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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/elite-circle/25791-toolbox-2013-trading-session.html
https://nexusfi.com/elite-circle/3790-ninjatrader-7-toolbox-floor-pivots.html

Category NinjaTrader 7 Indicators

Details: SessionPivots V43
Category: NinjaTrader 7 Indicators

December 28th, 2014
Size: 79.16 KB

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

PriceActionSwing NT7

The PriceActionSwing indicator for NinjaTrader 7.0 calculates swings in different ways and visualize them. It shows swing information like the swing length, duration, volume,... It contains a lot of features. It is also useable on the Market Analyzer.

The package contains 3 indicators:
PriceActionSwing
- standard swing indicator with visualization and swing information
PriceActionSwingPro
- Draw automatically Fibonacci extensions and retracements
- Calculate a swing statistic
- Calculate and visualize ABC patterns
- Risk management (automatically for ABC patterns)
- Calculate and visualize divergence based on an indicator
- GomCD (uncomment the "region GomCD" parts in the source code)
PriceActionSwingOscillator
- swing trend visualization
- developing swing volume (repainting)

Useful to see/trade price action with HH, HL in uptrends and LL, LH in downtrends and patterns like double top/bottom, triangle,�

For more information see this thread.

Version 17 - June 5 2014
- Changed the code structure for simpler access from strategies and other indicators
If you use PriceActionSwing within other files, make sure you have a backup from the old version
- Added swing tick and swing percentage calculation
- Added swing calculation based on close values
- Added seperate swing price output
- Added developing GomCD output since the last swing
- Improved risk management items
- Added risk management tab
- Added different alerts

Version 18 - June 15 2014
- Fixed minimum swing size to < 1 for percentage settings

Version 19 - December 12 2016
- Updated to NinjaTrader 8, get NT8 version here

Starting from version 17 NinjaTrader 6.5 will not longer be supported.
Starting from version 19 NinjaTrader 7.0 will not longer be supported get NT8 version here

COMPATIBILITY:
NinjaTrader 6.5: NO
NinjaTrader 7.0: YES
NinjaTrader 8.0: NO, see NT8 version here

Category Free Section

Details: PriceActionSwing NT7
Category: Free Section

December 12th, 2016
Size: 59.19 KB

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/elite-circle/22235-aggregated-time-sales.html

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

ALTOGomMP --> Several enhancements/features to GOM MP including Naked VPOC and Naked GAP.

Enhancements to GOM MP :

1. Added new SPLIT session mode, that will show AH and RTH profiles together in one chart. Works with other types as well.
2. Added Display profile levels such as Trading Session High, Trading Session Low, Mid, VPOC, Value Area High and Value Area Low
3. Added IB minutes parameter to allow you to set initial balance of your preference. IB parameter is turned off for AH session. IB won�t show if you have bar set to more than IB minutes.
4. Enhanced Developing VPOC function. Displays now straight progressing line for clear visibility.
5. Added Naked Vpoc levels with an option to display closed naked vpocs
6. Added Naked Close (GAP) levels with an option to display closed GAPS
7. Added option to display the naked level date and price level to the right panel
8. Added Summary section below the Profile that displays total profile volume with an option to format kilo, million and no formatting.
9. Added Summary section below the Profile that also display Initial Balance range and Daily range.
10. Added option to compute profiles for all bars on the chart vs on screen bars. This is important for naked levels in the past computation and display on screen without a need to squeeze the chart to naked level day.

Updated 05/21 :
Fixed IB settings for 24/7 & RTH Template;
[IB] summary level display adjustment dynamically to the top of the range.

Updated 05/22 :
Upgraded to GOMi's 4.6 version- Thanks to TimeTrade@BMT
Added a separate Pen style for dVPOC.

Updated 05/23 :
Fixed issue with the price display for currency and Bond markets

Updated 05/25 :
Added option to turn the status message off <8.13>
For this to work, additionally download and compile Hot Key Manager file from here GomHotKeyManager

Updated 05/26 :
Fixed Serialization problem for Fonts

Updated 05/27 :
Added toolbar buttons to set profile attributes.
Added option to show IB for overnight session
Added option to set color for summary text
Added option to set color for naked level text
Added option to show Continuous VA/VPOC/VWAP

Updated 05/28 :
Fixed the screen flicker issue

Updated 08/21 :
Attempt to fix performance problem reported during the RTH session start

First read details here : https://nexusfi.com/elite-circle/20321-altogommp-several-enhancements-features-gom-mp-including-naked-vpoc-naked-gap.html

Category The Elite Circle

Details: ALTOGomMP --> Several enhancements/features to GOM MP including Naked VPOC and Naked GAP.
Category: The Elite Circle

August 21st, 2012
Size: 182.31 KB

ECIDiv V7 : Divergence detector

Please remove old version before installing this one.

Current version is V7

This indicator tries to detect price/indicator divergence.

Any indicator in Ninja can be used and detection is possible on historical and real time charts.
To set the user indicator : goto ECIDiv parameters / Data / Input Series and choose your indicator.
When the user indicator data uses multiple periods, the Plot input is used.

ECIDiv was designed for standard Ninja period types. Usage of other period types is not guaranteed nor supported.

The divergence computation uses local turning points (called pivots) calculated on the price and the user indicator input.
When price and indicator diverge (regular or hidden divergences) an audio and visual signal is given.
Size of pivot (number of bars to the left and right) is adjustable (default size is 1).

Reminder :
Regular Divergence occurs when :
* Long signal : price makes LL and indicator HL.
* Short signal: price makes HH and indicator LH.
Hidden Divergence occurs when :
* Long signal: price makes HL and indicator LL.
* Short signal : price makes LH and indicator HH.
(LL = Lower Low, HL = Higher Low, HH = Higher High, LH = Lower High).

ECIDiv draws the input indicator. If you don't want it to be drawn, simply set it to transparent.

The input method introduced in the V7 is based on the one used by the indicator DivergenceInputSeries (that you can also find in Big Mike Forum).

TODO :
* Continue watching Big Mike Trading users feedback.

Changelog
V7 : November 1st 2013
* Major Change/Enhancement : new input method. any indicator is accepted.
* Removed : Divergence target (buggy).
V6 :
* Change : CalculateOnBarClose default is now false
* Change : Removed dots from divergence drawings (users request)
V5 :
* Added Divergence logging for internal compatibility checks
* Added Logging for internal performance logging
V4 : December 7th, 2012 + Update March 3 2013
* Added TSI, RSI, MACD
* Enhanced variable periods : slow, fast, smooth
V3 : November 21, 2012
* Added adjustable sound alert file path.
* Enhanced signal colors (separate colors for HD/RD, divergence line width).
* Added divergence price target helper.
V2 : October 3rd, 2011
* Added REGULAR Divergence detection
* Added RSI indicator to the compatible indicators list
* Added adjustable pivot left and right size
* Added adjustable signal colors
V1 : September 30th, 2011
* Initial release with HIDDEN Divergence signals for CCI/Momentum/DoubleStochastics.

Exported and tested with NinjaTrader 7.0.1000.16.

Happy trading

Category The Elite Circle

Details: ECIDiv V7 : Divergence detector
Category: The Elite Circle

November 1st, 2013
Size: 6.93 KB