Changed the code to paint rising price bars hollow & falling bars solid. Neutral bars are hollow, but colored according to the Neutral Color you select in the indicator preferences panel.
COMPATIBILITY:
NinjaTrader6.5: Yes
NinjaTrader7: No - ZTrade101
Updated version of the original indicator posted by Cunparis. Same logic. I found that the colors were not serialized and if you changed any of the bar colors upon saving the template & re-loading, they reverted back to the original default colors. I added serialization to the indicator code so that if you decide to change the default colors, once you save your template, the color changes will be saved also.
This is a very interesting indicator that shows historical volatility for the current time fo day, averaged over a selected number of previous days. It tracks surprisingly well with ADX, except that it actually leads ADX in many cases. The screenshot shows how the two compare.
This could be very useful in strategies because you could actually look forward and see the expected volatility ahead of time.
A nice future addition to this indicator would be an option to shift it forward a few bars, so you could be aware of the predicted volatility before it gets there.
This is a realtime indicator that measures money flow by the individual tick. Not related to NYSE TICK. It does a decent job of showing which swings are real moves with volume behind them and which are just retracements.
Triple Exponential Moving Average with the angular slope calculated for each Bar.
Display of angle maybe turned on/ off in Dialogue Box.
I have calculated the slope using only the values at the current and last Bars, not the Current Bar and the average of the last 2 bars as many indicators do.
Here is poor man's version of Market Profile. I saw it in the Ninja Trader support forum and thought might be helpful for people who like to see the market profile chart without paying for it. You need to open an intra-day chart (like a 5 minute chart) and then add the indicator. There are settings for begin and end of day session, and display options for just (POC, VAH, VAL) or TPO, etc.
On monday, on some futures like CAC40, DAX, pivots are not correct with Zenfire data provider. This indicator solves this problem.
(the code is based on the original Ninjatrader one).
Version:
20100118: V1
To Import
1. Download the attached file to your desktop
2. From the Control Center window select the menu File > Utilities > Import NinjaScript
3. Select the downloaded file
May 30th, 2011 07:58 AM kman There seems to be a market profile/tpo program available for NT 7 but I cant find it.
Anyone know where it is?. The free one. Thanks!
February 19th, 2011 10:32 AM Ronin Downloaded this indicator to my NinjaT. 6.5 but it does not show in the 30 mins chart.Did it stoped working for some rea
son?
Please Advice.
December 9th, 2010 03:21 PM Rick Thanks !
October 28th, 2010 07:11 PM Default User
April 18th, 2010 10:15 AM RJay NT 7 version is now available at the thread link provided in description.
April 25th, 2016 06:20 PM 75martin Thank you for your work.
April 4th, 2015 01:22 PM ShaunG Looking for a Volume indicator which uses "Ticks" to measure volume. I am exited to give this indicator a try!
November 14th, 2011 11:36 AM peakskill Can you provide more information on how to read this indicator?
January 17th, 2011 03:35 PM traderhas thanks to all the great traders at mikes who give so much.
February 6th, 2010 02:03 PM wavey MPValues are always handy ref - works for 7 if you just move the TickSize part from Initialize to first OnBarUpdate bar.