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Supply Demand Zones for NT8 (MTF)

The indicator plots supply and demand based zones from various time frames on the chart. It also adds a context menu item to the default Ninjatrader context menu to hide and show active and broken zones.

Version: 1.2 | Dec. 2016

Category NinjaTrader 8 Indicators and More

Details: Supply Demand Zones for NT8 (MTF)
Category: NinjaTrader 8 Indicators and More

November 6th, 2016
Size: 13.33 KB
Downloaded: 8096 times

Keywords: demand supply zones

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/

Category NinjaTrader 7 Indicators

Details: PivotZones V43
Category: NinjaTrader 7 Indicators

December 28th, 2014
Size: 39.17 KB
Downloaded: 8068 times

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

Better Renko for NinjaTrader V2

BetterRenko bars for Ninja Trader.

Just import into NT, and restart NT. You should then have a "BetterRenko" type available in the intervals in the data series window. The brick size is specified in number of ticks.

New twist on Renko to fix some of the quirks of Renko. All data is real data, so should be able to backtest with these bars. A new bar style is also available as a different download called BetterBrick, but it is not required as CandleSticks or OHLC can be used.

V2 changes alignment of first bar to be mod brickSize. In NT65, this is first bar, in NT7 it is first bar of each session.

See forum thread for more information.

NT 6.5: Yes - does not support new bar at session boundary, or new bar style
NT 7.0: Yes

Category The Elite Circle

Details: Better Renko for NinjaTrader V2
Category: The Elite Circle

August 8th, 2010
Size: 2.35 KB
Downloaded: 8024 times

vvAggregatedTS

This indicator aggregates trades to approximate the original market orders that triggered these trades.

Columns:
1 Time (cutting off hours for easier visibility)
2 Size of the print
3 Price
4 # of penetrated price levels
5 Ticks
6 Dominant Limit

Special thanks go to (alphabetical order): Big Mike, ktrader, rounder8, Xav1029 and Zondor

Thread with detailed description and discussion is here:
https://nexusfi.com/

Current version: 6.3

Changelog:
(earlier changes can be found in post #1 in the thread)

April 16 2013: v5.8
Important Bug Fix: fixed rounding error that pretty much messed up everything, please ALL update to this version!
v5.9
Apparently v5.8 did not fix the issue, hence this update.

May 5 2013: v6.0
Fixed a bug that could result in large trace files.

June 10 2013: v6.1
Improved window position handling. Now has 5 modes:
Auto: Default location and size
Manual: location and size are set manually
DockRight: Docks to the right of the parent chart
DockLeft: Docks to the left of the parent chart
RememberPosition: this will remember position and size

Feb 07 2014: v6.2
Added option to show the Dominant Limit or Largest Limit in a print, setting for this is: Parameters-->#12
v6.3 Fixde a bug in the RememberPosition function.

vvhg

Category The Elite Circle

Details: vvAggregatedTS
Category: The Elite Circle

February 7th, 2014
Size: 29.17 KB
Downloaded: 7968 times

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.

Category NinjaTrader 7 Indicators

Details: SuperTrend U11
Category: NinjaTrader 7 Indicators

March 6th, 2013
Size: 285.67 KB
Downloaded: 7856 times

Keywords: atr averagetruerange median movingmedian supertrend trailingstop

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