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BarTimes indicator 5 *
Exported with NinjaTrader 7.0.1000.31

Latest revision on 7/27/16 - see revision notes for details

This indicator computes the elapsed time between bars on a non-time based chart. There are a number of enhancements to the indicator GHPBarTimer by NJAMC upon which it is based. Upon Installation it will be named fpgBarTimes so as not to conflict with the base indicator.


Additions/modifications/fixes included in the 7/27/2016 version
  1. Added : an option to display an Alert message when the MA for the total time is above, below, or both (an Or condition) of the designated time zones. Setting this option will force the Non-Directional Plot to be included (see #3 below)
  2. Added: an IntSeries file to record the results of number 1 above, as controlled by the switch that allows the recording of various outputs.
  3. Added : option to plot MAs for the bar time in Up bars and Down bars (directional Option). Doji bars have their bar time evenly split across the two so it does not skew the results. The period for these can be set to a different value than the MA total (Non-Directional option) time. Both can be plotted.
  4. Added: an Auto adjust feature which will adjust the various time line values according to the change in chart’s bar type or value. The purpose is to allow the user to change a bar type or value and automatically adjust the zone time lines by a ratio calculated (to the nearest .25) from the bar types values specified in the various Bar Type parameters.

    For example, if the chart bar type is set to Tick with a value of 75 (which matches the parameter value for a tick bar) changing that value to 150 would result in the zone line values being doubled. Note: if the Time Lines Option (#04) is set to “TimeIncrement” then the increment value may or may not be adjusted according to the AutoAdjust Increment setting. The bar types supported is as follows: Tick, Renko, UniRenko, BetterRenko, SveRenko, Range, and Volume. Others can easily be added (see number 4 in the Notes section under this item).

    Hint: When using this option first set the default values (these are found in the Auto Adjust Parameters section) for each bar type that you intend to use and save it as the indicators default profile. Once set, those values will be the base from which all of the calculations will be done when changing either the bar type or the bar type’s value. Once the final bar type/value is determined the appropriate parameter(s) should be set and the auto adjust option turned off as it is intended to be an aid for determining the appropriate zone line and time settings for the bar type and/or value.

    Notes:
    4.1. Only a few of the possible combinations or bar type changes have been tested. However, the logic for processing these changes is the same for all. It is possible that there may still be a bug.
    4.2. Because the calculated value might be hard to determine from the Y-axis there is an option to log the results to the Output window.
    4.3. This enhancement should be used as an aid to determine new zone setting when a bar type or value is changed.
    4.4. If the code is modified to support additional bar types, be sure to keep the type and value in the same relative order as an index is used in the code.

    5 Modified: various colors for better contrast on a chart with a dark background.
    6.]Modified: the default zone line values. [FONT=Calibri]
    7. Fixed: the HFT zone value was not being written to the DataSeries.
    8. Fixed: the Max time percent was not used in the calculation.

    Note:
    There is no version number in the indicator's name therefore it will replace the existing indicator. If a backup copy is deemed necessary export the old version first. Also recommend that the previous version be deleted first.

Original Enhancements are as follows:


1. A minutes or seconds display is user selectable

2. Bar times are organized into user defined time “zones” as follows:
a. Time Zone 1 (TZ-n) is the starting TZ and is defined in decimal minutes, i.e., 0.5 = 30 seconds, etc.
b. A user defined increment, also in decimal minutes, is added to TZ-1 to create TZ-2. The same increment is added to TZ-2 to create TZ-3. TZ-4 is anything above TZ-3. Lines are produce for TZ-1 to 3. The HTF-like “zone” is a sub period of TZ-1 and is identified when the bar time is LT or EQ to a user define number of seconds. If the bar time is below the defined time it could be considered potential HFT activity
c. An optional histogram of TZ1-TZ4 times is produced, with each zone having a user defined color.
3. An optional truncated display for excessive bar times (above Zone 3) which will force a user define percentage (xx.y) be added to the TZ-3 value and used to plot excessive bar times. This is done to keep the indicator panel the same size. Setting a max value does not disturb the MA calculation.

4. Optional visual alerts using background colors can be painted for excessive time (EXT) bars and potential HFT bars, or
both. A consecutive bar count can be set for both to eliminate false alerts for both EXT and HFT-like bar times.

5. A moving average for current bar times can be calculated from 6 MA types.

6. The assigned zone number for the current bar time and its moving average can be sent to 2 IntSeries which can be
used in Bloodhound or user written strategy. The values are 0 = potential HFT-like activity (only the current bar time
zone), 1-3 the zone number for the current bar time and its MA, and 4 = excessive bar time (EXT zone) also for the
current bar time and the MA.

7. Using this indicator on a time based chart will produce a message in the lower right
corner and disable further calculations.

Please PM me if you encounter any problems rather than write them in the review.

Revision Descriptions:

1. 6/11/16 The revision includes the Zone code = 0 for HTF-like time bars in the IntSeries.
2. 7/27/16 Revision description is above

Note:
If you have the previous version, unless the IntSeries is used in either a strategy or in BloodHound and the indication of when there is a HTF-like bar is desired, it is not necessary to install the latest version.


Change Log:
6/7/16 Initial release
6/11/16 Emit Zone code to IntSeries for HFT-like bar time
7/27/16 Various, described above


Category NinjaTrader 7 Indicators 
 
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Details: BarTimes indicator
Category: NinjaTrader 7 Indicators 


June 7th, 2016
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BrickBars 5 *
This is a bar type for NinjaTrader, based on the superb BetterRenko by Aslan. (I only changed the size of the reversal brick, the name and set the PeriodType to Custom9)
It simply paints evenly sized bricks/bars if the price fills the specified range of ticks up or down from the last close.
Instead of only creating ladders (like a regular Renko does) one also gets sideways movement if the market is flat or oscillating. I creates a bit more noise but also helps to identify possible turning points when the market hesitates.
Because these bars are drawn from real ticks, there are some times shorter bars or even small gaps. In my experience it does not influence the correct alignment of the bars.
The BricksBars should be as reliable in backtesting as are the original BetterRenko.

Check, whether you have any other PeriodType registered as Custom9 before importing the script. (If so, you can easily change the number in Notepad.)
If you have any suggestions how to improve the code, feel free to contact me.

For a comparison of similar bar types look here.


Category The Elite Circle 
 
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June 15th, 2013
Size: 2.30 KB
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DavesBetterTick 5 *
Version 1.2 - See Changelog below

What it does: This is an overlay indicator that takes the Logarithm of the TICK, TICKQ and TICKDJ, applying a weight and then taking the average of the 3 to plot a single line. The range is determined by the weight you choose to give each tick index. See the discussion thread for ideas on best weights, expiramenting is highly encouranged,

Setup: The data source and its usefulness depends on the chart time frame you choose. While it was designed for Second based charts, others have discovered its usefull on tick based charts.

You can make this its own indepentent chart by setting the data series to Transparent and no-AutoScale. Then the TICKlog plot will have full use of the chart. You can also set it as a panel.

You may refer to this thread for a pre-made template that sets up how I use the indicator, but you should adapt to your own needs and see if it gives the trade results you are looking for.

https://nexusfi.com/ninjatrader-programming/33703-collection-daves-indicators-ninjatrader.html

How to read it: When the TICKlog plot makes a parabolic rise up or down, get into a trade in any of the 4 index futures in the direction of the plot, or wait for a cross of the zeroline. depending on your aggressiveness.

Its best when a swing goes up/down hard and then trades within a range of its new comfort zone. The longer it remains there, the stronger the trend in the futures makets becomes.

If a tick swing goes hard but only remains 1 or 2 periods, and then reverses, you will see smaller intra-bar swings (good for easy scalps), but also an indication of market chop.

You must subscribe to NYSE and NASDAQ index data in order to take full advantage of this indicator! Check with your data feed provider.

Your feedback in the discussion thread is very important, the more you contribute to help us find what works and what doesnt, the more the indicator can benefit the BMT community.

ChangeLog
-Version 1.0 - 10/27/14 - Initial release
-Version 1.1 - 10/28/14
  • Fixes the disappearing act the plot line did when incoming data is missing on Bar Update (It just uses the last available data) and checks for bad calculations (NaN's) and removes those results from the plot.
  • Added the ability to change Indicators and set their respective weights.
- Version 1.2 - 10/29/14
  • Removed the beta code that somehow got added between v1.1's completion and its export for the forums... This one works, really!
  • Thread notes indicated that Unirenko 2 4 2 also provided good trade signals, see discussion post #41


Category NinjaTrader 7 Indicators 
 
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Details: DavesBetterTick
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October 28th, 2014
Size: 2.84 KB
Downloaded: 617 times
gbMAxMTFx4 5 *
Script: gbMAxMTFx4 (Ver 1.0 by TraderGB, March 2021) Corrected Entry

Description: This indicator will draw four moving averages/filters based on user input. It is mainly used to draw higher frame moving averages/filters on lower frame charts to give reference to market condition (trending, consolidating, etc) from the higher frame perspective. Four averages are used to give some clarity of this. The indicator allows you to choose
from several bar types and averages/filters (see below).

Installation: This file contains four bar types that require a restart of NT after being imported. Bar types are: Reversal, Delta, BetterRenko, and UniRenko. If you already have these, just skip over them during the import. Included in the zip file are many indicators. If you have made any customizations to any of these named scripts, you should consider skipping that particular indicator when it prompts you to [skip or overwrite]. If you have made changes and you overwrite, your custom code is gone. You may want to make a backup copy of your indicator directory before you import just to be on the safe side. You only have to worry about this if the name of a script in this zip file matches one you already have.

Available Bar Types (* non-standard NT bar types; requires installation and restart NT):
Month, Week, Day, Minute, Range, Second, Tick, Volume, Renko, (* Reversal, Delta, BetterRenko, UniRenko)



Updates:
1) The following are set to false. You may want to set them to true and recompile:
IsAutoScale = true;
DrawHorizontalGridLine = true;
DrawVerticalGridLines = true;
Available Moving Averages/Filters:
AdaptiveExponentialMA, AdaptiveLaguerreFilter, AhrensMA, AverageDirectionalVariableMA, AutoRegression, ArnaudLegouxMA, Butterworth_2Poles, Butterworth_3Poles, DonchianChannelMean, DoubleExponentialMA, DistantCoefficientFilter, DeviationScaledMA, ExponentialHullMA, ExponentialMA, ElasticVolumeWeightedMA, GaussianFilter_2Poles, GaussianFilter_3Poles, McGinleyDynamic, HeikinAshiZeroLagTripleEMA, HullMA, HoltEMA,JurikMA, KaufmanAdaptiveMA, LaguerreFilter, LinearRegression, MovingMeanTPO, MovingMeanVWTPO, MovingMedian, MovingMedianTPO, MovingMedianVWTPO, Percentile_50, RangeWeightedMA, ReverseEngineeredRSI_50, SimpleMA, SineWeightedMA, SuperSmoother_2Poles, SuperSmoother_3Poles, Tillson3MA, TimeSeriesForecast, TripleExponentialMA, TripleWeightedMA, TriangularMA, VariableIndexDynamicAverage, VariableIndexDynamicAverageCMO, VolumeWeightedEMA, VolumeWeightedMA, WeightedMA, ZeroLagExponentialMA, ZeroLagTripleExponentialMA

Primary Input Parameters:
1) Bar Type (see gbMAxMTFx4_BarTypeEnum enum for list of available bar types)
2) Bar Value
3) Moving Average Type (see gbMAxMTFx4_MATypeEnum enum for list of available averages and filters)
4) Four Moving Average Lengths (Period 1, 2, 3, 4)

Non-Standard NinjaTrader Bar Types Used (you'll need to install these if you don't already have them):
1) Reversal Bars
2) Delta Bars
3) BetterRenko Bars
4) UniRenko Bars

UniRenko Parameters: If using a UniRenko Bar, you'll need to specify the Bar Values in the "Parameters - UniRenko" area.
1) Tick Trend
2) Tick Reversal
3) Open Offset

Limitations:
1) This indicator is not intended to have a frame less that the host chart. This should not present any runtime issues, but be mindful that plots are displayed based on the frame used by the host chart. Thus, if price goes up 10 points and then down 10 points before the host chart bar closes, you're not going to see this. The proper
way to use this indicator is with a higher frame than the host chart (i.e., 10 min indicator on 1 min chart, etc).
2) Most averages require a minimum of 1 period, except for: DeviationScaledMA (2), Holt EMA (2), Kaufman Adaptive MA (5), Linear Regression (2), Percentile (4). If you enter a value less that the minimum, the script will use the minimum but display what you used as input.
3) This script uses averages/filters that mostly use Length as there main input. Indicators such as MAMA and iTrend were not included since they don't use Lenght as an input.
4) Default values are used for parameters in some averages/filters that require more than Length as input, such as: Arnaud Legoux Moving Avg, Butterworth Filter, Deviation Scaled MA, Gaussian Filter, Jurik MA, KaufmanAdaptiveMA, Percentile, Reverse Engineered RSI, and Tillson3 MA.
5) Some averages/filters require a short and long term period as input (i.e., VariableIndexDynamicAverage). In these cases the Length is used as the short-term period and the long-term period is three times the Length.


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March 5th, 2021
Size: 122.79 KB
Downloaded: 477 times
PivotsPlus 5 *
Hello Traders, after using the original PivotsPlus on several chart types, I found that the settlement value was somewhat dependent on chart type, so I changed the lookup of the value to use a synthesized 1min chart making the value independent of the chart type. There are constraints that will prevent the indicator from working on some extreme chart types, but it works for the ones that I have tried (minute, range, tick, unirenko). Let me know of any difficulties that you may experience.

Here is the original post description...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 
 
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Category: NinjaTrader 7 Indicators 


December 26th, 2014
Size: 9.42 KB
Downloaded: 308 times
 



 
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