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MACD Dots on Crossover

# Waylock - 11/5/12 - [email protected]

# MACD Dots on Price Chart
# Shows Primary Signals only. Once a BuyAlert is issued another BuyAlert cannot be issued until after a SellAlert has been issued, etc.
# Change Displace value below to adjust where Dots are placed on the Price Chart

input displace = .001;

input fastLength = 6;
input slowLength = 16;
input MACDLength = 6;
input AverageType = {SMA, default EMA};

def Value = MACD(fastLength, slowLength, MACDLength, AverageType).Value;
def Avg = MACD(fastLength, slowLength, MACDLength, AverageType).Avg;

def BuyAlert = Value > Avg;
def SellAlert = Value <= Avg;

rec count=if BuyAlert==1 and count[1]==0 then 1 else if SellAlert==0 and count[1]>=1 then count[1]+1 else 0;

rec count1=if SellAlert==1 and count1[1]==0 then 1 else if BuyAlert==0 and count1[1]>=1 then count1[1]+1 else 0;

def PrimaryBuyAlert = BuyAlert==1 and count==1;
def PrimarySellAlert = SellAlert==1 and count1==1;

plot DotUp = if PrimaryBuyAlert then Low * (1 - displace) else double.nan;
DotUp.SetPaintingStrategy(PaintingStrategy.POINTS);
DotUp.SetDefaultColor(Color.BLUE);
DotUp.SetLineWeight(5);
DotUp.HideBubble();
DotUp.HideTitle();

plot DotDn = if PrimarySellAlert then High * (1 + displace) else double.nan;
DotDn.SetPaintingStrategy(PaintingStrategy.POINTS);
DotDn.SetDefaultColor(Color.YELLOW);
DotDn.SetLineWeight(5);
DotDn.HideBubble();
DotDn.HideTitle();

Category ThinkOrSwim

Details: MACD Dots on Crossover
Category: ThinkOrSwim

November 5th, 2012
Size: 1.38 KB
Downloaded: 314 times

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

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: 813 times

Keywords: high low pivots rms

Medium-High-Low (MHL)

Exported with NinjaTrader 7.0.1000.31

Initial Release on August 12, 2016

This indicator is based on the article in Stock & Commodities Magazine, August 2016 edition titled �The Middle-High-Low Moving Average� written by Vitali Apirine. The base code upon which this indicator was built was written and freely contributed by NinjaTrader personnel. Although the NT version can be downloaded from an NT location it is package in this download for convenience. The original indicator is named MHL and the modified version is named fpgMHL.

The author describes MHL according to the formula:
MHL = (Highest high + Lowest low)/ 2

Where:
Lowest low = lowest low for the lookback period
Highest High = highest high for the lookback period

The author describes two MA choices, an SMA or EMA to be used for the MHL with the same MA type used for smoothing the MHL MA. The notation MHL SMA(3, 10) uses a 3 period SMA MHL to smooth a 10 period SMA and a MHL EMA(3, 10) uses a 3 period EMA MHL to smooth a 10 period EMA. In the article the author uses a second plot as the signal line which is of the same MA Type and period as the MHL MA. The signal line crossing the MHL MA results in the trade signal.

The MA periods recommend are; short = 5-20; medium = 20-60, and long = 100 or greater. The MHL periods of 5-15 for MA periods less than or equal to 50, and 15-50 for MA periods of 50-200.

Extensions:

The extensions to the indicator are as follows:

The signal line is automatically included using the same MA Type and period as the MHL plot line (see the exception in no. 2 below.
The user can select from approximately 25 other MA Types that are available on this site. If a MA Type other than the EMA or SMA the smoothing MA will be either the SMA (default) or the EMA according to a parameter switch setting (No. 02)
An option to include a second MHL plot line, This will be of the same MA Type as the primary MHL but different MHL and MA periods can be specified. For convenience the default values for the second MHL are double that of the primaries default values. However, the secondary ML period must be at least 1 greater that the primary MHL period and the secondary MHL MA period must be at least 5 greater that the primary MA period. These are arbitrary values.
Three signaling options are supported:
a. None � self explanatory
b.Basic � a value is exposed to the mhlBasicSignals IntSeries when the signal line crosses either the primary MHL or secondary MHL (if option is selected). The values used are (2, 1, 0, -1, -2) where the two�s values are for a Secondary line crossing, the one�s value are for a primary line cross, and the zero is for no crossing.
c. Extended � a 1 or -1 is exposed to the mhlExtendedSignal IntSeries when the primary MHL line crosses the secondary MHL providing the other plot lines are in the correct position relative to the Secondary MHL and to each other. Setting this option automatically sets the Secondary MHL option. No visual signals are produced.

Change Log:
7/12/2016 Initial release

Category NinjaTrader 7 Indicators

Details: Medium-High-Low (MHL)
Category: NinjaTrader 7 Indicators

August 13th, 2016
Size: 59.72 KB
Downloaded: 792 times

merTickBasic

This is a very basic indicator, which I have been using during my daily trading journal, and was asked by several members.
https://nexusfi.com/trading-journals/30483-mergodon-topsteptrader-combine-journal.html

Please keep that in mind, this indicator is my first one. I will try to make it better, but I am not a programmer, so pls try to be patient. If you are finding any bug, or having idea to improve it dont hesitate to shoot me a PM.

The indicator is mainly usefull if you are:
- you are primarly trading US indexies
- if you dont want to see every level, just a few, and find trades there with your other indicators
- using a 24/7 session template to see all the moves for the globex and the RTH session too
- you would like to see the opening range (first x min high low) but you are using a tick or volume chart
- you would like to see the globex high and low
- you would like to see the Y-day close
- you would like to use vertical time markers, to find trades at different time
- you would like to spot trend extensions based on globex high low levels

Please to configure the indicator always use the session template times, so you dont have to bother with different time zones etc...
Please keep that in mind the indicator is not calculate the data on a tick basis, so the close time and the opening bar size could be not accurate to the tick, because it is calculated on barclose only!

On the screenshot you can see many indicator (just to give mine into the context). the merTickBasic indicator is the vertical and horizontal lines on the main chart nothing more or nothing less!

Category NinjaTrader 7 Indicators

Details: merTickBasic
Category: NinjaTrader 7 Indicators

October 23rd, 2014
Size: 6.66 KB
Downloaded: 521 times

MomDots

Exported using NT version 7.0.1000.1

MomDots is a displaced simple moving average calculated from the typical price (High + Low + Close)/3.

You can use this indicator or simply apply a SMA(3) to the typical price, select a displacement of 2 periods and change the plot style to DOT.

Category NinjaTrader 7 Indicators

Details: MomDots
Category: NinjaTrader 7 Indicators

August 30th, 2010
Size: 3.93 KB
Downloaded: 528 times

Keywords: momdots sma

MousePanToolbar - version 1.00

The features of this indicator have been incorporated into a new version of MousePan - which I recommend over this version.

The combined version lets you use the tool bar and the keyboard, which has advantages if you use chart trading.

***** Depreciated code - see above ******

This is a variation of the MousePan indicator for NT7, which is enabled or disabled using a modification to the charts toolbar. Unlike MousePan, there is no keyboard shortcut needed to pan the chart.

This is useful if you like to use a fixed scale on charts to avoid NT zooming in too much when the range is low, since that would make small movements look large.

If you need to modify a drawing on the chart, turn off panning by clicking "Pan" on the toolbar and then enable panning when done.

When enabled, the chart can be moved up or down by dragging with the mouse held over the chart (hold the left mouse button down to drag).

*** Be aware that enabling chart pan with this indicator may cause problems if you use chart trading unless you turn off panning before modifying orders on the chart. If so, you may prefer to use MousePan which is enabled momentarilty with a control key on the keyboard.

Category NinjaTrader 7 Indicators

Details: MousePanToolbar - version 1.00
Category: NinjaTrader 7 Indicators

February 28th, 2013
Size: 3.54 KB
Downloaded: 333 times

Moving Mean, Median and Mode - TPO & VWTPO

Exported using NT Version 7.0.1000.14

Moving averages are widely used as tools in technical analysis. They come in all variations and colors. The simple moving average can be considered as a moving mean of the close values of a series of price data. Many other indicators are weighted moving averages, which are also applied to the close values.

However, there are other measures for statistical distributions, which are usually neglected. This includes the median and the mode.

Also most moving averages are only calculated from the close values, where as open, high and low are neglected. Why ignore information which is already contained in the price data?

This package includes a TPO mean, a TPO median, a TPO mode (calculated from high and low points of price) and a VWTPO mean, a VWTPO median and a VWTPO mode (calculated from both price and volume data). TPO and VWTPO indicators do not use the open value and the close value, but both assume that the volume is evenly distributed over the range of a price bar. Although this information is mostly incorrect, it is still a better approach when compared to the traditional solution of calculating indicators exclusively from the close values.

Here is a description of the six indicators:

Moving Mean (TPO):

This indicator can be considered as a range weighted moving average that uses the bar center (high + low)/2 as input series. Usually wide range bars have a higher volume than narrow range bars. This makes sense giving them a higher weight. When a breakout occurs, the MovingMean (TPO) will adapt faster than a traditional SMA. Compared to a SMA the lag is reduced when volatility increases, but it is lagging more when volatility decreases.

Moving Mean (VWTPO):

This indicator is identical to the VWMA, when the bar center (high + low)/2 is used as input series. It is pretty similar to the TPO mean, but uses real volume instead of approximating it via the range. The properties of this indicator are similar to the TPO mean, but it should be slightly more accurate.

Moving Median (TPO):

A statistical median calculated from all data points of all bars contained within the lookback period. Compared to a standard median calculated from the closes (also see here: https://nexusfi.com/download/ninjatrader-7/indicators/829-download.html?view ), it should give a better approximation of the statistical median of the entire price volume distribution. The median is the most stable of the three statistical measures and probably the most representative as well.

Moving Median (VWTPO):

This indicator is similar to the TPO median, but should give an even better approximation of the the statistical median of the price volume distribution.

Moving Mode (TPO):

The indicator shows the price with the highest occurence over the lookback period of the indicator. As the price volume distribution of the single price bars over the lookback period is unknown, there can be a significant error in any estimation. Unlike the median, the mode is not self-correcting in a way that errors cancel out. It should therefore be used with prudence. However, this indicator will still yield far better results than the Pearson formula, which should only be applied to unimodal distributions.

Moving Mode (VWTPO):

The indicator shows a better accuracy than the TPO mode, but still suffers from its inherent instability.

Category NinjaTrader 7 Indicators

Details: Moving Mean, Median and Mode - TPO & VWTPO
Category: NinjaTrader 7 Indicators

August 6th, 2013
Size: 17.15 KB
Downloaded: 1323 times

Keywords: mean median mode statistics tpo vwtpo

Multi-time Frame Stochastic

05/13/2012 NOTE: A newer version has been uploaded...(xcStoch)......
new version adds RangeNoGap...per requests from BMT members

xcStochastic...

In response to several BMT member requests to expand the "xc" series (crosschart) of indicators......this indicator will plot a Stochastic from about any Chart Type or Time frame on a different Chart Type or time frame.
The example shown is a 5min Stochastic running on a 1 min chart....(the original 5min chart is also shown just for comparison). The xcStoch will plot the 5min value on the 1min chart....
NOTE: Because the xcStoch draws based on the bar interval of the displayed chart, the Stochastic line may not change value for several bars when the "alternate" chart is a larger time period.....See the 'stairsteps' on the chart. In this configuration, StairStepping is NORMAL....not an error

xcStoch is selectable by Chart Type (Minute, Tick, Range)
and selectable by Chart Period.
D & K Plots are completely configurable as well (period, color, style, width, etc.) as are the high/low lines.

To increase the availability of this indicator to those who requested it, I am putting it in the "General Downloads" section instead of Elite....

Category NinjaTrader 7 Indicators

Details: Multi-time Frame Stochastic
Category: NinjaTrader 7 Indicators

August 5th, 2011
Size: 9.73 KB
Downloaded: 924 times

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