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NT7 Market Replay Data - part 24/37

***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 24/37
Category: NinjaTrader Market Replay Data

January 19th, 2014
Size: 953.67 MB
Downloaded: 208 times

RGBPriceLines

Ninjatrader 8

I originally developed this indicator for NT7 and now have converted to NT8. It simply plots lines on chart at price lines specified in a text file.

A few times NT7 would drop a line I added through Draw Tools, or I would accidentally delete a line. So, I created this indicator that plotted my important lines each time I loaded the program or reloaded NinjaScript. I have found it very handy, so thought I'd share it (first-time post).

It plots lines on chart at price lines specified in a text file. Indicator reads in standard text file with the following format(each field required and is separated by tab in the text file):

price desired price level for line to be drawn
height (not currently used)
color desired color in text format eg. Red, Blue, Black
width desired width of line
label (not currently used)

File name consists of concatenation of instrument+suffix (suffix is an input parameter) -
Indicator determines the instrument and then joins it with the suffix provided

eg. TF-Zones.txt (for the Russell instrument)

The filepath is an input parameter (any valid path) -

eg. C:\Users\RGB\NinjaTrader Pricelines

Category NinjaTrader 8 Indicators and More

Details: RGBPriceLines
Category: NinjaTrader 8 Indicators and More

October 19th, 2015
Size: 2.39 KB
Downloaded: 362 times

Keywords: plot nt8

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.

Category NinjaTrader 7 Indicators

Details: Zscore Indicator
Category: NinjaTrader 7 Indicators

July 31st, 2014
Size: 6.94 KB
Downloaded: 2244 times

Hourly Pivots (amaPivotsHourly)

Version 1.0 January 14, 2019

The Hourly Pivots indicator applies the calculation used for daily floor pivots to intraday time frames. The indicator displays pivots for any selectable period of N minutes. All pivots are calculated from the high, low and close of the prior N-minute period. The pivots can be displayed as floor pivots, wide pivots or Fibonacci pivots. The indicator further plots the pivot range, which is a value area derived from the prior N-minute period.

The default setting of the indicator is 60 minutes. With default settings the indicator will display hourly pivots including the Main Pivot PP, Central Pivot CP, Directional Pivot DP, Pivot Range, R1, R2, R3, R4 S1, S2, S3 and S4. The first period always starts with the daily session break. Depending on the period selected, the last period of the session may terminate before completion. It will not carry over to the first period of the next session.

Pivot range: The pivot range is the range between CP and DP. It is a symmetrical range around the main pivot PP.

Prior high, low and close: The indicator also displays the high, low and close for the prior N-minute period. These levels often act as support or resistance for the consecutive N-minute period.

Pivot formulas:

All options: H = prior day high, L = prior day low, C = prior day close, X = H - L
Main Pivot: P = (H+L+C)/3
Central Pivot: CP = (H+L)/2
Directional Pivot: DP = 2*P - CP
Floor Pivots: P = (H+L+C)/3, R1 = 2*P - L, S1 = 2*P - H, R2 = P + X, S2 = P - X, R3 = R1 + X, S3 = S1 - X, R4 = R3 + (P-L), S4 = S3 - (H-P)
Wide Pivots: P = (H+L+C)/3, R1 = 2*P - L, S1 = 2*P - H, R2 = P + X, S2 = P - X, R3 = R2 + X, S3 = S2 - X, R4 = R3 + X, S4 = S3 - X
Fibonacci Pivots: R1 = P + 0.382*X, S1 = P - 0.382*X, R2 = P + 0.618*X, S2 = P - 0.618*X, R3 = P + X, S3 = P - X, R4 = P + 1.382*X, S4 = P - 1.382*X

Category NinjaTrader 8 Indicators and More

Details: Hourly Pivots (amaPivotsHourly)
Category: NinjaTrader 8 Indicators and More

January 22nd, 2019
Size: 8.29 KB
Downloaded: 1588 times

Keywords: fibonacci floorpivots high hourly low pivots resistance support

NT7 Market Replay Data - part 3/36

Category NinjaTrader Market Replay Data

Details: NT7 Market Replay Data - part 3/36
Category: NinjaTrader Market Replay Data

January 13th, 2014
Size: 953.67 MB
Downloaded: 208 times

Profiles V2

This is the default thinkorswim VolumeProfile & TPOProfile studies combined and modified so that the profile lines (high/low, value area) are projected on the following day instead of the current day. There are also additional options to paint bars below and above the value area, fib extensions from the value area and a label with the current price.

*By default the number of profiles is set to 2, so only the previous profile will show. Change this to show more days.

*V2: Added a "On Expansion Value Area" option to plot the lines (POC, VA, etc.) just on the right expansion area.

Category ThinkOrSwim

Details: Profiles V2
Category: ThinkOrSwim

February 18th, 2014
Size: 8.04 KB
Downloaded: 730 times

PermaCode Fixed Moving Averages

This is a simple indicator that always shows the 3-min time-frame 20-bar EMA and the 60-min time-frame 50-bar SMA.

This allows switching between time-frames without losing those specific time-frame-based MAs.

Obviously when switching up to a higher time-frame from 3-min charts or 60-min charts, the MAs will disappear.

Category The Elite Circle

Details: PermaCode Fixed Moving Averages
Category: The Elite Circle

April 12th, 2013
Size: 5.06 KB
Downloaded: 162 times

jhlPearsonCorr

Returns the Pearson product-moment correlation coefficient of the input series. This requires iteration, so should probably be used with CalculateOnBarClose == true.

Version 2 - Solves a /0 error, returns 0 if price is unchanged for all of the bars in the calculation.

Category NinjaTrader 7 Indicators

Details: jhlPearsonCorr
Category: NinjaTrader 7 Indicators

July 4th, 2010
Size: 2.52 KB
Downloaded: 213 times

Market Replay june 28-july 03: [6E,CAC40,ES,FDAX,FESX,FGBS,NQ,TF,YM,ZN]

Not perfect (my server and my DSL don't like summer storms...), but 95% correct.

Category NinjaTrader Market Replay Data

Details: Market Replay june 28-july 03: [6E,CAC40,ES,FDAX,FESX,FGBS,NQ,TF,YM,ZN]
Category: NinjaTrader Market Replay Data

July 3rd, 2009
Size: 27.58 MB
Downloaded: 212 times

Keywords: market replay es 6e cac40 fdax fesx fgbs nq tf ym zn

Market Replay CL 09-21 (NT8) - 2 of 3

Please check part 1 for full download and extract instructions.

Category NinjaTrader Market Replay Data

Details: Market Replay CL 09-21 (NT8) - 2 of 3
Category: NinjaTrader Market Replay Data

August 22nd, 2021
Size: 99.00 MB
Downloaded: 48 times

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