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MarketWatchSentiment Indicator

Winning Entry June 1st, 2026 to July 1st, 2026 [1 votes]

This indicator uses the Sentiment Data from the Trading Deck in https://www.marketwatch.com/, Takes the Advancers, Decliners, and no Change, and Plots them. It only works in real time, since The trading Deck only works from 09:30pm till 04:00 pm. The good thing about it is, that it can capture the trend of the day's sentiment.

this is the first version I made. 0.0.0.1 I guess...

Category The Elite Circle

Details: MarketWatchSentiment Indicator
Category: The Elite Circle

October 12th, 2015
Size: 6.25 KB
Downloaded: 899 times

Keywords: indicator marketwatch sentiment

Volume Detector

Winning Entry June 1st, 2026 to July 1st, 2026 [1 votes]

For any bugs, or feature requests, please follow up in this thread.

An advanced volume analysis indicator that identifies and visualizes significant volume events on your chart using dynamic or static thresholds. The indicator processes tick-by-tick data to detect unusual volume activity and displays it as colored circles or ellipses directly on the price chart.

Key Features:

Dual Threshold Modes: Choose between Static (fixed volume threshold) or Dynamic (calculated based on recent volume averages)
Real-time & Historical Analysis: Processes both live tick data and historical data for complete market analysis
Visual Volume Events: Displays volume spikes as colored circles/ellipses with customizable size, opacity, and colors
Buy/Sell Pressure Detection: Differentiates between buying and selling volume with distinct colors
Smart Circle Merging: Automatically merges overlapping volume events to reduce chart clutter
Flexible Shape Options: Choose between perfect circles or elliptical shapes that can stretch horizontally
Advanced Scaling: Dynamic circle sizing based on volume magnitude with configurable scaling factors
Performance Optimized: Configurable historical data processing limits to manage memory usage

Main Settings:

Threshold Method: Static (fixed value) or Dynamic (multiple of average volume)
Volume Multiplier: Sets how many times the average volume triggers an event (Dynamic mode)
Shape Style: Circle (perfect round) or Ellipse (oval with customizable height)
Circle Scaling: Radius, scaling factor, and maximum size limits
Colors: Separate colors for buying vs selling volume events
Historical Processing: Days to process and enable/disable historical analysis

Updates

Version 1.1

Added the option to show imbalances

Version 1.2

Performance optimizations
Fixed buy/sell ratio for merged circles (color split)
Addressed an issue where chart could freeze when zooming out quickly

Version 1.3

Imbalances are now detected right after bar close, they initially were visible only after indicator reload.

Version 1.5

Added possibility to adjust size of per level imbalances.
Added dynamic opacity option (default) - delta around 50, circle is empty, high delta more opacity.
You can filter out small volume orders with size filter, only bigger trades are taken into consideration. You may need to reduce the multiplier in dynamic mode to show more circles.
Added option to display absoprtion - High delta, price doesn'nt follow in timeout (30s), plot letter A for absoprtion.
Bug fixes

Version 1.51

Fixed bug with Absorption timeout, now it plots the A for absorption only after the timeout set in settings is elapsed - works in live mode only.

Version 1.6

Added the option to show 3 configurable order block sizes beside candlesticks, now you can spot big buy or sell orders without the need to check T&S.

Version 1.7 - 27.01.2026

Added the option to show delta map/bars, enabled by default, set threshold in settings.

Version 1.8 - 25.02.2026

Delta lines are mitigated when price closes above negative detla or below positive delta
Orderblocks have now one size filter, with number of orderblock added beside it

Version 1.81 - 14.04.2026

Changed default delta strength threshold in absorption settings to 60%
Added trapped traders section

Version 1.9 - 17.04.2026

Major code and rendering optimizations

Version 2.0 - 09.06.2026

Tick aggregation, dynamic threshold for delta bars, changed trapped traders logic, multiple bug fixes

Version 2.01 - 11.06.2026

Fixed bug causing very long load time mainly with tick aggregation disabled (set to 1), please udate to 2.01 if you have downloaded 2.0.

Category NinjaTrader 8 Indicators and More

Details: Volume Detector
Category: NinjaTrader 8 Indicators and More

October 17th, 2025
Size: 51.67 KB
Downloaded: 730 times

Futures True Range Report

Winning Entry June 1st, 2026 to July 1st, 2026 [1 votes]

This is an excel file (excel 365) that includes an analysis of the most traded futures markets. The goal was to analyze and compare the different futures contracts based on volume, dollar, tick and point movement at different timeframes.

An indicator JFTrueRange calculated the true range for each bar and generated a report that was then copied into excel. It average the true range for all bars on a given day of the week and time of day. i.e. for 15 minute bars, it average all the bars at 6:00 for monday, at 6:15 for monday, etc for all times and days of week. For daily bars, it averaged 1000 days. For minute bars, it averaged 400 days. The report includes statistics an each futures contract for daily, 240, 60, 15 & 5 minute bars. For each bar it used the TickSize & PointValue to determine the price range, tick range & point range per bar. Daily bars ended at different times. So that is an interesting artifact you will see in the data.

In the summary report volume is higher in the high timeframe reports (daily, 240 min) than in the lower timeframe reports (15min & 5min). This is because I totaled the volume at each timeframe and this included the odd times that bars were reported. The higher daily volume at 15:00 is approximately the same as the lower timeframe bar totals.

Finally, the true range reported in points, ticks and dollars is higher at low timeframes as expected. This is because it takes into account all the smaller price fluctuations. Some of these fluctuations are inside the higher timeframe bars and are thus washed out.

Note: The timeframe used in the reports was Mountain Time (MT). Sorry, that is my timezone. So do the mental adjustment or modify the times to meet your needs.

I hope you find this report interesting and useful.

Futures True Range Report

jflachman is the author of above. I am just creating this thread to be able to discuss his spreadsheet, and so that if someone makes the time zones dynamic the new version can be shared here.

Mike

Category The Elite Circle

Details: Futures True Range Report
Category: The Elite Circle

January 9th, 2024
Size: 3.47 MB
Downloaded: 427 times