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.
February 7th, 2014
Size: 29.17 KB
Downloaded: 7922 times
1246
vvhg
This is an experimental indicator that can enter and exit live positions. Use entirely at your own risk and with extreme caution! You have been warned, so don't blame me! I will not accept liability for anything!
By now most of you probably have figured out my love for floating windows.
This is a little window with a few buttons that allows you to enter and exit trades.
Most stuff is pretty self-explanatory. The only thing worth mentioning is the Close button, which will first cancel all orders for the selected Instrument-Account combination and then close any open position for the selected Instrument-Account combination. Edit: Is now default NT behaviour when there is an open position, if flat it will cancel all working orders for that Instrument-Account combination.
Account, Instrument and Quantity are bootstrapped from ChartTrader, so if you want to change them, you will have to do it there. Edit: Now has dropdowns that always have the same value selected as ChartTrader, that means no matter where you change it the other one will also reflect that change. For that reason vvMiniTradePanel will enable ChartTrader when it starts up. You can hide, disable, show or enable it later. ChartTrader has to stay enabled, a warning will be shown if it is disabled. The Account can also be set manually, however, Quantity and Instrument will still be bootstrapped from ChartTrader.
In terms of size, location and some other settings it is quite configurable.
In order to use the advanced buttons (Lim or Stop +Offset buttons) the AT Interface has to be enabled (ControlCenter ->File ->AT Interface)!
Please only download if you understand the risks of using such an indicator and accept that you will use it entirely at your own risk!
01.Feb.2013 v2.1
Fixed null reference bug in OnTermination.
Changed Close button logic, now exactly the same than the ChartTrader Close button.
05.Feb.2013 v2.2
Fixed bug where the first strategy change was not reflected by ChartTrader.
v2.3
Added dropdown for account selection.
Added Quantity up down for quantity selection.
v2.4
Fixed bug where quantity was not updated after strategy change.
06.Feb.2013 v2.5
Increased max value for quantity to 1m.
Fixed bug with quantity update.
Improved layout a bit, dropdows are larger now.
Put instrument label on Close button.
Added option to hide ChartTrader on startup.
v2.6
Fixed resizing issue.
v2.7
Fixed quantity increments for forex and stocks to NT defaults (.1m and 100).
Max quantity is now 50m for forex, 1m for stocks and 10,000 for futures.
07.Feb.2013 v2.8
Relocated show ChartTrader button so that it does not hide the "F" for unfixing the y scale.
12.Feb 2013 v2.9
Improved the handling of ChartTrader toggle, Button is now in the normal spot and the little "F" as well. If you use vvTrendLineTrader, please update that too.
05.Mar 2013 v3.0
Fixed a bug where button location got messed up on resize or minimize.
13.Mar 2013 v3.1
There was a problem with changing live orders as they might have the order state "Working" whereas the same order on an NT sim account has "Accepted". This version should now work correctly for live and sim.
02.Apr 2013 v3.2
Corrected quantity increment for currencies to 0.01M.
08.Apr 2013 v3.3
Added option to show reverse button.
15.Jul 2013 v3.4
Added functionality to "Close" button, left click same as ever, right click brings all targets to last traded price (i could do best offer too).
04.Nov 2013 v3.5
Fixed a bug (again) where button location got messed up on resize or minimize.
15.Feb2014 v3.6
Added some buttons to place stop or limit orders in an easy way. They are placed x ticks away from the current price, where x is a setting in the properties dialog.
Of course all this is optional, no need to have the buttons on there when you don't want them... To use the new buttons the AT Interface has to be enabled (ControlCenter ->File ->AT Interface)!
February 15th, 2014
Size: 18.59 KB
Downloaded: 2259 times
1350
vvhg
Exported using NT Version 7.0.1000.26
Indicator will only run on NT 7.0.1000.5 or later
The indicator displays the Volume Weighted Average Price of the selected session. It can be used on all types of charts.
You can apply the indicators to charts with several intraday sessions. You can then select via indicator panel, for which session the VWAP shall be shown.
ETH session: The VWAP will be calculated for the full session, if ETH is selected via indicator dialogue.
RTH session: It is possible to display the VWAP for the RTH session or the night session. Set indicator to RTH and select the number of the session, for example "First" for the night session and "Second" for the RTH session.
RTH multi: The VWAP will be displayed starting from the open of the RTH session as specified and then continue through the after session.
Volatility Bands: The indicators has three different modes to calculate volatility bands. For each of the modes multipliers can be selected.
Variance_Price: The variance is calculated from the selected input values of the price bars and the last known value for the VWAP within the current session. This way of calculating the bands is similar to calculating Bollinger Bands with a variable period starting with the first bar of the session.
Variance_Distance: The variance is calculated from the selected input values of the price bars and the value for the VWAP corresponding to price. It is a variance of the vertical distance of price from VWAP. This method corrects for a trend and produces slightly narrower bands on a trending day.
Session_Range: The quarter range of the current session is used as a measure of volatility instead of the standard deviation.
Public Holidays: For Globex instruments the indicator will display the ETH VWAP for the two-day-session including a public holiday. The indicator is preconfigured for the Globex holiday calendar.
Colors: Different colors can be selected for rising and falling VWAP. Also colors and opacities can be selected for the areas between the inner bands, middle bands and outer bands.
Update Jan 23, 2011: Globex holiday calendar for 2011 added. Holiday sessions will only be applied to Globex instruments. Indicators now also work on tick and volume charts.
Update May 17, 2011: New signature for GetNextBeginEnd() implemented.
Update June 15, 2011: VWAP can now be displayed for RTH and after-session, see option RTH-multi. Three different types of VWAP bands added.
Update July 26, 2011: SessionVWAP uses (high + low + open + close) / 4 for higher accuracy. Adapted to different plot styles.
Update January 25, 2012: Globex holiday calendar for 2012 added. Small bug removed, which had affected the plot colors.
Update February 23, 2013: Plot recoded & CPU efficiency improved, Globex holiday calendar for 2013 added.
Update March 30, 2013: Algorithm improved for both speed and accuracy. VWAP start time can be selected.
Update April 11, 2013: Plot modified for compatibility with charts built from multiple bar series.
Update May 10, 2013: 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 December 28, 2014: Holiday calendar added for 2015. Price markers improved for US interest rate futures.
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,…
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
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
March 9th, 2023 05:21 PM MONICAP hello, and thanks for your time developing and sharing this indicator. i want to ask if this could be available for NT8
also. thank you
September 16th, 2022 07:30 PM TomTownsend Very helpful, thank you, and for all you do!!!
February 19th, 2019 06:43 AM Anand Jagdeo good morning. I am fairly new to trading and would like to use this indicator. am i supposed to change the dates for the
se holidays to the current year. Please advise. Seems like a pretty good indicator if applied properly. Thanks
Anand
June 9th, 2017 11:10 AM mercyj does anyone know why I can't set the autoscale to FALSE? it's greyed out. and the pivots are all wacko on the chart
March 17th, 2019 10:53 PM Aragorn Excellent for possibly helping us who never learned how to read the tape. Awesome. Thank-you
November 7th, 2018 07:03 AM romus Excellent!
December 2nd, 2016 09:10 AM gentech Many, many thanks for this work. Will there be a version for the NT8 platform? (I wish I had the skills of some of the c
ontributors here; I'd love to do some conversions myself and post for others to use.) Once again, thank you for sharing
your hard work with us.
February 25th, 2016 04:49 PM elyt Thanks, this is so useful. All the best
December 25th, 2015 09:24 AM lesterb Excellent, thank you !
May 19th, 2015 01:11 PM abdunbar thanks, looking for example of an indicator opening a separate window.
February 28th, 2014 09:37 AM wxsim1 superb indicator! now hopefully it can be implemented with account groups in the near future
January 26th, 2014 04:50 PM alexJetski awesome work, thanks so much.
December 18th, 2013 09:22 AM Ynotfutures I currently bury NT7's Dom and typically trade from my chart. This tool is much appreciated, its small and compact alway
s on top and easy to access thanks for your time and effort. And thanks for sharing.
November 25th, 2013 03:56 PM mdl060374 great! thanks