NinjaTrader 7 Indicators

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Indicators in this section are compatible with NinjaTrader 7

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MACD3

Here is my modification to the standard NT7 MACD. MACD vs MACD one bar ago.

Details: MACD3

May 5th, 2020
Size: 2.29 KB
Downloaded: 173 times

CandleStickDoctor_NT8

This was uploaded in Error to the NT7 site. This is an NT8 indicator, please see NT8 downloads for information and to download the indicator. Sorry for the confusion.

Details: CandleStickDoctor_NT8

April 4th, 2020
Size: 14.75 KB
Downloaded: 52 times

MEF - RSIOMA v1.0

Feb 11 2020: NT8 version is here: NT8 indicator

RSIOMA MetaTrader indicator port � this indicator takes two moving averages, calculates their RSI (Relative Strength Index) and then also adds a moving average of the calculated RSI. These two lines now can accurately signal the trend changes. They are shown in the separate window where they change from 0 to 100. Additional histogram indicator is shown for quick reference below the lines.

On the picture the bold blue line is RSI of the moving averages, the thin violet line is its moving average. RSI above MA and RSI above level 50 is a signal of a bullish trend. RSI below MA and RSI below level 50 is a signal of a bearish trend. One can also buy when the RSI breaks level 20 from below and sell when RSI breaks level 80 from above, but those are weaker signals. Histogram provides quick reference. Green lines signal BUY, red signal SELL, magenta mean overbought, blue mean oversold.

Details: MEF - RSIOMA v1.0

February 11th, 2020
Size: 4.36 KB
Downloaded: 561 times

Keywords: mef rsioma

Rainbow Tool for NT7 - Latest before site was taken down.

Hi,

I have the latest version before this awesome tool was deleted and the site was taken down.
Sad to see, i really like the CTRL and Alt function to be able to see SL and Targets preview before i took the trade.

I wish there was a way to convert this to NT8, i really miss this tool.

It has some bugs, like the built in drawing calc tool, it calcs wrong of 1 Tick, not a big deal but still.

Tried it again now and it doesn't seem to work as well as it did in earlier versions of NT7

IF someone could get a hold of the source code to this that would be a killer to convert for NT8, would really love to see that happen.

IF SO PM RIGHT AWAY

Enjoy, whats left of this great neet tool

/Mberg

Details: Rainbow Tool for NT7 - Latest before site was taken down.

October 26th, 2018
Size: 1015.52 KB
Downloaded: 339 times

Keywords: nt7 rainbow

HiLoCurrentPrice

HiLoCurrentPrice indicator
Exported with: ----- NinjaTrader 7.0.1000.39
Release Date: ------ 8/27/2018
Indicator name: ---- fpgHiLoCurrentPrice

Description:
This indicator displays how much the Highest, Lowest, and Current price has moved from an opening value as follows:

1. The value is in ticks
2. The opening price is determined either from opening bar at market open or from the first day.
3. The opening price neutral zone is determined by the user.
4. The price movement is spread across 5 zones Above and Below (as required) with each zone representing 20% of the move.
5. Either the inactive and active zones or only the active zones can be displayed. In the only active zone display option, the hiding and un-hiding is controlled by when two MAs cross the neutral zones.
6. The current bar color represents up and down bars and above or below the opening price.
7. Zone coloring and opacity is controlled by the user
8. Informational messages can be displayed

Notes

1. Opening Price: The way opening price is determined is a user option. It can either be the close price of the first bar at each market open or the close price of only the first bar. Choosing the market open (Daily_MO) will cause a reset at every market open whereas the first bar option (FromFirstBar) is continuous. If the setting �Load data based on� is set to anything other than �Days� FromFirstBar is forced.

2. Opening Price Neutral Zone: This zone is a specified number of ticks above and below the opening price and is the base value for the Above and Below Zones. It acts as a visual buffer for direction change and is used in the hiding and un-hiding of zones.

3. Zone Creation: The zones are created when the price moves 5 (the number of zones) * the zone tick size (default 3) but only after the neutral zone is created for the current direction. All five zones are create at one time. The zones are only expanded and that occurs when the price moves 5 ticks. Until it does the excess ticks (those less than 5) are displayed above the highest zone or below the lowest zone.

4. Zone coloring options: Several templates are provided to assist in creating the zones

4.1. AsSpecified � uses the colors and opacity setting specified for each zone.

4.2. Replicate_A1_and_B1 � sets all of the Above zone colors to the A1 color and all the Below zone colors to the
B1 color. The A1 & A2 opacity values are used to set the other Above Zone opacity on an alternating basis.
The same process is used for the Below zones. The zone display in the screen shot uses this method.

4.3. Replicate_AIA2_and_B1B2 � uses the color and opacity of the A1and A2 Zones and replicates to the other Above zones and likewise for the B1 and B2.

4.4. A_Sets_B � the Above Zone settings are replicated to the Below Zones.

4.5. None: � technically not a template, this option turns off zone coloring.

5. Zone Display Options: This option controls if the both the active and inactive zones (the area of the current bar) is displayed or only the active zone (hiding and un-hiding). The hiding and un-hiding is controlled by the MA lines. While the hiding and un-hiding works well with non-time-based bars it is possible that volatile price movements (when using low value time-based bars) might cause unnecessary hiding and un-hiding. Altering the MA periods or chart settings may help. If not, it can be turned off.

6. Bar Coloring: There are 4 bar coloring options (1) Above Up and Down, and (2) Below Up and Down. The default uses the lightest bar colors for the up direction and the darker ones for the down direction, regardless of bar location.

7. Moving Average coloring: The MAs can be turned off, or independently colored according to locations (Above, Below, In Neutral zone). Only the MA periods can be changed. The Fast Ma is a LinReg and the Slow is an EMA. These MAs are based on the current bar values. Although not the intended use in this indicator it may be possible to use these the same way as the Trigger lines by @FatTails as they are of the same type, however no visual or external signals are provided.

8. Background color: A background color for the indicator region can be independently set. Default colors assume a dark chart background, the indicator�s background color option is not enabled

Please do not report any problems in the remarks section but PM me instead.

Change Log
8/27/2018 - Initial release

Details: HiLoCurrentPrice

August 28th, 2018
Size: 18.59 KB
Downloaded: 442 times

Bars In A Row V1

This indicator counts the number of bars that have moved in the same direction, plotting a positive histogram for rising bars and a negative one for falling bars. I forget how I handled dojis, but I did.

It also includes SMAs of rising and falling bars, with a user-configurable period for the moving average.

I hope a few people still using NT7 find this useful.

Details: Bars In A Row V1

August 6th, 2018
Size: 3.97 KB
Downloaded: 147 times

ADXVMAColorBands

Hello Traders, I thought that I uploaded this a few years ago...

I have added color and Volatility Channels (Keltner-ish) to the popular ADXVMA. You can select your colors for an Up trend, Down trend or Neutral. The Volatility Bands can be colored and set to the multipliers that you prefer. In the picture, the ADXVMA is set to 5 periods and the bands are set to 1.618 for the inner band and 3.14 for the outer band.

When the center line is yellow, the trend is not defined. I have found that a touch of the band with a yellow center will reject. I hope that this helps you with the chop.

Trade Well...
Bob

Details: ADXVMAColorBands

July 26th, 2018
Size: 5.84 KB
Downloaded: 401 times

TradeTimer - NT7

May 31st 2018 v1.0
This Indicator displays the time elapsed since last execution and was inspired by the work of Lucas (Rainbow from the the NT forum) and an open source indicator he offered which toggled trades.

I am self taught and although this indicator has shown to be reliable and stable, the bulk of his work is advanced and credit should go to him.

Details: TradeTimer - NT7

May 31st, 2018
Size: 4.05 KB
Downloaded: 173 times

Keywords: execution timer trade

MultiREMA Extended

Exported with NinjaTrader 7.0.1000.37

Updated Version: 01.01.000 Updated: 04/11/2018

Named: fpgMultiREMAExtended

Enhancements

This version includes the previous bug fix and has several enhancements (some of which might have slipped into the previous fix release) as described below:

1. Reorganized the indicators parameters section
2. Version and release date included in the indicators parameters section
3. Changed the C-Rema and T-Rema OB and OS plots so that when they expand the new values are recorded immediately rather than waiting for a pull back. This results in the plot lines being a curve rather than being step-wise. However, because the OB/OS channel lines exactly match the C and T Rema plots they may be hidden until those plots pull back.
4. The OB and OS can be optionally and independently set to contract. When enabled (disabled by default), the rules for contraction are as follows:

Once the C or T Rema plot cross their respective midlines the indicator records the highest value and checks them against the outer or inner line offset value (as set by the user). If the plots fail to reach either of the offset values the highest Rema (C or T) value(s) become the new outer or inner channel line respectively. In the event of choppy plot lines, to avoid unnecessary changes the new outer or inner lines are not set until the Rema plot lines cross opposite the midline again, resulting in a step-wise contraction. All of the other lines are adjusted as required.

Updated Version: 04/09/2018, bug fix only

This version fixes a problem when the indicator is used with certain currencies. In these situations the various lines indicating Overbought and Oversold channels are not calculated. Because the OB/OS channel lines are not calculated the Breakout lines are not calculated either.

Note: If you are not having this problem then it isn't necessary to install this version as a new one will be out shortly that includes this fix and some new enhancements.

Release Data 3/21/2018

This indicator is an extension of the indicator found here. It was release separately rather than updating the existing one because of the experimental nature of some of the enhancements. These enhancements should be considered experiment because:

1. None of these enhancements were described in Ehler�s article, (this includes plotting the Cycle and Trend REMAs in the same panel as in the MultiREMA and using the crossing as a potential signal)
2. The value of them in trading has not been determined.
3. Although it has been tested with most all bar types most of the testing was done using only Renko bars (shown in the screenshot)

Note: The REMA indicator included is unaltered from the one installed with the MultiREMA and need not be installed again.

Enhancements

1. Dynamic Overbought (OB) and Oversold (OS) channel lines based on historical values with a midline for each
(disabled by default). Both the Inner and Outer Channel lines automatically expand only away from the zero line.
2. Short and Long Breakout lines as determined by the user (more below).
3. Optional markers indicate when the cycle RFEMA crosses (in both directions) the inner line of the Overbought or
Oversold channels.
4. Expose potential trade signal codes to IntSeries that identify Cycle/Trend line crossing.
5. Control of how/when to begin calculating the OB/OS lines. The default is �Daily� which causes the OB/OS lines to
be reset every new day at midnight (except for Sunday USA which happens at market open).

Descriptions
1. Expansion

a. Dynamic OB and OS Channel Expansion. The outer line moves higher (lower) each time the Cycle Plot line attains a new higher (lower) value.

b. The Inner channel works in a similar manner except the Trend Plot line is used rather than the Cycle Plot line.

2. Contraction - Neither the inner or outer OB or OS channel lines contract at this time, except when reset.
3. Breakout lines

a. The Long and Short breakout lines are calculated using a user specified percentage and is the value of distance between the inner OB/OS line times a user specified percentage.

b. Both the Long and Short breakout lines are calculated using the same percentage.

c. The breakout lines are recalculated when the inner channel lines are adjusted.

4. Exposed Signals - A code is sent to an IntSeries when the Cycle REMA crosses the Trend REMA. Different codes
are used for the crossing depending on where the crossing occurred relative to the zero line.

Change Log

Date Description

03/21/2018 Initial Release
03/22/2018 Correct Numbering in Indicator Parameters
04/09/2018 Correct problem calculating OB/OS channels for certain currencies.
04/11/2018 Enhancements as described above

Details: MultiREMA Extended

March 21st, 2018
Size: 11.84 KB
Downloaded: 637 times

Choppy Market Index V1

Ranging or trending? From 'Tackling trending and ranging markets with CMI', by Daniel Fernandez, currencytrader.com 8/11.

This indicator shows the change in price of an instrument as a percentage of the range over the same time period. If price started the period at one extreme of the range and ended at the other extreme, percentage will be 100. If it started and ended at the same price, percentage will be zero. Also shows when current price is above or below that of the 'Signal period' by coloring the CMI line green or red. In addition, there is an SMA of the CMI line. Basically, when the value is low, price isn't really going anywhere and when it's high, price is moving steadily. Overall period, signal period and SMA period are all user-configurable.

This indicator is certainly similar to some others, but I have found that it has helped me identify tops and bottoms better than the various included-with-Ninjatrader indicators that I have tried. So, I thought I'd offer it to the community, in case it's of use to anyone else.

This description is right from the currencytrader.com article:
Ranging: enter long when Smooth < 40 and CMI is red; enter short when Smooth < 40 and CMI is green. Trending: enter long when Smooth > 60 and CMI is green; enter short when Smooth > 60 and CMI is red. Exit all trades when CMI crosses 50. Divides difference between Close[0] and Close[CMIPeriod] by difference between MAX(High, CMIPeriod) and MIN(Low, CMIPeriod). Adds SMA(SMAPeriod) of that value. Colors CMI plot green when Close[0] > Close[SignalPeriod] and red when Close[0] < Close[SignalPeriod].

Fernandez's default values are 60, 20, 10. (CMI, Signal, SMA)

Details: Choppy Market Index V1

December 22nd, 2017
Size: 7.78 KB
Downloaded: 322 times

Export Chart Data to a .csv file

Update for Bug Fix -- 12/11/2017

This version corrects a bug in the elapsed time calculation when a session break occurs. This may or may not be noticeable when a session break occurs during a weekday but is most definitely noticeable over a weekend session break.

Exported with NinjaTrader: 7.0.1000.34 Release Date: 11/17/2017

Indicator Name: fpgExportCsvData

Updated 12/6/2017

Fixes and Enhancements are as follows:

Fixes:

Correct error writing to Closed file on termination
Cleaned up Error messages, Initialization, and Statistical messages
Eliminate extra .csv header on appended file
Eliminate the Print Error option, always print the errors to the Output Window
Other minor fixes

Enhancements:

Remove requirement for the slash before file name
Further qualify the file name by adding "_Detail" to the end
Supports all bar types. Removed the bar type restriction and unneeded override facility
Implemented a directory service to track the created export files.
Shorten the .csv headers to save column space in the excel file.
Added in an ATR, EMA, and SMA with adjustable periods
Implemented the option to include up to 5 other MAs from a list of about 30.

Notes:

The Directory file is in the same folder as the data files
The .csv headers are different in that they are shorter and not very readable. A spreadsheet had been provided for
both the Detail and Directory files and can be found here.
Even though the headers are different with the exception of the additional columns the order is the same therefore
any Excel sheets you may have designed can still be used.
The provided and optional moving averages do not plot

Warning:
Installing this version will replace the existing one. Copy the original to a different folder if you need/want to
revert to the previous version.

Original Post Starts here

This indicator collects various chart data and exports the data to a .csv file which can be directly imported into Excel for further analysis. Both the path and filename must be specified by the user. The indicator was designed for traders that may not have Excel on their trading platform or have no need to do any real time analysis.

There are four ways that the data can be filtered as shown below. Data that is filtered by a higher level is passed to the next lower level.

Historical Only, RealTime Only, or Both
All dates (as controlled by the Days to load in the Data Series) or by selected date ranges. Up to 3 non-contiguous ranges date ranges can be specified (but must be in oldest to newest order).
All days of the week or by selected days of the week.
All 24 hours or by selected time ranges. Up to 3 non-contiguous time ranges that can be specified (again in order). The time ranges are specified in 24 hour format.

The input format of the date and time parameters are described in the indicator parameters and must be exactly as shown. However, there is a special use of zeroes and a minus one as follows:

A zero in the �Start� field for either the date or time section means to start collecting from the first bar according to what was specified for number 1 above. The zero is only valid for the first entry (pair 1) of both date and time.
A zero in the �End� field of either the date or time section means to continue collecting data unless otherwise controlled by a higher level parameter. If Used, a zero in the End field can only be in the last used pair.
Although zeroes can be specified in both the Start and End parameters (only in pair 1) of either the date or time section doing so is the same as the �All� option and is internally changed to an All setting.
A minus one is used only as a place holder and is not valid in an enabled pair

Notes:

If using either non-contiguous dates or times be careful when doing Excel computations between them. An easy way to check for this condition is to check for a break in the sequence of the bar numbers.
By default the indicator checks for Renko and Range bars and has been tested with them. However, this check can be turned off so that other bars types can be used, but only limited testing has been performed. If you have a problem with other bar types PM me with the details.
The complete path name must be used in the format Drv:\RootFolder\OneOrMoreSubfolders\Filename. If drive is not specified it defaults to the C: drive.
The path and filename are separate entries and must be entered as documented in the parameter description. The .csv file extension is automatically added and must not be specified. If the file does not exist it is created. If the file does exist the newly collected data is appended to any data that was previously collected. If for some reason the file cannot be opened an error message is displayed on the chart and a message is written to the NT log that contains additional information. The most likely causes are either the path or path permissions are set incorrectly.

WARNINGS:

if the file already exists the data is appended to the file therefore the data can be duplicated depending on the parameters used. This can easily happen if a refresh has occurred without an intervening file name or collection parameter change.
In most situations the last data buffer is not flushed out until the indicator is removed, or the chart or workspace has been closed, except as noted below.

Exceptions:

If Historical Only data is being collected the first RealTime record stops the recording and the file is closed, and,
When the last date range has been collected the recording stops and the file is closed.

In all other situations the indicator, chart, or workspace must be closed to flush the last buffer.

The easiest way to use this indicator is to create a new chart with the desired bar type and Data Series declarations, preferably in its own workspace, and add only this indicator setting the desired parameters. The workspace can be run in the background if RealTime Only or Both are being collected. For Historical Only, set up the data collection in the same way but depending on the amount of historical data being collected it may not necessary to run it in the background as it is relatively fast.

Some programs (Notepad++, �) will allow access to the file even without it being closed. Moving or deleting will require that the file be in a closed state.

Parameter checking is performed and if there are errors a warning message is displayed in the lower right section of the price panel. Also, detailed error messages can be displayed to the Output window if the appropriate parameter is set to true. A print out of the initialization parameters and data collection statistics can optionally be displayed to the output window.

The screen shot shows a partial file that was imported into Excel with the data fields names at the top.

Change Log
Date............Description
12/11/2017......Fixes elapse time calculation over session break
12/6/2017........Fixes and Enhancement described above
11/17/2017......Initial release

Details: Export Chart Data to a .csv file

November 17th, 2017
Size: 67.33 KB
Downloaded: 222 times

Keywords: csv excel export

Wicks

It's common for people to look at how large the upper or lower 'wicks' or 'shadows' are in comparison to the range of a bar. In writing strategies that do so, I got tired of re-re-coding calculations to look for especially large ones.
So, I created an indicator that shows the upper and lower wick size as a percentage of the bar's range. So, now, if I want to specify a wick that's greater than 50% of the bar's range, I can just look for instances where the indicator values are UpperWick > 50 or LowerWick < -50.

If you find looking for negative numbers cumbersome, edit the indicator and reverse the LowerWick calculations, from either (Low[0] - Open[0]) or (Low[0] - Close[0]) to (Open[0] - Low[0]) or (Close[0] - Low[0]), respectively. Then, all the histogram bars will point upwards and you can make your code always look for positive values.

I hope some of you find this indicator handy.

I neglected to account for instances where Range() is zero, so the original indicator sometimes stops working. This newer version corrects that problem.

Details: Wicks

November 5th, 2017
Size: 3.29 KB
Downloaded: 172 times

True Slope Indicator V5

After explicitly and laboriously adding various moving average types, linear regression, etc. to subsequent versions of my slope angle indicator, I finally realized that, in the indicator code, Input[0] refers to whatever price or indicator data series the user puts in the "Input series" field of the indicator parameters window. Duh. I reiterate: duh.

So, in this version (V5) I removed all the explicit options and changed the code to calculate using the Input series. Now, it'll simply use the values of whatever you put in the Input series field.

What it no longer will do, however, is allow you to measure the angle between High and Low or Median and Close or whatever. Now it'll just do High to High, Low to Low, etc. I may, in the future, add back the option to choose differing price values to start and end on, but you can still use V1 for that, if desired.
Or, if someone wants to merge the two versions, feel free. Just let me know so *I* can use it!

In the screen shot, you can see two instances of it. The upper plot shows the angle between Low[3] and Low[0]. The lower plot shows the angle between SMA(50)[3] and SMA(50)[0].

I drew the vertical lines to show that the plot crosses zero, meaning a perfectly flat slope, a little later than where the SMA slope is visually flat. That's due to the period of the measurement being 3 bars. A 1 bar period shows the zero slope much closer to its real location, but you tend to get a much choppier line. Another trade-off. Still, the indicator can be useful for measuring extreme slopes or generally flat periods, which was my original intent.

I do want to mention that any negative value means slope is downward. Likewise any positive value means slope is upwards. So, even where the slope curve is rising, if it's still below zero, the slope you're measuring is descending, just not as steeply.

I hope this indicator is of some greater use to the community than V1.

Details: True Slope Indicator V5

October 25th, 2017
Size: 2.00 KB
Downloaded: 311 times

Mutli Reverse EMA (REMA)

Exported with NinjaTrader 7.0.1000.34

Release Date 9/4/2017

This indicator is based on the article in the Stocks and Commodities Magazine, August, 2017 edition titled �The Reverse EMA (REMA) Indicator� written by John F. Ehlers. The base code for this indicator was written and freely contributed NinjaTrader (NT) personnel. Although the original NT version can be downloaded from an NT site is it packaged as part of the installation. The modified indicator provided is named fpgMultiREMA. No modifications were made to the NT version.

Ehlers describes this indicator as a �causal forward and backward indicator� further stating that it �provides a clean and crisp output that can adapted to cycle, momentum, and trend activity�. The indicator described by Ehlers and provided by NT (named REMA) is a single plot with a single controlling parameter. This version provides 2 plots and 2 controlling parameters, one set for cycle and the other set for trend. Plot and zero line characteristics can easily be controlled. The trend and cycle alpha control values are set as described in the article and can be varied according to one�s trading strategy and chart settings.

In the article Ehlers does not described how the REMA can be used however, given that it is a potential substitute for the EMA one possibility is to use multiple REMAs, one set to trend and the other to cycle alpha values, as provided by this indicator. The user will need to experiment to see what crossings (cycle, trend, or zero line) might be usable as trading signals as no signals are produced in this version. A future extended version will have enhancements that will collect and expose values that potentially can be used to produce signals.

The provided screen shot shows the indicator in the lower panel with the price panel containing a 13 period EMA (green) and a 20 period SMA (White) for comparison purposes.

Change Log
Date ----- Description
9/4/2017 Initial release

Details: Mutli Reverse EMA (REMA)

September 4th, 2017
Size: 5.39 KB
Downloaded: 434 times

Scalpel Signal_v2

This indicator was designed to provide an entry signal, in either a trending configuration using an EMA filter, or via a countertrend formation (especially in range bound markets) using a higher sensitivity threshold.

There are 4 available parameters which guide output. The WARNING levels, and the SIGNAL thresholds.

Maximum values for WARNING or SIGNAL should not exceed (normally) + or minus 7.

Indicator works best with non-minute bars (tick, range, renko, volume).

When deployed with trend filters, consider using a lower WARNING and SIGNAL sensitivity range to define possible pullback entry areas. If no filter (EMA) is used, watch for punctures of the signal candle high/low for continuation movements.

Details: Scalpel Signal_v2

August 27th, 2017
Size: 17.17 KB
Downloaded: 1078 times

Keywords: and scalping stop trend reverse

Oscillator Alert Indicator

I had this built to help ultilize the information that was locked up in the Ninjatrader oscillator list. Now you can specify what oscillator you want to monitor, and look for reversals inside of a threshold to see where that oscillator has formed a reverse delta.

I would deploy it in one of two configurations depending on the trading strategy. I had it made to see the entries with trend, to be accompanied with an EMA_Slope indicator. In this case, I would set the "Level_OB = -100" and "Level_OS = 100" to see every possible turn, but filter visually with trend.

When deployed with a volatility filter (keltner/bollinger,etc) set the "Level_OB" and "Level_OS" just shy of the average max min to see deviations near the extreme highs and lows.

Notes:

Datafeed Config Parameters: Experiment with non-time bars such as range or tick. These will show pivots cleaner many times sans the issues associated with choppy wicks. Be sure to make sure the bar type you're using is chosen under "Base Data Type" and "Base Data Value".

Data/Input Series: Here is where you choose the oscillator you wish to monitor from the list of indicators on your machine, and the value of that oscillator.

PM me with any questions, and enjoy.

Details: Oscillator Alert Indicator

July 22nd, 2017
Size: 11.28 KB
Downloaded: 696 times

Keywords: oscillator

HIGH VOLUME ALERT

A simple indicator that shows the high volume. You can change the volume alert depending the time frame used.

Details: HIGH VOLUME ALERT

July 9th, 2017
Size: 2.70 KB
Downloaded: 382 times

OnBarVolumeSurge Indicator

This Indicator show a dot or any symbol you choose when the volume exceeds the moving average of the running volume .
Thereby giving yo a heads up indication of when volume jumps to new relative highs, indicating a possible imminent increase in volatility.
In the set up you can choose the size of the dot/square/triangle etc. I have found 3/5/7 pixels for hi/ higher/ highest a nice size . You can also choose the volume surge levels appropriate to your instrument.

Have fun, stay focused and Mindfull of reality:

Details: OnBarVolumeSurge Indicator

May 30th, 2017
Size: 5.39 KB
Downloaded: 1192 times

Market Stats indicator V2. JPerl Tools for NT7. VWAP Shows historical PVP with histogram, and VWAP. Price MODE for FX.

This is a tool for use with the JPerl thread from a while ago on Traders Laboratory.

This is an update from these old versions THIS, and then THIS. All of this was done from scratch recently so there may be errors?

To find out more about the method or to see the videos, look HERE.

This indicator includes a Peak-Volume-Price(PVP) and its volume histogram. Also shown is the historical movement of the PVP. The PvP has several calculations for the 'Typical Price.' Which includes Close, HLC/3, OHLC/4, HL/2... AND the ability to use the volume counted, and evenly distributed amongst each price on that bar, this option does use more CPU cycles.

The Volume-Weighted-Average-Price(VWAP) is also there. It has the same 'typical price' calcs as the above, but w/o the ability of attaching evenly distributed volume amongst each price.

PRICE MODE(FOR FX): With both of these tools, the traditional volume calculations are there. But also has the ability to substitute in the price bars metrics, INSTEAD of the traditional volume. This might be useful for trading FX, as the typical volume tools look VERY similar to my way of using the bar's metrics instead of volume. To access the Price-Mode, set "Use Volume=false" in setup screen.

You can modify the profile to be drawn with rectangles which looks smoother, or with lines. The color is customizeable as is the amount of each session occupied by it, a percentage width option. The drawing of the profile does eat some CPU cycles, so if not necessary it can be disabled via "Show Volume Profile."

Updates to come as I am interested in studying this data in tabular form, so I'll post updates when I think about it.

Details: Market Stats indicator V2. JPerl Tools for NT7. VWAP Shows historical PVP with histogram, and VWAP. Price MODE for FX.

May 10th, 2017
Size: 5.64 KB
Downloaded: 531 times

Keywords: histogram statistics vwap jperl

Confluence Of Time. "Fibonacci Counter"

Fibonacci counter or whatever number you want to use, there show confluence for numbers of bars. And future bars.

For MarketAnalyzer be aware of amount of data.!

If you have a slow computer, then have some patience for chart to update.

Unzip "Confluence Of Time Unzip.zip"
ConfluenceOfTime_20111210.zip
MarketAnalyzer: ConfluenceOfTime.xml

Maybe some one can convert this for NT8.

Details: Confluence Of Time. "Fibonacci Counter"

April 28th, 2017
Size: 14.23 KB
Downloaded: 172 times

Confluence Of Time. "Fibonacci Counter"

Unzip "Confluence Of Time Unzip.zip"
ConfluenceOfTime_20111210.zip
MarketAnalyzer: ConfluenceOfTime.xml

Maybe some one can convert this for NT8.

Details: Confluence Of Time. "Fibonacci Counter"

April 28th, 2017
Size: 126.53 KB
Downloaded: 40 times

Taylor Trading Book Tool for NT7

This is a tool which will create a Taylor Trading Output that can be copied from the Output Window in NT7, and pasted into Excel for further analysis.

The benefit is that it is much faster than creating one manually by hand for many days.

The thread for this indicator can be found HERE.

Explanation on how to set this indicator up, and copy values into excel are here:

The specs for the indicator are as follows:

Quoting

1) Excel sheet : Columns
Date , Volume , High , Low and Closing Prices

2) Day types : Buying Day (1) , Selling Day (2), Sell Short Day (3)

3) Collect the data as stated in step 1) for the past 10 days . Lowest price of the 10 day's Low column can be named Buy Day (1)....from there naming is automatic .. Next day (2) is Sell day and following day (3) is sell short day

4) Ideally on Buy Day (1) , low needs to be made first . (Buy day column cell can turn green if this condition is true) . For other 2 days high needs to be made first (Buy day column cell can turn red if this condition is true)

5) Once Sequence is identified, it should continued for every day market Opens, even for few hours . Holidays should not be counted.

6) The (D) Decline Column : The difference between previous day high and today's low
7) The (R) Rally Column : The difference between previous day low and today's high
8) The (BH) buying High Column : The difference between today's high and previous day high
9) The (BU) buying Under Column : The difference between today's low and previous day low

Details: Taylor Trading Book Tool for NT7

April 22nd, 2017
Size: 6.05 KB
Downloaded: 264 times

Keywords: book nt7 taylor ttt

Intelligent ZigZag for Minute/tic/Range/Vol Charts NT

There are many ZZs in existence.

This one starts at the beginning of each session and plots through the session. It includes a small bit of 'intelligence' in that it is made specifically to deal with ambiguous situations when a bar spans across the length of your desired ZigZag. In this case some ZZs don't know wether to plot an Up or Down move. This ZZ figures most of those situations out correctly. Although there are times it can be wrong if the desired ZZ is set too small for the volatility of the instrument.

Included are "real time" options so that the latest developing swing will plot Live, once it has reached the based threshold set by the user.

This will plot both the Swings INtraday, as well as the Daily Swing or Main Move. All of which can be toggled on off.

The ShowPreswings option when set to true, will plot swings that occur BEFORE the minimum ZZ length has occurred. An arrow will plot once that minimum swing length has occurred.

Many customizable options included with this, to include full customization of all of the lines, colors and widths, distance the labels and lines appear from the highs/lows etc.

Details: Intelligent ZigZag for Minute/tic/Range/Vol Charts NT

April 21st, 2017
Size: 8.22 KB
Downloaded: 671 times

Keywords: session swing zigzag zz swings

The Adam Theory of Markets for NT7

This is an indicator based on a read many years ago by THIS book.

The indicator simply plots a reflection that is flipped about the X AND Y axis, which is a forward projection of the path of price.

You can set the lookback period, which is how many bars back to plot the forward projection. There are also "Entry Arrows" which simply paint based on the conditions in the book.

Basic idea is to capture trends and not chase the tops/bottoms.

I have the pdf, and you can likely find it online pretty easily if need be. Details of the theory is best found there.

My Take: Absolutely nothing special about this, as anything publicly available or sold is likely rubbish. But just cleaning out some things on my PC so figured I'd post in case anyone else was ever interested in such a thing.

Details: The Adam Theory of Markets for NT7

April 21st, 2017
Size: 2.62 KB
Downloaded: 339 times

Keywords: theory adam

RSI5

RSI value on chart. Able to set how many bars back to show.

Details: RSI5

April 18th, 2017
Size: 5.84 KB
Downloaded: 218 times

Fibonacci Count

Highlight Fibonacci Count from swing point

Details: Fibonacci Count

April 18th, 2017
Size: 7.99 KB
Downloaded: 350 times

CCI5

CCI with value on chart. And able to set how many latest bar to show.

Details: CCI5

April 18th, 2017
Size: 6.02 KB
Downloaded: 183 times

NT7 Workspace Startup Tool

NT7 Workspace Startup tool

I built this little tool to help reset my _WorkSpace.xml file.

Example of use:

Upon coding an indicator you forget to dispose of a resource so when pressing F5, NT7 crashes. The problem is NT7 will reload that last workspace....only to crash again....and again. You want to restart with another workspace loaded so you can fix the problem, right?

Well, the old and tedious way is to open your _WorkSpaces.xml file, search for Workspaces and delete the entries, replacing them with one/some default templates. After doing this a hundred times...I decided enough is enough

(I believe you can safe load NT7 to do a similar job, but I like the flexibility of choosing my own workspaces to load.)

When NT7 is closed just run the .exe file and drag and drop which workspaces you want to load up upon the next restart. Instructions are inside the zip file. Do not import into NinjaTrader!

If you wish to see inside the .exe file just use any decompiler like DotPeek.

*** The NT8 version is here

Details: NT7 Workspace Startup Tool

March 9th, 2017
Size: 34.21 KB
Downloaded: 190 times

StochasticColor

StochasticColors Version 1.1
Author: radi8
Trading Group Affiliation: TeamPIPPEdge

Nope this isn't that special, but it dovetails with the MACDcolor indicator I posted. This is similar to several commercially available indicators. Single plot Stochastic with colors.

This does expose all the native stochastic data series, which others do not, so you can pull the D or K value if you need to. Also, this has several advanced alert features, including the ability to only trigger alerts during defined periods of the day.

I like to keep it simple and I like when my indicators agree. The posted image shows the gemMACDcolor and the gemStochasticColor indicators superimposed. I like it when the Stoch crosses over the MACD and both are in OB/OS territory.

Submitted image shows the gemMACDcolor and the gemStochasticColor indicators on a LogikUltimateRenko chart.

Cheers!

radi8

NOTE: To superimpose the MACD and Stochastics plots, as shown in the example, simply set the display panels to the same number or drag one plot on top of the other.

UPDATE (1/31/17)
I found a small bug with the time logic that I corrected. The indicator is otherwise unchanged. If you would like the indicator to generate signals at all times then set all the time bin values to -1.

Details: StochasticColor

January 30th, 2017
Size: 12.05 KB
Downloaded: 641 times

Keywords: alert color stochastic

MACD Colors OB/OS

MACDcolors Version 1.1
Author: radi8
Trading Group Affiliation: TeamPIPPEdge

Yes, I know, there are an infinite number of variations on the MACD indicator.

That said, I wanted an MACD that I could define overbought and oversold conditions for. That is difficult to do given the different tick sizes of various instruments. So I created a normalized MACD. So this will plot with similar values whether you are trading the 6J or the YM. With this in mind, you can establish OB/OS levels in the indicator. The indicator will trigger alerts when there is a crossover in OB/OS territory. In general, I've found that values between 5 and 10 are good for the OB/OS levels. When a crossover happens in this region, a trend reversal is more likely. When the indicator is moving between the OB/OS levels, it is generally not a great time to enter the market.

Also, I like simple. So this indicator just shows one colored plot. It changes colors when the MACD and AVE plots cross, showing only one line. I still include all the normal data series you can access (Default, Ave, Diff). There are several DataSeries you can access for strategies as well as for market analyzers. You can also define time zones for the alerts. If there is a particular strategy you trade off the MACD that is time sensitive, this will allow you to define that time block when you would like to be alerted.

The screenshot shows this indicator with my CandleStickDoctor indicator.

Cheers!

radi8

UPDATE (1/31/17)
I found a small bug with the time logic that I corrected. If you want the indicator to generate signals at all times, set all the time bins to -1.

Also added the ability to select different MA's as the source for the MACD.

Details: MACD Colors OB/OS

January 29th, 2017
Size: 24.32 KB
Downloaded: 621 times

Keywords: color macd ob os overbought oversold

CandleStickDoctor updated

UPDATE: I compiled an installable but futures.io wouldn't let me update it so I am re submitting with the .zip file.

CandleStickDoctor Version 1.0
Author: radi8
Trading Group Affiliation: TeamPIPPEdge

I wrote this indicator to help quickly identify known bullish and bearish candlestick patterns. The majority of the patterns are derived from the candlestick indicator included as part of the native NT offering. I found that indicator to be of little practical value, but the logic behind the pattern detection to be of immense help. I added a few patterns I wanted in there. The included patterns are listed below, and by no means, are they all inclusive. It is not that difficult to add additional patterns.

The indicator will paint bullish or bearish bars user defined colors. The indicator captures mouse events, so if you click on a bar it will tell you what signals were generated for that bar. Multiple patterns can be detected on a single bar. Dojis are not painted.

Alert features are included.

This version successfully compiles on NT7 version 7.0.1000.31

Enjoy!

radi8

INCLUDED PATTERNS:
BearishBeltHold;
BearishEngulfing;
BearishHarami;
BearishHaramiCross;
BullishBeltHold;
BullishEngulfing;
BullishHarami;
BullishHaramiCross;
DarkCloudCover;
Doji;
DownsideTasukiGap;
EveningStar;
FallingThreeMethods;
Hammer;
HangingMan;
InvertedHammer;
MorningStar;
PiercingLine;
RisingThreeMethods;
BullishShootingStar;
BearishShootingStar;
StickSandwich;
ThreeBlackCrows;
ThreeWhiteSoldiers;
UpsideGapTwoCrows;
UpsideTasukiGap;
BullishTweezerBottom;
BearishTweezerTop;

UPDATE: Thanks to bitDavid who identified some coding errors. I am no longer working with NT7 but will upload a version for NT8 that corrects the errors and also identifies more patterns. Please do not use this version.

Details: CandleStickDoctor updated

January 29th, 2017
Size: 14.40 KB
Downloaded: 523 times

CandleStickDoctor

CandleStickDoctor Version 1.0
Author: radi8
Trading Group Affiliation: TeamPIPPEdge

I wrote this indicator to help quickly identify known bullish and bearish candlestick patterns. The majority of the patterns are derived from the candlestick indicator included as part of the native NT offering. I found that indicator to be of little practical value, but the logic behind the pattern detection to be of immense help. I added a few patterns I wanted in there. The included patterns are listed below, and by no means, are they all inclusive. It is not that difficult to add additional patterns.

The indicator will paint bullish or bearish bars user defined colors. The indicator captures mouse events, so if you click on a bar it will tell you what signals were generated for that bar. Multiple patterns can be detected on a single bar. Dojis are not painted.

Alert features are included.

This version successfully compiles on NT7 version 7.0.1000.31

Enjoy!

radi8

INCLUDED PATTERNS:
BearishBeltHold;
BearishEngulfing;
BearishHarami;
BearishHaramiCross;
BullishBeltHold;
BullishEngulfing;
BullishHarami;
BullishHaramiCross;
DarkCloudCover;
Doji;
DownsideTasukiGap;
EveningStar;
FallingThreeMethods;
Hammer;
HangingMan;
InvertedHammer;
MorningStar;
PiercingLine;
RisingThreeMethods;
BullishShootingStar;
BearishShootingStar;
StickSandwich;
ThreeBlackCrows;
ThreeWhiteSoldiers;
UpsideGapTwoCrows;
UpsideTasukiGap;
BullishTweezerBottom;
BearishTweezerTop;

Details: CandleStickDoctor

January 29th, 2017
Downloaded: 3 times
[Status unknown]

Regression Analysis

This indicator compares four types of regression (linear, quadratic, logarithmic and exponential) and chooses the one that best fits the data analyzed. Works on any period type. I paid to have coded.

DP_limiter = bar period
Endpos = x-axis adjustment
Multistddev = std dev bands

Details: Regression Analysis

January 17th, 2017
Size: 3.57 KB
Downloaded: 566 times

Murrey Math Input V1

For NT7

This indicator plots Murrey Math lines using values that are manually entered by the user. These user input values can be derived from one of the automatic Murrey Math indicators such as the ones available on Futures.io that has been placed on a separate chart (or with information otherwise determined by the user). In this way the user can view the lines on a chart with a different chart interval than the chart interval used by the automatic Murrey Math indicator.

For example, the automatic Murrey Math indicator would be placed on a 5 minute chart. The 8/8 and 0/8 values would be noted from this chart. A 2,000 tick chart (or any other interval) would be opened and the MurreyMathInput indicator applied with the 8/8 and 0/8 values manually entered by the user. The MurreyMathInput indicator should plot the same lines regardless of chart interval. These lines will not change until the user changes the InputHigh and InputLow values.

I have noted that sometimes a line plotted by this indicator will have a slightly different value than the one that is plotted on the automatic indicator chart. I think this is because the values derived from the automatic indicator are rounded so when entered into the input version a double rounding error occurs.

I welcome any input but must warn that I am not very good at coding and only know enough to hack this one together from an automatic Murrey Math indicator.

Use at your own risk and in good health.

Details: Murrey Math Input V1

October 5th, 2016
Size: 9.93 KB
Downloaded: 591 times

Keywords: math murrey

Forex Bid Ask Lines

Shows lines for the Bid and Ask prices in Forex markets.

Details: Forex Bid Ask Lines

September 10th, 2016
Size: 2.01 KB
Downloaded: 164 times

2x improved(?) Toggle Trade buttons for Toolbar.

Found these on FIO over the years and loved them both, but improved slightly on them to show "Show Trades" on the MarkersOnly and then "Show Trades+" for Text and Markers. Description now also specifies which does what but kept the names as are to avoid any conflict with saved charts.

Also sorted so both add to existing panel and dont create a new empty/blank panel. Removed labels by default to keep chart clean.

Exported with NT7. Once imported the indies will be listed as "Toggle Trades" and "Toggle TradesV2"

Details: 2x improved(?) Toggle Trade buttons for Toolbar.

August 19th, 2016
Size: 3.84 KB
Downloaded: 469 times

Keywords: button toggle toolbar trades shortcut

Medium-High-Low (MHL)

Exported with NinjaTrader 7.0.1000.31

Initial Release on August 12, 2016

This indicator is based on the article in Stock & Commodities Magazine, August 2016 edition titled �The Middle-High-Low Moving Average� written by Vitali Apirine. The base code upon which this indicator was built was written and freely contributed by NinjaTrader personnel. Although the NT version can be downloaded from an NT location it is package in this download for convenience. The original indicator is named MHL and the modified version is named fpgMHL.

The author describes MHL according to the formula:
MHL = (Highest high + Lowest low)/ 2

Where:
Lowest low = lowest low for the lookback period
Highest High = highest high for the lookback period

The author describes two MA choices, an SMA or EMA to be used for the MHL with the same MA type used for smoothing the MHL MA. The notation MHL SMA(3, 10) uses a 3 period SMA MHL to smooth a 10 period SMA and a MHL EMA(3, 10) uses a 3 period EMA MHL to smooth a 10 period EMA. In the article the author uses a second plot as the signal line which is of the same MA Type and period as the MHL MA. The signal line crossing the MHL MA results in the trade signal.

The MA periods recommend are; short = 5-20; medium = 20-60, and long = 100 or greater. The MHL periods of 5-15 for MA periods less than or equal to 50, and 15-50 for MA periods of 50-200.

Extensions:

The extensions to the indicator are as follows:

The signal line is automatically included using the same MA Type and period as the MHL plot line (see the exception in no. 2 below.
The user can select from approximately 25 other MA Types that are available on this site. If a MA Type other than the EMA or SMA the smoothing MA will be either the SMA (default) or the EMA according to a parameter switch setting (No. 02)
An option to include a second MHL plot line, This will be of the same MA Type as the primary MHL but different MHL and MA periods can be specified. For convenience the default values for the second MHL are double that of the primaries default values. However, the secondary ML period must be at least 1 greater that the primary MHL period and the secondary MHL MA period must be at least 5 greater that the primary MA period. These are arbitrary values.
Three signaling options are supported:
a. None � self explanatory
b.Basic � a value is exposed to the mhlBasicSignals IntSeries when the signal line crosses either the primary MHL or secondary MHL (if option is selected). The values used are (2, 1, 0, -1, -2) where the two�s values are for a Secondary line crossing, the one�s value are for a primary line cross, and the zero is for no crossing.
c. Extended � a 1 or -1 is exposed to the mhlExtendedSignal IntSeries when the primary MHL line crosses the secondary MHL providing the other plot lines are in the correct position relative to the Secondary MHL and to each other. Setting this option automatically sets the Secondary MHL option. No visual signals are produced.

Change Log:
7/12/2016 Initial release

Details: Medium-High-Low (MHL)

August 13th, 2016
Size: 59.72 KB
Downloaded: 794 times

BarTimes indicator

Exported with NinjaTrader 7.0.1000.31

Latest revision on 7/27/16 - see revision notes for details

This indicator computes the elapsed time between bars on a non-time based chart. There are a number of enhancements to the indicator GHPBarTimer by NJAMC upon which it is based. Upon Installation it will be named fpgBarTimes so as not to conflict with the base indicator.

Additions/modifications/fixes included in the 7/27/2016 version

Added : an option to display an Alert message when the MA for the total time is above, below, or both (an Or condition) of the designated time zones. Setting this option will force the Non-Directional Plot to be included (see #3 below)
Added: an IntSeries file to record the results of number 1 above, as controlled by the switch that allows the recording of various outputs.
Added : option to plot MAs for the bar time in Up bars and Down bars (directional Option). Doji bars have their bar time evenly split across the two so it does not skew the results. The period for these can be set to a different value than the MA total (Non-Directional option) time. Both can be plotted.
Added: an Auto adjust feature which will adjust the various time line values according to the change in chart�s bar type or value. The purpose is to allow the user to change a bar type or value and automatically adjust the zone time lines by a ratio calculated (to the nearest .25) from the bar types values specified in the various Bar Type parameters.

For example, if the chart bar type is set to Tick with a value of 75 (which matches the parameter value for a tick bar) changing that value to 150 would result in the zone line values being doubled. Note: if the Time Lines Option (#04) is set to �TimeIncrement� then the increment value may or may not be adjusted according to the AutoAdjust Increment setting. The bar types supported is as follows: Tick, Renko, UniRenko, BetterRenko, SveRenko, Range, and Volume. Others can easily be added (see number 4 in the Notes section under this item).

Hint: When using this option first set the default values (these are found in the Auto Adjust Parameters section) for each bar type that you intend to use and save it as the indicators default profile. Once set, those values will be the base from which all of the calculations will be done when changing either the bar type or the bar type�s value. Once the final bar type/value is determined the appropriate parameter(s) should be set and the auto adjust option turned off as it is intended to be an aid for determining the appropriate zone line and time settings for the bar type and/or value.

Notes:
4.1. Only a few of the possible combinations or bar type changes have been tested. However, the logic for processing these changes is the same for all. It is possible that there may still be a bug.
4.2. Because the calculated value might be hard to determine from the Y-axis there is an option to log the results to the Output window.
4.3. This enhancement should be used as an aid to determine new zone setting when a bar type or value is changed.
4.4. If the code is modified to support additional bar types, be sure to keep the type and value in the same relative order as an index is used in the code.

5 Modified: various colors for better contrast on a chart with a dark background.
6.]Modified: the default zone line values. [FONT=Calibri]
7. Fixed: the HFT zone value was not being written to the DataSeries.
8. Fixed: the Max time percent was not used in the calculation.

Note:
There is no version number in the indicator's name therefore it will replace the existing indicator. If a backup copy is deemed necessary export the old version first. Also recommend that the previous version be deleted first.

Original Enhancements are as follows:

1. A minutes or seconds display is user selectable

2. Bar times are organized into user defined time �zones� as follows:

a. Time Zone 1 (TZ-n) is the starting TZ and is defined in decimal minutes, i.e., 0.5 = 30 seconds, etc.

b. A user defined increment, also in decimal minutes, is added to TZ-1 to create TZ-2. The same increment is added to TZ-2 to create TZ-3. TZ-4 is anything above TZ-3. Lines are produce for TZ-1 to 3. The HTF-like �zone� is a sub period of TZ-1 and is identified when the bar time is LT or EQ to a user define number of seconds. If the bar time is below the defined time it could be considered potential HFT activity

c. An optional histogram of TZ1-TZ4 times is produced, with each zone having a user defined color.

3. An optional truncated display for excessive bar times (above Zone 3) which will force a user define percentage (xx.y) be added to the TZ-3 value and used to plot excessive bar times. This is done to keep the indicator panel the same size. Setting a max value does not disturb the MA calculation.

4. Optional visual alerts using background colors can be painted for excessive time (EXT) bars and potential HFT bars, or
both. A consecutive bar count can be set for both to eliminate false alerts for both EXT and HFT-like bar times.

5. A moving average for current bar times can be calculated from 6 MA types.

6. The assigned zone number for the current bar time and its moving average can be sent to 2 IntSeries which can be
used in Bloodhound or user written strategy. The values are 0 = potential HFT-like activity (only the current bar time
zone), 1-3 the zone number for the current bar time and its MA, and 4 = excessive bar time (EXT zone) also for the
current bar time and the MA.

7. Using this indicator on a time based chart will produce a message in the lower right
corner and disable further calculations.

Please PM me if you encounter any problems rather than write them in the review.

Revision Descriptions:

1. 6/11/16 The revision includes the Zone code = 0 for HTF-like time bars in the IntSeries.
2. 7/27/16 Revision description is above

Note:
If you have the previous version, unless the IntSeries is used in either a strategy or in BloodHound and the indication of when there is a HTF-like bar is desired, it is not necessary to install the latest version.

Change Log:
6/7/16 Initial release
6/11/16 Emit Zone code to IntSeries for HFT-like bar time
7/27/16 Various, described above

Details: BarTimes indicator

June 8th, 2016
Size: 24.43 KB
Downloaded: 605 times

David Varadi's AggregateM++ Mean Reversion Oscillator V1 NT7

David Varadi's AggregateM++ Mean Reversion Oscillator V1 NT7

Quote from the link below:

"The Aggregate M indicator is based on the concept that in the long term the market trends, while in the short-term the market is noisy, and has a tendency to mean-revert. Why not combine the two concepts to keep life simple? The Aggregate M is supposed to reflect an adjusted median that is filtered for short term noise. The median is a far more accurate measure of central tendency than a simple average especially with noisy data. Taking a superior measure of trend and filtering out some of the noise by adjusting for short-term mean reversion creates an even better median. The Aggregate M is now both trend and mean-reversion rolled into one."

Full details here

Note: I have changed David's variable names and used percentage values instead of decimals.
Please read the comments within the code itself.

"Ported" from my NT8 version here.

Details: David Varadi's AggregateM++ Mean Reversion Oscillator V1 NT7

April 28th, 2016
Size: 3.29 KB
Downloaded: 721 times

Cumulative Session

This is a trivial indicator that plots the cumulative total of all Input values since the beginning of each session.
Useful for plotting of ^TICK as shown above.
Version 1.0 Feb 6, 2016
Generated with NT version 7.0.1000.30

Details: Cumulative Session

February 6th, 2016
Size: 1.82 KB
Downloaded: 362 times

Keywords: dalebru ^tick

LineAlert

This is the indicator coded a by Ninja tech support person maybe Ray. Can't remember anymore. It's from the Ninja forum if I remember. Straight forward but helpful for sure. Works with a Line, Ray, HorizonalLine and ExtendedLine. I made no changes to this indicator.

NT 7.0.1000.30

Ron

Details: LineAlert

January 14th, 2016
Size: 12.80 KB
Downloaded: 521 times

Keywords: alert line ray horizontal price extended

VolumeCounter2

Modified VolumeCounter indicator that allows for positioning of the volume value floating with price (or bottom right, top right, bottom left, top left).

Note that you may need to increase your chart margin with the 'floating with price' option (you will get a message "Increase chart Properties -Right side margin). Please, go to the chart properties and increase the margin accordingly to fit the text with the font size chosen.

Details: VolumeCounter2

January 12th, 2016
Size: 3.32 KB
Downloaded: 510 times

Keywords: counter volume

Wide Range Body and Hidden Gaps

Hello Traders, a few months ago, a trader that I met through BigMikes turned me on to The Strategy Lab.[URL="http://www.thestrategylab.com"] There is a lot of free material there to study. The more that I read, the more that I liked the concept, so I built an indi to show the Wide Range Body (WRB) and WRB Hidden Gap. The concept is to show increasing volatility and areas of support and resistance. I encourage you to read the free material.

This NT7 indicator will work on every chart type although it does not make any sense on some range restricted charts. It colors the candle of the WRB and paints a rectangle for the WRB Hidden Gap. It also draws a vertical line for a WRB in the event that you use it on a PnF chart since there is no candle to color. You can choose the colors and audio indications for the WRB and the WRB Hidden Gap and the line width for the WRB line.

If you are interested in the WRB Zones, I have heard that there is an indi on the Strategy Lab site called Mr Zones that works fine with this indi.

Trade Well
Bob

Details: Wide Range Body and Hidden Gaps

January 10th, 2016
Size: 3.00 KB
Downloaded: 684 times

MacdBBV4 + Gapless + TickSize

There has been a request for an NT7 version of my NT8 MacdBB indicator here:

https://nexusfi.com/local_links.php?action=ratelink&catid=27&linkid=1693

This version comes 'as is'

What you will get:

* Same features as Fat Tails' original MacdBB indicator.
* Gapless feature that ignores the session open gap.
* TickSize addition to help 'normalize' the macd value.
* Band region filled to the same color as the Bollinger plots.

What will not work:

* Dots plotted on price panel. Keep value 'false'. This is due to the 'filled bands', as NT will not allow plotting on both panels.
* My gradient version is not available.

Details: MacdBBV4 + Gapless + TickSize

December 19th, 2015
Size: 12.23 KB
Downloaded: 1225 times

You can have Doji with your unoutlined NT 7 candles

Name: DrawCandleClose / DrawCandleCloseWhite / DrawCandleClose Black Version 1

Author: James R. Walker

These indicators were created to show the Closing price when the CandleStick Opening and Closing price were the same and a Transparent Body Outline color was specified, when the Background color was not White. Standard NT 7 CandleStick Closing price is drawn with the Outline color and is Transparent when that color is Transparent, if the Background color is not White.

These Indicators are obsolete. Instead use fix described below. Attached file is a dummy file to meet posting requirements. Please download the file to log your interest in this fix, but do not install downloaded file. Instead, apply the fix manually. Never blindly replace standard files because of the risk of back leveling.

If you would like to have this fix standard NT8 CandleStick behavior, then post your vote for Tracking ID # SFT-818 to thread https://forum.ninjatrader.com/showthread.php?t=79416

NT 8 version fix available at https://nexusfi.com/local_links.php?catid=27&linkid=1668

Examples:
Top CandleStick: Chart Style = Candlestick with Black outline.

Middle CandleStick: Chart Style = CandleStick Transparent Outline After Fix

Bottom CandleStick on Black Background After Fix:
Chart Style = CandleStick, Candle Wick = White, Candle Outline = Transparent, Chart Property Background = Black and All markings that were Black = White.

NT7 Fix for Tracking ID # SFT-818 , Missing Doji when CandleStick Outline Transparent.
Description: Always draw the Doji Close line with the Wick Color instead of the Outline Color. This eliminates the inefficiency of having an Indicator check every CandleStick bar close for Open==Close and overwrite the already drawn Transparent Close line.

Applying this fix in no way changes the appearance of CandleSticks that have bodies. This can be verified with the examples provided.

NT7: Line 490 \Documents\NinjaTrader 7\bin\Custom\Type\@ChartStyles.cs
Replace:

Code

graphics.DrawLine(Pen, x - barWidth / 2, close, x + barWidth / 2, close);

With:

Code

graphics.DrawLine(Pen2, x - barWidth / 2, close, x + barWidth / 2, close);

I recommend the following to apply the fix. It may seem complicated but will save you time in the long run. Note that it is undocumented but NT Backup never includes files that begin with the character "@".

Attached file is a dummy to meet posting requirements.

1) Copy \Documents\NinjaTrader 7\bin\Custom\Type\@ChartStyles.cs
2) Paste the file and rename it @ChartStyles.cs Before SFT-818
3) Edit @ChartStyles.cs with with Notepad
4) Make change to line 490 with Notepad
5) Compile any NT file with NT Editor. New @ChartStyles.cs will be used in the compile.
6) From next start of NinjaTrader, CandleSticks will use Wick Color for Doji Close line.
7) Copy \Documents\NinjaTrader 7\bin\Custom\Type\@ChartStyles.cs
8) Paste the file and rename it @ChartStyles.cs After SFT-818Any NT updates will replace @ChartStyles.cs so you will have to make the changes again.

You can use Winmerge to compare updated @ChartStyles.cs and @ChartStyles.cs After SFT-818 and reapply fix to updated, after NT update.

Cleanup:
1) Delete Indicator DrawCandleClose.cs, DrawCandleCloseWhite.cs, and DrawCandleCloseBlackif, if they exist, from \Documents\NinjaTrader 7\bin\Custom\Indicator.
2) Start NT Editor > Compile any Indicator to remove deleted Indicators.
NT will automatically remove the Indicator from any chart that use it.

Test:
Create a CandleStick chart with Transparent outline. Verify that you see Doji.

Details: You can have Doji with your unoutlined NT 7 candles

December 9th, 2015
Size: 208 bytes
Downloaded: 201 times

True Strength Index (TSI)

Exported using NT Version 7.0.1000.30

The True Strength Index was developed by William Blau and published in his book "Momentum, Direction and Divergence". This version of the TSI is an enhanced version of the NinjaTrader default indicator. It comes with the following improvements:

Momentum period: The original version of the indicator uses the price difference between the current and the prior close, which is the 1-period momentum. The updated version of the indicator also allows for selecting a momentum period greater than 1.

Triple Smoothing: The standard version of the indicator comes with double smoothing for momentum and absolute momentum. William Blau himself also used triple smoothing, This indicator lets you choose between double and triple smoothing. If you set the third smoothing period to 1, you will get double smoothing, and the indicator will display identical results with the NinjaTrader default indicator.

Smoothing with different moving averages: William Blau has suggested to use the EMA for double or triple smoothing. This indicator offers you a selection of more than 30 different moving averages for the smoothing. The default is set to EMA in line with the original indicator.

Signal Line: I have added a signal line for timing entries and exits. The signal line is obtained by smoothing the TSI with one of the selectable moving averages, similar to the signal line of the MACD. The default period for the signal line is 7.

Histogram: The indicator has an option to plot a histogram, which shows the difference between TSI and signal line.

Trend definition: The indicator exposes the current trend via an IntSeries. The trend can be determined based on the TSI (rising & not oversold, falling & not overbought, neutral), the signal line (rising & not oversold, falling & not overbought, neutral)) or the TSI / signal line crosses. All trend definitions are not straightforward, but require a higher close to switch to an uptrend, or a lower close to switch to a downtrend. Moreover the DSM / signal line cross will only show an uptrend, when not oversold and a downtrend when not overbought.

Paint bars: The paintbars can be used to plot the trend information. The trend states are uptrend, downtrend and neutral trend as explained above. It is possible to apply the indicator to the price panel and unselect the indicator plots. This allows to use the indicator as a "paintbar only" indicator.

Sound alerts: The indicator comes with sound alerts which are triggered when the trend changes. The sound files are included with the zip file and should be manually copied into the directory Documents -> program files (x86) -> NinajTrader 7 -> sounds.

Update March 13, 2014: Trend filter, paint bars, sound alerts and histogram added.
Update November 16, 2015: Momentum period added. Option added to select from different moving averages.

Note: The parameter structure of the indicator was changed. In case that you have used the prior version of the anaTSI as input series for other indicators or strategies, these indicators or strategies will only work, if you change the syntax of the indicator call to conform with the new parameter structure.

Details: True Strength Index (TSI)

November 16th, 2015
Size: 86.86 KB
Downloaded: 2962 times

Keywords: blau momentum. trend truestrengthindex divergence smoothing trendfilter tsi

True Slope Indicator V1

THERE IS A NEW VERSION OF THIS INDICATOR. FIND IT AT:
https://nexusfi.com/download/ninjatrader-7/indicators/1922-download.html?view

At various times, I have wanted an indicator that showed the slope of a line between two price points on a chart. I looked here on the forum for one and found a number of people discussing it, generally attempting to measure the slope of a line they'd drawn on the chart, and realizing that, if the chart is resized in any way, the slope is changed, blowing its usability.

I finally looked at the question independent of the chart. Treating the problem as that of measuring the leftmost angle of a right triangle, with the hypotenuse formed by the price at the starting point and the price at the end point and the right angle at the lower right, I finally found a usage for the trigonometry classes I'd had.

If you know the length of two sides of a right triangle, you can calculate the angles using the inversions of the sine, cosine and tangent functions, the arcsin, the arccos and the arctangent.

Taking the difference in price between the starting bar and the ending bar, converted to ticks, as the height of the side opposite the angle and the number of bars as the length of the side parallel to the bottom of the chart, the leftmost angle can be calculated and it will stay the same regardless how the chart is resized. This gives the 'real' angle, or slope, of a line drawn from the price on the starting bar to a price on the ending bar. Fortunately, the C# programming language contains the arctan function, Atan(), so it was possible to build the math without my brain exploding.

I wrote a NinjaTrader indicator that allows you to choose whether to start on Open, Close, High, Median or Low, to choose whether to end on Open, Close, High, Median or Low and the period, or number of bars, you want to measure. I have uploaded the .cs file, zipped. Just import it, as usual. All the math is contained within the indicator.

No line is drawn on the chart (since it calculates for every bar, you'd potentially have a bazillion confusing lines). Instead a new panel is created with the angle at each bar plotted, between +90 and -90, which would be the angle if you measured price change on one bar.

The usability of this indicator is not as immediately obvious as I expected it to be. However, you can see that, where the plot makes a kind of 'plateau' or trough, price is continuing steeply up or down. With a long period, areas that are usually called 'chop' can be seen, as the angle maintains a value closer to zero.

This is not a lagging indicator, regardless how long the period is. Price movement on the current bar is immediately reflected in the angle. Relatively short periods can be used, for example, in automated trading to help guard against sudden unfavorable price spikes, an intra-day nemesis.

I have not tested moving averages of the angle, but those may also be useful, though will add a lag, of course.
(11/25/15) I have found myself using a Linear Regression Channel of the angle indicator and comparing to an LRC of price.)

I may also make an indicator that averages high-to-high, low-to-low, median-to-median and high-to-low angles in an attempt to emulate what the human brain does when we look at a chart. We see all this detailed activity, but the brain sort of fuzzes the image allowing us to immediately see, price going up, price going down, price going nowhere. Seeing the forest, rather than the trees.

If it seems to do the trick, I will post that, as well.
(11/25/15) After further exploration, I realized that the Linear Regression Channel indicator that comes with NinjaTrader does this already, and better than I could.

I hope those of you looking for an angle/slope indicator will find this of some use.

(Double-checked math. It is correct and you can use it with confidence. Understand that the 2 period minimum actually goes BACK 2 bars, so this version minimally measures 3 bars, including bar 0. 11/19/15)

Details: True Slope Indicator V1

November 15th, 2015
Size: 2.53 KB
Downloaded: 324 times

DavesFibber

This is a derivative work of PriceActionSwing. It requires the PricesActionSwing.base which is included in the download.

This is an idea based on the PASPro version of swing, which allows you to plot current Fib extensions and retracements. This offshoot indicator plots both the positive and negative extensions and/or retracements based on the settings you use. Not only that, but it keeps the plots historically so you can watch price arrive at the predicted fib targets.

This work was written by me in late fall of 2014.

Details: DavesFibber

November 13th, 2015
Size: 23.05 KB
Downloaded: 717 times

Decycler Indicators - DecyclerOscillator_V1

Decycler indicators Exported with NinjaTrader 7.0.1000.30

Note: The download on this entry and the one on the SimpleDecycler entry are the same and contain both indicators.

Revised 11/1/15

Revisions:

1 Ability to change plot colors and line widths.
2. Remove all code related to the signals produced for Bloodhound.
Another indicator which contains Bloodhound signals will be posted on the Bloodhound thread here.
3. Add basic signal codes to replace the Bloodhound codes.
4. Correct minor problem in code in formula calculation
5. Change the percent parameter to accept the more standard notation xx.y (%).

>>>End Revisions 11/1/15<<<

The two indicators provided, the Decycler Oscillator and the Simple Decycler, are based on the writing of John F. Ehlers published in the September 20015 issue of Stocks & Commodities magazine. The implementation used as the basis for this version was provided by NinjaTrader(NT). Although both indicators are contained in the download they are described separately. This entry describes the DecyclerOscillator.

The screenshot shows the DecyclerOscillator with modified version of the SimpleDecycler set to appear like the NT provided version (which can be downloaded here). Installing the NT version will not disturb the indicators provided as they are prefixed with �fpg�.

In the article Mr. Ehlers describes a class of filters known as high-pass filters which �allow the high-frequency components in the data to pass through to the filter output, and reject the low-frequency components�. He goes on further stating, �Since high-pass filters have very little lag, here is the trick to computing a decycler: Subtract the high-pass filter output from the data input.� This is performed in the partner indicator, the SimpleDecycler. He also states that, �You can virtually eliminate lag by getting rid of those low-frequency components.�. Both indicators contain the same algorithm (which is left to the interested math and EE gurus to figure out what he is doing) for identifying the high-pass frequencies.

The article states that the oscillator is useful when two instances , with different parameters, are placed in the same sub-graph. The NT implementation requires this to be done manually which, among other things this modification can do optionally. There are 2 controlling parameters, the HPPeriod (default 125) and the K value (default 1). According to the article, �The second instance is plotted at 80% of the HPPeriod with an input K value of 1.2. The basic idea is to compensate for a 20% reduction in cycle period with a 20% increase in the amplitude swing (the K value) of the indicator.�.

Ehlers notes that �there will always be some whipsaw conditions, but these are relatively easy to remove with other conditional statements in the code.�. Unfortunately he does not offer any suggestions here. Another important item to note, the default HPPeriod is set to the value of a half year on a day chart, likely being used for detecting cycle reversals on stocks. However as further stated in the article, �Decyclers and decycler oscillators can be used over a very wide range of input filter parameters�, but here too he offers no suggestions. This will be an experiment to be conducted by the user. However, setting it too low does introduce choppiness.

Enhancements:

1. The ability to request either the Slow, Fast, or Both plots (the �Plots Type� option).
2. Automatically adjust the fast indicator parameters by the specified percent (the �Percent� option) or to use the parameters specified by the user (the � AsSpecified� option).
3. Three signaling options are provided: Off, Basic, and Extended (experimental for Bloodhound users). The Basic option provides the standard IntSeries values for the crossing (1, 0, -1). Extended signaling is described in the BloodHound thread here.
4. Optional smoothing for both the Fast and Slow Plots

Caution:

If the Extended signaling option is selected additional but non-conflicting signals are sent to the same IntSeries used by the Basic signaling option.

Credits with my thanks to:
1. @Zondor and @Aligator for a formula used in the Extended signaling
2. @Jack22 for the formula and supporting code.

Change Log

9/29/2015 :- Initial release
10/1/2015 :- Correct error in algorithm code for calculating Fast plot in DecyclerOscillator
11/1/2015 :- Revisions are described at the top of this page

Details: Decycler Indicators - DecyclerOscillator_V1

November 5th, 2015
Size: 17.61 KB
Downloaded: 1876 times

Give NT 7 preference over other applications that are running.

Name: SetNinjaTradersPriorityHigh Version 1.1

Exported with: NT 64-bit 7.0.1000.27
To Import Indicator Into NT 7:
1. Download the attached file by clicking on the blue downward arrow or the NT Chart image. Save the file. Do not open it.
2. From the Control Center window select the menu File > Utilities > Import NinjaScript.
3. Navigate to the folder that contains the .zip file download by your browser.
4. Select the downloaded .zip file then click the Open button.

Updated: Oct 22, 2015 8:30AM File & Text- New Priority value of BelowNormal. New parm Show NT Priority. Priority changed only when required. New parameter Debug message to Output Window.

Author: James R. Walker

NT 8 Version available https://nexusfi.com/local_links.php?catid=27&linkid=1665

All the applications running on your computer equally share your computer's resources. The NinjaTrader application runs at Normal Priority with all the other applications. Especially during fast markets, when other applications are running on your computer, NT is not processing incoming data as quickly as your computer would allow and possibly losing trade data from your market data service. By default, this Indicator sets NinjaTrader's Process Priority to High, giving it preference over other applications that are running.

This Indicator allows you to set NT's Process Priority to one of four values: High, Above Normal, Normal, or BelowNormal. You may want to use High during your trading day and Normal at other times. You could also set it to BelowNormal to do backtesting in the background while you use your computer for other tasks.

Adding this Indicator to one chart in your Workspace will set NinjaTrader's Process Priority until you exit NT. The Indicator will check before setting the Priority and do nothing if Priority is already set to the Priority specified in its parameter.

Quoting from https://www.eightforums.com/tutorials/23830-processor-priority-level-set-processes-windows-8-a.html : "Windows 8 shares the processor time between all running processes based upon their priority level. If a process has a higher priority, it gets more processor time compared to a process having a lower priority. . . . The changes you make to the priority level of the current instance of an application or process are only temporary and not set permanently. Once you close the application or restart the PC, Windows 8 will automatically set the priority back to default for the process or application."

Parameters:
Priority - Select High, Above Normal, Normal, or BelowNormal for NinjaTrader's Process Priority. The Default is High.

HideIndicatorName - Prevent display of indicator's name at top of chart if true. Default is false.

ShowNTPriority - Display NT's Priority at top of chart. Default is true.

To have nothing displayed at top of chart set HideIndicatorName parameter to true and ShowNTPriority to false.

Details: Give NT 7 preference over other applications that are running.

October 20th, 2015
Size: 2.77 KB
Downloaded: 411 times

Chande Kroll Stop

Exported using NT Version 7.0.1000.30

This is an implementation of the volatiliy based stop that was suggested by Tushar Chande and Stanley Kroll in their book "The New Technical Trader". The indicator comes with a long stop line (blue) and and a short stop line (red).

Calculation of long stop: The preliminary long stop is calculated by deducting a multiple of a 10-period ATR from the highest high of the last 10 bars. The long stop is then calculated as the highest of the last 20 preliminary long stops.

Calculation of short stop: The preliminary short stops are calculated by adding a ,ultiple of a 10-period ATR to the lowest low of the last 10 bars. The short stop is then calculated as the lowest of the last 20 perliminary short stops.

Calculation of ATR: The ATR can be calculated in three different ways. "Arithmetic" uses a simple moving average over the last 10 true ranges. "Exponential" uses an exponential moving average over the last 10 true ranges, while "Wilder" simply calculates the default ATR(10) which is calculated as exponential moving averages with a smaller smoothing constant.

Default settings: Default settings follow suggestions by Chande & Kroll. Following suggestions in their book the default parameters are 10, 3 and 20. Also they used a simple moving average for smoothing the true ranges. The only change that was necessary was to adapt the indicator so that it can be used intra-bar. For this purpose, the calculation does not use the (unstable) true range of the current bar nor the high of the current bar, but relies on the values for the prior bar. Just for the purpose to compare the indicator with implementations for other charting packages, it is also possible to perform calculations from the current unstable bar. When used with "COBC = False" or with the strategy analyzer (backtesting), the default settings should be used.

It is recommended to use the

Details: Chande Kroll Stop

October 14th, 2015
Size: 13.73 KB
Downloaded: 783 times

Keywords: atr averagetruerange chande kroll stop trailing volatility

Decycler Indicators - SimpleDecycler_V1

Decycler indicators Exported with NinjaTrader 7.0.1000.30

Revised 11/1/15

Revisions:

1. Ability to specify Fast, Slow, or Both plots
2. Change the percent parameter to accept the more standard notation xx.y (%).
3. Remove all code related to the signals produced for Bloodhound.
Another indicator which contains Bloodhound codes will be posted on the Bloodhound thread here.
4. Add basic signal codes to replace the Bloodhound codes.
5. Ability to add dual bands for Fast, Slow, or Both plots with the following features:
-a. Different plot colors when using Dual Bands
-b. Inner and outer bands are calculated using VWStdDev each having user defined
multipliers and periods.
-c. user option to specify what values are used for the inner and outer bands follows:
--1. Fast- uses the appropriate inner or outer values derived from only the Fast midline.
--2. Slow- uses the appropriate inner or outer values derived from only the Slow midline.
--3. Min - uses the appropriate inner or outer values derived from the minimum values
of either the Fast or Slow inner and outer bands accordingly.
--4. Max - uses the appropriate inner or outer values derived from the maximum values
of either the Fast or Slow inner and outer bands accordingly.
--5. minMax - uses the minimum values from either the Fast or Slow inner for the plotted inner band, and the maximum values from either the Fast or Slow Outer band for the plotted outer band.
---6. Fast, Slow, or Both Plots is automatically set according to the Dual Band option chosen.
6. Separate parameters for Dual Bands to allow easier switching between Dual and non-Dual modes.

>>>End revisions 11/1/15<<<

The background for this indicator is explained in the entry DecyclerOscillators (above) and is not described here. [I]The download file is the same as the one posted in the DecyclerOscillator with both indicators contained in the download. The NT version can be downloaded from the link supplied in the DecyclerOscillator entry.

This indicator is the opposite of the high-pass filter with the SinpleDecycler plots created by subtracting the high-pass filtered data from the input stream allowing the decycler to display �the low-frequency components with virtually no lag.�. The author suggests the period parameter be a half-year period however, states, �the range of this variable is just about anything you choose.�.

In addition to the decycler plot the original indicator (show in the visual in the DecyclerOscillator) plots two lines that are plus and minus 0.5 percent from the low frequency decycle plot and are referred to as the hysteresis lines. The interpretation is that if Close prices are above the upper line the market is in an uptrend, with a downtrend indicated by Close prices below the lower line. No trend is when the prices fall within the lines.

Enhancements:

Warning!!!

The enhancements provided must be considered experimental as they are not part of the original concept described in Mr. Ehler�s article. More testing and experimenting needs to be performed in order to determine their usefulness.

The enhancements provide the ability to:
1. request a Single plot (Slow) or Dual plots (Slow and Fast) . The method to set the fast period lookback is similar to the DecyclerOscillator and can be either a �Percentage� from the slow period or the �AsSpecified� values for each parameter will be used.
2. vary the multiplier percentage used to form the hysteresis band.
3. use a standard deviation to determine the hysteresis band in lieu of a multiplier.
4. Specify three signaling options, Off, Basic, and Extended. The Extended signal is experimental and is intended to be used with Bloodhound. The signals produced are described in the thread here
5. paint the region between the two midRange decycler bands.

Credits with my thanks to:
1. @Fat Tails for the region painting code copied from his TriggerLines Indicator
2. @Fat Tails for his Volume Weighted Standard Deviation method used in the hysteresis band offset calculation

Change Log

9/29/2015 :- Initial release
10/1/2015 :- Correct error in algorithm code for calculating Fast plot in DecyclerOscillator
11/1/2015 : - Revisions described at top of page.

Details: Decycler Indicators - SimpleDecycler_V1

October 1st, 2015
Size: 17.61 KB
Downloaded: 421 times

Elder's Ray, BullPower and BearPower

In this pack there are three indicators:
- Elder's Ray: composed by BullPower line and BearPower line;
- BullPower only, histogram version
- BearPower only, histogram version

This is an oscillator created by Alexander Elder and explained in his famous book "Trading For a Living". The oscillator formula is simple but useful at the same time:
- BullPower = CurrentHigh - EMA(13, Close)
- BearPower = CurrentLow - EMA(13, Close)

Details: Elder's Ray, BullPower and BearPower

July 14th, 2015
Size: 7.55 KB
Downloaded: 598 times

Keywords: elder indicator ninjatrader oscillator ray elderray

XTL - eXpert Trend Locator

XTL is an indicator that originally was introduced in eSignal Advanced Get. This a version that approximate in a good way the original version (which formula seems to be secret and not shared by eSignal company). It helps you to easily define in what kind of trend you are.
Its calculation is based on CCI and a fixed value of that indicator:
- if CCI value<-fixed value you're in a short trend (red bars);
- if -fixedvalue<=CCI<=+fixedvalue you are in a non trend/flat period (black bars);
- if CCI>fixed value you're in a long trend period (blue bars);

In this version created by me you can customize:
- the fixed value (standard setting is 37)
- CCI period (stardard settings are 21 or 35)
- uptrend/flat trend/downtrend bar color

Very useful if used on tick chart or range bar chart

v 1.00 2015 Jul 8 - First Release, no bugs
v 1.01 2015 Jul 14 - Added Public Indicator Value String

Details: XTL - eXpert Trend Locator

July 8th, 2015
Size: 6.01 KB
Downloaded: 1548 times

Keywords: extreme locator ninjatrader trend xtl

Donchian Channel with Trendfilter

Exported using NT version 7.0.1000.27

This is a generalized version of the Donchian Channel with a few options added:

- The Donchian Channel lines can be calculated from High/Low, Close, Typical or Weighted price. With the default option High/Low they will be calculated from the highest high and lowest low over the lookback period. With the other options the highest and lowest of the selected input series are used, which produces narrow channels.

- The indicator has an option to display outer channels, inner channes or midband individually.

- The indicator comes with a fast and a slow trend filter. The fast trendfilter changes direction, when the midband breaches the prior low of the upper band (trend change up) or when it breaches the prior high of the lower band (trend change down, as shown in the chart attached). The slow trendfilter changes direction, when the lower band breaches the prior low of the upper band (trend change up) or when the upper brand breaches the prior high of the lower band (trend change down, as shown in the chart attached.

- The indicator allows to display the fast trend, the slow trend or a combination of fast and slow trend, when appropriate colors are selected. If you want to show the fast trend only, you need to use identical colors for fast/slow uptrend and fast/slow downtrend. If you want to show the slow trend only, you would need to use the same colors for slow uptrend/fast downtrend and fast uptrend/slow downtrend. Both trendseries are exposed as public BoolSeries and can be called in an automated strategy.

- The trend can be displayed via the channel and midband colors or via paint bars. The indicator also has an option to display the channels or the midband individually. If you just need the paint bars, you can disable all plots.

Update October 4, 2012: Channel and paintbar colors will now align, when indicator is displaced.
Update July 5, 2015: Second channel added to indicator.

Details: Donchian Channel with Trendfilter

July 6th, 2015
Size: 8.28 KB
Downloaded: 3016 times

Keywords: donchian paintbars trendfilter

SampleStreamWriter improved

save to a file your favourite indicator along with the price series.

Details: SampleStreamWriter improved

July 1st, 2015
Size: 3.21 KB
Downloaded: 226 times

Ribbon trader v1

this indicator is based of the ribbon trader moving averages.

Trading it is simple.. when all four blocks are green its a BUY... when all four blocks are red its a SHORT
exit when they are not at all fours blocks
This indicator also keep you out of chop

I like to keep it open source here.. if you can make better please post it up
https://nexusfi.com/ninjatrader-programming/36063-ribbon-trader.html

Details: Ribbon trader v1

June 9th, 2015
Size: 3.87 KB
Downloaded: 2140 times

g3InterquartileRange - Variability Measure

Interquartile Range is another robust statistical measure of variability most similar to MAD. It is calculated as a difference between Lower and Upper Quartile. Study first to decide which measure is more suitable for your needs/data.

On the screenshot:
yellow: StdDev,
green: g3InterquartileRange

[v1.0]

Details: g3InterquartileRange - Variability Measure

May 3rd, 2015
Size: 2.43 KB
Downloaded: 116 times

g3AAD Average Absolute Deviation

Average (Mean) Absolute Deviation (AAD) is another statistical measure of variability similar to Standard Deviation or MAD. The main difference from StdDev is weight of the outliers (since there is no squaring in AAD). Study first to decide which measure is more suitable for your needs/data

On the screenshot:
yellow: StdDev,
green: g3AAD

[v1.0]

Details: g3AAD Average Absolute Deviation

April 30th, 2015
Size: 2.14 KB
Downloaded: 120 times

g3MAD - Median Absolute Deviation

Median Absolute Deviation (MAD) is a statistical measure of volatility similar to Standard Deviation. It is considered more resilient to outliers in a data set then StdDev. In the MAD, the deviations of a small number of outliers are irrelevant.

On the screenshot:
yellow: StdDev,
green: g3MAD

[v1.0]

Details: g3MAD - Median Absolute Deviation

April 27th, 2015
Size: 2.49 KB
Downloaded: 102 times

SixPointsInput - Smoothed Data Input

Simple alternative to Median or Typical Input to your indicator. Hat tip to Fat Tails for the idea.
It takes 6 data points (high, low, open, close, mean and mean body) to arrive at the average. Useful for smoothing out the data.

On the screenshot: green is using Close for an input, yellow is using SixPointsInput.

[v1.0]

Details: SixPointsInput - Smoothed Data Input

April 22nd, 2015
Size: 1.76 KB
Downloaded: 170 times

g3ASR - Average Session (Daily) Range

This is your standard Average Daily Range (ADR) calculated intrasession.

It starts calculating average from day/session 1 and increases the window until reaching specified Period parameter.

[v1.0]

Details: g3ASR - Average Session (Daily) Range

April 22nd, 2015
Size: 2.41 KB
Downloaded: 289 times

g3VWStdDev - Volume Weighted Standard Deviation

This is a standard deviation indicator weigthed by volume.

It is also a good example of simplicity of arithmetic operations using LINQ.

[v1.0]

Details: g3VWStdDev - Volume Weighted Standard Deviation

April 22nd, 2015
Size: 3.82 KB
Downloaded: 200 times

g3ChartSpan - Bars Count, Time Span, Time Range

You can set up this simple indicator to give you information like:

How many bars are currently visible on the chart
What is the time span of the visible chart
What is the time range of the visible chart

This is especially usefull if you zoom in and out on the chart and would like to quickly know on what time frame are you basing your observations/decisions.

It updates the information every time you scroll or zoom in and out

Details: g3ChartSpan - Bars Count, Time Span, Time Range

April 20th, 2015
Size: 3.66 KB
Downloaded: 167 times

g3HideDataSeries - Make bars transparent

It is a simple indicator that hides price data series (makes the bars invisible).

If enabled bars become transparent (with the exception of the new/currentbar ) so you can better see other activity on your chart.

Setting to false brings the original bar colors back.

Details: g3HideDataSeries - Make bars transparent

April 18th, 2015
Size: 1.81 KB
Downloaded: 138 times

Chart Identifier

It is an enhanced version of ChartName indicator (v1.0).

You can choose what information you would like to display to quickly identify your chart. The available options (and their combination) includes:

Custom Text
Instrument Name
Instrument Description
Bar Type & Period

You can choose how you would like to separate these parts, choose position, font, color and opacity. You can also quickly disable/enable the display without the need to remove the indicator from your chart.

Details: Chart Identifier

April 13th, 2015
Size: 3.41 KB
Downloaded: 624 times

Keywords: chart instrument period name description

Slow Relative Strength Index (SRSI)

Exported using NT 7.0.1000.27

The Slow Relative Strength Index (RSI) was presented by Vitali Apirine. Details can be found in Stocks & Commodities V. 33:4 "Slow Relative Strength Index" (April 2015).

The Slow Relative Strength index is similar to the RSI presented by Welles Wilder in 1978, but it has the ups and downs replaced with the differences between the current close and a 6-period EMA. The default lookback period for the indicator is 14 bars, which is identical to the lookback period for the RSI.

I have added a signal line, which is a 10-period EMA of the SRSI.

The indicator has been coded in a way that it can be used with setting COBC = false without generating a significant CPU load.

Details: Slow Relative Strength Index (SRSI)

March 19th, 2015
Size: 4.20 KB
Downloaded: 755 times

Keywords: oscillator rsi srsi wilder relativestrengthindex

Keltner Universal V4

Exported using NT version 7.0.1000.27

This is a generalized version of the Keltner Channels with a few options added:

- The midband can be selected from a moving median, a moving mode or 27 different moving averages, all of which are calculated from the typical price.

- Midband and channels can be smoothed.

- The smoothing period for the range or the true range can be different from the period for the moving average.

- The indicator has an option to display the channels or the midband individually.

- All plots can be colored according to their slope, or alternatively all plots can be colored according to the slope of the midband.

- The slope color includes a neutral slope, which can be adjusted via a threshold.

- The area between the Keltner Channels can be shaded according to the slope of the midband.

- The trend derived from the midband slope can be displayed via paint bars.

Update July 3 2012: Midband can now be selected from a moving median, a moving mode or 27 different moving averages. Adjustable neutral zone added. Bands can be colored according to their own slope or slope of midband, midband and channels can be displayed individually.
Update July 5, 2012: Bug removed - Butterworth, Gauss and Supersmoother Fillter did not use the specified period.
Update August 20, 2012: Old version pf ADXVMA replaced with new version.
Update August 25, 2012: Paint bars added.
Update August 31, 2012: Ehlers Filter updated.
Update October 4, 2012: Ehlers and Gauss filters updated, moving mode removed. Channel and paintbar colors will now align, when indicator is displaced.
Update January 14, 2012: Second indicator added, which calculates upper band from high average and lower band from low average. Bug removed, which caused erroneous results when Butterworth, Gauss or Supersmoother options were used for calculating the average range or true range.
Update August 7, 2013: Tillson T3 added.
Update October 10, 2014: When paintbars were selected without showing the midband, occasionally some bars were set to transparent. Bug removed.
Update March 19, 2015: Slope trend exposed via public IntSeries.

Details: Keltner Universal V4

March 19th, 2015
Size: 59.45 KB
Downloaded: 5250 times

Keywords: keltner keltnerchannel slope smoothing

Bollinger Universal V4

Exported using NT version 7.0.1000.27

This is a generalized version of the Bollinger Bands with a few options added:

- The midband can be selected from a moving median, a moving mode or 27 different moving averages.

- Midband and channels can be smoothed.

- The period for the standard deviation can be different from the period for the moving average.

- The indicator has an option to display the channels or the midband individually.

- All plots can be colored according to their slope, or alternatively all plots can be colored according to the slope of the midband.

- The slope color includes a neutral slope, which can be adjusted via a threshold.

- The area between the Bollinger Bands can be shaded according to the shape of the midband.

- The trend derived from the midband slope can be displayed via paint bars.

Update July 3 2012: Midband can now be selected from a moving median, a moving mode or 27 different moving averages. Adjustable neutral zone added. Bands can be colored according to their own slope or slope of midband, midband and channels can be displayed individually.
Update July 5, 2012: Bug removed - Butterworth, Gauss and Supersmoother Fillter did not use the specified period.
Update August 20, 2012: Old version of ADXVMA replaced with new version.
Update August 31, 2012: Ehlers Filter updated.
Update October 4, 2012: Paintbars added. Ehlers and Gauss filters updated, moving mode removed. Channel and paintbar colors will now align, when indicator is displaced.
Update October 5, 2013: Tillson T3 added.
Update October 10, 2014: When paintbars were selected without showing the midband, occasionally some bars were set to transparent. Bug removed.
Update March 19, 2015: Slope trend exposed via public IntSeries.

Details: Bollinger Universal V4

March 19th, 2015
Size: 59.52 KB
Downloaded: 4170 times

Keywords: bollinger bollingerbands slope smoothing

Correction to Point and Figure Chart

For true Point and figure charting and analysis NT 7 does not work because of a issue with drawing new bars on sessions. What I did is tweak the existing PointAndFigure chart code and replaced some logic so that it will no longer plot a new bar on session breaks (Sessions still exist).

I have more on point and figure in the Elite section, but for who that are no elite I still want to help. I encourage you to join the elite section and support this site.

What this means; longer term PnF charts are not only possible, but with my PnF suite might just be the best PnF setup out there. I will let you make your own decision on that opinion.

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 �SodyPointAndFigure� will replace the old PnF.

Follow Along if your Elite @: https://nexusfi.com/elite-circle/34569-working-point-figure-indicator-suite.html

Version 1.00

Cheers,

SodyTexas

Details: Correction to Point and Figure Chart

March 18th, 2015
Size: 35.50 KB
Downloaded: 171 times

Opening Range V42 MTF

Exported using NT Version 7.0.1000.26

Indicator will only run on NT 7.0.1000.5 or later

The indicator displays the opening range and the current open of the RTH session. This version is a multi-timeframe (MTF) version of the standard OpeningRange V42 indicator. The indicator adds a secondary minute bar series to the chart, which is used to calculate the opening range. It has the following advantages over the standard version:

For tick, range and volume charts: The standard indicator may not display the opening range correctly, if the last bar expands the opening range and closes after the opening period. The MTF version of the indicator will display the opening range correctly, even if the primary bar series does not contain the necessary information for its calculation. An example is shown on the chart attached.

Use with minute charts: You want to use this indicator with minute charts, if the opening period is not an integer multiple of the bar period. Example: You trade 7 min charts and your opening period is 30 minutes.

You can only use this indicator with an appropriate session template. The opening time will align itself to the start time of the RTH session, as specified via indicator settings. The hybrid setting assumes that you want to use the 3rd intraday session as RTH session for FOREX and currency futures and the second session for all other instruments.

Example ES: Select a session template with the following sessions: Session 1 (night session) 15:30 - 8:30 Central Time, Session 2 (RTH) 8:30 - 15:15 Central Time. Select second session for opening range.

Select length of opening period: The opening period can be selected via indicator dialogue box.

Select Offset: With an offset of 00:00, the indicator aligns to the start of the selected session. If you enter a positive value for the offset, the opening range will be shifted forward from the session start. For example if you open a chart for ES with the session template US CME Index Futures, then the session (and the trading day) starts at 5:00 PM Central Time. To display an opening range for the regular session, you need to enter an offset of 15:30, because the regular session starts 15 hours and 30 minutes after the start of the trading day.

Display regular open or one-minute-range: The indicator allows to either display the regular open or the range of the first minute of trading after the start time selected for the opening range.

Developing range: Prior to the completion of the opening range, the indicator plots the developing range in gray to show that the range is still incomplete.

Night Session or Pre-Session Range: This is different for each instrument and refers to the electronic session prior to the session selected for the opening range.

European Session Range: You can select start and end time of the European Session in CET (Central European Time). The European Session is pre-configured for the time between 8:00 AM and 1:00 PM CET.

Asian Session Range: You can select start and end time of the Asian Session in TST (Tokyo Standard Time). The Asian Session is pre-configured for the time between 9:00 AM and 3:00 PM TST.

Update July 25, 2011: Serialization of the plots and indicator dialogue box changed.
Update December 8, 2013: Indicator entirely recoded. Offset added, opening period no longer needs to be aligned to the session start. Drop down property added for time zones. Custom plot added.
Update March 15, 2015: Regular open and minute range were drawn back to start of trading day on tick charts. Bug removed.

Details: Opening Range V42 MTF

March 15th, 2015
Size: 12.12 KB
Downloaded: 3863 times

Keywords: asiansession globexsession mtf openingrange europeansession initialbalance opening

Initial Balance Range Bands V42 MTF

Exported using NT Version 7.0.1000.26

Indicator will only run on NT 7.0.1000.5 or later.

The indicator displays the current open, the initial balance (IB) and upper and lower range bands that are calculated by adding and subtracting fractions of the initial balance to the IB high and IB low. This version is a multi-timeframe (MTF) version of the standard Initial Balance Range Bands V42 indicator. The indicator adds a second minute bar series to the chart, which is used to calculate the initial balance. It has the following advantages over the standard version:

For tick, range and volume charts: The standard indicator may not display the initial balance correctly, if the last bar expands the initial balance and closes after the opening period. The MTF version of the indicator will display the initial balance correctly, even if the primary bar series does not contain the necessary information for its calculation. An example is shown on the chart attached.

Use with minute charts: You want to use this indicator with minute charts, if the opening period is not an integer multiple of the bar period. Example: You trade 7 min charts and your opening period is 30 minutes.

You can only use this indicator with an appropriate session template. The opening time will align itself to the start time of the RTH session, as specified via session template. The hybrid setting assumes that you want to use the 3rd intraday session as RTH session for FOREX and currency futures and the second session for all other instruments.

Example ES: Select a session template with the following sessions: Session 1 (night session) 15:30 - 8:30 Central Time, Session 2 (RTH) 8:30 - 15:15 Central Time. Select second session for opening range.

Select length of opening period: The length of the period for establishing the initial balance can be selected via indicator dialogue box. The default setting is 60 minutes.

Select Offset: With an offset of 00:00, the indicator aligns to the start of the selected session. If you enter a positive value for the offset, the opening range will be shifted forward from the session start. For example if you open a chart for ES with the session template US CME Index Futures, then the session (and the trading day) starts at 5:00 PM Central Time. To display an opening range for the regular session, you need to enter an offset of 15:30, because the regular session starts 15 hours and 30 minutes after the start of the trading day.

Multipliers for range bands: The multipliers for the upper and lower range bands can also be changed. The default settings for the bands are 0.5, 1 and 2, meaning that the first upper band is built from the IB high by adding half of the IB range, and similar for the other bands.

Display regular open or one-minute-range: The indicator allows to either display the regular open or the range of the first minute of trading after the start time selected for the opening range.

Developing range: Prior to the completion of the opening range, the indicator plots the developing range in gray to show that the range is still incomplete.

Night session or pre-session range: The indicator also has an option to display the full night session, European or Asian session range. This feature is not used with the default settings. I did not add it on purpose, it was already part of the opening range indicator, and it was easier to leave it than to remove it.

European Session Range: You can select start and end time of the European Session in CET (Central European Time). The European Session is pre-configured for the time between 8:00 AM and 1:00 PM CET.

Asian Session Range: You can select start and end time of the Asian Session in TST (Tokyo Standard Time). The Asian Session is pre-configured for the time between 9:00 AM and 3:00 PM TST.

Update July 25, 2011: Serialization of the plots and indicator dialogue box changed.
Update December 8, 2013: Indicator entirely recoded. Offset added, opening period no longer needs to be aligned to the session start. Drop down property added for time zones. Custom plot added.
Update March 15, 2015: Regular open and minute range were drawn back to start of trading day on tick charts. Bug removed.

Details: Initial Balance Range Bands V42 MTF

March 15th, 2015
Size: 13.19 KB
Downloaded: 3366 times

Keywords: initialbalance open rangebands mtf openingrange volatility

Better Volume with Sound Alerts

Exported using NT Version 7.0.1000.26

This is a simple version of the Better Volume Indicator from https://www.emini-watch.com/. It is not based on the later versions but the original version and identifies the following events

Breakout or Climax Bars: A breakout or climax bar is a bar with the highest value for the product of volume and range within the lookback period.

Churn Bars: A churn bar is a bar with the highest value for the volume per range within the lookback period.

Climax Churn Bars: A climax churn bar is a high volume bar that qualifies as both climax and churn bar.

Low Volume Bars: A low volume bar is a bar that has the lowest volume within the lookback period.

The indicator uses two lookback periods. The larger lookback period identifies stronger climax and churn bars, the smaller lookback period points to weaker climax and churn bars and is used to identify low volume bars.

Sound Files: The sound files are user selectable. You first need to copy your sound files to the directory C:\Program Files\Ninjatrader 7 \sounds. You can then select these files via the indicator dialogue box. Make sure that your sound files are compatible with NinjaTrader. NinjaTrader 7 does not support wav\MPEG, you need to convert it to wav\PCM first with an audio recorder.

Some further ideas and the sound files that I use can be found here:
https://nexusfi.com/traders-hideout/9042-better-volume-indicator-sound-alerts.html

Version 1.1, April 22, 2011: Bug fixed, low volume bars were not shown correctly.
Version 1.2, January 22, 2012: Paint bar option added. Overlay version showing paint bars only is included. Values for different bar types are exposed as IntSeries
Version 1.3, September 27, 2012: Code efficiency improved, following suggestions by @Zondor.
Version 1.4. December 28, 2012: Bug removed, sound alert for low volume alert was triggered for all bars with setting COBC = false.
Version 1.5. February 10, 2015: Bug removed, paintbar opacity was not applied for low volume upclose bars with setting COBC = false.

Details: Better Volume with Sound Alerts

February 10th, 2015
Size: 355.19 KB
Downloaded: 6634 times

Keywords: bettervolume churnbars climax climaxchurn expansion

SessionVWAP Bimonthly/Quarterly/Annual 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.

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 January 03, 2015: Bug removed. Indicator did not work with setting "Monthly".

Details: SessionVWAP Bimonthly/Quarterly/Annual V43

January 3rd, 2015
Size: 8.16 KB
Downloaded: 1313 times

Keywords: bands range session twap vwap eth rth standarddeviation variance

Fibs From Prior Sessions V43

Exported using NT Version 7.0.1000.26

Indicators will only run on NT 7.0.1000.5 or later.

This is a family of 3 indicators to display fibonacci retracements and expansions calculated from the high and the low of the prior day, the prior week and the prior month. High and low can be taken from daily data or from intraday data. When taken from daily data, the order of the retracements may be inverted, when high and low were made on the same day.

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 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.

ETH: If you set the indicator to ETH, the retracements will be calculated from the high and the low of the full trading day. To avoid inverted levels best calculate all fibonacci lines from intraday data.

RTH: Please use a multi-session template. The retracements will be calculated from the selected RTH session. If the daily data supplied by your data supplier is regular session data, no multi-session template is required and you can display retracements and expansions calculated from the regular high and low by setting the indicator to "DailyBars".

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

Fibonacci Levels: The numerical values for the Fibonacci levels can be individually selected. If you need more than five retracement and expansion levels, you can add the indicator to your chart several times. If you do not wish to display some lines, please set the value for the Fibonacci ratio for these lines to zero, and the lines will not be plotted.

Display Options: Prior day's close, fibonacci retracements and fibonacci expansions can be switched on and off separately. The indicator further allows to display all plots for the prior days with or without labels. The label font size can be selected.

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 use double day sessions for these days for all GLOBEX and NYMEX traded instruments.

Update December 15, 2013: Weekly and monthly indicators added. Daily indicator entirely recoded. Plots can now be displayed for several days. Holiday calendar added for 2014.
Update January 19, 2014: The ratios for the fib levels are now user selectable.
Update December 29, 2014: Holiday calendar added for 2015. Price markers improved for US interest rate futures.

Details: Fibs From Prior Sessions V43

December 29th, 2014
Size: 35.00 KB
Downloaded: 3378 times

Keywords: close fibonacci low session expansions high retracements

Relative Volume V23

Exported using NT version 7.0.1000.26

Only to be used with minute or daily charts.

The relative volume indicator measures the volume of a fixed period bar against the average volume over the same period during the preceding n days. The version which can be downloaded here allows for two different comparisons:

All_Days: Today's volume is compared to the average volume of the N preceding business days. The default value is N = 40. With the setting "All_Days" the indicator requires the use of proper session templates which match the trading day of the instrument traded. Session templates that cut the week into arbitrary sessions - such as the session template 24/7 - cannot be handled by the indicator and will trigger an error message.

Day_Of_Week: Today's volume is compared to the average volume calculated for the same day of the week over the N preceeding weeks. The default value is N = 8. With the setting "Day_Of_Week", all session templates can be handled.

Holidays: Holidays as selected via the indicator dialogue box are excluded from all calculations.
Daylight savings schedules: The indicator automatically adjusts to different daylight savings zones.

The histogram shows the relative volume for the period of the day. For example on the chart today's highest relative volume occured after a news release, just prior to the start of the regular session. Compared to the last 40 business days, the relative volume was 593% (about 6 times higher than for a normal business), whereas it was 509% (about 5 times higher than for a normal Friday). The cumulated volume for today is 26% higher compared to an average business day and 20% higher compared to an average Friday.

Average volume bars - between 80% and 120% of normal volume - are shown as white bars. If the relative volume exceeds 120% the histogram color is green, below 80% it is red. The colors can be selected by the user.

Update February 26, 2013: Following the rescheduling of the daily trading sessions by CME in November 2012, the indicator did not work correctly. I had published a new version in the thread on the Relative Volume Indicator, which is now available for download here.
Update October 28, 2013: Null check added when calling ChartControl. The indicator can now be used as input series for other indicators or strategies.
Update December 5, 2014: Indicator entirely recoded. Indicator is now considerably faster and should cope with different data feeds. Option added to compare today's volume to all prior business days. The prior version could only do comparisons for the same day of the week.
Update December 10; 2014: Error message added to inform user when the chart lookback period is insufficient.
Update December 29, 2014: Holiday calendar and error messages updated.

Details: Relative Volume V23

December 29th, 2014
Size: 7.63 KB
Downloaded: 3324 times

Keywords: relativevolume seasonality volume

Relative Ranges V23

Exported using NT version 7.0.1000.26

Only to be used with minute or daily charts.

The relative ranges indicator measures the range of a fixed period bar against the average range over the same period during the preceding n days. The version which can be downloaded here allows for two different comparisons:

All_Days: Today's ranges are compared to the average ranges of the N preceding business days. The default value is N = 40. With the setting "All_Days" the indicator requires the use of proper session templates which match the trading day of the instrument traded. Session templates that cut the week into arbitrary sessions - such as the session template 24/7 - cannot be handled by the indicator and will trigger an error message.

Day_Of_Week: Today's ranges are compared to the average ranges calculated for the same day of the week over the N preceeding weeks. The default value is N = 8. With the setting "Day_Of_Week", all session templates can be handled.

Holidays: Holidays as selected via the indicator dialogue box are excluded from all calculations.
Daylight savings schedules: The indicator automatically adjusts to different daylight savings zones.

The histogram shows the relative ranges for the selected period of the day. For example on the chart today's highest relative range occured at 5:30 AM EST in the morning, just when the low of from Dec. 24 was taken out. Compared to the last 40 business days, the cumulated average of the relative ranges runs at 88%, whereas it runs at 87% when compared to a normal Monday. The low volatility is expected between Christmas and New Year's Eve.

Average range bars - between 80% and 120% of normal ranges - are shown as white bars. If the relative range exceeds 120% the histogram color is green, below 80% it is red. The colors can be selected by the user.

Details: Relative Ranges V23

December 29th, 2014
Size: 9.04 KB
Downloaded: 723 times

Keywords: range relativerange seasonality volatility

SessionTWAP 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 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.

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 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 28, 2014: Holiday calendar added for 2015. Price markers improved for US interest rate futures.

Details: SessionTWAP Monthly V43

December 28th, 2014
Size: 9.10 KB
Downloaded: 1189 times

Keywords: bands range session twap vwap eth rth standarddeviation variance

SessionTWAP 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 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.

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 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 Weekly V43

December 28th, 2014
Size: 9.14 KB
Downloaded: 1322 times

Keywords: bands range session twap vwap eth rth standarddeviation variance

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: 3322 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: 10914 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: 4007 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: 8048 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: 18042 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: 497 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: 1329 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: 583 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: 1323 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: 620 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: 524 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: 153 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: 626 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: 2098 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: 1549 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: 796 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: 480 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: 1592 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: 1150 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: 894 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: 259 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:

https://www.fin-alg.com/products/tpochart-rangeselect2.html

Good luck with your trading.

Details: Zscore Indicator

July 31st, 2014
Size: 6.94 KB
Downloaded: 2240 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: 361 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: 5958 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: 689 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: 1492 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: 483 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: 2941 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: 253 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: 939 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: 1467 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: 8501 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: 2138 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: 224 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: 757 times

Market Profile

Exported using NT Version 7.0.1000.14

Submitted by ivatan1962 09-11-2013 on the Ninjatrader Forum

Description
Market Profile, IB, Open Range, TPO, Price Histogram, Value Area, POC, Virgin POC, Volume Histogram.
Important: Not final version, tested with ES, not
sure it will work with other instruments.Please feel free to report any issues, suggestions, etc.

To Import
1. Download the attached file to your desktop
2. From the Control Center window select the menu File > Utilities > Import NinjaScript
3. Select the downloaded file

Details: Market Profile

March 28th, 2014
Size: 14.48 KB
Downloaded: 3138 times

Keywords: market profile

Advanced Reward Risk Indicator .v3

This indicator helps you define your entry, stop and target (1 or 3) visually on the chart with the help of horizontal lines, calculates your potential P/L ,unrealized P/L,Risk/Reward ratio and contracts sizing per account size.

- Defines your Risk/Reward ratio using 1 or 3 targets
- Save & reload your values,be it minute,daily or weekly chart (one set of values per instrument)
- Interactive Mode: per-tick P/L based on the chosen contracts size
- Interactive Mode-Attached: per tick potential P/L
- Non-Interactive : Contract sizing is based on the defined risk tolerance per account size
- Hide/show the indicator as required & show/hide on start-up
- Extended or short lines

Last updated on April 16 2014 "Major changes"

- Indicator's parameters text description on the top left of the plot reduced
- Potential P/L is calculated based on 1 contract in non-interactive mode
- Enter to targets potential P/L bug fixed
- Visual structure is changed for three-targets mode
- Line width is now adjustable
- Beam pointer added when short lines are used
- Forex price format corrected (6E,6J...)
- Short lines distance from last bar bug fixed
- 1 or 3 target lines
- Choose between Short& Extended lines
- Pixel distance is used now
- Colors are now configurable
- $ sign removed
- Show on start-up option added
- The code was rewritten from 0 almost

Details: Advanced Reward Risk Indicator .v3

March 25th, 2014
Size: 12.02 KB
Downloaded: 1443 times

Traders Dynamic Index

Exported using NT Version 7.0.1000.22

The Traders Dynamic Index is a trend following momentum indicator based on the RSI. It was developed and presented by Dean Malone. The Traders Dynamic Index comes with the following ingredients

- the Priceline, which is a SMA(2) of RSI(13)
- the Signalline, which is a SMA(7) of RSI (13)
- the Midband, which is a SMA(34) of RSI (13)
- BollingerBands around the SMA(34) using 1.62 StdDev

Combine some of the following rules to trade:

- go long, if Priceline > 50
- go short if Priceline < 50
- consider an exit, if Priceline is above 68 or below 32
- go long if Priceline > Signalline
- go short if Priceline < Signalline
- exit if Priceline crosses Signalline
- trendfilter long, when Priceline > Midband
- trendfilter short, when Priceline < Midband
- add to long, when Priceline > BollingerBand.Upper
- add to short, when Priceline < BollingerBand.Lower

Detailed rules how to use the Traders Dynamic Index have been published by Dean Malone within the framework of the E.A.S.Y. trading method.

Update March 22, 2014: Overbought and oversold lines added.

Details: Traders Dynamic Index

March 22nd, 2014
Size: 9.44 KB
Downloaded: 3466 times

Keywords: bollinger bollingerbands rsi tdi tradersdynamicindex

Ergodic and CCI Histograms

This download file contains two custom histogram indicators: CCIHist and ErgodicHist

The visual design and use of these two indicators is essentially the same, the difference being the underlying indicator (CCI or Ergodic). Using the visual controls provided, the indicator presentation can be configured in a wide variety of ways. Both indicators are optimized for NinjaTrader 7.

The default settings for both indicators are pre-configured to specifications outlined in JD's ATM thread (link below) at this link is further description and images showing a variety of indicator configuration settings and styles...

https://nexusfi.com/elite-trading-journals/30600-alpha-trading-method-ninjatrader-advanced-trade-management-jdneeman-32.html

The files were exported with NinjaTrader Version 7.0.1000.26

Change Log:

03-13-2014 :
CCIHist - Fix optimization logic affecting calculated value when COBC=false. Hard coded input type for CCIHist to Typical. Added control to color the signal line.
ErgodicHist - Added control to color the signal line.

10-24-2015 - Added Sound Alert for Signal Line crossovers ("cross dots")

Details: Ergodic and CCI Histograms

March 14th, 2014
Size: 13.16 KB
Downloaded: 2061 times

Keywords: cci ergodic histogram optimized

William Blau Double Smoothed Stochastics

Exported using NT Version 7.0.1000.22

The indicator allows to display the Double Smoothed Stochastics - see Stocks & Commodities, January 1991. The Double Smoothed Stochastics as introduced by William Blau should not be confused with the better known Double Smoothed Stochastics (DSS) indicator by Walter Bressert.

Blau Double Smoothed Stochastics (DSS-B): The raw Stochastics is calculated as the percentage value for the close within the range created from the highest high and the lowest low over the lookback period. The DSS-B is obtained by separately double-smoothing both numerator and denominator of the raw Stochastics. The double-smoothed value for the numerator is then divided by the double-smoothed value for the denominator.

Stochastics Smoothing: William Blau twice applied an EMA to both numerator and denominator of the raw Stochastics. This indicator allows to use 30 different moving averages for the smoothing. The same moving average type is used for the first and the second average calculation.

Parameters: The lookback period for the raw Stochastics indicates the number of bars for which the highest high and lowest low is determined. The lookback period is comparable to all other Stochastics indicators. The default value is 14 bars. The double smoothing of numerator and denominator is done with two moving averages. The first smoothing is typically done with a faster moving average, the second with a slower moving average.

Signal line: William Blau did not use a signal line for the double smoothed indicators. I have added the signal line, because the cross of the signal line can be used as a trend indication. Moving average type and period for the signal line can be selected.

Histogram: The indicator has an option to plot a histogram, which shows the difference between DSs and signal line.

Trend definition: The indicator exposes the current trend via an IntSeries. The trend can be determined based on the DSS (rising & not oversold, falling & not overbought, neutral), the signal line (rising & not oversold, falling & not overbought, neutral)) or the DSS / signal line crosses. All trend definitions are not straightforward, but require a higher close to switch to an uptrend, or a lower close to switch to a downtrend. Moreover the DSS / signal line cross will only show an uptrend, when not oversold and a downtrend when not overbought.

Paint bars: The paintbars can be used to plot the trend information. The trend states are uptrend, downtrend and neutral trend as explained above. It is possible to apply the indicator to the price panel and unselect the indicator plots. This allows to use the indicator as a "paintbar only" indicator.

Sound alerts: The indicator comes with sound alerts which are triggered when the trend changes. The sound files are included with the zip file and should be manually copied into the directory Documents -> program files (x86) -> NinajTrader 7 -> sounds.

Update March 13, 2014: Trend filter modified. Histogram added.

Details: William Blau Double Smoothed Stochastics

March 14th, 2014
Size: 168.82 KB
Downloaded: 1276 times

Keywords: blau ergodic oscillator double-smoothed momentum stochastics

Directional Trend Index

Exported using NT Version 7.0.1000.22

The Directional Trend Index (DTI) was developed by William Blau and published in his book "Momentum, Direction and Divergence".

To determine the value of the DTI William Blau first calculates a composite momentum from both highs and lows of the last days. In a next step both the composite momentum and the absolute values of the composite momentum are smoothed. The smoothed momentum is then divided by the smoothed absolute momentum and the result is multiplied with 100.

Momentum smoothing: William Blau smoothed both momentum and absolute momentum by applying an EMA several times (double or triple smoothing). This indicator allows to use 16 different moving averages for the smoothing. The same moving average type is used for all three average calculations.

Parameters: The lookback period for the momentum the number of bars from which the momentum is calculated. Blau uses a lookback period, which is different from the standard momentum. To obtain a 1-period momentum (price change from the last to the current bar) the Directional Trend Index requires a setting of 2 for the lookback period (default setting).

Signal line: William Blau did not use a signal line for the double smoothed indicators. I have added the signal line, because the cross of the signal line can be used as a trend indication. Moving average type and period for the signal line can be selected.

Histogram: The indicator has an option to plot a histogram, which shows the difference between DTI and signal line.

Trend definition: The indicator exposes the current trend via an IntSeries. The trend can be determined based on the DTI (rising & not oversold, falling & not overbought, neutral), the signal line (rising & not oversold, falling & not overbought, neutral)) or the DTI / signal line crosses. All trend definitions are not straightforward, but require a higher close to switch to an uptrend, or a lower close to switch to a downtrend. Moreover the DTI / signal line cross will only show an uptrend, when not oversold and a downtrend when not overbought.

Paint bars: The paintbars can be used to plot the trend information. The trend states are uptrend, downtrend and neutral trend as explained above. It is possible to apply the indicator to the price panel and unselect the indicator plots. This allows to use the indicator as a "paintbar only" indicator.

Sound alerts: The indicator comes with sound alerts which are triggered when the trend changes. The sound files are included with the zip file and should be manually copied into the directory Documents -> program files (x86) -> NinajTrader 7 -> sounds.

Update March 17, 2014: Option added to select sound files

Details: Directional Trend Index

March 13th, 2014
Size: 148.57 KB
Downloaded: 848 times

Keywords: blau double-smoothed ergodic momentum oscillator trend

William Blau Double Smoothed Momentum

Exported using NT Version 7.0.1000.22

The indicator shows the Double Smoothed Momentum - see Stocks & Commodities, May 1991.

Blau Double Smoothed Momentum (DSM-B): The raw Stochastics is calculated as the percentage value for the close within the range created from the highest close and the lowest close over the lookback period. The term "Double Smoothed Momentum" is somewhat misleading. The DSM-B is obtained by separately double-smoothing both numerator and denominator of the raw Stochastics. The double-smoothed value for the numerator is then divided by the double-smoothed value for the denominator.

Stochastics Smoothing: William Blau twice applied an EMA to both numerator and denominator of the raw Stochastics. This indicator allows to use 30 different moving averages for the smoothing. The same moving average type is used for the first and the second average calculation.

Parameters: The lookback period for the raw Stochastics indicates the number of bars for which the highest close and lowest close is determined. The lookback period is comparable to all other Stochastics indicators. The default value is 14 bars. The double smoothing of numerator and denominator is done with two moving averages. The first smoothing is typically done with a faster moving average, the second with a slower moving average.

Signal line: William Blau did not use a signal line for the double smoothed indicators. I have added the signal line, because the cross of the signal line can be used as a trend indication. Moving average type and period for the signal line can be selected.

Histogram: The indicator has an option to plot a histogram, which shows the difference between DSM and signal line.

Trend definition: The indicator exposes the current trend via an IntSeries. The trend can be determined based on the DSM (rising & not oversold, falling & not overbought, neutral), the signal line (rising & not oversold, falling & not overbought, neutral)) or the DSM / signal line crosses. All trend definitions are not straightforward, but require a higher close to switch to an uptrend, or a lower close to switch to a downtrend. Moreover the DSM / signal line cross will only show an uptrend, when not oversold and a downtrend when not overbought.

Paint bars: The paintbars can be used to plot the trend information. The trend states are uptrend, downtrend and neutral trend as explained above. It is possible to apply the indicator to the price panel and unselect the indicator plots. This allows to use the indicator as a "paintbar only" indicator.

Sound alerts: The indicator comes with sound alerts which are triggered when the trend changes. The sound files are included with the zip file and should be manually copied into the directory Documents -> program files (x86) -> NinajTrader 7 -> sounds.

Details: William Blau Double Smoothed Momentum

March 13th, 2014
Size: 168.80 KB
Downloaded: 702 times

Keywords: blau double-smoothed ergodic momentum oscillator stochastics

EdsLevel2Dom_v1.0

EdsLevel2Dom_v1.0 is a histogram level 2 DOM applied as an indicator on a price chart.
Origonally known as Eds_Level2_v2.0 this version has been renamed and modified with adjustable margins and scaling flexibility.

NinjaTrader V7 indicator.

Discussion thread:
https://nexusfi.com/elite-circle/30977-edslevel2dom-discussion-thread.html

Details: EdsLevel2Dom_v1.0

March 10th, 2014
Size: 4.25 KB
Downloaded: 967 times

Bollinger PercentB

The Bollinger Bands� Percentage B is a technical indicator based upon the Bollinger Bands� study; it plots a histogram showing position of price relative to the bands. It is calculated as percentage ratio of two differences: first one is the difference between the price and the lower band value, second one is the difference between values of upper and lower bands.

Adopted from the BollingerPercentB indicator on the highly recommended Think or Swim Platform.

NinjaTrader v7 indicator

Indicator is shown on the lower panel of the attached image.

Details: Bollinger PercentB

March 1st, 2014
Size: 7.77 KB
Downloaded: 599 times

Keywords: 7 bollinger indicator ninjatrader percentb

Bollinger Bandwidth

The Bollinger Bandwidth study is a technical indicator based upon Bollinger Bands� study, expressing the distance between upper and lower bands as percentage of the middle band value (SMA/EMA around which the bands are plotted). The main plot is accompanied with two additional ones: Bulge and Squeeze. Bulge plot displays the highest bandwidth value reached on the specified period, and, similarly, Squeeze plot shows the lowest bandwidth value.

This indicator was modeled after the first class Think or Swim Trading Platform.

This indicator is shown in the lower panel.

Details: Bollinger Bandwidth

March 1st, 2014
Size: 11.60 KB
Downloaded: 392 times

Keywords: 7 bandwidth bollinger indicator ninjatrader

Alert on Price Retracement (NT7)

I don't want to have to watch charts by the minute (or even hour). I am looking to watch for a trade after price has reached a certain level (X), reversed to another specific level (Y) and then retraced to another level (Z) which may or may not be the same as (X). Note this has nothing to do with any wave theory.

Example IBM drops to 120(X). At that point I want to start a strategy or indicator to be alerted if price goes back up to 125 (Y) and then down to 119 (Z). The alert happens at Z but only if Y has been reached.

Does anyone know of an indicator or strategy that does this?

Thanks

Geoff

Details: Alert on Price Retracement (NT7)

February 27th, 2014
Size: 5.95 KB
Downloaded: 546 times

CORREL - Correlation Function

This is the initial release of a NinjaTrader CORREL factor function. This function is similar to Excel's CORREL function but it allows you to find the correlation factor between two indicators as a function of time over a defined period.

Join in the Discussion Forum for more information and to share your use:
https://nexusfi.com/elite-circle/30841-correlation-function.html

Version 1: Initial release

Details: CORREL - Correlation Function

February 26th, 2014
Size: 4.18 KB
Downloaded: 208 times

Hourly Pivots - Intraday Pivots

Exported using NT Version 7.0.1000.21

The indicator calculates pivots from any selectable period of N minutes. The first period starts with the session break. Depending on the indicator period selected the last period of the session can be an odd period. The pivots of the first period will not be calculated from the odd period, but from the full period deducted from the session break.

The default setting of the indicator is 60 minutes. With default settings the indicator will display hourly pivots including the main pivot PP, R1, R2, S1 and S2. Further levels can be added as an option.

The indicator is an easy to understand example of a multitimeframe indicator, as it loads a secondary bar series of 1-min bars, which is used to calculate the intraday pivots. The pivots will therefore always be calculated from a period of N minutes, not depending on the primary bars shown on the chart. If set to COBC = false, the pivot lines may show sligthly earlier, if applied to fast bars plotting during the first minute of the session.

Update January 21, 2012: Pivot range added. The pivots can now be aligned to the start of the trading day or the start of each session as per session template.
Update January 22, 2012: Bug removed. Please reinstall indicator.
Update February 23, 2014: The indicator did not work with datafeeds that do not plot a bar every minute during periods of lesser liquidity. Changed the architecture of the indicator and recoded it entirely.
Update April 28, 2018: The indicator was modified to allow for display of 1-minute pivots.

Details: Hourly Pivots - Intraday Pivots

February 23rd, 2014
Size: 5.11 KB
Downloaded: 1969 times

Keywords: hourly pivotrange pivots

RSqueeze with TTMS squeeze type

I extended the base RSqueeze indicator with the addition of the TTMS squeeze style. All of the original squeeze styles (Bollinger, PBF, CounterTrend) are still available in the "SqueezeStyle" drop down menu.

Exported using NinjaTrader 7.0.1000.21

Change Log (2-16-2014): RSqueezeV2

Addressed issues / concerns raised by Zondor in his comment.

1. Fixed the existing bug in the histogram plot color when CalculateOnBarClose is set equal to FALSE.
2. Cleaned up the code to improve efficiency.
3. Replaced RGaussianFilter() with anaGaussianFilter() to address a rounding error issue in the PBF and CounterTrend squeeze types.
4. Replaced TTMS squeeze code with call to anaSqueeze().

Change Log 10-20-2015 - Added Sound Alerts for Squeeze Breakouts.

This version 2 requires NinjaTrader 7 or higher. It will not work with Ninja Trader 6.5.

Once imported into NinjaTrader, the New Indicator Name is RSqueezeV2

Associated BMT thread on the RSqueeze indicator...https://nexusfi.com/ninjatrader/20840-how-does-rsqueeze-work.html

Details: RSqueeze with TTMS squeeze type

February 17th, 2014
Size: 26.18 KB
Downloaded: 2097 times

Keywords: bollinger rsqueeze squeeze ttms

Advanced Williams Percent R

This indicator created High Low bars of the standard WilliamsR indicator then applies a low fluctuation no lag smoothing ling (Light Blue) and a Signal Line (Maroon) to the smoothing line. It also draws a dot at the end of the calculation range to show you what prices are included in the calculation. The No Lag calculation is based on Ahrens Moving Average, tweaked to calculate off of the highs and lows not the open and close providing less variance to the indicator.

It will show the variance that takes place on the WilliamsR and smooth it to show you a more accurate number. I hope you like it, and if you do please leave a comment to show your appreciation.

Cheers,

Details: Advanced Williams Percent R

January 15th, 2014
Size: 9.64 KB
Downloaded: 390 times

Bband2 with color V2

Revised version of the Bband2 indicator.

Cleaned up the region color logic per request of the original author.

Added logic to improve performance when COBC=False.

Exported using NinjaTrader version 7.0.1000.21

Revision History:
1/10/2014 - First revision of original indicator as described above.

11/18/2014 - Second revision: fixes two code bugs in the parameter list (Zone Color and Opacity) settings can now be changed and saved. Also, optimized the instantiation code for two math function calls (SMA and StdDev).

Details: Bband2 with color V2

January 10th, 2014
Size: 6.75 KB
Downloaded: 1513 times

Keywords: bollinger bollingerbands colored

Second Entry Indicator for Price Action Trading

This indicator is an implementation of the Second Entry concept as used by VinceVirgil on the CL and Mack on the ES (over at his PATS website). It is intended as a training aid and does not cover the more hard-to-spot obscure occurrences of Second Entries. One of the reasons for releasing this is to get input from more experienced users of Second Entries and, if possible, to try and refine the indicator based on this.

It implements the "classic" version of a Second Entry where the first and second entries tick above (or below) the previous bars. The indicator can optionally highlight the new high/low (the start of the "pattern") with a diamond, the first entry (with a dot) and the second entry (with an up or down arrow). The indicator displays the bar where a second entry may occur and deletes the symbol(s) if the bar does not tick above (or below where appropriate) the previous bar.

The indicator has the following parameters:

AudibleWarning - if this is true and there is a .wav file in the NT sounds folder called "SecondEntry_Warning.wav" then it will be played when an up or down arrow is displayed.
NumTicks - this is the number of ticks above/below the open of the bar that the up/down arrow is displayed.
ReqTickHFirstEntry - if this is true then a bar has to tick above (or below) the previous bar to constitute a first entry. If false then a bar at the same price as the previous bar will count as a first entry.
ShowFirstEntry - if true then a dot will be displayed to indicate the first entry bar.
ShowHistory - if true then the drawing objects will be left on the chart indicating previous Second Entry "patterns".
ShowPatternStart - if true then a diamond will be be displayed above/below the new high (for Second Entry Longs) or new low (for Second Entry Shorts).

Details: Second Entry Indicator for Price Action Trading

December 16th, 2013
Size: 6.05 KB
Downloaded: 1653 times

Initial Balance Range Bands V42

Exported using NT Version 7.0.1000.26

Indicator will only run on NT 7.0.1000.5 or later.

Discretionary traders: Please use the multi-timeframe version of the indicator for odd minute charts and charts built from ticks.

https://nexusfi.com/download/ninjatrader-7/indicators/938-download.html?view

The indicator displays the current open, the initial balance (IB) and upper and lower range bands that are calculated by adding and subtracting fractions of the initial balance to the IB high and IB low.

You can only use this indicator with an appropriate session template. The opening time will align itself to the start time of the RTH session, as specified via session template. The hybrid setting assumes that you want to use the 3rd intraday session as RTH session for FOREX and currency futures and the second session for all other instruments.

Example ES: Select a session template with the following sessions: Session 1 (night session) 15:30 - 8:30 Central Time, Session 2 (RTH) 8:30 - 15:15 Central Time. Select second session for opening range.

Select length of opening period: The length of the opening range can be selected via indicator dialogue box The default setting is 60 minutes.

Select Offset: With an offset of 00:00, the indicator aligns to the start of the selected session. If you enter a positive value for the offset, the opening range will be shifted forward from the session start. For example if you open a chart for ES with the session template US CME Index Futures, then the session (and the trading day) starts at 5:00 PM Central Time. To display an opening range for the regular session, you need to enter an offset of 15:30, because the regular session starts 15 hours and 30 minutes after the start of the trading day.

Multipliers for range bands: The multipliers for the upper and lower range bands can also be changed. The default settings for the bands are 0.5, 1 and 2, meaning that the first upper band is built from the IB high by adding half of the IB range, and similar for the other bands.

Developing range: Prior to the completion of the initial balance, the indicator plots the developing range in gray to show that the range is still incomplete.

Night session or pre-session range: The indicator also has an option to display the full night session, European or Asian session range. This feature is not used with the default settings. I did not add it on purpose, it was already part of the opening range indicator, and it was easier to leave it than to remove it.

European Session Range: You can select start and end time of the European Session in CET (Central European Time). The European Session is pre-configured for the time between 8:00 AM and 1:00 PM CET.

Asian Session Range: You can select start and end time of the Asian Session in TST (Tokyo Standard Time). The Asian Session is pre-configured for the time between 9:00 AM and 3:00 PM TST.

Update June 2, 2011: New signature for GetNextBeginEnd() implemented.
Update June 11, 2011: Small bug removed, indicator did not display opening range and pre-session range correctly during the training period (first bars of the chart, after scrolling to the left horizontally).
Update June 21, 2011: The indicator now works with half-pip FOREX feeds. Indicator dialogue box improved.
Update July 25, 2011: Serialization of the plots and indicator dialogue box changed.
Update January 24, 2012: Offset added, opening period no longer needs to be aligned to session start.
Update February 19, 2012: Option added to cut off the opening range at the next session break.
Update October 6, 2013: Minor bug removed, offset was not applied correctly on tick charts, when indicator was set to COBC = false.
Update October 24, 2013: Drop down property added for European and Asian Time Zone
Update December 8, 2013: Indicator partly recoded and custom plot added.

Details: Initial Balance Range Bands V42

December 9th, 2013
Size: 11.10 KB
Downloaded: 4349 times

Keywords: initialbalance open openingrange rangebands volatility

Opening Range V42

Exported using NT Version 7.0.1000.26

The indicator will only run on NT 7.0.1000.5 or later

Discretionary traders: Please use the multi-timeframe version of the indicator for odd minute charts and charts built from ticks.

https://nexusfi.com/download/ninjatrader-7/indicators/937-download.html?view

The indicator displays the opening range and the current open of the RTH session.

You can only use this indicator with an appropriate session template. The opening time will align itself to the start time of the RTH session, as specified via indicator settings. The hybrid setting assumes that you want to use the 3rd intraday session as RTH session for FOREX and currency futures and the second session for all other instruments.

Example ES: Select a session template with the following sessions: Session 1 (night session) 15:30 - 8:30 Central Time, Session 2 (RTH) 8:30 - 15:15 Central Time. Select second session for opening range.

Select length of opening period: The opening period can be selected via indicator dialogue box.

Select Offset: With an offset of 00:00, the indicator aligns to the start of the selected session. If you enter a positive value for the offset, the opening range will be shifted forward from the session start. For example if you open a chart for ES with the session template US CME Index Futures, then the session (and the trading day) starts at 5:00 PM Central Time. To display an opening range for the regular session, you need to enter an offset of 15:30, because the regular session starts 15 hours and 30 minutes after the start of the trading day.

Developing range: Prior to the completion of the opening range, the indicator plots the developing range in gray to show that the range is still incomplete.

Night Session or Pre-Session Range: This is different for each instrument and refers to the electronic session prior to the session selected for the opening range.

European Session Range: You can select start and end time of the European Session in CET (Central European Time). The European Session is pre-configured for the time between 8:00 AM and 1:00 PM CET.

Asian Session Range: You can select start and end time of the Asian Session in TST (Tokyo Standard Time). The Asian Session is pre-configured for the time between 9:00 AM and 3:00 PM TST.

Update Jan 23, 2011: The indicator now plots all developping ranges in gray to show that the range is still unstable. Price markers are correctly formatted for US interest rate futures and FOREX.
Update May 17, 2011: New signature for GetNextBeginEnd() implemented. Backcolor for opening range added.
Update May 24, 2011: Old signature for GetNextBeginEnd() reintroduced within Plot() Override after problems, new signature maintained for OnBarUpdate(). Some minor enhancements added.
Update June 11, 2011: Small bug removed, indicator did not display opening range and pre-session range correctly during the training period (first bars of the chart, after scrolling to the left horizontally).
Update June 21, 2011: The indicator now works with half-pip FOREX feeds. Indicator dialogue box improved.
Update July 25, 2011: Serialization of the plots and indicator dialogue box changed.
Update January 24, 2012: Offset added, opening period no longer needs to be aligned to session start.
Update February 8, 2012: Option added to cut off the opening range at the next session break.
Update February 15, 2012: Bug removed, the cut-off option did not work, when an offset was selected as well.
Update October 6, 2013: Minor bug removed, offset was not applied correctly on tick charts, when indicator was set to COBC = false.
Update October 20, 2013: Drop down property added for European and Asian Time Zone
Update December 8, 2013: Indicator partly recoded and custom plot added.

Details: Opening Range V42

December 9th, 2013
Size: 10.18 KB
Downloaded: 4992 times

Keywords: asiansession europeansession globexsession initialbalance opening openingrange

mkSupDemZones

This Indicator draws MTF Supply and Demand Zones based on the NinjaTrader Swing Indicator.
In addition to drawing the zones, it shows a strength value on the right side of each zone.
The strength value corresponds with the number of bars to the left of the swing which are above/below the swing.
This way you get an instant idea how important the current zone is in relation to other zones on the chart.
The indicator includes the ability to show and hide the zones, the lines and also the strength output.

There are a lot of ideas how to further improve this indicator with new features but i decided to keep it as simple as possible so other people are free to add their own features without crawling through 1000 lines of code.

Exported using NinjaTrader 7.0.1000.16

2013-12-08 - Added second strength attribute for bars on the right side of the swing.
2013-12-09 - The zones will now be properly extended on lower time frames, fixed small bug.
2013-12-09 - The indicator works now with COBC = true and COBC = false
2013-12-17 - Bug fixed in range-calculation of second BarSeries

Details: mkSupDemZones

December 7th, 2013
Size: 9.72 KB
Downloaded: 2852 times

Keywords: demand mtf supply zones

SymbolRange

Symbol Range, Version 1 -
This indicator allows a pretty quickly analysis of any chart data to determine the $Dollar and Tick range each day during any intraday time period for whatever symbol you have charted.

It prints data to the Output Window in Ninja so be sure you have that open. You can save that data as a .csv file and then open in Excel if you want to analyze further. I purposely put commas between the labels and the data just so I could import to Excel. If you use a super fast chart (like a 1-tick) it will make your CPU crawl so be careful not to have too many days of data on your chart. For a 1-tick chart, less than 15 days isn't bad. For minute data, years is very quick.

"TickRangeEachBarSummed" for a 1-tick chart represents the total "travel" of every wiggle in price. This is of course dependent on your data provider and may vary depending on if they filter the data you are charting. "TickRangeEachBarSummed" for any other chart type is the addition of every bar's High minus its Low.

Details: SymbolRange

November 22nd, 2013
Size: 2.39 KB
Downloaded: 281 times

TapePriceHistogram

This indicator displays Time and Sales on charts and allows to show bid/ask trade sizes as a histogram. You can only see the histogram of a current bar. Feel free to make any changes to the code.

Setup menu:

Histogram Length Factor - lets you change the length of a histogram. You can increase/decrease this number to chose the most appropriate length of a histogram.
Move Left/Right histogram Ask - by putting in a negative or positive number, you can shift the ask histogram to the left or to the right in relation to the current bar.
Move Left/Right histogram Bid - by putting in a negative or positive number, you can shift the bid histogram to the left or to the right in relation to the current bar.
Vol Lower - volume trades size "Small".
Vol Upper - volume trades size "Large" (All the trades in between are "Medium").

For example:
Vol Lower = 5 (Small = 1-5)
Vol Upper = 25 (Medium = 6-25/Large = 26 and more)

Details: TapePriceHistogram

November 19th, 2013
Size: 4.02 KB
Downloaded: 927 times

Volatility of a EMA (VEMA)

I know we all have seen it. When you have a indicator calculating on tick and not on bar close, that EMA will bounce around until bar settlement. It may have gave a signal, it might have not.

This indicator will plot the high and low of the range of a EMA that takes place intra-bar. This way you actually know what the EMA did while the bar is building and not have to rely on the bars settlement.

To use, you must set CalculateBarOnClose to false. If you don't, then you have a regular EMA.

Hope someone finds this helpful.

Cheers,

SodyTexas

Details: Volatility of a EMA (VEMA)

November 5th, 2013
Size: 2.25 KB
Downloaded: 329 times

Coral Trendfilter

Exported using NT Version 7.0.1000.16

This is an indicator adapted from a C# implementation for cTrader. It is a simple linear IIR filter. The indicator is widely available for MetaTrader 4 in Forex fora, but I have not checked the C# version against the original mq4 files.

When price is above the Coral filter, only consider a long position. When price is below the indicator, only consider a short position.

Detailed information on the indicator is available here:

https://www.forexfactory.com/showthread.php?t=127271

The indicator comes with a trend indication based on the slope of the linear filter. The neutral range can be adjusted via the threshold parameter. The trend can be displayed via paintbars. The trend state is exposed via an IntSeries() and be directly called from a strategy.

Details: Coral Trendfilter

October 27th, 2013
Size: 4.99 KB
Downloaded: 1443 times

Keywords: coral filter iir trendfilter

Range Analysis

Exported using NT Version 7.0.1000.16

This indicator allows to detect narrow range bars, inside bars, wide range bars, outside bars and triangles. The bar types follow the terminology presented by Toby Crabel in his book "Day Trading With Short Term Price Patterns and Opening Range Breakout". The triangle is a pattern made popular by Linda Bradford Raschke, also see here: https://nexusfi.com/ninjatrader/27847-linda-bradford-raschke-three-bar-triangle.html

These are the patterns that can be identified with the indicator with default settings:

Narrow range bar (NR7): a bar with a smaller range than the prior 6 bars

Narrow range inside bar (IB4): an inside bar with a smaller range than the prior 3 bars

Narrow range inside bar (IB7): an inside bar with a smaller range than the prior 6 bars

Double inside bar (DI4): an inside bar that is preceded by an inside bar and which has a smaller range than the prededing 4 bars

Wide range bar (WR7): a bar with a larger range than the prior 6 bars

Wide range outside bar (OB4): an outside bar with a larger range than the prior 3 bars

Wide range outside bar (OB7): an outside bar with a larger range than the prior 6 bars

Three bar triangle (LBR): a bar which lies inside the combined range of the prior two bars

Each of the patterns above can be selected an unseleceted. It is not recommended to display all the patterns at the same time on an intraday chart. The different patterns can be shown as text, diamonds or paintbars.

Simple inside bars: When the parameter "lookback inside bars" is set to 2, the indicator will detect all inside and double inside bars without taking into account their range size relative to preceding bars.

Simple outside bars: When the parameter "Lookback outside bars" is set to 2, the indicator will detect all outside bars.

The indicator comes with sound files which are part of the zipped file. The sound files can be extracted and copied to the directory C:\program files (x86)\NinjaTrader 7\sounds. The sounds will work with COBC=true and COBC= false. With COBC= false, wide range and outside bars are detected intra-bar, while narrow range, inside bars and triangles are detected after the bar has closed.

Details: Range Analysis

October 19th, 2013
Size: 363.38 KB
Downloaded: 1717 times

Keywords: inside insidebar narrowrange narrowrangebar outside outsidebar triangles widerange widerangebar

Inverted Charts v1.0

Here is a method to invert charts of VIX, ZN, ZF, ZB if you prefer looking at the mirror image rather the default chart. Full credit to the folks over at Ninjatrader for posting this.

The indicator draws a mirror image of the default chart as a line chart, candlesticks are not supported. The dataseries you want to invert should be specified in the "Input Series" option of indicator. See link above for notes on the custom range.

Details: Inverted Charts v1.0

October 9th, 2013
Size: 5.67 KB
Downloaded: 202 times

New Highs and Lows

Exported using NT Version 7.0.1000.15

This is a simple indicator, which detects new highs and lows. The highs and lows can be shown both as paintbars or as diamonds.

The definition of a new high can be either based on the bar high or the bar close. A new high based on the bar high is the highest high over the lookback period. A new high based on the bar close is the highest close over the lookback period. The same logic is applied to new lows, which can also be calculated from the bar lows or the bar closes.

With default settings the bar detects new 89-bar highs and lows.

The indicator works on both candlesticks and OHLC bars.

Update August 10, 2013: New highs and lows can be either based on high/low or on the close of the current bar. Highs and lows can be either shown as paintbars or as diamonds. Efficiency of algorithm improved.

Details: New Highs and Lows

August 12th, 2013
Size: 8.39 KB
Downloaded: 1532 times

Keywords: high low newhigh newlow

Moving Mean, Median and Mode - TPO & VWTPO

Exported using NT Version 7.0.1000.14

Moving averages are widely used as tools in technical analysis. They come in all variations and colors. The simple moving average can be considered as a moving mean of the close values of a series of price data. Many other indicators are weighted moving averages, which are also applied to the close values.

However, there are other measures for statistical distributions, which are usually neglected. This includes the median and the mode.

Also most moving averages are only calculated from the close values, where as open, high and low are neglected. Why ignore information which is already contained in the price data?

This package includes a TPO mean, a TPO median, a TPO mode (calculated from high and low points of price) and a VWTPO mean, a VWTPO median and a VWTPO mode (calculated from both price and volume data). TPO and VWTPO indicators do not use the open value and the close value, but both assume that the volume is evenly distributed over the range of a price bar. Although this information is mostly incorrect, it is still a better approach when compared to the traditional solution of calculating indicators exclusively from the close values.

Here is a description of the six indicators:

Moving Mean (TPO):

This indicator can be considered as a range weighted moving average that uses the bar center (high + low)/2 as input series. Usually wide range bars have a higher volume than narrow range bars. This makes sense giving them a higher weight. When a breakout occurs, the MovingMean (TPO) will adapt faster than a traditional SMA. Compared to a SMA the lag is reduced when volatility increases, but it is lagging more when volatility decreases.

Moving Mean (VWTPO):

This indicator is identical to the VWMA, when the bar center (high + low)/2 is used as input series. It is pretty similar to the TPO mean, but uses real volume instead of approximating it via the range. The properties of this indicator are similar to the TPO mean, but it should be slightly more accurate.

Moving Median (TPO):

A statistical median calculated from all data points of all bars contained within the lookback period. Compared to a standard median calculated from the closes (also see here: https://nexusfi.com/download/ninjatrader-7/indicators/829-download.html?view ), it should give a better approximation of the statistical median of the entire price volume distribution. The median is the most stable of the three statistical measures and probably the most representative as well.

Moving Median (VWTPO):

This indicator is similar to the TPO median, but should give an even better approximation of the the statistical median of the price volume distribution.

Moving Mode (TPO):

The indicator shows the price with the highest occurence over the lookback period of the indicator. As the price volume distribution of the single price bars over the lookback period is unknown, there can be a significant error in any estimation. Unlike the median, the mode is not self-correcting in a way that errors cancel out. It should therefore be used with prudence. However, this indicator will still yield far better results than the Pearson formula, which should only be applied to unimodal distributions.

Moving Mode (VWTPO):

The indicator shows a better accuracy than the TPO mode, but still suffers from its inherent instability.

Details: Moving Mean, Median and Mode - TPO & VWTPO

August 6th, 2013
Size: 17.15 KB
Downloaded: 1327 times

Keywords: mean median mode statistics tpo vwtpo

UniRenko - Universal Renko BarType v4

Change log:
UniRenko - Universal Renko BarType v4 (July 31st 2013) --> Price 'traveling' to '0' during Market Replay issue.

This is an update for the UniRenko Bars type that fixes an issue with Market Replay that causes price to 'travel' to '0' in certain situations.
This fix is in addition to the memory leak fix provided in the previous version (v3).

Please, use this version as it has been thoroughly tested and should be stable at all times.

After importing, exit NT and reenter to access the fixed UniRenko bars.

UniRenko - Universal Renko BarType v3 (July 10th 2013) --> Memory leak fix
This is an update for the UniRenko Bar type that fixes a memory leak that would prevent these bars from being used with Market Replay and other conditions.
This update just fixes the memory leak issues and does not make any additional changes to the original monpere code.

UniRenko - Universal Renko BarType --> Original monpere version
Please, refer to the original description of these bars by the original creator (monpere) here:
https://nexusfi.com/local_links.php?catid=19&sort=d&filter=u&pp=1000

Details: UniRenko - Universal Renko BarType v4

July 31st, 2013
Size: 2.84 KB
Downloaded: 6880 times

Keywords: unirenko

Risk Reward V2.1

Exported using NT Version 7.0.1000.14

Risk Reward and Position Sizing Indicator V2.1 (based on original work of Mompere)

Calculates Risk/Reward and Position Sizing for trade planning using horizontal lines drawn at potential trade Entry, Stop and Target. The indicator will automatically update the risk/reward and position sizing on the fly when you select and drag the Entry, Stop, and Target lines.

Position size and risk/reward can be calculated from user input parameters for Trading Account Size, Percent Account Risk per trade, Fixed Dollar Amount per trade, or Fixed Share Sizing.

Click on the "$$" button to display/hide the Risk/Reward analysis.

Now supports dynamic pip value calculation for FX trade position sizing. Works for most cross-pair except for those very exotic cross pair.

Revision:
Jul 29 2013 (ckkoh): 1) Improved position sizing calculation for FX. 2) Enhanced reward risk calculation that includes spread. 3) Customizable line colors. 4) Reduced CPU utilization. 5) Display actual Buy price for Short position.
Mar 29 2012 (ckkoh): 1) Added a button to display/hide Risk Reward analysis. 2) Enhanced the Position sizing to support FX Lots type.

Details: Risk Reward V2.1

July 29th, 2013
Size: 6.19 KB
Downloaded: 1960 times

UniRenko - Universal Renko BarType

This is my implementation of a Universal Renko bar type. It allows the user to choose when the bar closes in the direction of the previous bar (Trend), and when it closes in the direction against the previous bar (Reversal).

This allows you to tailor the bar to behave specifically how you want it in ways that hopefully may enhance your particular trading style. As an example, if I am a reversal trader, entering on reversal bars, and putting my stop behind the entry bar, I can choose trend and reversal settings that minimize the size of reversal bars, and therefore optimize my stop sizes, etc.

Parameters are:

'Tick Trend' - Number of ticks to close the bar in the Trend direction
'Tick Reversal' - Number of ticks to close the bar in the Reversal direction
'Open Offset' - Number of ticks offset to draw the artificial open

Like most Renko bars, the bar open is artificial, and is placed by default halfway up the previous bar. The open is aesthetic only, it is not used in the bar size calculation. The tails on the bar show real prices. The artificial Open may affect your backtesting depending on the coding of your strategy. Internally uses NT PeriodType.Custom5

V2:
To support Muti TimeFrame indicators/strategies using the Add() method, added an alternative way to specify all bar specs in the 'Tick Trend' parameter. You can now alternatively specify each parameter as 3 digits in the Data Series window 'Tick Trend' parameter or Add() method 'Period' parameter. For example to specify TickTrend=4 , TickReversal=8, OpenOffset=2 or (T4R8O2) then specify: 'Tick Trend'=004008002 in Data Series window, or Add(PeriodType.custom5, 004008002);' in your MTF code. The normal way of specifying the parameters will continue to work as well.

IMPORTANT UPDATE JULY 11 2013, "VERSION 3" -- FROM BIG MIKE:
July 11 2013: Please note, user "dstrader" has uploaded a crucial bug fix for this bartype. You can find the download link here: https://nexusfi.com/download/ninjatrader-7/indicators/1430-download.html?view

Note you must use that link to download V3.

You can find the discussion thread here: https://nexusfi.com/ninjatrader/24408-unirenko-universal-renko-bar-type-20.html

Details: UniRenko - Universal Renko BarType

July 11th, 2013
Size: 2.08 KB
Downloaded: 4858 times

Keywords: bar unirenko trend renko bartype universal type reversal monpere

Candle Quarters

I posted this in the Elite area yesterday as a .cs file. Here is it as a Zip file...

We have all studied price action of candles to try to predict what might be coming up. I have been studying and trading off of candle centers for quite some time and finally made a simple indicator to mark the 25%, 50%, 75% and Pivot of the candle to show me where pullbacks might go to. Bull Candles that close below 50% can indicate that the Bull move is ending. The reversing candles like to retrace to 50% on the new move, so you know where to jump in when the new move has started. Study it and see what you think. I use it and find it valuable on various time settings. The ZOrder is a function that is documented in the Ninja help files. ZOrder is the stacking of the drawing objects on the chart. It is not well controlled by Ninja but I found that 30006 seems to work pretty well.

Trade Well
Bob

Details: Candle Quarters

July 1st, 2013
Size: 2.06 KB
Downloaded: 1073 times

Zig Zag Indicator I use with PATS (Macks) method

This is a custom zig-zag indicator I have modified ( original version was from here but cannot find reference).
The zig zag lines are transparent by default as well and the value numbers removed so that background objects do not hose charting. The only thing I use for PATS is the semaphore dots this creates to check and create new trend lines. In addition whenever a semaphore is painted this has an option to add an audio alert. This feature has been invaluable to my trading. If you follow Mack and PATS this simple indicator might provide value to you.

Details: Zig Zag Indicator I use with PATS (Macks) method

June 26th, 2013
Size: 10.87 KB
Downloaded: 2178 times

Keywords: for indicator zag ninja simple zig- pats

Kaufman Efficiency Ratio

Exported using NT Version 7.0.1000.5

The Kaufman Eifficiency Ratio is also know as Fractal Efficiency. It can be used as a filter to differentiate between trending conditions and sideways markets.

The efficiency ratio compares the absolute amount of the n-period momentum to the sum of the absolute amounts of the last n close-to-close changes. If all close-to-close changes pointed in the same direction - meaning either n consecutive upcloses or n consecutive downcloses - the fractal efficiency will take the value 100. This is an indication for a strong trend. If the n-period momentum takes the value 0, the fractal efficiency becomes 0 as well, indicating chop.

The fractal efficiency is used by the Kaufman Adaptive Moving Average to identify chop periods.

This version of the Kaufman Efficiency Ratio has a few additional options:

Chopline: I have added a chopline, which depends on the period of the Kaufman Efficiency Ratio. The formula for the chopline is 100/Sqrt(period).

Signalline: I have added a signalline by using a Hull Moving Average(HMA). The market starts trending, when the Kaufman Efficiency Ratio has crossed both the signalline and the chopline from below.

Classic/Balanded: The indicator allows for two different ways of calculating the Kaufman Efficiency Ratio. The 'Classic' option uses the original formula of Perry Kaufman. The 'Balanced' option replaces the absolute amount of the n-period momentum with the absolute amount of the n-period balanced momentum, which is based on a triangular moving average.

Update June 22, 2013: Minor modification to make indicator compatible with indicators/strategies running in COBC = false.

Details: Kaufman Efficiency Ratio

June 22nd, 2013
Size: 11.07 KB
Downloaded: 2025 times

Keywords: chop efficiencyratio fractalefficiency kama kaufman momentum trend

xcStochMACD....(multi-timeframe)

...Created/Modified at the request of a BMT member...

Allows you to plot a Stochastic or a MACD from a different time frame on your chart. Typical use is to view a larger time frame Stochastic/MACD on a smaller (faster) chart....
(EX: Plot a 5min Stochastic on a 1min chart).

Also allows you to plot a Stochastic from a different BarType on your chart.
You can plot a RangeNoGap on a Tick Chart, or plot a Minute Stochastic on Tick Charts or Range charts....or vice versa. You can plot any accepted bartype Stochastic on any other accepted bartype chart.

Accepts standard Ninja Minute, Second, Tick, Range, and Volume bars.....and.....accepts BMT RangeNoGap Bars.

(NOTE: For those who do not have the RangeNoGap bars installed, you may get a warning message in the Ninja Log informing you that "Custom2 could not be found". In this case Ninja simply uses the default value of the indicator. Ninja will work quite fine....but if you have occasion to check your logs, it will let you know that you don't have that bartype installed.

CAUTION: if you plot a Stochastic from a very small/fast chart, on an extremely large/slow chart...the code will still work, but the "visual" effect will most likely not be helpful. The Stochastic from the fast time frame will go up and down so much that it will look like a fine tooth comb.....

CAUTION#2: "Stairsteps"..(visual flat spots on the plots lines)....can occur when plotting big time frames over smaller ones. This is not an error....simply a visual 'flat spot' where several smaller bars complete while the one larger time frame bar is still processing. There are ways to code around this, by holding values and plotting after the fact, but in the interest of code simplicity, I did not do that here. The 'flat spots" cause no errors or problems.

Details: xcStochMACD....(multi-timeframe)

May 24th, 2013
Size: 12.50 KB
Downloaded: 527 times

VolumeLadderMetroEdition

Its enhanced version of Volume Ladder with new features.
For more detail see following post.

https://nexusfi.com/elite-circle/2100-volume-ladder-highlight-addition-56.html

Changelog
Update: 17-May-2013

Its now VolumeLadderMetroEditionV1Extn1 with new features over V1.
New Center Ladder Type and New Cell Color Schemes introduced.

For more detail see

https://nexusfi.com/elite-circle/2100-volume-ladder-highlight-addition-69.html

Details: VolumeLadderMetroEdition

May 17th, 2013
Size: 148.37 KB
Downloaded: 5312 times

driveWAP

This is a different idea/tweak to calculate. Need to have GomDelta Package to work.
See for more detail.

https://nexusfi.com/elite-circle/27227-drivewap.html

Details: driveWAP

April 30th, 2013
Size: 9.17 KB
Downloaded: 265 times

Chandelier Stop

Exported using NT Version 7.0.1000.12

This is a new implementation of the chandelier stop developed by Charles LeBeau. For a long trade the chandelier stop is calculated by subtracting a multiple of the average true range over the last N bars from the highest high (chandelier) since the inception of the trade. For a short trade the chandelier stop is calculated by adding a multiple of the average true range over the last N bars to the lowest low since the inception of the trade.

Instead of calculating the stop from the highest high and the lowest low, it is also possible to calculate it from the highest close and the lowest close.

The indicator version presented here uses the average true range calculated one bar ago. This is to avoid that the stop moves away when approached by a bar, it further acts against the distortion of the average true range when the indicator is set to COBC = false and reduces CPU load. The concept of using the ATR one bar ago was already introduced with the SuperTrend M11.

UseHighLow: The chandelier stops can be calculated from highest high/lowest low or from highest close/lowest close:

Reverse Intra-bar = false: This is the default setting of the indicator. A logical signal will be generated when the close of the signal bar has taken out the stop line. The position may be reversed at the open of the next bar. The paint bars will only change colors for the bar after the signal bar. The arrow will be also plotted for the entry bar.

Reverse Intra-bar = true: This is an unusual setting for the Chandelier Stop The signal will be generated with the first tick that has plotted on the other side of the stop line. In this case the position may be reversed intra-bar for the signal bar. Paintbars and arrows will already plot for the signal bar.

Accessing the trend: The indicator comes with a BoolSeries that holds the trend. This BoolSeries can be accessed by other indicators or automated strategies.

Paintbars: The indicator has an option to display the current trend via paintbars. Downclose bars are filled, upclose bars are hollow. For the upclose bars an opacity can be selected for better visibility.

Arrows: The indicator has an option to display trend changes via an arrow.

Sound alerts: The indicator will alert to trend reversals and potential trend reversals. A potential trend reversal occurs when price touches the stop line intra-bar prior to the confirmation by a close on the other side of the stop line. The sound files are included with the indicator install file. Please unzip and copy them into the program files (x86)\ NinjaTrader 7\ sounds directory or whatever directory is used by NinjaTrader to store the sound files.

Details: Chandelier Stop

April 22nd, 2013
Size: 227.83 KB
Downloaded: 1501 times

Keywords: atr averagetruerange chandelier stop trailing

Japanese CandleStick Patterns

this indicator will output an integer based on the following patterns:
UNKNOWN = -1;
BLACK_CANDLE = 0;
DOJI = 1;
DOJI_DRAGONFLY = 2;
DOJI_GRAVESTONE = 3;
DOJI_LONGSHADOW = 4;
HAMMER = 5;
HAMMER_INVERTED = 6;
LONG_LOWER = 7;
LONG_UPPER = 8;
MARUBOZU_BLACK = 9;
MARUBOZU_WHITE = 10;
TOP_BLACK = 11;
TOP_WHITE = 12;
WHITE_CANDLE = 13;
I found the code in Jeff Heaton's Encog samples. I am planning to use this for a neural network input.
I have been looking everywhere for something like this. It is probably easy to add more patterns to the code.
Version 1.0.0.1

Details: Japanese CandleStick Patterns

March 29th, 2013
Size: 8.83 KB
Downloaded: 428 times

Choppiness Index - Bill Dreiss Chaos Theory

The zip file containing documentation has the complete story on Bill Dreiss and the "Fractal Dimension" of measuring market volatility. There is a spread sheet where the intermediate values have been calculated as a check on the NinjaTrader Indicator accuracy. The Choppiness Index has a reference to the Welles Wilder True Range Indicator, which, from a programming point of view, is an interesting demonstration of accessing one indicator from another. This is my second indicator and the first version of this type. The zip file contains the NinjaTrader zip file plus a zip file of documentation for the indicator. This indicator will become an input to an Encog Neural Net, when I finish reading the books.

Details: Choppiness Index - Bill Dreiss Chaos Theory

March 19th, 2013
Size: 1.49 MB
Downloaded: 533 times

Welles Wilder True Range

I need True Range for another indicator that I am creating. Comments are welcome if anyone finds an error. Nothing came up in search so I wrote the code. Version 1.0.0.0 (My first Ninjatrader code, I am a SQL Server DBA/C#developer by day)

This is the website that has the basic equations:
https://stockcharts.com:443/school/doku.php?id=chart_school:technical_indicators:average_true_range_atr

Details: Welles Wilder True Range

March 17th, 2013
Size: 2.18 KB
Downloaded: 136 times

McClellan Oscillator & Summation Index

Exported using NT Version 7.0.1000.12

Following a request by a member of this forum I have quickly implemented a version of the McClellan Oscillator and the (calibrated) McClellan Summation Index. The indicators can only be used with daily data. It is required that your daily data feed includes data for the net advancing/declining issues. The NinjaTrader symbol is ^ADD. The data is also available through the free Kinetick EOD data feed.

McClellan Oscillator: The McClellan Oscillator is a MACD calculated from the NYSE net advancing/declining issues. The oscillator is calculated from the 10% trend and the 5% trend, or otherwise put from an EMA(19) and an EMA(39).

McClellan Summation Index: The McClellan Summation Index is obtained by adding up the values of the McClellan Oscillator. It is neutral at the +1000 level. Historically the neutral level was shifted to + 1000 to make negative levels rare and noteworthy. The indicator attached follows the formula published in the June 1994 issue of Technical Analysis of Stocks & Commodities.

The indicator values that will be displayed depend on the input data. I have noticed that the data for advancing/declining issues used by McClellan Financial Publications slightly differs from the data supplied by Kinetick EOD. The indicator values are therefore similar, but not identical. For practical purposes the accuracy should be sufficient.

For further information please visit:

https://www.mcoscillator.com/learning_center/kb/mcclellan_oscillator/the_mcclellan_oscillator_summation_index/

Details: McClellan Oscillator & Summation Index

March 17th, 2013
Size: 7.53 KB
Downloaded: 658 times

Keywords: index mcclellan oscillator summation

QQE (Quantitative Qualitative Estimation)

Exported using NT Version 7.0.1000.12

This is the QQE (Quantitative Qualitative Estimation) indicator. The origin of this indicator is unclear, it is a mystery indicator derived from Welles Wilder's RSI.

The main plot of the QQE is a smoothed RSI. The indicator then measures the amount of the absolute change between two consecutive values of the smoothed RSI. The absolute changes are then double-smoothed exponentially. The double smoothed value is then multiplied by two user defined multipliers. The result is then used to calculate a fast and a slow trigger line.

Entry and exit signals: Watch out for crosses of the smoothed RSI and one of the trigger lines.

Trend Filter: When the smoothed RSI is above or below the midline (50), this is an indication for an uptrend or downtrend.

Divergences: The main plot of the indicator is a smoothed RSI and can be used to detect divergences between momentum and price.

The attached version of the QQE is entirely recoded, as the QQE which is currently available for NinjaTrader had a few shortcomings. In particular, this indicator uses fewer DataSeries objects, creates instances of the RSI and EMA in OnStartUp(), has a second trigger line added, allows to select the multipliers for the trigger lines and also allows to set the momentum smoothing period independently from the RSI period. Usually for the momentum smoothing period the value 2*RSI_period - 1 is used.

Details: QQE (Quantitative Qualitative Estimation)

March 13th, 2013
Size: 9.32 KB
Downloaded: 1431 times

Keywords: divergence qualitative rsi qqe quantitative

Double Smoothed Stochastics

Exported using NT Version 7.0.1000.11

The Double Smoothed Stochastics (DSS) is an exponentially smoothed stochastics indicator applied to an exponentially smoothed stochastics. It has been popularized by Walter Bressert. The DSS can be used as a cycle indicator. Usually first a cycle analysis is performed. The DSS should then be applied with half the cycle period of the dominant cycle. Walter Bressert uses the indicator with default periods of 10 and 5, and calls them DBS10 and DBS5.

This indicator is a modified version of the Double Stochastics NinjaTrader default indicator. I have coded it for various reasons.

EMA period: The NinjaTrader default DSS uses an EMA period of 3. This setting cannot be changed. However, nearly all other versions of the DSS use an EMA period between 8 and 10. This version uses a default period of 9, which can be changed.

Coding Inefficiencies: The NinjaTrader default DSS is highly inefficient, when running with COBC = false, because both MAX and MIN methods are performed twice with every incoming ticks. I have changed the algorithm to increase the speed.

Signal Line: I have added a signal line to the DSS. The signal line is generated as an EMA of the DSS, in the same way as it is generated for the MACD.

Rising and Falling Colors: The indicator will plot in different colors, depending on whether the Double Stochastics is rising or falling.

You can put a slow and a fast Double Stochastics indicator on your chart, then use the slow one as trend filter and the fast one for timing the entry signals.

Update March 6, 2013: Code efficiency improved, signal line added.
Update March 7, 2013: Bug removed, indicator displayed false values with COBC = false.

Details: Double Smoothed Stochastics

March 7th, 2013
Size: 8.40 KB
Downloaded: 2718 times

Keywords: cycles doublestochastics stochastics

SuperTrend M11

Exported using NT Version 7.0.1000.11

Please download the new Supertrend U11 (Universal), which allows to calculate the stop line from median, mode and 27 other moving averages.

This is a new implementation of the TradeStation SuperTrend indicator for NinjaTrader 7. The SuperTrend indicator is an application of the concept of MAE (maximum adverse excursion), which was introduced by John Sweeney in the mid-nineties.

The SuperTrend M11 is particularly stable and has a few advantages over other SuperTrend indicators:

It uses a moving (statistical) median of the arithmetic mean (High + Low)/2 of the bars instead of a moving average. The (statistical) median is known to be more robust than any average.

It calculates both the Median and the ATR (average true range) 1 bar ago, whereas the original SuperTrend indicator takes the ATR and moving average of the current bar. If you use the current bar's ATR, the current bar's breakout is partly measured against its own range. This is particularly true, if the ATR period is short.

Accessing the trend: The indicator comes with a BoolSeries that holds the trend. This BoolSeries can be accessed by other indicators or automated strategies.

Reverse Intra-bar = false: This is the default setting of the indicator. A logical signal will be generated when the close of the signal bar has taken out the stop line. The position may be reversed at the open of the next bar. The paint bars will only change colors for the bar after the signal bar. The arrow will be also plotted for the entry bar.

Reverse Intra-bar = true: This is an unusual setting for the SuperTrend. The signal will be generated with the first tick that has plotted on the other side of the stop line. In this case the position may be reversed intra-bar for the signal bar. Paintbars and arrows will already plot for the signal bar.

Paintbars: The indicator has an option to display the current trend via paintbars. Downclose bars are filled, upclose bars are hollow. For the upclose bars an opacity can be selected for better visibility.

Arrows: The indicator has an option to display trend changes via an arrow.

Sound alerts: The indicator will alert to trend reversals and potential trend reversals. A potential trend reversal occurs when price touches the stop line intra-bar prior to the confirmation by a close on the other side of the stop line. The sound files are included with the indicator install file. Please unzip and copy them into the program files (x86)\ NinjaTrader 7\ sounds directory or whatever directory is used by NinjaTrader to store the sound files.

Comparison between SuperTrend M1 and SuperTrend M11:

The SuperTrend M11 calculates both the average true range and the median 1 bar ago. This results in a considerable saving in CPU load, if you use the indicators in CalculateOnBarClose = false mode. The SuperTrend M11 does the median calculation only once per bar, while the SuperTrend M1 recalculates it with every incoming tick. If you use the indicator with CalculateOnBarClose = true setting, you can also continue to use the SuperTrend M1. There will be no significant difference in performance.

Changed formula: The Supertrend M11 will give slightly different results, when compared with the Supertrend M1. If you want to reproduce the settings of your Supertrend M1, you should use the same value for the ATR period and the ATR multiplier, but reduce the value for the median period by 1. The result will still not be identical. Also for both indicators a minimum size for the ATR values has been imposed, the ATR may not be smaller than the ticksize. This is only important for lower timeframes during low volatility and prevents the SuperTrend from changing the trend too often.

SuperTrend M1: The indicator package contains an updated version of the SuperTrend M1. However, I recommend to switch to SuperTrend M11.

Update August 10, 2011 : Visual design improved. The new indicator version can also be called by other indicators and strategies.
Update May 23, 2012: Entirely recoded version, which uses Median and ATR 1 bar ago to avoid recalculation with every tick. Sound alerts added that trigger intra-bar and which can be used on replay. Smaller improvements added.
Update May 24, 2012: Bug removed, upclose candles were not plotting properly.
Update June 30, 2012: New SuperTrend U11 "Universal" released, this is a new indicator - see link for more information
Update October 2, 2012: Indicator simplified. Trend state can no longer change intra-bar.
Update October 3, 2012: Indicator now allows for displacement. BoolSeries modified for accessing the trend. Trend change intra-bar is possible with option reverse intra-bar and COBC = false.
Update March 5, 2013: Arrows now plotting one bar earlier for the option Reverse intra-bar = true.

Details: SuperTrend M11

March 6th, 2013
Size: 229.56 KB
Downloaded: 11656 times

Keywords: atr averagetruerange median movingmedian supertrend

SuperTrend U11

Exported using NT Version 7.0.1000.11

This is a new implementation of the TradeStation SuperTrend indicator for NinjaTrader 7. The SuperTrend indicator is an application of the concept of MAE (maximum adverse excursion), which was introduced by John Sweeney in the mid-nineties. The SuperTrend can be viewed as a trailing stop and changes direction, when the trailing stop is taken out.

The SuperTrend U11 calculates both the baseline and the offset 1 bar ago, as did the SuperTrend M11. This is to reduce CPU load and avoid feedback loops.

Accessing the trend: The indicator comes with a BoolSeries that holds the trend. This BoolSeries can be accessed by other indicators or automated strategies.

Reverse Intra-bar = false: This is the default setting of the indicator. A logical signal will be generated when the close of the signal bar has taken out the stop line. The position may be reversed at the open of the next bar. The paint bars will only change colors for the bar after the signal bar. The arrow will be also plotted for the entry bar.

Reverse Intra-bar = true: This is an unusual setting for the SuperTrend. The signal will be generated with the first tick that has plotted on the other side of the stop line. In this case the position may be reversed intra-bar for the signal bar. Paintbars and arrows will already plot for the signal bar.

Paintbars: The indicator has an option to display the current trend via paintbars. Downclose bars are filled, upclose bars are hollow. For the upclose bars an opacity can be selected for better visibility.

Arrows: The indicator has an option to display trend changes via an arrow.

Sound alerts: The indicator will alert to trend reversals and potential trend reversals. A potential trend reversal occurs when price touches the stop line intra-bar prior to the confirmation by a close on the other side of the stop line. The sound files are included with the indicator install file. Please unzip and copy them into the program files (x86)\ NinjaTrader 7\ sounds directory or whatever directory is used by NinjaTrader to store the sound files.

Comparing Supertrend U11 to Supertrend M11:

The SuperTrend U11 is a generalization of the SuperTrend M11.

-> The SuperTrend M11 uses the moving median of the arithmetic mean (High + Low)/2 one bar ago and adds/subtracts a multiple of the average true range one bar ago.

-> The SuperTrend U11 allows you to use the median as above , but instead you can also calculate the baseline from a selection of other indicators. These are the options available for the baseline

- a moving median
- a moving mode
- an ADXVMA
- a 2-pole Butterworth filter
- a 3-pole Butterworth filter
- a DEMA (double exponential MA)
- a DSMA (double simple MA)
- a DTMA (double triangular MA)
- a DWMA (double weighted MA)
- an Ehlers filter
- an EMA
- a 2-pole Gauss filter
- a 3-pole Gauss filter
- a 4-pole Gauss filter
- a HMA (Hull MA)
- a Holt EMA
- a Linear Regression indicator
- a LLMA (phase set to 0)
- a SMA
- a 2-pole Supersmoother
- a 3-pole Supersmoother
- a TEMA (triple exponential MA)
- a TMA (triangular MA)
- a TSMA (triple simple MA)
- a TWMA (triple weighted MA)
- a VWMA(volume weighted MA)
- a WMA (weighted MA)
- a ZeroLagHATEMA
- a ZeroLagTEMA
- a ZLEMA

While the SuperTrend M11 uses the average true range as an offset, the offset for the SuperTrend U11, can be selected as

- a moving average (or median, mode) of the simple range
- a moving average (or median, mode) of the true range
- the standard deviation

The added options will not slow down the indicator, as the selection becomes effective, when the indicator is added.

You can reproduce the SuperTrend M11 with the SuperTrend U11, if you apply it to the arithmetic mean (Median in NinjaSpeak) and select "Median" for the baseline, "EMA" for offset smoothing and "True Range" for offset type. However you need to take into account that the ATR uses Wilder's exponential smoothing (smoothing constant k = 1/n) which is different from the EMA (smoothing constant k = 2/(n+1)). For example an offset period of 8 for the SuperTrend M11 will produce a smoothing factor of 1/8 and translate to an offset period of 15 for the SuperTrend U11.

Update July 3, 2012: ADXVMA option for baseline added.
Update July 5, 2012: Bug removed - Butterworth, Gauss and Supersmoother Fillter did not use the specified baseline period.
Update August 17, 2012: Old version of ADXVMA replaced with new version.
Update August 31, 2012: Ehlers filter updated.
Update October 2, 2012: Indicator simplified. Trend state can no longer change intra-bar. Gaussian and Ehlers filters updated. Mode removed from options.
Update October 3, 2012: Indicator now allows for displacement. BoolSeries modified for accessing the trend. Trend change intra-bar is possible with option reverse intra-bar and COBC = false.
Update March 5, 2013: Arrows now plotting one bar earlier for the option Reverse intra-bar = true.

For the last three updates you also need to update Bollinger Universal & Keltner Universal, if you have them installed. Please remove old versions of those indicators first.

Details: SuperTrend U11

March 6th, 2013
Size: 285.67 KB
Downloaded: 7821 times

Keywords: atr averagetruerange median movingmedian supertrend trailingstop

MousePanToolbar - version 1.00

The features of this indicator have been incorporated into a new version of MousePan - which I recommend over this version.

The combined version lets you use the tool bar and the keyboard, which has advantages if you use chart trading.

***** Depreciated code - see above ******

This is a variation of the MousePan indicator for NT7, which is enabled or disabled using a modification to the charts toolbar. Unlike MousePan, there is no keyboard shortcut needed to pan the chart.

This is useful if you like to use a fixed scale on charts to avoid NT zooming in too much when the range is low, since that would make small movements look large.

If you need to modify a drawing on the chart, turn off panning by clicking "Pan" on the toolbar and then enable panning when done.

When enabled, the chart can be moved up or down by dragging with the mouse held over the chart (hold the left mouse button down to drag).

*** Be aware that enabling chart pan with this indicator may cause problems if you use chart trading unless you turn off panning before modifying orders on the chart. If so, you may prefer to use MousePan which is enabled momentarilty with a control key on the keyboard.

Details: MousePanToolbar - version 1.00

February 28th, 2013
Size: 3.54 KB
Downloaded: 335 times

Bollinger Band Squeeze with Sound Alerts

Exported using NT Version 7.0.1000.11

This is a simple Bollinger Band Squeeze. The Bollinger Band Squeeze compares directional volatility as measured by the standard deviation to non-directional volatility as measured by the average range.

The squeeze is a situation, where Bollinger Bands are inside a Keltner Channel. This indicator does not plot the Bollinger Bands and the Keltner Channels, but plots the distance of the Bollinger Band from the Keltner Channel and displays it as a histogram.

When the histogram has a positive value: This means that the Bollinger Bands are outside the Keltner Channel. Directional volatility is high or normal.

When the histogram has a negative value: This shows low directional volatility, which is called "the squeeze". For better visibility, the squeeze is reinforced with dots. When activated, sound alerts will inform you that the squeeze is on.

A squeeze is a good opportunity to enter a position, as it reflects a temporary period of balancing or indecision. To determine the direction of the expected breakout from the squeeze, other indicators should be used. In his book "Mastering the Trade", John F. Carter suggests a momentum indicator do determine the direction of the trade, but I do not think that this is sufficient to create a profitable system. You will need further indicators.

If you enter a trade during a squeeze, this usually leads to a good reward-to-risk ratio, as you will typically be able to use narrower stops during low volatility periods.

Details: Bollinger Band Squeeze with Sound Alerts

February 24th, 2013
Size: 8.34 KB
Downloaded: 2491 times

Keywords: bollinger bollingerbands range squeeze standarddeviation truerange

Full IB range bands - ryanIBbands

Exported using NT Version 7.0.1000.11

Indicator will only run on NT 7.0.1000.5 or later

This is a modified version of Fat Tail IB bands V38

It has added deviation for a full 4 standard of deviations

""Use at own risk as i am not a professional programmer""

The indicator displays the current open, the initial balance (IB) and upper and lower range bands that are calculated by adding and subtracting fractions of the initial balance to the IB high and IB low.

You can only use this indicator with an appropriate session template. The opening time will align itself to the start time of the RTH session, as specified via session template. The hybrid setting assumes that you want to use the 3rd intraday session as RTH session for FOREX and currency futures and the second session for all other instruments.

Example ES: Select a session template with the following sessions: Session 1 (night session) 15:30 - 8:30 Central Time, Session 2 (RTH) 8:30 - 15:15 Central Time. Select second session for opening range.

Select length of opening period: The length of the opening range can be selected via indicator dialogue box The default setting is 60 minutes.

Multipliers for range bands: The multipliers for the upper and lower range bands can also be changed. The default settings for the bands are 0.5, 1 and 2, meaning that the first upper band is built from the IB high by adding half of the IB range, and similar for the other bands.

Developing range: Prior to the completion of the initial balance, the indicator plots the developing ranges in gray to show that the ranges are still unstable.

Night session or pre-session range: The indicator also has an option to display the full night session, European or Asian session range. This feature is not used with the default settings. I did not add it on purpose, it was already part of the opening range indicator, and it was easier to leave it than to remove it.

European Session Range: You can select start and end time of the European Session in CET (Central European Time). The European Session is pre-configured for the time between 8:00 AM and 1:00 PM CET.

Asian Session Range: You can select start and end time of the Asian Session in TST (Tokyo Standard Time). The Asian Session is pre-configured for the time between 9:00 AM and 3:00 PM TST.

Update June 2, 2011: New signature for GetNextBeginEnd() implemented.
Update June 11, 2011: Small bug removed, indicator did not display opening range and pre-session range correctly during the training period (first bars of the chart, after scrolling to the left horizontally).
Update June 21, 2011: The indicator now works with half-pip FOREX feeds. Indicator dialogue box improved.
Update July 25, 2011: Serialization of the plots and indicator dialogue box changed.
Update January 24, 2012: Offset added, opening period no longer needs to be aligned to session start.
Update February 19, 2012: Option added to cut off the opening range at the next session break.

Details: Full IB range bands - ryanIBbands

February 8th, 2013
Size: 9.75 KB
Downloaded: 793 times

Current Week Vwap Bands - ryanCurrentWeekVwapV40

Exported using NT Version 7.0.1000.11

Indicator will only run on NT 7.0.1000.5 or later

This is a modified version of Fat Tail SessionVWAP Week V40

It has Half Deviation bands and more colour control over the individual bands

""Use at own risk as i am not a professional programmer""

Exported using NT Version 7.0.1000.8

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_Last: 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 has two advantages. It corrects for a trend and it is much faster to calculate. It is therefore the default method of the indicator, and should always be used on high resolution charts built from ticks.

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 update, also see the SessionVWAP Week V40.

Update January 25, 2012: Minor enhancements. Small bug removed, which had affected the plot colors.

Details: Current Week Vwap Bands - ryanCurrentWeekVwapV40

February 5th, 2013
Size: 8.19 KB
Downloaded: 467 times

Sub-Session Highs and Lows (user-defined times)

A simple indicator to show the first two sub-sessions highs and lows, as defined by user inputs for:

sub-session 1: from start of session until end of sub-session 1
sub-session 2: from end of sub-session 1 to end of sub-session 2

So there are two input parameters for setting the time when the first sub-session should end and when the 2nd sub-session should end.

24 hour clock values only and I still have to code a time-zone parameter to take care of special situations like the daylight saving time shift difference between London and New York - America changes over 2 weeks prior to the EU in spring, so at the moment if that affects you, you would have to adjust the parameters temporarily - i.e. it's necessary to adjust these input parameter values in March and in October when there is a period after the USA clocks change and before the European clocks change, if you're based in the EU and your sub-sessions define non-EU time-zones.

Basically if you are using the US East Coast time zone, you won't need to worry about that.

Change Log

Changed name to PermaCodeSubSessions
fixed bug where data gaps would snarl up session start times

Version 1 as at 2012-02-05.

Added a bug fix at 2012-04-12

Details: Sub-Session Highs and Lows (user-defined times)

February 5th, 2013
Size: 2.20 KB
Downloaded: 287 times

Current Day Vwap Bands - ryanCurrentDayVwapV40

Exported using NT Version 7.0.1000.11

Indicator will only run on NT 7.0.1000.5 or later

This is a modified version of Fat Tail SessionVWAP Daily V40

It has Half Deviation bands and more colour control over the individual bands

""Use at own risk as i am not a professional programmer""

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_Last: 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 has two advantages. It corrects for a trend and it is much faster to calculate. It is therefore the default method of the indicator, and should always be used on high resolution charts built from ticks.

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. 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.

Details: Current Day Vwap Bands - ryanCurrentDayVwapV40

January 29th, 2013
Size: 8.68 KB
Downloaded: 1009 times

BarChartDotComVolumes

This indicator displays the contract with the highest EndOFDay or IntraDay volume for a list of unlimited number of instruments. The volume data is fetched form BarChart.com.

I use it to identify when to switch contracts around contract Rollover time since I want to trade the contract with the highest volume. The conventional way traders generally do this is to load the current and next futures contracts in NT Market Analyzer, and watch all the volume there. This forces you to update the contracts list every month, and also takes up NT resources to continually process volume data for multiple contracts.

This indicator uses no NT resources, and you never have to update any contract lists with future contracts. You get the volume information on demand, for an unlimited number of specified contracts.

- Use the 'Symbols' parameter to specify which contracts you want to see.
- Press the 'Vol+' chart button to toggle the display of the text On/Off on the chart

Note: The coding may need to change in the future if/when Barchart.com makes changes to the format of the associated web page the data is fetched from.

Details: BarChartDotComVolumes

December 16th, 2012
Size: 3.79 KB
Downloaded: 553 times

Keywords: barchart barchart.com contract highest monpere rollover volume

Larry Williams Accumulation Distribution with SMA

A user requested I provide an original version of the Larry Williams Accumulation Distribution without a volume component using an SMA.

Details: Larry Williams Accumulation Distribution with SMA

December 15th, 2012
Size: 3.96 KB
Downloaded: 776 times

AdaptiveSuperTrend

Found on NT forums.
( OP: lgarcia3 NinjaTrader Support Forum - View Profile: lgarcia3 )

More information at: Adaptive SuperTrend - NinjaTrader Support Forum

Details: AdaptiveSuperTrend

December 10th, 2012
Size: 6.49 KB
Downloaded: 696 times

nfsCandles

This is a very simple/simplistic indicator that adjusts the outline, wick and bar body color all to the same color and it works with normal candles or HeikenAshi (HA) Candles.

Details: nfsCandles

December 2nd, 2012
Size: 5.06 KB
Downloaded: 382 times

Keywords: candle outline

UniRenko Projected Bar Closes

Indicator marks where current UniRenko bar will close in both directions.

Details: UniRenko Projected Bar Closes

November 29th, 2012
Size: 2.13 KB
Downloaded: 3131 times

Keywords: bar close monpere predict predictor projected renko unirenko universal

CSK_ChartScale

NinjaTrader Ver 7.0.1000.8

Same purpose as ChartScale indicator but much superior and requires just one TickRange parameter. It will work perfect in history while you scrolling back.

Details: CSK_ChartScale

November 24th, 2012
Size: 1.85 KB
Downloaded: 718 times

TD- series indicators

The following 3 indicators are posted here after receiving a request.

They are similar to (if not duplicates of) other indicators in the downloads section and just tweaks to stock NT indicators to color the underlying indicator based on its slope, simply to make it easier to judge slope.

Notes:

1. The TDMACD indicator is slightly different than conventional MACD in that the histogram is MACD itself rather than the difference between MACD and its average, and an envelope has been added to the histogram to smooth its edges.

2. For newbies--install the package using the NT import utility ("File > Utilities > Import Ninjascript...") unless you know what you're doing (in other words e.g. do not unZIP the package and try to install by any other means)

3. If you import the ZIP file note that @MAX.cs, @MIN.cs, @EMA.cs and @SMA.cs are along for the ride and can be excluded.

Details: TD- series indicators

November 23rd, 2012
Size: 14.78 KB
Downloaded: 680 times

Keywords: tdmacd tdsma tdstochastics

OIF CLose Position With Button

FOR CHART TRADERS: This indicator is a sample of how to automate the exit of a position with a chart indicator

Version 1.1
Exported with NT 7.0.1000.11
(1.0 did not connect the Parm to the Button correctly)
(1.0 did not have MA plots
(1.1 now detects the account with the position, SIM and REPLAY overridden by live account)
(1.1 does not toggle exit button when position is closed, 1.0 did)

The method of closing the position is through an OIF file written into the "My Documents\NinjaTrader 7\Incoming" folder.

In this exmaple, when the Exit button is White
a long position is exited on a CrossUnder EMA13 x SMA20
a short position is exited on a CrossOver EMA13 x SMA20

NOTE: Change the variable OIF_Folder to point to your My Documents folder.
THE ATI INTERFACE OPTION MUST BE SELECTED ON CONTROL CENTER / FILE

This indicator creates a Exit button on the toolbar
When the Exit is enabled, the button is White
When the Exit is disabled, the button is Gray

Details: OIF CLose Position With Button

October 29th, 2012
Size: 6.69 KB
Downloaded: 313 times

Spread between bid and ask

This simple indicator shows, on the top right hand corner of any chart that you load it on, the spread between the bid and ask prices. I find it very helpful to use if you have a strat running on a chart (versus trading manually off the chart using the ChartTrader button).

Details: Spread between bid and ask

October 27th, 2012
Size: 1.96 KB
Downloaded: 486 times

ADX BollingerBandwidth CCI indicator

This is a variation of the CCI indicator that also takes inputs from ADX and Bollingerbandwidth. You can change any of the parameters for the inputs. The indicator looks a lot like the CCI indicator except on big moves and trending moves, where the ADX and bollingerbandwidth give extra weight to the indicators movement.

Update:

here's the code snippet for entry signals for a strat based on this indicator crossing above and under the zero line (with adxperiod, bbwidthperiod and cci period all set at 20 and stdev set at 2. You can screw around with the setting):

For long entries:

if (Adxbbwidthcci(20, 20, 20, 2).ADXBBCCILINE[0] > 0 && Adxbbwidthcci(20, 20, 20, 2).ADXBBCCILINE[1] < 0)

For short entries:

if (Adxbbwidthcci(20, 20, 20, 2).ADXBBCCILINE[0] < 0 && Adxbbwidthcci(20, 20, 20, 2).ADXBBCCILINE[1] > 0)

Additionally, I found the following filter works well with the strat based on this indicator:

// no zero line cross above in last 10 bars for adxbbwcci (you can of course tweak so no zero line cross for at least X bars):

if (CountIf(delegate { return (Adxbbwidthcci(10, 10, 10, 2).ADXBBCCILINE[1] * 1000) > 0;}, 10) >= 10)

Good luck.

Details: ADX BollingerBandwidth CCI indicator

October 27th, 2012
Size: 9.10 KB
Downloaded: 935 times

TimeZoneColor for BH/Strategies

This is an improved version of the original posted by @monpere.
This colors 3 different time zones. It allows for timezones that cross date boundaries and shows overlapping timezones by merging the 2 time zone colors. It also display the name of the timezone or names of overlapping time zones. It is an update of the ColoredTimeRegions indicator.

-Added BoolSeries for each timezone for use with BloodHound & strategies. True = in timezone.
-Added a color for when no market is open.
-Fixed Transparent color use.
-Fixed text function when multiple dataseries are on the chart. (text is disabled)
-Added auto text color change depending on chart background color.

Details: TimeZoneColor for BH/Strategies

October 8th, 2012
Size: 4.82 KB
Downloaded: 774 times

Toolbar Shortcut Indicator

Toolbar Shortcut

This is a really cool handy tool for traders who like to draw objects on their charts, such as fibs, channels, trend lines, text, markers, shapes, etc. This indicator will place a drawing toolbar on the left side margin of the chart for drawing chart objects with a single click, a feature currently missing in NT7.

Exported with NinjaTrader 7.0.1000.10
credit: NT Forum

Revision V1 - October 5, 2012

- Added additional buttons for Snap Mode, and Stay in Draw Mode
- Added code to prevent termination of the indicator if there is not sufficient bars.
- Thanks to @dorschden for pointing out the bug.

Exported with NinjaTrader 7.0.1000.11

Details: Toolbar Shortcut Indicator

October 5th, 2012
Size: 3.17 KB
Downloaded: 2773 times

Gaussian Filter

Exported using NT Version 7.0.1000.11

This is Gaussian Filter, as described by John F. Ehlers in his publication "Gaussian and other Low Lag Filters". The number of poles can be selected between 1 and 4.

The chart shows that the 1 pole filter (yellow) gives a better approximation for price, while the 4 pole filter (blue) offers superior smoothing.

Update October 1, 2012: Small bug removed. Indicator will now correctly display when a period of 1 is selected.

Details: Gaussian Filter

October 1st, 2012
Size: 2.25 KB
Downloaded: 1163 times

Keywords: gaussian movingaverage signalprocessing

Distance Coefficient Ehlers Filter

Exported using NT version 7.0.1000.11

This is a nonlinear FIR filter based on the work of John F. Ehlers. A short description of the methdology can be found here:

https://www.mesasoftware.com/Papers/Ehlers%20Filters.pdf

The filter follows the EasyLanguage code, which you will find under Figure 6 in the paper cited above. However, it uses a 4-period triangular moving average as input series, where the code example relies on the bar center.

The Distance Coefficient Ehlers Filter is already included with the Bollinger Bands Universal, Keltner Channel Universal, SuperTrend U11 and Heikin Ashi indicators, but I had not made it available so far as a separate download.

Update October 1, 2012: Small bug removed. Indicator will now correctly display when a period of 1 is selected.

Details: Distance Coefficient Ehlers Filter

October 1st, 2012
Size: 5.80 KB
Downloaded: 576 times

Keywords: ehlers filter fir

Visual EMA Multi-Timeframe

Exported using NT Version 7.0.1000.11

Indicator will only run on NT 7.0.1000.4 or later.

The VisualEMA is a MTF (multi-timeframe) version of the Exponential Moving Average. It will plot on any chart and allows to calculate the moving average

- from minute bars
- from second bars
- from tick bars
- from range bars
- from volume bars

For example you can display an hourly EMA on a 277 tick chart, or display a 12-period EMA calculated from a 100 tick chart on a 5 range chart.

The indicator has three modes to display the moving average:

StrategicMode: The first bar series collects the values from the secondary series without any lag on historical data, but a 1-tick lag on real-time data. This mode does not repaint, but shows the values originally recovered from the secondary bar series. On the chart the indicator in Strategy Mode is plotted yellow.

FirstTickMode: To avoid the lag for similar bars with identical time stamps, the indicator repaints the indicator value for the prior bar, after the first tick of the current bar has been registered. The one-tick repainting reduces the lag. On the chart the FirstTick Mode is shown in red.

Visual Mode: To make it easier to use the indicator visually, the indicator interpolates the distance between two consecutive bars of the secondary bar series. The interpolation algorithm works in real-time and simulates the CalculateOnBarClose = false mode for the indicator relative to the secondary bar series. It repaints the current leg of the indicator back to the prior bar of the secondary series. The interpolation adapts itself to equidistant or non-equidistant charts. The Visual Mode is shown in aqua.

This indicator comes as a protected assembly, so you cannot directly access the code.

Update August 30, 2011: 1-Tick Repainting for VisualMode and FirstTickMode was only enabled for fixed period bars. It is now also available for other bar types.
Update September 6, 2011: Bug fixed. VisualMode interpolation could be a few ticks off on real-time data.
Update November 9, 2011: Indicator entirely recoded, robustness and speed improved, lag reduced.
Update November 23, 2011: Indicator was lagging with CalculateOnBarClose = true setting. Lag is eliminated.
Update January 5, 2012: Option added to select color according to the slope of the VisualEMA. Paintbars added as a trendfilter.
Update August 15, 2012: Code updated to allow for displacement of indicator.
Update September 29, 2012: Renko option removed. Indicator could not always be called from a strategy, bug removed.

Please remove prior versions of the indicator, before installing the new release:
(1) Remove old assembly via File -> Utilities -> Remove NinjaScript Assembly.
(2) Shut down NinjaTrader and restart it.
(3) Install new file via File -> Utilities -> Import NinjaScript.

Details: Visual EMA Multi-Timeframe

September 29th, 2012
Size: 47.89 KB
Downloaded: 6959 times

Keywords: ema movingaverage mtf multi-timeframe

Visual SMA Multi-Timeframe

Exported using NT Version 7.0.1000.11

Indicator will only run on NT 7.0.1000.4 or later.

The VisualSMA is a MTF (multi-timeframe) version of the Simple Moving Average. It will plot on any chart and allows to calculate the moving average

- from minute bars
- from second bars
- from tick bars
- from range bars
- from volume bars

For example you can display an hourly SMA on a 235 tick chart, or display a 11-period SMA calculated from a 500 tick chart on a 7 range chart.

The indicator has three modes to display the moving average:

StrategicMode: The first bar series collects the values from the secondary series without any lag on historical data, but a 1-tick lag on real-time data. This mode does not repaint, but shows the values originally recovered from the secondary bar series. On the chart the indicator in Strategy Mode is plotted yellow.

FirstTickMode: To avoid the lag for similar bars with identical time stamps, the indicator repaints the indicator value for the prior bar, after the first tick of the current bar has been registered. The one-tick repainting reduces the lag. On the chart the FirstTick Mode is shown in red.

Visual Mode: To make it easier to use the indicator visually, the indicator interpolates the distance between two consecutive bars of the secondary bar series. The interpolation algorithm works in real-time and simulates the CalculateOnBarClose = false mode for the indicator relative to the secondary bar series. It repaints the current leg of the indicator back to the prior bar of the secondary series. The interpolation adapts itself to equidistant or non-equidistant charts. The Visual Mode is shown in aqua.

This indicator comes as a protected assembly, so you cannot directly access the code.

Update August 30, 2011: 1-Tick Repainting for VisualMode and FirstTickMode was only enabled for fixed period bars. It is now also available for other bar types.
Update September 6, 2011: Bug fixed. VisualMode interpolation could be a few ticks off on real-time data.
Update November 9, 2011: Indicator entirely recoded, robustness and speed improved, lag reduced.
Update November 23, 2011: Indicator was lagging with CalculateOnBarClose = true setting. Lag is eliminated.
Update January 5, 2012: Option added to select color according to the slope of the VisualSMA. Paintbars added as a trendfilter.
Update August 15, 2012: Code updated to allow for displacement of indicator.
Update September 29, 2012: Renko option removed. Indicator could not always be called from a strategy, bug removed.

Please remove prior versions of the indicator, before installing the new release:
(1) Remove old assembly via File -> Utilities -> Remove NinjaScript Assembly.
(2) Shut down NinjaTrader and restart it.
(3) Install new file via File -> Utilities -> Import NinjaScript.

Details: Visual SMA Multi-Timeframe

September 29th, 2012
Size: 48.34 KB
Downloaded: 7077 times

Keywords: movingaverage mtf multi-timeframe sma

BarTimer with Audio Alert

Exported using NT Version 7.0.1000.25

This is a simple bar timer for minute charts with an added audio alert.

Copy your favourite sound file into the directory -> programs -> NinjaTrader 7 -> sounds. Now enter the name of that sound file and the leadtime in seconds via indicator dialogue box.

The indicator name is "anaBarTimer". Please do not confuse it with the default NinjaTrader BarTimer.

Please note that NinjaTrader 7 does not support wav/MPEG. wav/MPEG files need to be converted to wav/PCM files first.

Update September 20, 2012: Indicator triggered random alerts during off-session times, when no ticks were arriving. Bug removed. Font size of display can now be selected.

Update November 21, 2014: Option added to select the fontstyle (regular, bold, italic ...)

Details: BarTimer with Audio Alert

September 20th, 2012
Size: 3.69 KB
Downloaded: 1907 times

Keywords: alert audio bartimer

Sidhu Moving Average

Well Sidhu Moving Average takes best from all the different Adaptive moving averages and combines it into One Average.It utilizes FantailVMA1, FantailVMA3, Kaufman AMA and Chande 's VMA.While these averages have their own merits , however i wasnt satisfied using just anyone of these because one excelled at smoothing, the other at reponsiveness so i decided to adopt the middle path.This gave birth to SidhuMA.Its has option to select any one average to all the four different averages and what it does is, it plots the half of it on chart i.e (( Avg1 + Avg2 +Avg3+Avg4)/2) with WMA as smoothing factor.

The different averages can also be plotted on the chart along with the SidhuMA, just change the default color from transparent to whatever you like.

This average gives you the best that is out there!

P.S :Special thanks to the creator of FantailVMA for doing an amazing job!

Details: Sidhu Moving Average

September 4th, 2012
Size: 20.45 KB
Downloaded: 386 times

SessionNoiseBands V39

Exported using NT Version 7.0.1000.10

This indicator is an old version and there will be no more maintenance. All the features have now been integrated with the SessionPivots indicator that can be downloaded here:

https://nexusfi.com/download/ninjatrader-7/indicators/371-download.html?view

The indicators that come with the SessionPivots package also allow to display weekly and monthly noise bands.

Indicator will only run on NT 7.0.1000.5 or later.

The indicator identifies the intraday volatility generated by noise traders. The daily noise is defined as the smaller of (High - Open) and (Open - Low). The indicator detects the average daily noise (ADN) for two selectable periods and uses them to calculate intraday targets, which are displayed as noise bands. The upper band is calculated by adding the expected noise to the current open, the lower band is calculated by subtracting the expected noise from the current open.

The daily noise can be calculated and displayed for the full session or any intraday (RTH) session defined via the template. The indicator also can display OHL and Dynamic Fib Lines for the current session.

Indicator Settings

BandRange: The default setting uses 100% of the ADN of the selected period. Instead of using 100% you can select any other percentage to calculate the intraday target bands.

Include After-Session : If set to true, the volatility bands of an intraday session will be extended to the next session, the after-session, but not recalculated. Default value is "false".

Period(1) for the average daily range: This is the shorter period used to calculate average daily range. Default value is 3 days, maximum selectable is 100 days.

Period(2) for the average daily range: This is longer period used to calculate the average daily range. Default value is 10 days, maximum selectable is 100 days.

Session: Select between the full ETH and the RTH session. Default value is "ETH."

Session for RTH: Select the RTH session, for which you want to display the bands. For FOREX, you would select "First" for the Asian session, "Second" for the European session and "Third" for the US session, if you use a session template with 3 intraday sessions. For ES you would select "Second", if your session is divided into night and day session. Default value is "Second". This option only applies, if "RTH" has been selected under "Session". A hybrid setting selects the third intraday session for FOREX and currency futures, and the second intraday session for all other futures contracts. Only select it, if you use triple session templates (Asian, European, US) for FOREX and Currency Futures.

Show Current Open: Selects or unselects Current Open.

Show Dynamic Fib Lines: Selects or unselects intraday Fibonacci retracements. Fib retracements will only be shown if Show High/Low is set to true.

Show High/Low: Selects or unselects to show the current day's high and low.

Show Noise Bands: Selects or unselects projection bands.

Show Noise Labels: Selects or unselects projection band labels.

Show Range Data: Displays average daily ranges and current day's range for the selected session in the upper left or upper right corner of the chart.

The indicator calculates the average daily noise without using range data from holiday sessions.

FOREX / Currency Futures: Daily Ranges are displayed in PIPS.

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 2, 2011: New signature for GetNextBeginEnd() implemented.
Update June 20, 2011: The indicator now works with half-pip FOREX feeds. Indicator dialogue box improved.
Update June 25, 2011: Band colors were not serialized and therefore did not keep the selected color, when saved as part of a template or workspace.
Update July 11, 2011: Band colors change when the noise bands are penetrated. The signature for DrawRectangle() was changed to avoid some rare problems.
Update July 19, 2011: Serialization of the plots changed.
Update September 24, 2011: ChartControl checked for null, indicator can now be called by strategies.
Update August 28, 2012: Globex Holiday Calendar for 2012 added. Custom plot recoded to remove a minor bug and improve CPU efficiency.

Details: SessionNoiseBands V39

August 28th, 2012
Size: 13.00 KB
Downloaded: 3532 times

Keywords: noise rds sessions stretch volatility

Trigger Lines

Exported using NT 7.0.1000.15

This is a simple implementation of the trigger lines which can be used as a trend filter. The trigger lines are composed of a linear regression indicator (LinReg) and a signal line, which is calculated as the exponential moving average (EMA) of the linear regression line.

When the LinReg indicator crosses above the signal line, it is considered bullish, if it crosses below, it is considered bearish.

The indicator allows to select a color for bullish and bearish conditions and shades the area between the trigger lines.

Default values used for the periods are 80 for the LinReg indicator and 20 for the EMA.

Update January 13, 2011: Indicator speed improved.
Update August 25, 2012: Algorithm for draw area improved to work with COBC = false.
Update October 5, 2013: Indicator code modified to allow for correct coloring when the plot is shifted.

Details: Trigger Lines

August 25th, 2012
Size: 7.91 KB
Downloaded: 4002 times

Keywords: ema linreg regression triggers triggerlines

TradeRuler

Places trade targets ruler on chart and calculates risk/reward/position sizing for trade planning, review and management, using Van Tharp style Risk based position sizing

Setting Lines:
- Middle mouse button click above/below any bar shows ruler for long/short respectively
- Shift-Middle mouse button sets entry line
- Control-Middle mouse button sets stop line
- Alt-Middle mouse button sets target line

Moving Lines:
- Lines can be selected and moved separately
- CTRL-ALT locks line relationships. Moving one line moves all lines together
- CTRL-ALT again unlocks line relationships

Clearing lines:
- The same key combination on a displayed line, erases that line
- Middle mouse button click on vertical line of the displayed ruler, erases the ruler.
- Control-Alt-Shift Middle mouse button erases all lines
- Unlimited stops and targets are allowed

If no entry/stop/target lines are explicitly set, then they are defaulted to high/low/close of the associated candle.

...

To change position sizing calculations:
- Change AcctSize, AcctRisk, and FixedShares user parameters
- or specify them in the line input boxes on the chart as follows:

100 => means trade a fixed size of 100 shares/contracts
$100 => means max stop loss size is $100
2% => means risk only 2% of AcctSize

Version: V3

Details: TradeRuler

August 21st, 2012
Size: 9.89 KB
Downloaded: 1865 times

Keywords: a1traderuler.zip

HeikenAshi with true OHLC prices

Show candle true OHLC prices overlayed on HeikenAshi bars

Details: HeikenAshi with true OHLC prices

August 16th, 2012
Size: 3.55 KB
Downloaded: 1627 times

Keywords: ashi close heiken heikenashi high low monpere ohlc open overlay price

NYSE TICK Advance/Decline Market Internals

Created this indicator to plot the 1 minute NYSE TICK and Advance/Decline on my range bar trading charts. I use it to see high/low TICK thresholds, TICK divergences, and A/D line market strength, used together to predict short term overbought/oversold market reversals. This can tell you when a pullback is imminent, or help trade reversals.

The necessary candles are artificially filled in to preserve the main chart bar spacing, but the high/low thresholds are retained. It also marks the 1 minute high/low TICK thresholds on the chart. The A/D line plot can be toggled on/off using CTL-ALT key stroke.

Note: You must have the NYSE TICK (^TICK) and Advanced Decline (^ADD) symbols defined in your Instrument database.

Details: NYSE TICK Advance/Decline Market Internals

July 22nd, 2012
Size: 5.56 KB
Downloaded: 1510 times

Keywords: advance decline internal internals market monpere tick

Gann HiLoActivator U1

Exported using NT Version 7.0.1000.10

This is a new implementation of the Gann HiLo activator for NinjaTrader 7. The HiLo Activator was introduced by Robert Krausz with his FibonacciTrader and first described by him in "The New Gann Swing Chartist", which was published in the TASC magazine (Stocks & Commodities V16:2, pp 57-66) in 1998. The original HiLo Activator was a three day simple moving average calculated from the daily highs and the daily lows.

The HiLowActivator gives a reversal signal, when the bar closes below the low average in an uptrend or above the high average in a downtrend. The HiLoActivator should be used in conjunction with other indicators.

This NinjaTrader version has a few particularities:

- It calculates the indicator value from the prior bar, that is one period ago. This is the reason that I have called it U1 in line with the SuperTrend U11 indicator.

- With historical data and CalculateOnBarClose = true: Signals are generated for the current bar.

- With real-time data: The reversal signal is generated, when the first tick of the following bars confirms that the previous bar has been closed. It is recommended to use the One-tick repaint option with real-time data. The signal will then be shown for the bar which actually broke the stopline. The One-Tick repaint option is deactivated per default, to avoid any problems, if the indicator is called by a strategy.

Paintbars: The indicator has an option to display the trend via paintbars. Donwclose bars are filled, upclose bars are hollow. For the upclose bars an opacity can be selected for better visibility.

Arrows: The indicator has an option to display trend changes via an arrow.

Sound alerts: The indicator will alert to trend reversals and potential trend reversals. A potential trend reversal occurs when price touches the stop line intra-bar prior to the confirmation by a close on the other side of the stop line. The sound files are included with the indicator install file. Please unzip and copy them into the program files (x86)\ NinjaTrader 7\ sounds directory or whatever directory is used by NinjaTrader to store the sound files.

The HiLoActivatorU1 can calculate the stop line from the following moving averages:

- a moving median
- an ADXVMA
- a 2-pole Butterworth filter
- a 3-pole Butterworth filter
- a DEMA (double exponential MA)
- a DSMA (double simple MA)
- a DTMA (double triangular MA)
- a DWMA (double weighted MA)
- an Ehlers filter
- an EMA
- a 2-pole Gauss filter
- a 3-pole Gauss filter
- a 4-pole Gauss filter
- a HMA (Hull MA)
- a Holt EMA
- a Linear Regression indicator
- a SMA
- a 2-pole Supersmoother
- a 3-pole Supersmoother
- a TEMA (triple exponential MA)
- a TMA (triangular MA)
- a TSMA (triple simple MA)
- a TWMA (triple weighted MA)
- a VWMA(volume weighted MA)
- a WMA (weighted MA)
- a ZeroLagHATEMA
- a ZeroLagTEMA
- a ZLEMA

Before installing the indicator you need to update SuperTrendU11, Bollinger Universal & Keltner Universal, if you have them installed. Please remove old versions of those indicators first.

Details: Gann HiLoActivator U1

July 12th, 2012
Size: 277.23 KB
Downloaded: 3080 times

Keywords: gann hiloactivator stopandreverse trailingstop

ADXVMA - Recoded for NT7

Exported using NT Version 7.0.1000.10

Why code another version of the ADXVMA?

All previous versions of the ADXVMA are based on a dirty transcript from MetaTrader which has a number of bugs, inconsistencies or variables that are not being used. This is just an attempt to clean up the mess and come up with a proper version. These are the changes:

Initialization: Most versions are initialized with a value of 0 instead of Input[0], this usually creates false values for the first 100 or 200 bars.

Redundant variables: The transscripts from MetaTrader use 4 different variables for the period, although it is always the same period. A variable used for the shift in MetaTrader is carried around, although it always has the value 0.

Inefficient algorithms: The indicator mostly uses Wilder's smoothing for calculating exponential averages from the positive and negative Momentum. The smoothing constant k is calculated once and applied to the various steps required for smoothing. Searching the highest and lowest value for the last n+1 period was hidden in a complex algorithm.

Input Series: The prior versions can only be applied to the close, this version also accepts other input series, such as the high, low or the typical price of the selected instrument.

Trendfilter: The indicator can best be used as a trendfilter. The trend state, which can be positive, negative and neutral, is exposed via an IntSeries, which can then be accessed by other indicators and strategies. The trend can also be shown via a paintbar option.

Update June 11, 2012: Trendfilter and colors modified to avoid frequent trend changes.
Update July 3, 2012: Serialization of display options changed. This will make it simpler to call the indicator from other indicators or strategies.

Details: ADXVMA - Recoded for NT7

July 3rd, 2012
Size: 8.56 KB
Downloaded: 3004 times

Keywords: adxvma average moving trendfilter vidya

MACD BB Lines V3

Exported using NT Version 7.0.1000.10

This is a fast version of the MACD BB Lines indicator. The MACD settings and the band period, the multiplier for the standard deviation, the dotsize and all colors can be selected.

Different colors can be selected for a rising and falling MACD and for dots outside and inside the Bollinger Bands. The zeroline crosses are indicated by large dots. The zeroline itself can be used as a trend filter.

Paint Bars: The price bars can be painted in the same color as the dots. To allow for differentiating downcloses from upcloses, downcloses are filled while upcloses are hollow bars. The opacity for the upcloses can be selected.

Alerts: Breakouts from the Bollinger Band (violation dots) can be indicated with arrows or sound alerts. A sound alert for zeroline crosses has also been added.

This indicator can also be used on multiseries charts or charts with equidistant bar spacing set to "false".

The default colours are adapted to dark backgrounds. Please change them, if you use the MACDBBLines on a lighter background.

The sound files are included with the zip file. You have to unzip them manually and copy them to the NinjaTrader sounds directory.

Update April 5, 2011: You can now select different colors for
- rising MACD below upper Bollinger Band
- rising MACD above upper Bollinger Band (trending)
- falling MACD above lower Bollinger Band
- falling MACD below lower Bollinger Band (trending)
Update July 17, 2011: Indicator simplified.
Update September 6, 2011: Options for customizing plots added.
Update February 8, 2011: Paintbars added.
Update May 17, 2012: Arrows and sound alerts added. Opacity for upclose paint bars is selectable.

Details: MACD BB Lines V3

May 17th, 2012
Size: 354.34 KB
Downloaded: 8629 times

Keywords: macd macdbb macdbblines

xcStoch......(crosschart Stochastics)

05/24/2013)
DEPRECATED..... use the new version xcStochMACD ....

Allows you to plot a Stochastic from a different time frame on your chart.
Typical use is to view a larger time frame Stochastic on a smaller (faster) chart....
(EX: Plot a 5min Stochastic on a 1min chart).

Also allows you to plot a Stochastic from a different BarType on your chart.
The example shown plots a RangeNoGap(5) on a Tick Chart.....but you can plot
Minute Stochastic on Tick Charts or Range charts....or vice versa. You can plot
any accepted bartype Stochastic on any other accepted bartype chart.

Accepts standard Ninja Minute, Tick, and Range bars.....and.....accepts BMT RangeNoGap Bars.
(NOTE: For those who do not have the RangeNoGap bars installed, you may get a warning message in the Ninja Log informing you that "Custom2 could not be found". In this case Ninja simply uses the default value of the indicator. Ninja will work quite fine....but if you have occasion to check your logs, it will let you know that you don't have that bartype installed.

CAUTION: if you plot a Stochastic from a very small/fast chart, on an extremely large/slow chart...the code will still work, but the "visual" effect will most likely not be helpful. The Stochastic from the fast time frame will go up and down so much that it will look like a fine tooth comb.....

Details: xcStoch......(crosschart Stochastics)

May 12th, 2012
Size: 12.50 KB
Downloaded: 486 times

Regression Channel V3

Here is a simple mod to the Fat Tails anaRegressionChannel with slope up/down colors. For more information see the original indicator here.

4/26/12 - Replaced with a version that allows the lines to have the correct colors as the chart is scrolled. Originally it was just a real time indicator.

Details: Regression Channel V3

April 27th, 2012
Size: 3.46 KB
Downloaded: 1522 times

PermaCode Chart Trader - extras for the NT7 Chart Trader

I wrote some simple stuff to add extra functionality to use the spare space in the Chart Trader column in NT7.

displays average bid/ask spread
displays current time
displays remaining time before current bar closes on chart
displays number of points of current bar's High to Low
displays number of points of current bar's Open to Last or Close
displays the ATR for the 3-min time-frame
shows a button to toggle trade markers on / with labels / off
shows a button to centre, align top or align bottom the chart on the current price
shows a button to set the chart y-axis to the given resolution per pixel of screen
can play a wav file on the first tick of a new bar

Had to learn a few C# tricks, but it works pretty much. It is mostly parameterised.

Details: PermaCode Chart Trader - extras for the NT7 Chart Trader

April 11th, 2012
Size: 8.87 KB
Downloaded: 1410 times

BabyBlue Line

Exported using NT Version 7.0.1000.9

BabyBlue Line

An independently created Indie based on the midnight market price of your desired instrument.
Midnight in the City of London (Blue) / Midnight in the City of New York (Red) / MiDline Pivot (Yellow)
Yes, the forecast indicated in the upper right corner of your chart is a part of the "heads up" strategy based on the relationship of the aforementioned prices!
It has proven to be a very profitable intraday trading indicator. Time charts only (5min-10min-15min-30min-60min)

You can adjust the MidLevel time to either start with the Blue or the Red line.
Remember, the Mid Level becomes the next day's pivot level!!

This indie keeps evolving so do check the thread for an update!
Test and reTest the BBlueLine, otherwise this indicator is not for you.
SHORT webinar-gabinar re: the BBlue [COLOR=#0066cc]http://www.htech.net/blue/[/COLOR]

P.S.
The amount of the "Blue Line" days is adjustable, 1-5.
"Start Time" is the NYSE Open (630 PST / 930 EST)

More info: https://nexusfi.com/elite-trading-journals/12265-blueline-chronicle-77.html Post # 770 has the BBlue Template

Details: BabyBlue Line

April 5th, 2012
Size: 4.26 KB
Downloaded: 768 times

Bar Time Indicator

Exported using NT Version 7.0.1000.9

Bar Time Indicator:
This indicator measures completion of a bar in seconds and colors a historhram based on how long it takes for the bar to complete. Red <= 10s, Cyan<=20, Blue<=30s, Orange=45s, Magenta<=60, and Black >60s. These numbers can be changed to one's liking.

Short time-bars mean a fluid market participation and movement, while tall or black bars mean a grinding and stagnating market, it is like watching grass grow (in relative terms) and time for a coffee or lunch break.

The indicator will work for any type of price bars except for real time bars (minute, hour, Day, etc.). But, it is best for short term and day trading with tick, volume, etc. bars. The indicator also draws a 60-Second horizontal line and a 9-period SMA of the time. High reading of the SMA gives a visual if the market is getting lazy. Best and less stressful is to trade when bars are short and colorful.

This indicator is intended for True Elite BMT Members, please use but do not steal to sell.

Enjoy!

Details: Bar Time Indicator

March 30th, 2012
Size: 4.20 KB
Downloaded: 1351 times

Keywords: bars tick volume

MurrreyMathV701 Added support to access 13 price areas

Folks were complaining about version 7 not working... Put my working copy on the board as well as add ability to pull back the 13 price support values.

See attached picture on how to access....