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SessionVWAP Monthly (amaCurrentMonthVWAP)
Version 2.0 August 11, 2017 Current Month VWAP is the volume-weighted average price (VWAP) of a security for the current month. The VWAP gives a fair reflection of the market conditions throughout the trading month and is one of the most popular benchmarks used by large traders.Trading hours template: The trading hours template should be set to <instrument settings> or any other trading hours template that reflects the contractual trading hours of the instrument.Full_Session: The VWAP will be calculated for the full session as selected per trading hours template.Custom_Hours: You may select custom hours for calculating the VWAP in different time zones.Standard_Deviation: The volatility bands are calculated as a selectable multiple of the standard deviation, where the standard deviation is calculated for the selected session and week.Quarter_Range: The volatility bands are calculated as a selectable multiple of the quarter range for the current month.Accuracy: The indicator calculates both VWAP and volatility bands from the primary bars shown on the chart. All data points of each bar are used for the calculation in order to obtain the best possible result. However, accuracy also depends on the chart resolution. Accuracy increases as trading volume accumulates.
1900
Fat Tails
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SessionVWAP Weekly (amaCurrentWeekVWAP)
Version 2.0 August 11, 2017 Current Week VWAP is the volume-weighted average price (VWAP) of a security for the current week. The VWAP gives a fair reflection of the market conditions throughout the trading week and is one of the most popular benchmarks used by large traders.Trading hours template: The trading hours template should be set to <instrument settings> or any other trading hours template that reflects the contractual trading hours of the instrument.Full_Session: The VWAP will be calculated for the full session as selected per trading hours template.Custom_Hours: You may select custom hours for calculating the VWAP in different time zones.Standard_Deviation: The volatility bands are calculated as a selectable multiple of the standard deviation, where the standard deviation is calculated for the selected session and week.Quarter_Range: The volatility bands are calculated as a selectable multiple of the quarter range for the current week.Accuracy: The indicator calculates both VWAP and volatility bands from the primary bars shown on the chart. All data points of each bar are used for the calculation in order to obtain the best possible result. However, accuracy also depends on the chart resolution. Accuracy increases as trading volume accumulates.
1898
Fat Tails
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SessionVWAP Daily (amaCurrentDayVWAP)
Version 2.5 October 27, 2019 Current Day VWAP is the volume-weighted average price (VWAP) of a security for the current day’s trading session. The VWAP gives a fair reflection of the market conditions throughout the trading day and is probably the most popular benchmark used by large traders.Trading hours template: The trading hours template should be set to <instrument settings> or any other trading hours template that reflects the contractual trading hours of the instrument. Full_Session: The VWAP will be calculated for the full session as selected per trading hours template. Custom_Hours: You may select custom hours for calculating the VWAP in different time zones.Standard_Deviation: The volatility bands are calculated as a selectable multiple of the standard deviation, where the standard deviation is calculated for the selected session.Quarter_Range: The volatility bands are calculated as a selectable multiple of the quarter range for the current session.Accuracy: The indicator calculates both VWAP and volatility bands from the primary bars shown on the chart. All data points of each bar are used for the calculation in order to obtain the best possible result. However, accuracy also depends on the chart resolution. Accuracy increases as trading volume accumulates. Therefore it is recommended to select an early anchor point and only use VWAP and volatility bands once they have stabilized.
1897
Fat Tails
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Holt EMA (amaHoltEMA)
Version 1.0 March 6, 2017 Holt EMA is a trend corrected exponential moving average based on a double exponential smoothing model.
1896
Fat Tails
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Double Weighted Moving Average (amaDWMA)
Version 1.0 March 6, 2017 Double Weighted Moving Average (DWMA) replicates the DEMA formula, applying it to the WMA (weighted moving average) instead of the EMA.
1895
Fat Tails
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Exponential Hull Moving Average (amaEHMA)
Version 1.1 July 30, 2017 Hull Moving Average (HMA) was developed by Alan Hull and is mainly used to identify the current market trend. The HMA is composed of three weighted moving averages (WMA). Exponential Hull Moving Average (EHMA) has those weighted moving averages replaced with exponential moving averages.
1894
Fat Tails
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Relative Ranges (amaRelativeRanges)
Version 1.1 July 21, 2017 Relative Ranges indicator measures the range of a minute bar or a daily bar against the average range for the same time of the day over the preceding n days. The indicator comes with two different options to calculate the relative range: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 trading hours templates which match the trading day of the instrument traded. Trading hours 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 range 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.Relative Ranges: The relative ranges are shown as a percentage of the average volume calculated over the reference period.Cumulated ratio: Compares the cumulated ranges of the current day to the average ranges of the selected reference period.Holidays: Holidays as selected via the indicator dialogue box may be excluded from all calculations.Default settings: Relative range bars between 80% and 120% of the normal range are shown as white bars. Higher relative range bars are shown as blue bars, lower relative range bars are shown as red bars.
1893
Fat Tails
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Relative Volume (amaRelativeVolume)
Version 1.1 July 21, 2017 Relative Volume indicator measures the volume of a minute bar or a daily bar against the average volume for the same time of the day over the preceding n days. The indicator comes with two different options to calculate the relative volume: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 trading hours templates which match the trading day of the instrument traded. Trading hours 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.Relative Volume: The relative volume is shown as a percentage of the average volume calculated over the reference period.Cumulated ratio: Compares the cumulated volume of the current day to the average cumulated volume of the selected reference period.Holidays: Holidays as selected via the indicator dialogue box may be excluded from all calculations.Default settings: Relative volume bars between 80% and 120% of the normal volume are shown as white bars. Higher relative volume bars are shown as blue bars, lower relative volume bars are shown as red bars.
1892
Fat Tails
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Wilder's Moving Average
Wilder's Moving Average (Tested on NT8.0.8.0)
1887
TradingWiz
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