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Market Stats indicator V2. JPerl Tools for NT7. VWAP Shows historical PVP with histogram, and VWAP. Price MODE for FX.

This is a tool for use with the JPerl thread from a while ago on Traders Laboratory.

This is an update from these old versions THIS, and then THIS. All of this was done from scratch recently so there may be errors?

To find out more about the method or to see the videos, look HERE.

This indicator includes a Peak-Volume-Price(PVP) and its volume histogram. Also shown is the historical movement of the PVP. The PvP has several calculations for the 'Typical Price.' Which includes Close, HLC/3, OHLC/4, HL/2... AND the ability to use the volume counted, and evenly distributed amongst each price on that bar, this option does use more CPU cycles.

The Volume-Weighted-Average-Price(VWAP) is also there. It has the same 'typical price' calcs as the above, but w/o the ability of attaching evenly distributed volume amongst each price.

PRICE MODE(FOR FX): With both of these tools, the traditional volume calculations are there. But also has the ability to substitute in the price bars metrics, INSTEAD of the traditional volume. This might be useful for trading FX, as the typical volume tools look VERY similar to my way of using the bar's metrics instead of volume. To access the Price-Mode, set "Use Volume=false" in setup screen.

You can modify the profile to be drawn with rectangles which looks smoother, or with lines. The color is customizeable as is the amount of each session occupied by it, a percentage width option. The drawing of the profile does eat some CPU cycles, so if not necessary it can be disabled via "Show Volume Profile."

Updates to come as I am interested in studying this data in tabular form, so I'll post updates when I think about it.

Category NinjaTrader 7 Indicators

Details: Market Stats indicator V2. JPerl Tools for NT7. VWAP Shows historical PVP with histogram, and VWAP. Price MODE for FX.
Category: NinjaTrader 7 Indicators

May 9th, 2017
Size: 5.64 KB
Downloaded: 529 times

Keywords: histogram statistics vwap jperl

Market Strength/Weakness Snapshot Indicator

This indicator provides a quick visual of key market strength price concepts (various metrics contained in a table at the top middle of the screen). It is useful for determining the relative strength and weakness of different instruments using price relative to the following:

- Key volume profile concepts (price relative to the current day value area and POC and yesterdays value area and POC).

- vwap

- Initial balance range including extensions

- Retail Open (RTO) and yesterday's high and Low (YHL)

Attached picture shows a weak market.

See thread below for more details:

https://nexusfi.com/elite-circle/26322-volume-profile-market-profile-snapshot-indicator.html

update 1/14/2014

- Added initial balance and range extensions
- Added price relative to the Retail Open (RTO) above RTO open green up arrow, below retail open red down arrow.
- Added price relative to yesterday's high or low(YHL), price above yesterdays high green arrow and below yesterday's low red arrow and in between yellow dot.

To operate make sure the following supporting indicators are installed:

anaCurrentDayVWAPV42
anaIBRangeBandsV38
anaCurrentDayOHLV42
anaPivotsDailyV42

Category The Elite Circle

Details: Market Strength/Weakness Snapshot Indicator
Category: The Elite Circle

March 7th, 2013
Size: 42.50 KB
Downloaded: 3679 times

Market Type via Van Tharps SQN Model v1.1

I have been reading the back issues of Dr. Van Tharps newsletter and one of the things I have found interesting is his monthly publishing of Market Type based on his SQN model. He publishes two graphs, one for determining the trend of the market and the other for volatility.

The basic idea is that these indicators could be used as a filter to determine which trading strategies work better when a given Market Type is prevalent. While his analysis is done specifically on the S&P 500 as the broader market definition, it should work equally well on other instruments.

This is my first NinjaTrader indicator so comments/suggestions welcome. This now includes both the SQN and Volatility indicators. The Volatility one for 2011, if you compare, looks "almost" the same as the one on the website linked below. I have looked back at old newsletters where they published the values for ATR% instead of the graph and my numbers match, so I will assume the formula is correct for now.

Enjoy.

Here is a link to the latest newsletter article that has the SQN 100 graph of the S&P 500 for 2011. I have also included the graph from the article so you could easily compare it against the indicator screenshot over the same period.

https://www.vantharp.com/Tharps-Thoughts/Weekly_558_Jan_04_2012.htm

Changelog:

v1.1
- variable refactor
- paint background just in indicator panel
- for SQN i find 5 colors too much, so added a 3 color option so you can just see Bull, Neutral, and Bear market types.

Category NinjaTrader 7 Indicators

Details: Market Type via Van Tharps SQN Model v1.1
Category: NinjaTrader 7 Indicators

January 15th, 2012
Size: 11.02 KB
Downloaded: 738 times

MarketAnalyzerTools

This is a variant of the default CurrentDayOHL Indicator that adds optional audio alerts for new intraday highs and lows, and exposes a DataSeries called NewHiLo that can be used for other purposes such as conditional cell formatting in Market Analyzer. DataSeries NewHiLo will be equal to +1 for a trade at the session high, -1 for a trade at the session low, and 0 at other times. It can use Ninja Trader's Session Templates or Daily High/Low data from your data provider. DataSeries BA returns +1 of the last trade was at the Ask, -1 if it hit the Bid, and 0 for otherwise. Note the audio files in use, and change them as required for your installation.

The author's audio files and some development notes can be found at this URL: [SIZE=2][COLOR=black]https://nexusfi.com/ninjatrader-programming/10558-session-hilo-audio-alerts-beta.html[/COLOR][/SIZE]

If you find any errors in the code or have any suggestions, please post in that thread.

For more information on using cell conditinal formating in Ninja Trader, take a look at the online help: [SIZE=2][COLOR=black]http://www.ninjatrader.com/support/helpGuides/nt7/creating_alert__cell_and_filte.htm[/COLOR][/SIZE]

Ver 1.0 13 May 2011 Posted in forum by MXASJ.
Ver 1.01 13 May 2011 Minor refactor.
Ver 1.10 24 May 2011 Posted in Downloads Section.

NT 7.0.1000.5 Compile

Category NinjaTrader 7 Indicators

Details: MarketAnalyzerTools
Category: NinjaTrader 7 Indicators

May 24th, 2011
Size: 4.48 KB
Downloaded: 1336 times

MarketRetrace

This indie looks at yesterdays High and Low and todays High and Low. It paints yesterdays High and Low on todays chart, as well as the mid and RMS values of yesterdays High and Low. The RMS values are estimated as 70.7% and 29.3% for a sine wave. It also paints todays High and Low. These values can be interesting turning points. All levels are labeled in the right side margin (I recommend a margin of 100). I posted a similar indie in NT7 called Pivots Plus that was very popular . This one does not have the pivots included, you can add that to the chart. This one does have a button to hide the indie if you want to declutter your chart.

Here is the wiki definition of RMS...
In mathematics and its applications, the root mean square (RMS or rms) is defined as the square root of the mean square (the arithmetic mean of the squares of a set of numbers).[1] The RMS is also known as the quadratic mean[2][3] and is a particular case of the generalized mean with exponent 2. RMS can also be defined for a continuously varying function in terms of an integral of the squares of the instantaneous values during a cycle.

I hope that you find it interesting....

Trade Well...
Bob

Category NinjaTrader 8 Indicators and More

Details: MarketRetrace
Category: NinjaTrader 8 Indicators and More

January 27th, 2021
Size: 5.88 KB
Downloaded: 814 times

Keywords: high low pivots rms

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: 879 times

Keywords: indicator marketwatch sentiment

MASlopeMTF V1.51

Changes from previous version:
1. Change slope calculation to normalized, so it's now compatible with MASlopeMulti.
2. Add additional MA.

MASlopeMTF, it display MA slope (only) of different time frames, it doesn't display the MA line itself.

Colored background colored by slope.

User defined text for slope box.

Currently it displays only real-time slope, no history at this version.

Release December04, 2011 version 1.40
Release September 03, 2012 version 1.51

Exported using NT Version 7.0.1000.10

Category The Elite Circle

Details: MASlopeMTF V1.51
Category: The Elite Circle

September 3rd, 2012
Size: 59.00 KB
Downloaded: 710 times

MASlopeMulti V2.83

This version includes few additional features:

MA line dash style can be used now to reflect all existing coloring modes like slope, rising/falling, support/resistance etc�
MA line width can be used now to reflect all existing coloring modes like slope, rising/falling, support/resistance etc�
These new visual modes works in harmony with existing modes, so now it is possible to compress more information into the MA line.
MA Text tag includes now auto mode and manual mode (user defined text tag)

All other existing features in previous version (V2.76) without change.

Templates saved with "MASlopeMulti" versions prior to V2.83, may not

keep same parameters value after installing this version.

Double MA capability (optional), each MA type can be doubled with any other MA type except ADX, ADX can be doubled with ADX only.
Display real-time and history MA slope.
Display MA line colored.
Optional colored background.
Optional colored Paint bars.
The following coloring modes are enabled independently for MA line, background and paint bars:
By slope threshold
By rising/falling
By support/resistance mode (when time bar closes above MA line, it become a support, and vice versa)
By support/resistance mode with slope threshold
By support/resistance mode with rising/falling
Paint bars contain additional filter for specific trend type.
User defined text for slope box.

Revised version V2.83 uploaded on December 25 2011.

Exported using NT Version 7.0.1000.8

Category The Elite Circle

Details: MASlopeMulti V2.83
Category: The Elite Circle

December 25th, 2011
Size: 54.22 KB
Downloaded: 4102 times

MASlopeMulti V3.42

Changes from previous version:

1. Advanced divergence removed, simple divergence optimized
2. Separation to second MA is now available also when second MA is disabled.
3. Additional options at section 6.1 Paint Bars Type.
4. Additional options at section 5.4.1 Background mode.
5. DM filter is improved with more advanced options, filter result can be reflected to the followings: Paint Bars, MA line, Background, all options are listed at section 7.1.2
6. Fixed few minor bugs, also CPU performance should be slightly better after optimizing several parts in code.

Compatibility to previous templates: it depends on the options are used, changed properties may not keep its previous value.

Existing features:
1. Double MA capability (optional), each MA type can be doubled with any other MA type except momentums, which can be doubled with itself only.
2. Display real-time and history MA slope (normalized).
3. Divergence with second MA mode.
4. Display MA line colored.
5. Optional colored background.
6. Optional colored Paint bars.
7. The following coloring modes are enabled independently for MA line, background and paint bars:
1. By slope threshold.
2. By rising/falling.
3. By support/resistance mode (when time bar closes above MA line, it become a support, and vice versa).
8. By support/resistance mode with slope threshold.
9. By support/resistance mode with rising/falling.
10. Paint bars contain additional filter for specific trend type.
11. User defined text for slope box.
12. DM filter

Please remove previous version and restart ninja trader, before installing this release.
This new version comes as protected assembly.

Updated December 25, 2012 version 2.83
Updated February 28, 2012 version 3.10
Updated June 30, 2012 version 3.35
Updated September 03, 2012 version 3.42
Exported using NT version 7.0.1000.10

Category The Elite Circle