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replay data for week 43 (6x, ES, NQ, TF, CL, ...)

for 12/10 contracts: 6A, 6B, 6C, 6E, 6J, 6S, CL, EMD,ES, FDAX, FESX, FGBL, GC, NQ, TF, ZB, ZN, YM
for 11/10 contracts: CAC40

Category NinjaTrader 7 Miscellaneous

Details: replay data for week 43 (6x, ES, NQ, TF, CL, ...)
Category: NinjaTrader 7 Miscellaneous

October 30th, 2010
Size: 50.93 MB
Downloaded: 576 times

DOM_Bands_v2 by ZTrade101 updated for NT7

The upper plot is the total number of shares or contracts offered for sale in the Level 2 order book. The lower plot is the total number of shares or contracts bid to buy in the Level 2 Order Book. The yellow plot is the bids minus the offers.

Maxrows is the user setting that controls how many rows of the order book are counted. In panel 2 we have the totals for all ten of the bid and all ten of the ask rows. In panel 3, with Maxrows set at 5, we see the totals for the 5 inside rows of bid and ask.

This will work in realtime or market replay mode. Changing any chart settings deletes existing plots, and there is no backfill. This limitation is because of the way Ninjatrader stores data. I started working on a DOMRecorder indicator to correct this. May take a while.

Thanks ZTrade for the idea of this indicator, and for the original implementation which worked fine in NT6.5 but had problems because of undocumented changes in NT7.

NinjaTrader 7.0: Yes - Zondor

Category The Elite Circle

Details: DOM_Bands_v2 by ZTrade101 updated for NT7
Category: The Elite Circle

February 1st, 2010
Size: 3.32 KB
Downloaded: 1151 times

Keywords: dom tape zondor ztrade101

Market Replay ES 12-19 (NT8) 2 of 3

NT 8 Market Replay data for ES

Contract: ES 12-19 - Part 2 of 3

Download instructions:

Note this is a multi-part download. After download and before extracting you need to rename this file to "ES 12-19.7z.002"

Dowload and unzip file in NT 8 replay folder Documents\NinjaTrader 8\db\replay

Once all files have been downloaded and renamed, right-click on the first one and select "extract here"

Make sure to use the "extract here" function as shown, and not the "Extract to" function, to avoid the creation of a folder within a folder

The archive will create a folder with the relevant front month and a series of .nrd files inside (one per day)

Note: the archive contains only the dates with the most volume for this contract, meaning, this is data relevant only to when the contract becomes the front month.

If you are not too familiar with Windows file extensions and your Windows settings, make sure to check this thread out: https://nexusfi.com/tech-support/48500-how-show-file-extensions-known-file-types-windows.html

Category NinjaTrader Market Replay Data

Details: Market Replay ES 12-19 (NT8) 2 of 3
Category: NinjaTrader Market Replay Data

December 20th, 2019
Size: 250.00 MB
Downloaded: 149 times

CSI V1

Apologies for this upload. I have found that there is something in the calculations that is incorrect, but haven't been able to track it down. It almost always says the current volume is more than the average, even when that seems unlikely or impossible.

I have uploaded a new indicator, RVOL (relative volume), that has accurate calculations in it, based on my manual gathering of values and performing the calculations. You can find it here:

https://nexusfi.com/local_links.php?action=ratelink&catid=27&linkid=2207

If I figure out what's wrong with this one, I'll upload a repaired version. In the meantime, please use the RVOL indicator mentioned above.

Thank you!
*******************************
This indicator is inspired by Pete from JigSaw Trading. He likes to call it the Cumulative Sheep Index, but it actually compares volume on the current bar to the average volume for the same time of day, calculated over the last X number of days.

You can set the number of days and use it on bars of any duration. I have no idea what it will do with non-time-based bars, so be prepared for it to blow up, if you try that.

Please be aware that the smaller the bar duration and the larger the number of days being averaged, the longer it'll take to complete the plot. 1-min bars and 60 days, for example, take several minutes to complete.

There is an option to have some of its data sent to the Output Window, so you can assure yourself it's working, in case you choose bars and days that take a very long time to calculate.

Yours to download.

(In answer to the question posted in the 2nd 'thanks', yes. The values in the right column show the difference in volume between the current bar volume and the average volume for that bar for the previous X number of days.)

Category NinjaTrader 8 Indicators and More

Details: CSI V1
Category: NinjaTrader 8 Indicators and More

October 25th, 2018
Size: 3.46 KB
Downloaded: 343 times

ParticleOscV7

In an attempt to collecct Indicators in a common location Big Mike has asked me to post indicators, etc. found in threads in the downloads secition. The Original poster is credited for editing and updating.

https://nexusfi.com/20692-post388.html

Category The Elite Circle

Details: ParticleOscV7
Category: The Elite Circle

March 6th, 2010
Size: 9.69 KB
Downloaded: 388 times

SessionPivots for Intraday Charts Version 8.4 (March 2010)

Guys, I'm posting this here because I find it to be an absolutely fantastic pivot indicator. this is the version for Ninja 6.5.

Exported using NT Version 6.5.1000.14, will not run on NT 7

Give all credit and thanks (and questions) to Harry on the Ninja Trader Forum, I've been using these for quite some time and they are brilliant.

The download file reads SessionPivotsV5b, because is it automatically renamed by the forum software, inside you will find version 8.4

Family of Indicators for display of current day, week, and month OHLC, daily, weekly and monthly pivots.

Version 8.4 includes Fibonacci Pivots

Includes a number of options such as floor pivots, Fibonacci pivots, Camarilla pivots, Woodies pivots, VWAP of prior session and midpivots. The indicators work on fixed period, tick, volume and range charts.

Right side chart margin: Please set the right side margin under chart properties to at least 100 to allow for correct display of labels.

DailyBars mode: Quick and easy solution. If supported by your data supplier you may get the settlement price instead of the close. Sessions are only needed for locating lines horizontally. In Dailybars mode you will usually get full session pivots.

CalcFromIntradayData mode: More options, but pivots will be false, if you select the wrong session for the chart. In CalcFromIntradayData mode,
session end time under chart properties should be ideally identical with session end time chosen for the indicator (to compare convert session end time of indicator to PC clock time).

Session times: Pivots can be calculated from daily bars or from intraday data. In both modes enter session times via indicator panel to allow for correct display. For predefined markets enter session times in the timezone of the exchange, for all other markets set indicator to local mode and enter session times in the timezone of your PC clock. For predefined markets adjustment for daylight saving time will be automatic, in local mode you have to do this manually.

Supported markets: CME (ES, EMD, NQ, YM, ZB, ZN, ZF, ZT, 6A, 6B, 6C, 6E, 6J, 6S, ZC, ZL, ZM, ZS, ZW), NYMEX(CL, QM, HO, RB, NG. GC, SI, HG), NYBOT (TF, CC. CT, KC, SB) EUREX (FDAX, FESX, FGBL, FGBM), IPE (COIL, GOIL) and FOREX. For all other markets and instrument the indicator will only work in local mode.

Intraday sessions: For some special applications (Pivots based on night session, opening hour or any intraday session) you may haveto set IntradaySession mode to true to avoid 24 hour delay of display in some cases.

Example how to use: ES futures

(1) In CalcFromIntradayData mode it is recommended to set the session times under chart properties first. The session times needs to be entered in time of your PC clock. So if your PC clock is Eastern Time (New York) you would enter session begin = 4:30 PM, session end = 4:15 PM. Pivots will be accurate, if you enter session times here. For "DailyBars" and "UserDefinedValues" mode this is not required.

(2) For full session pivots (ETH) you will now enter the session times via indicator panel. This is (for CME you have to use Central Time) session begin: 3:30 PM, session end 3:15 PM, session break: 15 minutes. Full session pivots can be calculated from both daily data or intraday data. Some data suppliers use the settlement price for daily data, so you would get based pivots based on the settlement price in "DailyBars" mode.

(3) For day session pivots (RTH) you need to select "CalcFromIntradayData" mode and enter session begin: 8:30 AM, session end 3:15 PM and session break: 15 minutes.

Category NinjaTrader 6.5 Indicators

Details: SessionPivots for Intraday Charts Version 8.4 (March 2010)
Category: NinjaTrader 6.5 Indicators

March 16th, 2010
Size: 65.89 KB
Downloaded: 966 times

Keywords: pivot pivots waverider

Candle Close Above/Below MA (EA)

This strategy will buy/sell when the candle closes above or below the specified moving average. For example, if candle closes above the moving average line, a buy order is placed. If the candle closes below the moving average, a sell order is placed. The moving average length can be set in the strategy inputs. A simple using average is used if the Simple option in the strategy inputs is set to True. If false, the calculation is based on an exponential average.

Category FXCM Strategy Trader (hidden)

Details: Candle Close Above/Below MA (EA)
Category: FXCM Strategy Trader (hidden)

February 21st, 2011
Size: 2.01 KB
Downloaded: 172 times

Keywords: average moving

SuperTrend

Version 1.0

This is the popular SuperTrend Indicator (original version) which was first developed by Olivier Seban and later recoded by Jason Robinson in 2006 for the MT4 platform. This indicator has the benefit of being able to work on all time frames and all price based charts.

Logic of SuperTrend

This indicator is based on ATR (average true range). If price is above Green Trend line, market is bullish. If price is below red trend line, market is bearish. This indicator can be used for buy and sell signals or as a trailing stop.

Parameters:

ATR peroids = 10

Multiplier = 3

Category MultiCharts

Details: SuperTrend
Category: MultiCharts

April 27th, 2014
Size: 3.98 KB
Downloaded: 894 times

dsDataBox

Exported with NT 7.0.0.17

an alternative to the native Data Box or the Mini Data box dsDataBox displays the OHLC in the tool strip of the chart. Can be edited to include custom information like volume etc. It uses many non supported stuffs so do take care on that.

More info can be found here

Category NinjaTrader 7 Miscellaneous

Details: dsDataBox
Category: NinjaTrader 7 Miscellaneous

June 14th, 2010
Size: 2.33 KB
Downloaded: 378 times

JayMA

Just the JayMA indicator, converted from NT7. Should behave like it's NT7 version.

Category NinjaTrader 8 Indicators and More

Details: JayMA
Category: NinjaTrader 8 Indicators and More

December 17th, 2016
Size: 3.36 KB
Downloaded: 266 times

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