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NYSE TICK Advance/Decline Market Internals

Created this indicator to plot the 1 minute NYSE TICK and Advance/Decline on my range bar trading charts. I use it to see high/low TICK thresholds, TICK divergences, and A/D line market strength, used together to predict short term overbought/oversold market reversals. This can tell you when a pullback is imminent, or help trade reversals.

The necessary candles are artificially filled in to preserve the main chart bar spacing, but the high/low thresholds are retained. It also marks the 1 minute high/low TICK thresholds on the chart. The A/D line plot can be toggled on/off using CTL-ALT key stroke.

Note: You must have the NYSE TICK (^TICK) and Advanced Decline (^ADD) symbols defined in your Instrument database.

Category NinjaTrader 7 Indicators

Details: NYSE TICK Advance/Decline Market Internals
Category: NinjaTrader 7 Indicators

July 22nd, 2012
Size: 5.56 KB
Downloaded: 1509 times

Keywords: advance decline internal internals market monpere tick

Open Range with overnight session V3

Ok this one will plot on today chart only. It is named ORange_OvernightV2 in case you want to keep the V1
you can use it to find ovenight high and low just set end time to zero.

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: NOT TESTED [feedback]

2/13/2010 V3 add color section so that it remembers user color selection

Category NinjaTrader 6.5 Indicators

Details: Open Range with overnight session V3
Category: NinjaTrader 6.5 Indicators

October 19th, 2009
Size: 3.11 KB
Downloaded: 331 times

Opening Range (amaOpeningRange)

Version 2.2 January 31, 2018

The Opening Range is the range obtained from the highest and lowest price of a security during the first minutes of daily trading activity. For example the opening range can be calculated from the first 5, 15 or 30 minutes.

The opening period can be selected via the time zone, the start time and the end time of the opening period. For example if you wish to display a 30-minute opening range for ES, you would select Exchange_Time or US_Central_Standard_Time, a start time of 8:30 AM and an end time of 9:00 AM. The indicator will then display the regular open and the opening range high, low and midline.

You may also use this indicator to display the pre-session range. It is possible to display the entire pre-session range that covers the period from the start of the trading day until the regular open, or you may select a custom period for the pre-session.

The indicator will only return an accurate opening range, if it is calculated from minute bars that align to the start time and end time of the selected opening period. For example, if you wish to display an accurate 30-minute opening range for ES, you may only apply the indicator to 1-min, 2-min, 3-min, 5-min, 10-min, 15-min or 30-min bars. When selecting other bar periods or bar types, there will be overlapping bars in the beginning and the end of the opening period. This may result in a slightly inaccurate opening range.

If you wish to display a correct opening range on any bar type, please proceed as follows:

- Add a secondary bar series of 1-min*) bar to your primary price panel.
- Set the colors for candle outllines, candle wicks, up and down bars to transparent.
- Apply the indicator to the secondary 1-minute bars for an exact calculation.

*) When you add a minute bar series to a tick or volume chart, this will slightly distort the chart, as the bar spacing is adjusted to the duration of the bars. As a consequence of the law of large numbers, the distortion will be smaller, if you add a secondary bar series with a lower resolution. It is therefore recommended to use the highest bar period available that aligns to the start time and end time of the opening period. For a 30-min opening period for ES, you may therefore add 30-min bars instead of 1-min bars.

The chart attached shows the 30-min opening range on a 1000-tick chart to ES 12-17. The invisible secondary bars that were added are 30-min bars.

Update January 31, 2018: Version 2.1 did not properly calculate the opening range when the first bar of the opening range had a time stamp greater than the end time of the opening period (display of short period opening ranges on higher timeframe charts). Version 2.2 has the bug removed.

Category NinjaTrader 8 Indicators and More

Details: Opening Range (amaOpeningRange)
Category: NinjaTrader 8 Indicators and More

October 20th, 2017
Size: 10.60 KB
Downloaded: 3701 times

Keywords: globexsession open opening openingrange regular resistance session support overnightrange regularsession

OsMA Moving Average of Oscillator V1 NT8.0.0.10 Beta

"The Moving Average of Oscillator (OsMA), is an indicator that is calculated by taking the difference between a shorter-term moving average and a longer-term moving average. The two most common are the 12 period moving average and the 26 period moving averages. Because of this fact, it is best described as a modification of the classic MACD Indicator. A cross through the zero or center line can be a very simple way to decide if momentum is gaining to the bullish side, or if it is falling to the bearish side. Many traders will use the side of the line that the histogram is on to help them decide which direction they want to be in a particular market.

This indicator can be used to spot divergences as well. A divergence is simply when price isn�t in tune with actual underlying momentum. During divergence, you may have a new high on the price chart, but the OsMa is failing to make new highs." -fxstrategy.com

Converted from the old OsMA in NT6.5/7 which itself is derived from the MACD indicator. For me it is the Diff line from the MACD, but with more energy and better divergences.

Category NinjaTrader 8 Indicators and More

Details: OsMA Moving Average of Oscillator V1 NT8.0.0.10 Beta
Category: NinjaTrader 8 Indicators and More

April 30th, 2016
Size: 3.33 KB
Downloaded: 412 times

Percentage Based Slippage Fill Type

This is different fill type that I use when testing stocks. Whatever you set for slippage in the strategy analyzer will be applied as a percentage.

Ex: If you set 0.005 for slippage, it will apply 0.5% slippage to each transaction.

I find this more useful than the default tick or price based fill types, since this helps normalize the slippage across stocks with a wide range of values. If going long, the slippage is defined as either 0.5% or the next high, whichever is greater (same as the default slippage calc from NT). For low priced stocks, it also applies a minimum of $0.01/share.

Note that for a typical stock, 0.5% is quite conservative. 0.3% would probably even be a bit high (But obviously that depends on your strategy).

Category NinjaTrader 7 Miscellaneous

Details: Percentage Based Slippage Fill Type
Category: NinjaTrader 7 Miscellaneous

June 20th, 2013
Size: 4.96 KB
Downloaded: 26 times

PermaCode Chart Trader - extras for the NT7 Chart Trader

I wrote some simple stuff to add extra functionality to use the spare space in the Chart Trader column in NT7.

displays average bid/ask spread
displays current time
displays remaining time before current bar closes on chart
displays number of points of current bar's High to Low
displays number of points of current bar's Open to Last or Close
displays the ATR for the 3-min time-frame
shows a button to toggle trade markers on / with labels / off
shows a button to centre, align top or align bottom the chart on the current price
shows a button to set the chart y-axis to the given resolution per pixel of screen
can play a wav file on the first tick of a new bar

Had to learn a few C# tricks, but it works pretty much. It is mostly parameterised.

Category NinjaTrader 7 Indicators

Details: PermaCode Chart Trader - extras for the NT7 Chart Trader
Category: NinjaTrader 7 Indicators

April 11th, 2012
Size: 8.87 KB
Downloaded: 1408 times

PermaCode Support and Resistance Lines, v003

This shows support and resistance lines including:

- swing highs and swing lows based on a swing defined as a bar with two bars to the left and two bars to the right which are all lower for a swing high (and vice-versa for a swing low)

- round numbers, e.g. 1.3500 in the EUR/USD. User-defined

- 2 sub-sessions/mini-sessions intra-day highs and lows, user-defined start & end times.

The lines are actually rectangles and I intend to add a function which will cause two close adjacent S/R lines to become just one zone.

I try to make the user-defined parameters self-explanatory from the description in the NT7 indicator set-up dialog underneath the parameter settings listing.

To discuss this indie and to offer advice or suggestions or ask what's what, please use this thread

Changelog:
2013-03-13: I just updated version 003 with some bug fixes
2013-04-24: another bug fix - version 003 r2 (because I have a version 4 already)

Last, a word of warning: I occasionally get mail from people asking what's gone wrong with the indicator because x, y or z is (or isn't) happening. This indicator has got pretty complicated and like I just said to someone just now, I'd need a full scale support operation to be able to help. All I can advise in this situation is to ditch the indicator off your chart and try reloading it. Sounds a bit like Microsoft Support, I know

Category The Elite Circle

Details: PermaCode Support and Resistance Lines, v003
Category: The Elite Circle

March 13th, 2013
Size: 8.68 KB
Downloaded: 1301 times

Pivot Points Show Me

This study will show pivot points on a chart using the standard tradestation pivot logic. It will show when there has been a Higher Low or Lower High. A filter can also be applied to print only the pivots that form in the direction of the surrent trend.

Category TradeStation (hidden)

Details: Pivot Points Show Me
Category: TradeStation (hidden)

October 27th, 2011
Size: 7.94 KB
Downloaded: 505 times

Keywords: high higher low lower pivot

Pivots - Classic, Camarilla, & Woodie v2

Multiple Pivot point calculator for Classic, Camarilla, && Woodie Formulas. Calculates to S&R4. Has option to turn off various lines.

Formulas used can be found at MyPivots.com...
Camarilla - https://www.mypivots.com/dictionary/definition/42/camarilla-pivot-points
Classic - https://www.mypivots.com/dictionary/definition/46/classic-pivot-points
Woodie - [COLOR=#0066cc]http://www.mypivots.com/investopedia/details/228/woodie-pivot-points[/COLOR]

Exported 6.5.1000.15

Edits:
5/10/10 - Changed Woodie formula to use PP = (High+Low+(Open*2))/4 or PP = (High+Low+(Close*2))/4

Category NinjaTrader 6.5 Indicators

Details: Pivots - Classic, Camarilla, & Woodie v2
Category: NinjaTrader 6.5 Indicators

May 12th, 2010
Size: 6.33 KB
Downloaded: 412 times

PivotsPlus

Hello Traders, I have added several important levels to the standard NT Pivots indicator. The additions are yesterdays high, low, mid, cash close, RMS High and Low values as well as todays high and low values. The indi also calculates upper and lower bands around the Pivot, R1 and S1. All plots are available to set the weight, color and type of plot. The plot labels can be adjusted xx bars left of the right margin with the 'Width' parameter.

Trade Well
Bob

Category NinjaTrader 7 Indicators

Details: PivotsPlus
Category: NinjaTrader 7 Indicators

July 11th, 2014
Size: 9.35 KB
Downloaded: 687 times

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