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IntradaySeasonality V12 5 *
Exported using NT Version 7.0.0.25

The download file contains two indicators which can be used to explore the average range and volume of any intraday time period over a selected lookback period. The average takes into account the day of the week. For example the average volume displayed for any bar period on Wednesdays is only calculated from data taken from prior Wednesdays.

With default settings the indicators calculate average range and average volume from the prior 20 weeks (reference period). The result is then displayed for the last 2 weeks (display period) of the chart. The lookback period of the chart should be larger than the sum of reference and display period. With default setting the minimum lookback period would be 22 weeks + 1 day = 155 days.

The indicators can only be used with fixed period charts (for example 30 min or 60 min charts).

Please take into account that NinjaTrader cuts off the bars at the end of a session. Therefore the last bar of each session may show a comparatively low volume. The indicator does not convert this volume into a pro-forma volume by extrapolating the volume to a full bar.

Update September 16, 2014: Holiday calendar added, day of week is displayed below the histogram.

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

https://nexusfi.com/elite-circle/5242-intraday-seasonality-when-trade-when-not-trade.html


Category NinjaTrader 7 Indicators 
 
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Details: IntradaySeasonality V12
Category: NinjaTrader 7 Indicators 


September 16th, 2014
Size: 9.97 KB
Downloaded: 2095 times

Keywords: range seasonality tradingtimes volume
irInsideBarsAll for NT-8.0.17.2 64-bit 5 *
As the name implies, this NT-8 indicator looks for Inside Bars and then simply paints an all white bar on your candle stick or OHLC bar chart, (it works on Hollow Candlestick charts also).

If the bar is an Inside Bar and is also a Doji (Open[0] == Close[0]) the indicator will paint a diamond on the close of the bar to highlight the Doji for you.

You might have to change the default color choices if you're using lighter colored chart backgrounds.

Indicator will color the candlestick outlines and the candle bodies, one color regardless of the direction they close in (up or down). The indicator is set to calculate on bar close. (no need for it to be anything else)

Inside Bar condition: if(High[0] < High[1] && Low[0] > Low[1])
"Doji" condition: if(Open[0] == Close[0])

As I said, it's not the Holy Grail, but I find it helpful to have a visual clue that suggests "something may have changed here".


Category NinjaTrader 8 Indicators and More 
 
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Details: irInsideBarsAll for NT-8.0.17.2 64-bit
Category: NinjaTrader 8 Indicators and More 


April 6th, 2019
Size: 2.33 KB
Downloaded: 880 times

Keywords: bars candlestick inside patterns
irReversalBarsV3 5 *
Updated previous version to correctly paint on top of other Paint Bar type indicators. March 26, 2019
Download link includes irReversalBarsV3
(for some reason the download link still refers to the previous "V2" version's name??)

This NT-8 indicator simply paints a Bullish Reversal bar or a Bearish Reversal bar on your candle stick or OHLC bar chart, it works on Hollow Candlestick charts also.

You might have to change the default color choices if you're using lighter colored chart backgrounds.

Indicator will color the candle bodies solid regardless of the direction they close in (up or down).
The indicator is set to calculate on bar close. (no need for it to be anything else)

Bullish Reversal condition: if((High[0] > Open[0] && Low[0] < Low[1]) && Close[0] > Open [0])
Bearish Reversal condition: if((High[0] > High[1] && Low[0] < Open[0]) && Close[0] < Open [0])

It's not the Holy Grail, but I find it helpful to have a visual clue that suggests "something may have changed here".

Enjoy,
Trade well.


Category NinjaTrader 8 Indicators and More 
 
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Details: irReversalBarsV3
Category: NinjaTrader 8 Indicators and More 


March 21st, 2019
Size: 3.02 KB
Downloaded: 963 times
irSessionSupportAndResistance 5 *
Exported using Ninja Trader 64-bit 7.0.1000.31
This indicator was developed after reading a request on the NinjaTrader Support Forum. [ here]
One of the members was looking for an indicator to show bars that made the high of the session and the low of the session.

I used to mark these by hand [drawing a rectange or lines] usually on a longer term chart, [a 15 minute for eg.]
The indicator plots the open of the "up-close" bar that makes the high of the session, it also plots the open of the "down-close" bar that makes the low of the session.

I find it helpful for delineating Supply and Demand and for a clue as to when I should change my bias from "leaning long" to "leaning short" and vice versa.

***Note*** Here is a [COLOR="Blue"]link[/COLOR] to a more detailed description of how I use this indicator.

Thanks to a friend for his help getting this to work.

Trade well, TGN


Category The Elite Circle 
 
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Details: irSessionSupportAndResistance
Category: The Elite Circle 


April 19th, 2016
Size: 5.27 KB
Downloaded: 1720 times

Keywords: supply/demand support/resistance
IV Percentile 5 *
The Implied Volatility (IV) Percentile indicator attempts to gauge IV. This is a simple oscillator that returns an IV value from 0 to 100 Percent that's within a selectable lookback period. The user can compare the IV value to either an adjustable axis Value or against a Simple Moving Average.

This is not to be confused with IV Rank which is similar in function but uses a more simplistic calculation.

I have used this indicator as a filter for several mechanical strategies.


Remember...

When the VIX is high, it’s time to buy. When the VIX is low, it’s time to go.

This indicator was compiled using NinjaTrader 8.0.23.1 64-bit


Category NinjaTrader 8 Indicators and More 
 
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Details: IV Percentile
Category: NinjaTrader 8 Indicators and More 


January 16th, 2021
Size: 3.36 KB
Downloaded: 417 times
jhlEMA
Should return the same values as the standard EMA. Designed to be a reusable component with low memory overhead.

Version 2:
Further reduced memory footprint
Defaults to CalculateOnBarClose = false
Updated with new JHL.Utility.MA


Category NinjaTrader 7 Indicators 
 
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Details: jhlEMA
Category: NinjaTrader 7 Indicators 


July 3rd, 2010
Size: 4.51 KB
Downloaded: 314 times
jhlMAX 5 *
Maximum value seen in period. Should return the same values as the standard MAX, which as of b18 has been fixed to reduce iteration. With that fixed the only advantage this has over the standard is memory reduction when used as a component and not displayed. (Both versions are now efficient with CalculateOnBarClose == false.)

Version 2 - Corrected calculation errors when COBC == false && Input != High


Category NinjaTrader 7 Indicators 
 
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Details: jhlMAX
Category: NinjaTrader 7 Indicators 


July 4th, 2010
Size: 2.31 KB
Downloaded: 278 times
jhlMIN 5 *
Minimum value seen in period. Should return the same values as the standard MIN, which as of b18 has been fixed to reduce iteration. With that fixed the only advantage this has over the standard is memory reduction when used as a component and not displayed. (Both versions are now efficient with CalculateOnBarClose == false.)

Version 2 - Corrected calculation errors when COBC == false && Input != Low


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Details: jhlMIN
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July 4th, 2010
Size: 2.32 KB
Downloaded: 260 times
jt stats 3 *
Realtime levelII/Tick Volume Version 1.5 - 3/1/09

Exported using NT Version 6.5.1000.8

Description:

This indicator combo displays real-time Level II market data as well as up/down volume by tick for the current bar on the main chart panel. It works on any instrument, time-frame and chart type.

The Level II data is displayed to the right of the price bars as a horizontal histogram that extends out over the price bars. The histogram bars are color coded to visually identify the corresponding bid/ask levels. The price axis of the chart is used to show the price of each bid/ask level. In addition, the actual size of bids vs. asks at each level as well as a total bid/ask is printed down the right side of the histogram.

The second indicator included in this combo displays volume as a vertical progress-like bar to the right of the Level II histogram. This indicator displays the volume of the current bar. It shows, by tick, how much volume is occurring above, at and below the previous bar's closing price. It does this using three configurable color bars representing the relative proportion of the underlying volumes. The actual over/under volume count is displayed at the top and bottom of the bar.

These indicators only support live data and will not plot historical data.

Version 1.4 Changes:

1) Added current bar bid/ask volume option
2) Added level II bid/ask ratio
3) Added Strength indicator based on high/low/same volume and bid/ask ratio.
4) Added price line to make it easy to follow price movement through the histogram.
5) Other readability changes.

Version 1.5 Change:

1) All colors are now customizable.

Version 1.5.2 Changes:

1) Fixed property persistence issue.
2) Default histogram opacity set to 100


COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: [COLOR=#0000ff]NOT TESTED [feedback][/COLOR]


Category NinjaTrader 6.5 Indicators 
 
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Details: jt stats
Category: NinjaTrader 6.5 Indicators 


June 13th, 2009
Size: 6.77 KB
Downloaded: 712 times

Keywords: ninjatrader realstats sharky
Keltner Channel Strategy (EA)
This strategy uses Keltner Channels for buying and selling. If

Buying logic
An entry order to buy at the high price of the current bar will be generated if the current bar crosses the upper band.

Selling Logic
An entry order to sell at the low price of the current bar will be generated if the current bar crosses the lower band.

Here's a list of the inputs you will be able to modify when adding the EA:

Keltner Channel Indicator
Length = 20
Numatrs = 1.5 -> this value is multiplied by the average true range of the current bar to determine the distance from the upper and lower bands to the midline.

Other inputs / default values
Limit = 0
Stop = 0
Use SSL = False
Port = 25
Trailing Stop = 0
Email Alert = False


Category FXCM Strategy Trader (hidden) 
 
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Details: Keltner Channel Strategy (EA)
Category: FXCM Strategy Trader (hidden) 


December 16th, 2010
Size: 3.35 KB
Downloaded: 167 times

Keywords: keltner channels
 



 
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