NinjaTrader 7 Indicators

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NinjaTrader 7 Indicators

Indicators in this section are compatible with NinjaTrader 7

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Hourly Pivots - Intraday Pivots

Exported using NT Version 7.0.1000.21

The indicator calculates pivots from any selectable period of N minutes. The first period starts with the session break. Depending on the indicator period selected the last period of the session can be an odd period. The pivots of the first period will not be calculated from the odd period, but from the full period deducted from the session break.

The default setting of the indicator is 60 minutes. With default settings the indicator will display hourly pivots including the main pivot PP, R1, R2, S1 and S2. Further levels can be added as an option.

The indicator is an easy to understand example of a multitimeframe indicator, as it loads a secondary bar series of 1-min bars, which is used to calculate the intraday pivots. The pivots will therefore always be calculated from a period of N minutes, not depending on the primary bars shown on the chart. If set to COBC = false, the pivot lines may show sligthly earlier, if applied to fast bars plotting during the first minute of the session.

Update January 21, 2012: Pivot range added. The pivots can now be aligned to the start of the trading day or the start of each session as per session template.
Update January 22, 2012: Bug removed. Please reinstall indicator.
Update February 23, 2014: The indicator did not work with datafeeds that do not plot a bar every minute during periods of lesser liquidity. Changed the architecture of the indicator and recoded it entirely.
Update April 28, 2018: The indicator was modified to allow for display of 1-minute pivots.

Details: Hourly Pivots - Intraday Pivots

February 23rd, 2014
Size: 5.11 KB
Downloaded: 1967 times

Keywords: hourly pivotrange pivots

RSqueeze with TTMS squeeze type

I extended the base RSqueeze indicator with the addition of the TTMS squeeze style. All of the original squeeze styles (Bollinger, PBF, CounterTrend) are still available in the "SqueezeStyle" drop down menu.

Exported using NinjaTrader 7.0.1000.21

Change Log (2-16-2014): RSqueezeV2

Addressed issues / concerns raised by Zondor in his comment.

1. Fixed the existing bug in the histogram plot color when CalculateOnBarClose is set equal to FALSE.
2. Cleaned up the code to improve efficiency.
3. Replaced RGaussianFilter() with anaGaussianFilter() to address a rounding error issue in the PBF and CounterTrend squeeze types.
4. Replaced TTMS squeeze code with call to anaSqueeze().

Change Log 10-20-2015 - Added Sound Alerts for Squeeze Breakouts.

This version 2 requires NinjaTrader 7 or higher. It will not work with Ninja Trader 6.5.

Once imported into NinjaTrader, the New Indicator Name is RSqueezeV2

Associated BMT thread on the RSqueeze indicator...https://nexusfi.com/ninjatrader/20840-how-does-rsqueeze-work.html

Details: RSqueeze with TTMS squeeze type

February 17th, 2014
Size: 26.18 KB
Downloaded: 2093 times

Keywords: bollinger rsqueeze squeeze ttms

Advanced Williams Percent R

This indicator created High Low bars of the standard WilliamsR indicator then applies a low fluctuation no lag smoothing ling (Light Blue) and a Signal Line (Maroon) to the smoothing line. It also draws a dot at the end of the calculation range to show you what prices are included in the calculation. The No Lag calculation is based on Ahrens Moving Average, tweaked to calculate off of the highs and lows not the open and close providing less variance to the indicator.

It will show the variance that takes place on the WilliamsR and smooth it to show you a more accurate number. I hope you like it, and if you do please leave a comment to show your appreciation.

Cheers,

Details: Advanced Williams Percent R

January 15th, 2014
Size: 9.64 KB
Downloaded: 388 times

Bband2 with color V2

Revised version of the Bband2 indicator.

Cleaned up the region color logic per request of the original author.

Added logic to improve performance when COBC=False.

Exported using NinjaTrader version 7.0.1000.21

Revision History:
1/10/2014 - First revision of original indicator as described above.

11/18/2014 - Second revision: fixes two code bugs in the parameter list (Zone Color and Opacity) settings can now be changed and saved. Also, optimized the instantiation code for two math function calls (SMA and StdDev).

Details: Bband2 with color V2

January 10th, 2014
Size: 6.75 KB
Downloaded: 1510 times

Keywords: bollinger bollingerbands colored

Second Entry Indicator for Price Action Trading

This indicator is an implementation of the Second Entry concept as used by VinceVirgil on the CL and Mack on the ES (over at his PATS website). It is intended as a training aid and does not cover the more hard-to-spot obscure occurrences of Second Entries. One of the reasons for releasing this is to get input from more experienced users of Second Entries and, if possible, to try and refine the indicator based on this.

It implements the "classic" version of a Second Entry where the first and second entries tick above (or below) the previous bars. The indicator can optionally highlight the new high/low (the start of the "pattern") with a diamond, the first entry (with a dot) and the second entry (with an up or down arrow). The indicator displays the bar where a second entry may occur and deletes the symbol(s) if the bar does not tick above (or below where appropriate) the previous bar.

The indicator has the following parameters:

AudibleWarning - if this is true and there is a .wav file in the NT sounds folder called "SecondEntry_Warning.wav" then it will be played when an up or down arrow is displayed.
NumTicks - this is the number of ticks above/below the open of the bar that the up/down arrow is displayed.
ReqTickHFirstEntry - if this is true then a bar has to tick above (or below) the previous bar to constitute a first entry. If false then a bar at the same price as the previous bar will count as a first entry.
ShowFirstEntry - if true then a dot will be displayed to indicate the first entry bar.
ShowHistory - if true then the drawing objects will be left on the chart indicating previous Second Entry "patterns".
ShowPatternStart - if true then a diamond will be be displayed above/below the new high (for Second Entry Longs) or new low (for Second Entry Shorts).

Details: Second Entry Indicator for Price Action Trading

December 16th, 2013
Size: 6.05 KB
Downloaded: 1648 times

Initial Balance Range Bands V42

Exported using NT Version 7.0.1000.26

Indicator will only run on NT 7.0.1000.5 or later.

Discretionary traders: Please use the multi-timeframe version of the indicator for odd minute charts and charts built from ticks.

https://nexusfi.com/download/ninjatrader-7/indicators/938-download.html?view

The indicator displays the current open, the initial balance (IB) and upper and lower range bands that are calculated by adding and subtracting fractions of the initial balance to the IB high and IB low.

You can only use this indicator with an appropriate session template. The opening time will align itself to the start time of the RTH session, as specified via session template. The hybrid setting assumes that you want to use the 3rd intraday session as RTH session for FOREX and currency futures and the second session for all other instruments.

Example ES: Select a session template with the following sessions: Session 1 (night session) 15:30 - 8:30 Central Time, Session 2 (RTH) 8:30 - 15:15 Central Time. Select second session for opening range.

Select length of opening period: The length of the opening range can be selected via indicator dialogue box The default setting is 60 minutes.

Select Offset: With an offset of 00:00, the indicator aligns to the start of the selected session. If you enter a positive value for the offset, the opening range will be shifted forward from the session start. For example if you open a chart for ES with the session template US CME Index Futures, then the session (and the trading day) starts at 5:00 PM Central Time. To display an opening range for the regular session, you need to enter an offset of 15:30, because the regular session starts 15 hours and 30 minutes after the start of the trading day.

Multipliers for range bands: The multipliers for the upper and lower range bands can also be changed. The default settings for the bands are 0.5, 1 and 2, meaning that the first upper band is built from the IB high by adding half of the IB range, and similar for the other bands.

Developing range: Prior to the completion of the initial balance, the indicator plots the developing range in gray to show that the range is still incomplete.

Night session or pre-session range: The indicator also has an option to display the full night session, European or Asian session range. This feature is not used with the default settings. I did not add it on purpose, it was already part of the opening range indicator, and it was easier to leave it than to remove it.

European Session Range: You can select start and end time of the European Session in CET (Central European Time). The European Session is pre-configured for the time between 8:00 AM and 1:00 PM CET.

Asian Session Range: You can select start and end time of the Asian Session in TST (Tokyo Standard Time). The Asian Session is pre-configured for the time between 9:00 AM and 3:00 PM TST.

Update June 2, 2011: New signature for GetNextBeginEnd() implemented.
Update June 11, 2011: Small bug removed, indicator did not display opening range and pre-session range correctly during the training period (first bars of the chart, after scrolling to the left horizontally).
Update June 21, 2011: The indicator now works with half-pip FOREX feeds. Indicator dialogue box improved.
Update July 25, 2011: Serialization of the plots and indicator dialogue box changed.
Update January 24, 2012: Offset added, opening period no longer needs to be aligned to session start.
Update February 19, 2012: Option added to cut off the opening range at the next session break.
Update October 6, 2013: Minor bug removed, offset was not applied correctly on tick charts, when indicator was set to COBC = false.
Update October 24, 2013: Drop down property added for European and Asian Time Zone
Update December 8, 2013: Indicator partly recoded and custom plot added.

Details: Initial Balance Range Bands V42

December 9th, 2013
Size: 11.10 KB
Downloaded: 4345 times

Keywords: initialbalance open openingrange rangebands volatility

Opening Range V42

Exported using NT Version 7.0.1000.26

The indicator will only run on NT 7.0.1000.5 or later

Discretionary traders: Please use the multi-timeframe version of the indicator for odd minute charts and charts built from ticks.

https://nexusfi.com/download/ninjatrader-7/indicators/937-download.html?view

The indicator displays the opening range and the current open of the RTH session.

You can only use this indicator with an appropriate session template. The opening time will align itself to the start time of the RTH session, as specified via indicator settings. The hybrid setting assumes that you want to use the 3rd intraday session as RTH session for FOREX and currency futures and the second session for all other instruments.

Example ES: Select a session template with the following sessions: Session 1 (night session) 15:30 - 8:30 Central Time, Session 2 (RTH) 8:30 - 15:15 Central Time. Select second session for opening range.

Select length of opening period: The opening period can be selected via indicator dialogue box.

Select Offset: With an offset of 00:00, the indicator aligns to the start of the selected session. If you enter a positive value for the offset, the opening range will be shifted forward from the session start. For example if you open a chart for ES with the session template US CME Index Futures, then the session (and the trading day) starts at 5:00 PM Central Time. To display an opening range for the regular session, you need to enter an offset of 15:30, because the regular session starts 15 hours and 30 minutes after the start of the trading day.

Developing range: Prior to the completion of the opening range, the indicator plots the developing range in gray to show that the range is still incomplete.

Night Session or Pre-Session Range: This is different for each instrument and refers to the electronic session prior to the session selected for the opening range.

European Session Range: You can select start and end time of the European Session in CET (Central European Time). The European Session is pre-configured for the time between 8:00 AM and 1:00 PM CET.

Asian Session Range: You can select start and end time of the Asian Session in TST (Tokyo Standard Time). The Asian Session is pre-configured for the time between 9:00 AM and 3:00 PM TST.

Update Jan 23, 2011: The indicator now plots all developping ranges in gray to show that the range is still unstable. Price markers are correctly formatted for US interest rate futures and FOREX.
Update May 17, 2011: New signature for GetNextBeginEnd() implemented. Backcolor for opening range added.
Update May 24, 2011: Old signature for GetNextBeginEnd() reintroduced within Plot() Override after problems, new signature maintained for OnBarUpdate(). Some minor enhancements added.
Update June 11, 2011: Small bug removed, indicator did not display opening range and pre-session range correctly during the training period (first bars of the chart, after scrolling to the left horizontally).
Update June 21, 2011: The indicator now works with half-pip FOREX feeds. Indicator dialogue box improved.
Update July 25, 2011: Serialization of the plots and indicator dialogue box changed.
Update January 24, 2012: Offset added, opening period no longer needs to be aligned to session start.
Update February 8, 2012: Option added to cut off the opening range at the next session break.
Update February 15, 2012: Bug removed, the cut-off option did not work, when an offset was selected as well.
Update October 6, 2013: Minor bug removed, offset was not applied correctly on tick charts, when indicator was set to COBC = false.
Update October 20, 2013: Drop down property added for European and Asian Time Zone
Update December 8, 2013: Indicator partly recoded and custom plot added.

Details: Opening Range V42

December 9th, 2013
Size: 10.18 KB
Downloaded: 4987 times

Keywords: asiansession europeansession globexsession initialbalance opening openingrange

mkSupDemZones

This Indicator draws MTF Supply and Demand Zones based on the NinjaTrader Swing Indicator.
In addition to drawing the zones, it shows a strength value on the right side of each zone.
The strength value corresponds with the number of bars to the left of the swing which are above/below the swing.
This way you get an instant idea how important the current zone is in relation to other zones on the chart.
The indicator includes the ability to show and hide the zones, the lines and also the strength output.

There are a lot of ideas how to further improve this indicator with new features but i decided to keep it as simple as possible so other people are free to add their own features without crawling through 1000 lines of code.

Exported using NinjaTrader 7.0.1000.16

2013-12-08 - Added second strength attribute for bars on the right side of the swing.
2013-12-09 - The zones will now be properly extended on lower time frames, fixed small bug.
2013-12-09 - The indicator works now with COBC = true and COBC = false
2013-12-17 - Bug fixed in range-calculation of second BarSeries

Details: mkSupDemZones

December 7th, 2013
Size: 9.72 KB
Downloaded: 2846 times

Keywords: demand mtf supply zones

SymbolRange

Symbol Range, Version 1 -
This indicator allows a pretty quickly analysis of any chart data to determine the $Dollar and Tick range each day during any intraday time period for whatever symbol you have charted.

It prints data to the Output Window in Ninja so be sure you have that open. You can save that data as a .csv file and then open in Excel if you want to analyze further. I purposely put commas between the labels and the data just so I could import to Excel. If you use a super fast chart (like a 1-tick) it will make your CPU crawl so be careful not to have too many days of data on your chart. For a 1-tick chart, less than 15 days isn't bad. For minute data, years is very quick.

"TickRangeEachBarSummed" for a 1-tick chart represents the total "travel" of every wiggle in price. This is of course dependent on your data provider and may vary depending on if they filter the data you are charting. "TickRangeEachBarSummed" for any other chart type is the addition of every bar's High minus its Low.

Details: SymbolRange

November 22nd, 2013
Size: 2.39 KB
Downloaded: 278 times

TapePriceHistogram

This indicator displays Time and Sales on charts and allows to show bid/ask trade sizes as a histogram. You can only see the histogram of a current bar. Feel free to make any changes to the code.

Setup menu:

Histogram Length Factor - lets you change the length of a histogram. You can increase/decrease this number to chose the most appropriate length of a histogram.
Move Left/Right histogram Ask - by putting in a negative or positive number, you can shift the ask histogram to the left or to the right in relation to the current bar.
Move Left/Right histogram Bid - by putting in a negative or positive number, you can shift the bid histogram to the left or to the right in relation to the current bar.
Vol Lower - volume trades size "Small".
Vol Upper - volume trades size "Large" (All the trades in between are "Medium").

For example:
Vol Lower = 5 (Small = 1-5)
Vol Upper = 25 (Medium = 6-25/Large = 26 and more)

Details: TapePriceHistogram

November 19th, 2013
Size: 4.02 KB
Downloaded: 924 times

Page 15 of 44

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