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Entries suggested by "Market Replay ES 09-26 (NT8) 5 of 9"

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atgPairsDiversion

TradeStation ShowMe and PaintBar studies for identifying and quantifying divergences between pairs of data series.

I wrote these studies with the intention of applying them to the S&P500 and the VIX, however they may be applied to any pair of data series.

To use, load a minute chart window with the SPY as data1 and the VIXY as data2. Make sure both series have the same bar settings ( ie, 5 minute and 5 minute ).

The paint bar study has a slightly weakened algorithm in order to give the viewer a �heads up� that the show me indicator may signal.

The example chart is 5 minute from 9/8/2015

Interpretation

A green dot under a bar is a long signal. It means the VIX is falling at a relatively greater quantity than the S&P is rising.
A red dot above bar is a short signal. It means the VIX is rising at a relatively greater quantity than the S&P is falling.

The studies work as follows:

The data series for data2 ( the VIX in our example ) is inverted by calculating the reciprocal of the close ( 1/close). This effectively flips the chart upside down.
The natural logarithmic returns for data1 and data2 are calculated and stored in a pair of data series for each.
The difference between the returns series are run through a pair of RSI oscillators in order to discover progressive divergences between them.

Category The Elite Circle

Details: atgPairsDiversion
Category: The Elite Circle

September 13th, 2015
Size: 19.27 KB
Downloaded: 851 times

MarketWatchSentiment Indicator

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: 905 times

Keywords: indicator marketwatch sentiment

Market Replay ES 09-26 (NT8) 1 of 9

NT 8 Market Replay data for ES

Contract: ES 09-26 - Multipart download ( why are these in chunks?)

Download and extract instructions:

Note this is a multi-part download.

You will need to download all parts before extraction.
Dowload and unzip all files in NT 8 replay folder Documents\NinjaTrader 8\db\replay
Once an individual part has been downloaded it needs to be renamed according to the number in its sequence
For example, if you are downloading ES 06-21 part 4 of 11, once that file has finished downloaded, you need to rename it into "ES 06-21.7z.004"
Once all files have been downloaded and renamed, right-click on the first one and select "extract here"
Make sure to use the "Extract here" function as shown, and not the "Extract to" function, to avoid the creation of a folder within a folder
The archive will create a folder with the relevant front month and a series of .nrd files inside (one per day)

Note 1: the archive contains only the dates with the most volume for this contract, meaning, this is data relevant only to when the contract becomes the front month.

Note 2: 7zip is required to extract the replay files. It is a free download available at https://7-zip.org/download.html

If you are not too familiar with Windows file extensions and your Windows settings, make sure to check this thread out: https://nexusfi.com/tech-support/48500-how-show-file-extensions-known-file-types-windows.html

Category NinjaTrader Market Replay Data

Details: Market Replay ES 09-26 (NT8) 1 of 9
Category: NinjaTrader Market Replay Data

September 20th, 2026
Size: 99.00 MB
Downloaded: 15 times

ADE Vix, Tick, C_Tick, Tick Levels

Here are all the market internals indicators I use that have been requested by Spoos thread visitors.
1) You must have ADE Library installed and set up- sorry cant help you there.
2) You must have a 1 minute chart of Vix and $Tick running with the ADE Save indicator applied.
3) On the chart you want to display VIX, Cumulative Tick and Ade Tick indicator- apply Ade Tick and Ade Vix and Ade _CTick (C_Tick looks good on top of ADE Vix (no scaling) and note that the indicator is delayed 5 minutes in the morning before starting to allow it to a ccumulate)

4) Tick Levels should be overlayed on a chart of $Tick to highlight Zero, 600 and 1000 =/- levels

Attached image shows :
Left top= $Tick with Tick Levels Indicator
Left Bottom= ADE Tick

Right Top= ADE Vix with C_Tick overlayed (C_Tick set to no scaling)
Right Bottom- ADE Tick

Category The Elite Circle

Details: ADE Vix, Tick, C_Tick, Tick Levels
Category: The Elite Circle

February 5th, 2016
Size: 243.10 KB
Downloaded: 761 times

NT7 Market Replay Data - part 2/36

***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 2/36
Category: NinjaTrader Market Replay Data

January 13th, 2014
Size: 953.67 MB
Downloaded: 237 times