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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]

Category NinjaTrader 7 Indicators

Details: g3ASR - Average Session (Daily) Range
Category: NinjaTrader 7 Indicators

April 22nd, 2015
Size: 2.41 KB
Downloaded: 290 times

dpDPOT 8-10-2025

This is a refinement of my ever-popular dpDPO. (At least I think so!) This the Detrended Price Oscillator modified with a Twigg's MoneyFlow component. It's shows a slightly different view of what price is really doing. It works the same way as the DPO and can send signal lines into the price chart as the histogram crosses the zero line. It's retained the ADX-increasing colorization of the bar outline (made thicker or thinner by using the thickness property in the Data Series popup,) yellow in this screenshot. You'll notice how the dpVolXray beats the dpDPOT zero-line crossover by a bar or two, so between the two indicators you have a lot of information at your fingertips. As always, if you find a bug the work, let me know. If you find the dpDPOT useful, let others know by leaving a glowing comment!
Thanks,
Dave P.

Category The Elite Circle

Details: dpDPOT 8-10-2025
Category: The Elite Circle

August 10th, 2025
Size: 16.70 KB
Downloaded: 322 times

Keywords: adx dpo twiggs dpdpot

SharkTrend

There is nothing really new in the coding here as all I did was create an indicator from the ZSharkTrendStoch that paints the background of price based on the ZSharktrendStoch being under 10 or greater than 90. I am more of a visual trader so if I can modify things into arrows, lines on price or whatever makes things easier for me to see, then that is what I do.

Category The Elite Circle

Details: SharkTrend
Category: The Elite Circle

July 24th, 2012
Size: 8.06 KB
Downloaded: 1343 times

Ahrens Moving Average

This is a indicator associated in my journal:

A Quant's perspective on building a trading system.

Aw yes, the Ahrens Moving Average. By far my favorite moving average, it tends to be much smoother than kaufmans. Perry Kaufman uses what he calls Alpha in the EMA formula to create his AMA (Aka, Kaufmans Moving Average). There have been a number of …

It is a adaptation of David Ahrens published in Stock and Commodities Oct 2013.

Category The Elite Circle

Details: Ahrens Moving Average
Category: The Elite Circle

August 17th, 2014
Size: 1.88 KB
Downloaded: 317 times

RBI (RenkoBarsIndicator)

I recently wrote this RBI indicator and found it very useful for my trading. I got frustrated of fighting the bugs of different BarsTypes (for instance Tick and Renko charts of the same instrument), and the ugly superposition of different Bars Types in NT7.

So what I am doing now is calculating and plotting as an INDICATOR the "LineOnClose" of the Renko Bars on top of 1 Range and 1 Tick Charts (I also use others), so that the nice "big picture" noise filtering view of the Renko bars combines well with the detailed price action. Works great on strategies, no need to use "AddRenko" or Add(PeriodType.Renko), they run much faster.

See attached screen capture, the Black plots are the LineOnClose of the 1 Range or 1 Tick Bars, the Blue plots are the LineOnClose of the RBI. You can select the BrickSize, Reversal amount (Renko's default is 2 Bars) , and to color the backgound based on the RenkoTrend. It also has a RenkoTrend +1 / -1 output for strategy integration uses. I hope you find it useful, I have "borrowed" so much good stuff from BMT!

Compiled on NT7 b18, works also on NT 6.5.

Category The Elite Circle

Details: RBI (RenkoBarsIndicator)
Category: The Elite Circle

July 20th, 2010
Size: 2.66 KB
Downloaded: 1558 times

Keywords: renko drben

Ehlers Quotient Transform - Early Trend Detection

The Quotient Transform which was presented in the August 2014 issue of the TASC magazine.

Ehlers Quotient Transform, which nonlinearly manipulates indicators to not only produce an early trend detection but also provides the ability to know how long to stick with the trend. A typical characteristic of the early-onset trend detector is that it remains above zero, indicating an uptrend, far too long after the uptrend is over. This characteristic can be mitigated by adding an additional indicator and rule set to exit a long trend trade. The early-onset trend indicator can be tuned at the trader�s preference by inputting a value for the low-pass period (LPPeriod) and the quotient parameter K.

The early-onset trend detector works in current market conditions because there is a decided upside bias to the market data. In fact, it is this upside bias that helps the nonlinear transfer response of the quotient transform work. In conditions where the market has a downside bias, negative values of K should be used in the quotient transform to take advantage of the bias in this direction.

Category NinjaTrader 8 Indicators and More

Details: Ehlers Quotient Transform - Early Trend Detection
Category: NinjaTrader 8 Indicators and More

November 25th, 2017
Size: 2.53 KB
Downloaded: 1691 times

VOLCumulativeVsHist

This indicator has been updated and posted under a new name in the other section on nexusfi:
https://nexusfi.com/local_links.php?linkid=2674

This indicator displays both the session cumulative volume as it progresses versus the average historical cumulative volume for the same period. It works on minute chart only and it calculates on bar close.

Category The Elite Circle

Details: VOLCumulativeVsHist
Category: The Elite Circle

September 12th, 2023
Size: 2.86 KB
Downloaded: 305 times

NT7 Market Replay Data - part 23/37

***ONLY DOWNLOAD EACH PART ONE AT AT TIME. If you download in multiples, you will be throttled to slower speeds, and you will loose all of the data. Your download will also be more efficient. In order for everyone to have broad access to this kind of data, please be mindful of the bandwidth used!

***PLEASE ONLY DOWNLOAD IF YOU INTEND TO USE THIS ONLY. These large files require ample bandwidth, so please only use if necessary!

***THIS IS MARKET REPLAY DATA ONLY, NOT HISTORICAL DATA. COMPATIBLE WITH NINJATRADER 7 ONLY.

See original post (1/ 37) or the last post (37/37) for the list of the included data.

06/2011-12-2013

Category NinjaTrader Market Replay Data

Details: NT7 Market Replay Data - part 23/37
Category: NinjaTrader Market Replay Data

January 19th, 2014
Size: 953.67 MB
Downloaded: 198 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

ribbon trader

started a thread for the ribbon trader.. post your thoughts and mods here

Category NinjaTrader 7 Indicators

Details: Ribbon trader v1
Category: NinjaTrader 7 Indicators

June 9th, 2015
Size: 3.87 KB
Downloaded: 2146 times

vvDepthRadar

A little indicator that spawns a window showing the total depth over n levels. It can also warn when total depth drops below a threshold.

Thread for discussion is here:

vvhg's Little Helpers - Keeping Them In One Place

This thread is intended as a place to keep my indicators and other stuff together and to discuss the indicators that did not deserve their own thread.

Contents and links:

vvAggregatedTS ( ------------------------------- Thread (
vvnexusfi.com (formerly …

Current version: 1.0

vvhg

Category The Elite Circle

Details: vvDepthRadar
Category: The Elite Circle

February 15th, 2014
Size: 5.50 KB
Downloaded: 877 times

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