added, Heikin-Ashi trend exposed as public BoolSeries, HA Open, High, Low and Close can be selected as input series or accessed by a strategy.
Update April 5, 2014: Small copy & paste bug removed, values were not correctly set to BoolSeries for the HA indicator.

Details: HeikenAshi v4

April 5th, 2014
Size: 64.07 KB
Downloaded: 8484 times

Keywords: heikenashi heikinashi paintbars

Klinger Volume Oscillator (KVO)

Exported using NT Version 7.0.1000.22

This is a quick implementation of the Klinger Volume Oscillator as published by Stephen J.Klinger in the December 1997 issue of Technical Analysis of Stocks & Commodities. Here is a short recapitulation of how he trades the oscillator.

"The most powerful use of the KVO comes when the indicator reaches an extreme reading either above or below the center line and reverses direction. This signals an exhaustion of the prevailing trend and warns of an impending reversal in price.

The most reliable signals occur in the direction of the prevailing trend. Trades against the trend tend to be high-risk ventures.

The most important signal occurs when the KVO diverges from price action, especially on price extremes, either in
overbought or oversold territory. When a security makes a new high or low for a cycle and the KVO fails to confirm
this, the indicator is warning that the trend is losing momentum and nearing completion."

Details: Klinger Volume Oscillator (KVO)

April 5th, 2014
Size: 5.41 KB
Downloaded: 2131 times

Keywords: divergence klinger oscillator volume

Color histogram based on rising/falling volume

Color histogram based on rising/falling volume
VolumeUpDown indicator based on Rising or Falling volume
thanks to NinjaTrader_PatrickH from NT

Enjoy it!

Details: Color histogram based on rising/falling volume

April 1st, 2014
Size: 1.74 KB
Downloaded: 222 times

Keywords: color histogram volume rising falling

Show Date on Chart v5

Exported using NinjaTrader 7.0.1000.26

Description: Displays the date of each day of the chart in a user specified format, in a subpanel. The date format is completely under your control. You determine when the date displays. The dates scroll with the chart.

Enhancements
- Print date on the first bar of the day or at a time of your choosing.
- Set opacity of the date background color (0-10). 0 = invisible, 10 = solid.

If you have enhancements you'd like to see, let me know.

Enjoy,
-Steve

Details: Show Date on Chart v5

March 29th, 2014
Size: 3.96 KB
Downloaded: 754 times

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