Same purpose as ChartScale indicator but much superior and requires just one TickRange parameter. It will work perfect in history while you scrolling back.
November 24th, 2012
Size: 1.85 KB
Downloaded: 715 times
1319
cvetkisa
This puts out the delta for each candle using the cumulative delta as a separate data stream. It can be off especially using non standard bar types but the margin of error is usually between 1-2 contracts. This indicator treats historical and current values separately so they can become misaligned, after a new bar is created it will realign itself.
June 13th, 2013
Size: 7.05 KB
Downloaded: 667 times
1420
treydog999
Cumulative Delta for TradeStation v1.0
Works on at least TradeStation 9.0 and later
Description:
Plots the cumulative delta (orders lifting offers - orders hitting bids) in a sub graph below the main chart for most chart types in TradeStation.
Usage:
The indicator plots the difference between Upticks and Downticks for each bar in a Hi-Lo bartype fashion. The close of the previous bar is the open of the new bar. It does not draw the wicks, just the open and close. The code maintains the running Upticks-Downticks tally in a bar and plots the difference realtime for the last bar on chart if update intrabar option is checked. It allows the trader to specify pit open/close times and the option to reset (start from 0) the cumulative delta at either the pit open time or the pit close time or both. A zero line can be plotted if required. Also allows the user to specify an Alert limit such that when the delta goes over this limit, that CD bar can be colored with the Alert Color. The Up Color and Down Color can also be specified.
Works on the following chart types:
Time
Tick (using Trade Vol instead of Tick Count for chart volume)
Volume (using Trade Vol instead of Tick Count for chart volume)
Momentum
Range
Input Parameters:
PitOpen - Time in HH24MM format (eg: 0800 for 8 AM and 1600 for 4 PM)
PitClose - Time in HH24MM format (eg: 0800 for 8 AM and 1600 for 4 PM)
ResetAtPitOpen - True/False values only
ResetAtPitClose - True/False values only
PlotZeroLine - True/False values only
AlertBar - Numerical, positive value only. The code uses an absolute value before comparing.
AlertColor - Any TradeStation color like Magenta, Cyan, Yellow, White etc.
UpColor - Any TradeStation color like Magenta, Cyan, Yellow, White etc.
DownColor - Any TradeStation color like Magenta, Cyan, Yellow, White etc.
December 26th, 2013
Size: 10.76 KB
Downloaded: 828 times
1466
LogicalTrader
3 timeframe analysis of DoubleStochastic of CD. Can colour bars to give bias of buyers/sellers.
It is adaptive if Period is less than 1 (typically choose 0.07), but the default is set to a Period of 40 (it is also a lot faster due to adaptive period calculations).
A multiplier is used for MTF. If you leave as 0 it uses a default of 3 for all bar types except BetterRenko which I use 1.3. On a 3 tick BetterRenko this gives 3, 4 & 5. [ Note: for BetterRenko users my memory is faded, but I think I may have had to change the BarsPeriodType code from 17 to 1017 because of a clash. If this is so you can change it back in smaBaseMethods add-on. Having said that if you override the multiplier it doesn't matter. ]
December 7th, 2018
Size: 27.07 KB
Downloaded: 588 times
2024
Stevea94
Note: If you find bugs, have feature requests, or anything else, post in THIS thread.
This indicator will show the Cumulative Delta totals over the last 4, 5 and 6 bars as well as the delta for the current bar.
It can be used standalone but it was created primarily so that I could see "Trapped Traders" inside the congestion boxes of my Congestion Box indicator which is HERE.
Display Options:
Fixed Text in the Upper Right corner for the Cum Del totals for the last 4/5/6 bars and live for the current bar
Cum Del totals bar by bar with the last 4,5 and 6 bars totals below each bar and with the delta of the current bar showing above the bar
Both 1 and 2 together
Pick your display choices from the properties section. If you choose Fixed Text then give your right side margin a value of at least 88.
As mentioned this can be used in conjunction with my Congestion Box (CBox) indicator to identify potentially Trapped Traders in a congestion box. If the cumulative delta of the CBox is significantly out of balance with longs or shorts then those traders may begin to get nervous as the price approaches the outer ranges of the CBox.
Images on the left will show this indicator used in a standalone manner and also with my CBox indicator. Additional images also show how it can be used to identify imbalances within congestion boxes. All of the images are from Friday March 26, 2021 (ES 06-21 / 1 minute) in the morning after the RTH open.
If you make changes to the indicator or to it's chart the indicator will reset and start from scratch.
April 7th, 2021
Size: 3.44 KB
Downloaded: 1124 times
2350
lesterb
This is a trivial indicator that plots the cumulative total of all Input values since the beginning of each session.
Useful for plotting of ^TICK as shown above.
Version 1.0 Feb 6, 2016
Generated with NT version 7.0.1000.30
Cumulative Tick and Tick Bars for Tradestation v1.0
Works on at least TradeStation 9.5 and later
Description:
Plots the Daily Cumulative Tick value. And Tick Bars (_HKCumTickCS) Plots the number of bars where the average tick was greater than a threshold value, less than a negative threshold value, or neutral.
Usage:
Create a $TICK tick chart and add indicator _DBCumTickSvr
Create another $TICK chart (any timeframe) and add indicator _DBCumTickClient and _HKCumTickCS.
Format the indicators and change the Style to Histogram and colors asChange the colors as desired.
Input Parameters:
_DBCumTickClient- CumDivisor is just a divisor of the total CumulativeTick value to make it more readable.
_HKCumTickCS- threshold is the value used to separate the up vs down vs neutral bars
September 16th, 2015
Size: 214.54 KB
Downloaded: 471 times
1651
sclecxe
Candlesticks are formed by accumulative volume delta. Sell volume is subtracted from buy volume, and is mathematically expressed as: buy (positive values) + sell (negative values).
Buy volume, price divergence: Occurs when price ticks below the starting point price (from indicator running time), and there is accumulated buy volume delta (more buying than selling volume). Current candle's outline and wick is a thick magenta color during this time.
Sell volume, price divergence: Occurs when price ticks above the starting point price (from indicator running time), and there is accumulated sell volume delta (more selling than buying volume). Current candle's outline and wick is a thick cyan color during this time.
August 18th, 2013 10:37 PM Chuck T I love this indicator. It makes using NT7 so much better. It does work well historically and in the replay mode too. Tha
nks for sharing this with us! CT
March 30th, 2013 01:42 PM Robotman Just found this. Thanks so much! Too bad we still have to use ctrl-Drag to move Y scale.