futures.io futures trading
 

Go Back   futures.io

> Downloads


Search
2.2.9

The Elite Circle
File sharing for Elite Members only, includes any and all platforms and file types


Sort by
Filter

Show full/short entries Entries
Access denied - You must be an Elite Member to access this file, and be logged in. NT7 Market Replay Data - part 2/36
***ONLY DOWNLOAD EACH PART ONE AT AT TIME. If you download in multiples, you will be throttled to slower speeds, and you will loose all of the data. Your download will also be more efficient. In order for everyone to have broad access to this kind of data, please be mindful of the bandwidth used!

***PLEASE ONLY DOWNLOAD IF YOU INTEND TO USE THIS ONLY.
These large files require ample bandwidth, so please only use if necessary!

***THIS IS MARKET REPLAY DATA ONLY, NOT HISTORICAL DATA. COMPATIBLE WITH NINJATRADER 7 ONLY.

See original post (1/ 37) or the last post (37/37) for the list of the included data.

06/2011-12-2013
 
Suggest other entries I might like
Details: NT7 Market Replay Data - part 2/36


January 13th, 2014
Size: 953.67 MB
Access denied - You must be an Elite Member to access this file, and be logged in. NT7 Market Replay Data - part 1/36 5 *
***PLEASE ONLY DOWNLOAD IF YOU INTEND TO DOWNLOAD ALL 37 PARTS, AND INTEND TO ACTUALLY USE THE DATA. These large files require ample bandwidth, so please only use if necessary!


Market Replay data for:
  • 6E
  • 6N
  • 6B
  • 6J
  • 6C
  • 6A
  • ES
  • TF
  • NQ
  • YM
  • CL
  • NG
  • ZC
  • ZS
  • ZW
  • ZN
  • ZB
  • ZF
  • GC
  • SI

06/2011-12-2013
 
Suggest other entries I might like
Details: NT7 Market Replay Data - part 1/36


January 12th, 2014
Size: 953.67 MB
Access denied - You must be an Elite Member to access this file, and be logged in. Volumes at Bid Ask & Buy Sell Ratio NT7 (revision) 4 *
This file contains two (revised) indicators:

Volumes at Bid Ask:
Buying volume at and above the ask is displayed on the top portion of the bar (green), and selling
volume at and below the bid is displayed on the bottom portion of the bar (red). Volumes in between
the ask and bid are displayed in between the buying and selling portion of the bar (gray).

Buy Sell Ratio:
A histogram with the ratio of buying to selling volume in percent form (values 0 to 100)
with a setting option for cumulative values. Volume above the ask and below the bid are also included as
buying and selling volume, respectively.

revision: data glitches fixed
 
Suggest other entries I might like
Details: Volumes at Bid Ask & Buy Sell Ratio NT7 (revision)


December 18th, 2013
Size: 77.30 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Volumes at Bid Ask (NT7) 4 *
This is a real-time indicator that fits buying and selling values into a single bar.

Buying volume at and above the ask is displayed on the top portion of the bar (green), and selling
volume at and below the bid is displayed on the bottom portion of the bar (red). Volumes in between
the ask and bid are displayed in between the buying and selling portion of the bar (gray).

Please let me know if you notice any glitches. From what I observed, not all of the indicator's total
volume values matched the values from Ninjatrader's default volume indicator. Check the data box
for accuracy.

I contacted the programmer back about these issues. He tested it again, and stated that it worked
fine from his end. So I'm assuming it's a data feed issue. I contacted the NT support forum, and sent
them my log and trace files. They didn't find anything problematic either. In the meantime, I'm going
to have this indicator tested by another programmer for a second opinion. If the programmer does find
any errors, I'll have it updated and post it here as a revision.

-Nick
 
Suggest other entries I might like
Details: Volumes at Bid Ask (NT7)


December 18th, 2013
Size: 2.38 KB
Access denied - You must be an Elite Member to access this file, and be logged in. FatTail Candle Volume 5 *
FatTail_AdvBar is a paintbar study to show volume on advanced bar types. I have no idea where I got the original code which I chopped up and changed. I use this on a Kase Bar chart OHLC- makes a nice candle volume appearance. Use on a Renko chart with the box color completely transpareant to see gaps and highlight support and resistance areas. The bar width is determined by volume over n periods and the color gets brighter based on the uptick/downtick ratio. I have RedGreen set to false, show color= true, show Tails True. Mess around with the length to get the volume representaion you like.
 
Suggest other entries I might like
Details: FatTail Candle Volume


December 16th, 2013
Size: 13.77 KB
Access denied - You must be an Elite Member to access this file, and be logged in. CCI Auto Trendline Break Alert 5 *
Version1: This indicator automatically draws trend lines on the CCI based on pivots. It shows an alert arrow when the average of the CCI breaks a trend line. It also has a configurable audio alert.

It took me a while to extrapolate the trend lines. That data isn't available as it is in easy language. You have to manually create the data points. I wrote my own formula for the slope. Its not just an X/Y conversion when you use an oscillator because some values are above 0 and some are negative. Bearing that in mind i do see a few instances where a trend line break was printed but didn't actually happen. I'm sure I will learn more as I work with this in the markets an make some refinements.

VIP members only please don't distribute this to anyone else!

Version 3: 3/9/2015:
Cleaned up code. Configurable audio alerts. Option for CCI Cross Up/ Down Dots, Arrow color choice, Thermite alert for trendline intersection. Output for bloodhound integration. Enjoy!
 
Suggest other entries I might like
Details: CCI Auto Trendline Break Alert


November 29th, 2013
Size: 11.23 KB
Access denied - You must be an Elite Member to access this file, and be logged in. BloodHound Chart Template for Momentum Trading Strategy v 1 4 *
BloodHound chart template for momentum trading strategy currently being tested in the crude market. Users will need to test the strategy for performance and risk before trading. Use a 256 Tick Chart for entries and exits. Do not take additional trades if a trade is entered into.

The signals are from the TSI Oscillator, Ergodic Oscillator, and MACD 3/10/16 oscillator.

Note: Momentum style trading systems do not perform well in trading ranges. If price action is trading within a trading range, do not trade this strategy. A filter can be added to require 32 SMA sloping or TSI above 0 before entry. This may eliminate chop but reduce potential profits.

Entries: 256 Chart

1. TSI Crossover (Ergodic 3,5,32, Main x Signal) - OR -

2. SMI Slope 5-32-3 - AND -

3. TSI Slope (5/32 with nested EMA 5) - AND -

4. TSI Slope (5/32 with nested EMA 5) (156 Tick Chart Settings)

Exits: 256 Tick Chart

1. anaTSI Crossover (3/7/14/3)


Discretionary trading signals

Take entries when SMI Slope and TSI Slope are in the same direction and the TSI Slope on the 156 tick chart is also in the same direction. Or, entries can be taken when TSI crosses its signal line.

Note the MACD 3/10/16 oscillator with MACD 32/5/5 histogram is included on the chart template. The MACD signals usually occur after the Ergodic oscillator signals, providing confirmation or allowing a late entry. The MACD histogram also provides good divergence signals. A third trend filter can be added to trade long when TSI is above zero line, or short when TSI is below zero line, but this will diminish profits and may cause entries near exhaustion for shorter moves.
 
Suggest other entries I might like
Details: BloodHound Chart Template for Momentum Trading Strategy v 1


November 14th, 2013
Size: 2.57 KB
Access denied - You must be an Elite Member to access this file, and be logged in. ECIDiv V7 : Divergence detector 5 *
Please remove old version before installing this one.

Current version is V7

This indicator tries to detect price/indicator divergence.

Any indicator in Ninja can be used and detection is possible on historical and real time charts.
To set the user indicator : goto ECIDiv parameters / Data / Input Series and choose your indicator.
When the user indicator data uses multiple periods, the Plot input is used.

ECIDiv was designed for standard Ninja period types. Usage of other period types is not guaranteed nor supported.

The divergence computation uses local turning points (called pivots) calculated on the price and the user indicator input.
When price and indicator diverge (regular or hidden divergences) an audio and visual signal is given.
Size of pivot (number of bars to the left and right) is adjustable (default size is 1).

Reminder :
Regular Divergence occurs when :
* Long signal : price makes LL and indicator HL.
* Short signal: price makes HH and indicator LH.
Hidden Divergence occurs when :
* Long signal: price makes HL and indicator LL.
* Short signal : price makes LH and indicator HH.
(LL = Lower Low, HL = Higher Low, HH = Higher High, LH = Lower High).

ECIDiv draws the input indicator. If you don't want it to be drawn, simply set it to transparent.

The input method introduced in the V7 is based on the one used by the indicator DivergenceInputSeries (that you can also find in Big Mike Forum).

TODO :
* Continue watching Big Mike Trading users feedback.

Changelog
V7 : November 1st 2013
* Major Change/Enhancement : new input method. any indicator is accepted.
* Removed : Divergence target (buggy).
V6 :
* Change : CalculateOnBarClose default is now false
* Change : Removed dots from divergence drawings (users request)
V5 :
* Added Divergence logging for internal compatibility checks
* Added Logging for internal performance logging
V4 : December 7th, 2012 + Update March 3 2013
* Added TSI, RSI, MACD
* Enhanced variable periods : slow, fast, smooth
V3 : November 21, 2012
* Added adjustable sound alert file path.
* Enhanced signal colors (separate colors for HD/RD, divergence line width).
* Added divergence price target helper.
V2 : October 3rd, 2011
* Added REGULAR Divergence detection
* Added RSI indicator to the compatible indicators list
* Added adjustable pivot left and right size
* Added adjustable signal colors
V1 : September 30th, 2011
* Initial release with HIDDEN Divergence signals for CCI/Momentum/DoubleStochastics.

Exported and tested with NinjaTrader 7.0.1000.16.

Happy trading
 
Suggest other entries I might like
Details: ECIDiv V7 : Divergence detector


November 1st, 2013
Size: 6.93 KB
Access denied - You must be an Elite Member to access this file, and be logged in. BloodHound MACD/Keltner v1 4 *
Very simple MACD/Keltner system. Keltner bands are 20/0.5.

Entry: MACD crossover (OR) MACD higher than MACD average (AND) MACD slope rising for longs (AND) price above Keltner upper band (20/0.5) [discretionary: (AND) price higher than 8 MA]
(Reverse for short)

Exit: Keltner crossing midline, [Discretionary: MACD crossover average (OR) price cross under 8 MA]

I am back testing the system and it works best on 1000 tick charts. However, it performs on 150 tick charts, just takes too many losing trades. Key to the system is "let the winners run." You can incur lots of small losses before a winning trade on smaller time frames.

You can see the journal for more background on the system development at https://www.bigmiketrading.com/elite-trading-journals/28631-discretionary-trading-system-vs-mechanical-trading-system.html.

The system is still being tested, so users should be aware of this. If anyone else has success with the system, please let me know.
 
Suggest other entries I might like
Details: BloodHound MACD/Keltner v1


November 1st, 2013
Size: 3.19 KB
Access denied - You must be an Elite Member to access this file, and be logged in. K_DirecVolumeOsc_v1 for ToS 5 *
Here's a simple Directional Volume Oscillator that is based on feedback I received on latest K_betterVolume study posted herehttps://www.bigmiketrading.com/download/vip_elite_circle/1401-download.html?view

the idea is to separate the Directional Volume in a simpler oscillator-type plot (+100%/-100%) for better tracking of net volume as it moves between buying and selling modes.

see the screencap for how this is sometimes easier to follow than the full BetterVolume study, especially when you're watching the ET market hours (will usually have very little volume than normal hours).. BetterVolume still provides much more insight and label values. the core calc is the same.

i'll post some remarks on different settings and study/usage observations on same thread here https://www.bigmiketrading.com/elite-circle/27433-k_bettervolume-tos-thinkorswim-trading-platform-new-version-downloads.html, and also be happy to receive feedback.

Best,
K
 
Suggest other entries I might like
Details: K_DirecVolumeOsc_v1 for ToS


October 19th, 2013
Size: 2.18 KB


Keywords: directional redk thinkorswim tos volume dvo
 



 
Category
 


All times are GMT -4. The time now is 03:07 AM.

Copyright © 2016 by futures.io. All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
 

Page generated 2016-09-26 in 0.41 seconds with 23 queries on phoenix via your IP 54.160.187.160