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SessionPivots V43

Exported using NT Version 7.0.1000.26

Indicators will only run on NT 7.0.1000.5 or later.

Family of 6 indicators to display daily, weekly and monthly pivots and OHL of current day, current week and current month. The package includes

- anaPivotsDailyV43
- anaPivotsWeeklyV43
- anaPivotsMonthlyV43

Options for the Pivot indicators: Floor pivots, pivot range, midpivots, floor pivots wide, Jackson Zones, Fibonacci pivots, Camarilla pivots, VWAP of the prior session

- anaCurrentDayOHLV43
- anaCurrentWeekOHLV43
- anaCurrentMonthOHLV43

Options for the OHL indicators: Open, high and low of the current period, Fibonacci retracement levels calculated from current high and low, noise bands, target bands based on the average daily/weekly/monthly range.

Chart settings: Please set the right side margin under chart properties to 200 to allow for correct display of the labels. The colors are 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, ETH OHL and ETH noise and target bands 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 "Calculate from session" 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.

Auto setting for the 3 OHL indicators: The Auto setting will preselect the third intraday-session as the regular session for FOREX & currency futures, but preselect the second intraday-session for all other instruments.

Noise Bands: The OHL indicators can be used to display noise bands. The noise is determined by averaging the smaller move Min (High � Open, Open � Low) over N1 & N2 days. The average values are displayed in a data table. The noise is added to and subtracted from the current open.

Target Bands: The OHL indicators can be used to display target bands. The targets can be determined in two different ways: Either the average daily range over N1 & N2 days is added to the current low (high projection) or subtracted from the current high (low projection), or the daily expansion from the open Max(High � Open, Open � Low) is averaged over N1 & N2 days and added to and subtracted from the open. The average daily range or average daily expansion is shown in the data table.

GLOBEX holiday sessions with settlement next day: The indicators are 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 are now correctly formatted for US interest rate futures and FOREX.
Update May 17, 2011: New signature for GetNextBeginEnd() implemented.
Update May 24, 2011: Due to a bug, the new signature for GetNextBeginEnd() is only implemented for OnBarUpdate() but not for Plot() Override.
Update June 21, 2011: The indicator now works with half-pip FOREX feeds. Indicator dialogue box improved.
Update July 11, 2011: Indicator reshaped, small bug removed that affected weekly ETH pivots after a holiday that fell on a Monday.
Update July 20, 2011: Serialization of the plots changed.
Update December 12, 2011: Levels R5, S5 added. Some labels changed. Label size is now adjustable. Globex Holiday Calendar for 2012 added.
Update January 6, 2012: Holiday fields added for anaCurrentDayOHLV38
Update June 20, 2012: Shading added for Pivot Range and Jackson Zones
Update February 16, 2013: Indicators entirely redesigned. Holiday calendar added for 2013. The former SessionNoiseBands & Session Volatility Bands have now been integrated into the CurrentOHL indicators.
Update March 11, 2013: No added features, but 2 bugs removed that had affected the plots with specific settings.
Update March 13, 2013: Bug removed, RTH pivots did not work, when data table was unselected.
Update April 10, 2013: Plot modified for compatibility with charts built from multiple bar series
Update May 10, 2013: Regular close can now be displayed for the remaining hours of the trading day. Bug removed, which led to occasional false identification of the RTH session on charts built from ticks.
Update December 9, 2013: Holiday calendar added for 2014.
Update January 22, 2013: CurrentDayOHLV42 did not display pivots for prior days when set to RTH. Bug removed.
Update September 17, 2014: With indicator setting "RTH" current day's range is now displayed as 0 during the night session.
Update September 20, 2014: Minor update, data table for ADR/ADN now plots on top of the indicator plots. Indicator plots can now be accessed via SHIFT + mouse wheel to change the Z-Order of the indicator.
Update December 28, 2014: Holiday calendar added for 2015. Price markers improved for US interest rate futures.
Update February 11, 2015: Minor update. Formatting of ATR/Noise improved for currency pairs with quote currency JPY.

Detailed explanations how to use the indicator can be found here:

https://nexusfi.com/
https://nexusfi.com/

Category NinjaTrader 7 Indicators

Details: SessionPivots V43
Category: NinjaTrader 7 Indicators

December 28th, 2014
Size: 79.16 KB
Downloaded: 18097 times

Keywords: camarilla dailyrange eth fibonacci floorpivots jackson midpivots monthly noise ohl open pivotrange pivots range rth session settlement stretch target vwap weekly

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

Footprint Chart for NT8

A clean and simple Footprint Chart.

How to enable Tick Replay.

Version 1.6 | May 2017 (Latest)

- multi-threading optimization
- performance optimization

Version: 1.5 | Nov. 2016

- minor optimization of indicator visuals.
- minor optimization of code and logic.

Version: 1.4 | Nov. 2016

- value area has been added
- further optimizations

Version: 1.3 | Nov. 2016

- fixed a bug in the profile
- minor optimization of code and logic.

Version: 1.2 | Nov. 2016

- a simple volume profile has been added

Version: 1.1 | Nov. 2016 || Please update

- major improvement in calculating historical values
- added a background cell to the current bid and ask values.
- minor optimization of indicator visuals.
- minor optimization of code and logic.

Category NinjaTrader 8 Indicators and More

Details: Footprint Chart for NT8
Category: NinjaTrader 8 Indicators and More

November 21st, 2016
Size: 10.45 KB
Downloaded: 6943 times

Keywords: chart delta footprint

PriceActionSwing NT8

The PriceActionSwing indicator for NinjaTrader 8.0 calculates swings in different ways and visualizes them. It shows swing information like the swing length, duration, volume and many more. It contains a lot of features and it is useable in the Market Analyzer.

Strategies based on older PriceActionSwing versions will not work with this update.
Remove old PriceActionSwing versions (do a backup first) before you import the updated version.

The package contains two indicators:
PriceActionSwingPro
- Swing indicator with visualization and swing information
- ABC patterns
- Compute divergences based on different indicators
- Naked swing lines
- Swing statistics
- Draw automatically Fibonacci extensions and retracements
PriceActionSwingOscillator
- Swing trend and relation visualization
- Swing volume (repainting)

Useful to see/trade price action based on swings and patterns like double top/bottoms, wedges and many more.

For more information see this thread.

COMPATIBILITY:
NinjaTrader 7.0: NO, see NT7 version here
NinjaTrader 8.0: YES

Category Free Section

Details: PriceActionSwing NT8
Category: Free Section

September 1st, 2022
Size: 49.27 KB
Downloaded: 13538 times

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