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. KR_DMI_V4b for ToS 5 *
a small visual enhancement from KR_DMI_V4:
  • since we practically care about the Net DI (difference between DI+ and DI-), which shows what price pressure is prevailing (buying vs selling) and causing the move, i removed the original lines, and replaced with a zero-base cloud that represents that Net Difference.
  • removed smoothing in calc from DI lines and Net difference. allowing it to act as a "relatively" leading indy for price move.
  • it's now easier to spot divergence between that net DI difference "cloud", and Price Action or ADX movement, suggesting current trend move maybe about to end or ease down. see attached screenshot.
  • ADX line is still the same.
  • Default "trend" level changed to 25.
thanks, RedK
 
Suggest other entries I might like
Details: KR_DMI_V4b for ToS


July 21st, 2012
Size: 2.22 KB


Keywords: adx dmi redk thinkorswim tos
Access denied - You must be an Elite Member to access this file, and be logged in. ToolBarOHLDataByThatManFromTexas 4 *
This is a simple indicator that displays the O,H,L of the day data and the distance in ticks the current Price is from each, in the toolbar.
 
Suggest other entries I might like
Details: ToolBarOHLDataByThatManFromTexas


July 20th, 2012
Size: 4.67 KB


Keywords: data ohl toolbar box
Access denied - You must be an Elite Member to access this file, and be logged in. KR_DMI_v4 for ToS 5 *
This is my own implementation of ADX/DMI indicator for ToS.. still keeps the original approach
  • ADX line is allowed to go negative when the trend is down
  • we use ExpAverage for calc of DI+/DI- and HullAvg for smoothing
  • some visibility enhancement adding color coding to ADX (up, down & Alert)
  • improve visibility of Net pressure of price movement (using Addcloud)
Usage is similar to the original ADX: a trend starts above/blow 20 or 30levels (adjustable)

A sell/buy is suggested when the DI lines cross *AND* the ADX line is Cyan or Red

feedback & comments appreciated...
RedK @ Live.com ..... July 2012
 
Suggest other entries I might like
Details: KR_DMI_v4 for ToS


July 20th, 2012
Size: 2.11 KB


Keywords: adx dmi redk thinkorswim tos
Access denied - You must be an Elite Member to access this file, and be logged in. XavDeltaOscillator 5 *
XavDeltaOscillator

This indicator is a Market Delta Oscillator. It plots Delta (Dark Gray and Silver), a fast HMA of Delta (Green and Red), a slow HMA of Delta (Cyan and Fuchsia), and the difference between the fast and slow HMA's.

The Moving Averages are colored based on whether they are rising or not. The difference is colored based on whether it is increasing or not. Market Delta is also colored based on whether it is increasing or not. You can turn off the Market Delta plot.

I have started a thread called Delta Oscillator Discussion where anyone can post comments or suggestions.

Enjoy

Edit 7/20/2012: Fully functional GOM Framework version can be found here:
https://futures.io/elite-circle/21773-delta-oscillator-discussion.html#post242741
 
Suggest other entries I might like
Details: XavDeltaOscillator


July 18th, 2012
Size: 7.08 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Market Profile (dValueArea) 5 *
Since i couldn't find this indicator i will post it here.

Based on Market Profile, easy to spot Value areas, it works better on 30 min charts, to draw the lines to other charts, use global draw.
 
Suggest other entries I might like
Details: Market Profile (dValueArea)


July 15th, 2012
Size: 14.20 KB
Access denied - You must be an Elite Member to access this file, and be logged in. XavPackV3 5 *
XavPackV3

This file includes four simple TS based. "Buys" are at or above Ask price, "Sells" are at or below Bid price. XavVolumeV3 breaks total volume down into "Buys", "Sells", "Buys" above Ask, "Sells" below Bid, and Total Volume. It also lets you know if there were more buys or sells, and if volume is greater than a set value. XavVisualTapeV3 helps you see "Lot" trades, "Block" trades, and all the volume information from XavVolumeV2. "Lot" trades are continuous buys or sells that have the same time stamp. From my understanding of TS, "Lot" trades indicate big orders being filled against smaller orders, and "Block" trades indicate big orders being filled against big orders. XavFilteredTimeAndSalesV2 takes time and sales, groups trades into "Lots", and then filters them by a user defined size (Similar to how the CME used to report trades). It also alerts you when Lot trades are made, and can tell you how many price levels the trade went through. This information is plotted directly on the chart. XavDeltaVolume plots Buy/Sell Delta, and Above Ask/Below Bid Delta.

XavVolumeV3:
-A simple TS based volume indicator
-"Buy" Volume - trades at or above ask price (Plotted as positive)
- Above Ask Volume
-"Sell" Volume - trades at or below bid price (Plotted as negative)
-Below Bid Volume
- Total Volume - Buys plus Sells (Plotted as positive)
-HighVolume: Volume level that will change the color of the TotalVolume Plot if reached.


XavVisualTapeV3:
-A simple TS based indicator that looks for Buys above Ask, Sells below Bid, "Lot" trades, and "Block" trades
-BlockSize: Minimum size for Block trades.
-ChartDisplay: Displays above ask volume(black), lot buy volume(green), block buy volume(blue), block sell volume(blue), lot sell volume(red), below bid volume(black), Buy Volume, and Sell Volume around current bar(% of total volume in parentheses).
-HistoricalPlot: Keeps the ChartDisplay on all bars, not just current bar.
-LineWidth: Width of the PlotBlock and PlotLot lines
-LotSize: Minimum "Lot" trade size.
-PercentMode: Plots all values in indicator panel as a % of total volume
-PlotBlocks: Plots small horizontal lines where block trades occur.
-PlotLots: Plots small horizontal lines where lot trades occur.
-PlotOffset: Offset multiplier for ChartDisplay based on ATR(14).
-Sound Alerts: Plays selected sound file when a Lot trade, or Block trade occurs.
-BigLotSize: Minimum size for a bigger lot trade. Plots triangles where these trades occur


XavFilteredTimeAndSalesV2
-This indicator takes time and sales, groups similar trades("Lots"), and filters them.(Similar to how the CME used to report trades)
-Output is plotted directly on chart
-FilterSize: The minimum size "Lots" you want to display
-TradeRows: Number of rows to display
-LotSizes: Different levels for trade sizes that will make the trade bold, change the color, and play sound alert.
-FontSize: Font Size
-Precision: Decimal precision of price
-PriceLevels: If set to true, it will plot a "*" for each price level crossed by the trade.
-Colors and Sound Alerts are customizable

***New algorithm for grouping trades fixed the lag issue, and more accurately spots bigger trades. I changed the algorithm because I found out NT removes millisecond information from timestamps***

XavDeltaVolume
-Plots Buy/Sell Delta and AboveAsk/BelowBid Delta


***Some Lot and Block trades will be missed if you do not use time based charts(Range, Renko, Volume,... etc)***

***Set your right margin to around 250***

Please feel free to improve these indicators if there is anything you would like to add to them. I started a thread called XavPack Discussion were anyone can post comments or improvements.

Enjoy

Version Changes:
6/29/2012 - XavPackV1: Changed lot and block plots from dots and diamonds to horizontal lines.
6/30/2012 - Added color options. Added sound alerts. Added line levels.
7/1/2012 - XavPackV2: Added more options. Changed ChartDisplay features.
7/4/2012 - XavPackV2a: Added XavFilteredTimeAndSales to XavPack and a few minor code changes.
7/14/2012 - XavPackV3: XavVolumeV3- added HighVolume, added line levels, code cleaned up. XavVisualTapeV3 - Added PlotOffset, higher values on ChartDisplay are highlighted, cleaned up code, changed grouping algorithm. XavFilteredTimeAndSalesV2 - Changed algorithm, added sound alerts, added size levels, added price levels, cleaned up code, added font size. Added XavDeltaVolume to XavPack.
 
Suggest other entries I might like
Details: XavPackV3


July 15th, 2012
Size: 17.25 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Perfect Divergence Indicator 5 *
This Indicator rules!!! why??!! it lets you choose any indicator you want to look for Divergence with price, you just have to go to indicator window, select the indicator and go to "Imput Series" and choose any indicator you want to look for divergence.

I have added some details and images on how to use this indicator, you can check it out here, https://futures.io/trading-journals/20983-crude-oil-trading-6.html
 
Suggest other entries I might like
Details: Perfect Divergence Indicator


July 13th, 2012
Size: 6.23 KB
Access denied - You must be an Elite Member to access this file, and be logged in. 06-12 - MARKET REPLAY - CL, ES, NG, TF part 13 of 13
Part 13 of 13

Market replay data for CL, ES, NG, TF. Note that CL ends at 4/22 - for some reason CL will not download from their servers.

For Ninjatrader.

Installation steps: 1.) Unpack all files into a single folder 2.) Close Ninjatrader 3.) Move the collection of 8 digit folders to Ninjatrader 7 > db > data 4.) Delete NinjaTrader.sdf, located in the db folder 5.) Once the copy is finished, reopen Ninjatrader and connect File > Connect > Market Replay.

Market replay users unite! thread
 
Suggest other entries I might like
Details: 06-12 - MARKET REPLAY - CL, ES, NG, TF part 13 of 13


July 4th, 2012
Size: 52.34 MB
Access denied - You must be an Elite Member to access this file, and be logged in. 06-12 - MARKET REPLAY - CL, ES, NG, TF part 12 of 13
Part 12 of 13  
Suggest other entries I might like
Details: 06-12 - MARKET REPLAY - CL, ES, NG, TF part 12 of 13


July 4th, 2012
Size: 190.00 MB
Access denied - You must be an Elite Member to access this file, and be logged in. 06-12 - MARKET REPLAY - CL, ES, NG, TF part 11 of 13
Part 11 of 13  
Suggest other entries I might like
Details: 06-12 - MARKET REPLAY - CL, ES, NG, TF part 11 of 13


July 4th, 2012
Size: 190.00 MB
 



 
Category
 


All times are GMT -4. The time now is 05:08 PM.

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 2016-07-27 in 0.43 seconds with 23 queries on phoenix via your IP 54.146.4.250