Downloads - The Elite Circle - futures io
futures io futures trading


Categories Help   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. Chart Identifier NT8 5 *
Indicator to identify symbol name and period on chart. Multiple locations ,font and size.
 
Suggest other entries I might like
Details: Chart Identifier NT8


April 21st, 2018
Size: 2.78 KB


Keywords: name identify symbol
Access denied - You must be an Elite Member to access this file, and be logged in. Rithmic spreader
Hey guys,

I'm new here and want to contribute. This is a spreader algo I had coded for the Rithmic API. Check it out. If you do expand on it, please post the code here. It's coded in C# but not by me. Hope its useful guys.
 
Suggest other entries I might like
Details: Rithmic spreader


January 12th, 2018
Size: 9.88 MB
Access denied - You must be an Elite Member to access this file, and be logged in. Mt4 Buy exit 1 *
Hi
This is an indicator that may have potential
Would be nice to have alerts and pop up message

Not my indicator . Found it on MT5 threads under open code base
 
Suggest other entries I might like
Details: Mt4 Buy exit


November 13th, 2017
Size: 9.32 KB
Access denied - You must be an Elite Member to access this file, and be logged in. BVA Version 1 5 *
NT-7 Version

BVA Version 1 (Bar Volume Accumulation), is for spotting Divergences in Volume and Price Action.

Example:
Higher High with less BVA, upward trend is loosing momentum.
Lower Low with less BVA, downward trend is loosing momentum.

Compiled using NT 7.0.1000.35 64-bit (Multi-Broker)
 
Suggest other entries I might like
Details: BVA Version 1


September 21st, 2017
Size: 5.46 KB
Access denied - You must be an Elite Member to access this file, and be logged in. BVA Version 1 5 *
NT-8 Version

BVA Version 1 (Bar Volume Accumulation), is for spotting Divergences in Volume and Price Action.

Example:
Higher High with less BVA, upward trend is loosing momentum.
Lower Low with less BVA, downward trend is loosing momentum.

Compiled using NT 8.0.9.0 64-bit (Multi-Broker)
 
Suggest other entries I might like
Details: BVA Version 1


September 21st, 2017
Size: 4.67 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Price Line and Tick Counter 5 *
Simple indicator for NT8 that draws a horizontal line at current price and shows a tick counter next to the forming bar. Tick counter only works with Tick bars.
 
Suggest other entries I might like
Details: Price Line and Tick Counter


July 16th, 2017
Size: 3.33 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Order book, Market Profile, Volume Profile. 4 *
Order book / Number bars, Market Profile, Volume Profile for Sierra Charts (Version 1564)

I take no credit for this chart book it was given to me and I'm posting it here for the Elite members.

MP and VP also has the extended volume directly to the left of the vertical scale.
 
Suggest other entries I might like
Details: Order book, Market Profile, Volume Profile.


June 10th, 2017
Size: 224.05 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Market Depth Historical Graph 5 *
MDHG for Sierra Charts with volume profile histograms, VAH/VAL/VPOC (Current version = 1543) This was posted at the SC support board and I modified it.

There are two studies hidden, they can both be enabled if so desired. One is a different trade indicator study and the other is a volume study in region 2.

This was initially made for /CL and I'm using it for /ES.

The Volume profile value areas may not be precise, I'm more accustomed to MP, although the VPOC does appear to be accurate.

The large volume trade indicator will need to be adjusted to whatever suits the trade levels the end user likes to see.

I personally have remove the DOM depth, it can be disabled/enabled via Trade > Show Depth
 
Suggest other entries I might like
Details: Market Depth Historical Graph


April 18th, 2017
Size: 88.41 KB


Keywords: depth graph historical market profile sierra volume charts
Access denied - You must be an Elite Member to access this file, and be logged in. CurrentDayOHLCv2 4 *
Combines days OHLC & midpoint price, yesterdays midpoint and a selectable midpoint price
 
Suggest other entries I might like
Details: CurrentDayOHLCv2


March 26th, 2017
Size: 2.97 KB
Access denied - You must be an Elite Member to access this file, and be logged in. CurrentDayOHLCv2
Combines days OHLC & midpoint price, yesterdays midpoint and a selectable midpoint price
 
Suggest other entries I might like
Details: CurrentDayOHLCv2


March 26th, 2017
Size: 132.07 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Fractal Dimension Index Pack 4 *
Indicators are credited to Fat Tails and more information can be found in the link. Five interpretations of the indicator, but more or less similar. For NT7 only.

https://futures.io/elite-circle/17157-fractal-dimensions-differentiating-between-trending-range-bound-markets.html

FractalDimensionIndex FDI > 1.5 - market is rangebound
FractalDimensionIndex FDI < 1.5 - market is trending
 
Suggest other entries I might like
Details: Fractal Dimension Index Pack


January 22nd, 2017
Size: 55.00 KB
Access denied - You must be an Elite Member to access this file, and be logged in. HeikenAshiDeltaPlus2 5 *
This is HeikenAshiDelta2 as per the prior post with HeikenAshiDelta1.

Uploaded 20/3/17 from NT8 V 8.0.5.0 Hopefully this time open source.
 
Suggest other entries I might like
Details: HeikenAshiDeltaPlus2


January 6th, 2017
Size: 3.00 KB
Access denied - You must be an Elite Member to access this file, and be logged in. HeikenAshiDeltaPlus1 5 *
This is the mahHeikenAshiDelta indicator that I have posted in another thread last year.
The difference it has been modified.
I have just read Dan Valcu's new book and found on page 55, the HA Delta Plus indicator. So I coded the modifications with help from another helpful person on this forum.
Attached are HeikenAshiDeltaPlus1, & 2.
1 is single and double smoothed.
2 is double and triple smoothed.
The original in comparison is not smoothed and single smoothed.
Would be good if someone could make 1 indicator out of the 3 that has user parameters for entering the amount of smoothing for both plots, and even the type of smoothing ie. SMA, EMA, or others.
Then post it here for all to enjoy.
These were exported from NT8 Ver 8.0.2.0
I could only load one indicator in this post, so this is #1.
#2 is in a separate post.

Uploaded 20/3/17 from NT8 V 8.0.5.0 Hopefully this time open source.
 
Suggest other entries I might like
Details: HeikenAshiDeltaPlus1


January 6th, 2017
Size: 3.04 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Market Profile 5 *
Market Profile for Sierra Charts (Ver 1500) RTH = White / ETH = Grey.
 
Suggest other entries I might like
Details: Market Profile


January 4th, 2017
Size: 67.67 KB


Keywords: chart marketprofile sierra
Access denied - You must be an Elite Member to access this file, and be logged in. Weis Wave for NT8 5 *
This is a conversion of wccktrader's work creating the Weis Wave Volume indicator to NT8. The link to the NT7 version can be found here.

This is version 1.0

12/27/2016 - v2.0 Cleaned up and optimized the code with help from @trendwaves. User can now change the wave display properties.
 
Suggest other entries I might like
Details: Weis Wave for NT8


December 17th, 2016
Size: 5.30 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Bar Numbering 4 *
Number the bars on a chart like Al Brooks.
For Ninjatrader 8.


I did not create this.
Just edited an existing version to make it work for Ninjatrader 8.


Version 1.0
 
Suggest other entries I might like
Details: Bar Numbering


November 17th, 2016
Size: 1.89 KB
Access denied - You must be an Elite Member to access this file, and be logged in. ExportData8
Please delete this post. (merged with original post)  
Suggest other entries I might like
Details: ExportData8


October 28th, 2016
Size: 201 bytes
Access denied - You must be an Elite Member to access this file, and be logged in. ExportData8 5 *
ExportData8: Exports time-stamped OHLCV data of the selected instrument(s) to a text/csv file in Ninja Trader 8

--------------------------------------------------------------------------------------------------------------------
INSTALLATION:

1. Launch Ninja Trader 8
2. Tools -> Import -> NinjaScript

Use this in Strategy Analyzer like any other Ninja Trader 8 strategy.

// NOTE: Make sure that historical data exists first. To do so, connect to your Data Source and then
// Go to Tools -> Historical Data,
// then click Load tab,
// then under Download section, select Instrument(s), Intervals, Start/End Dates, Data Type,
// then click Download
--------------------------------------------------------------------------------------------------------------------

CHANGE LOG:

version 4.3

// 23 February 2017 ver 4.3 MURTY ROMPALLI: Fixed non-working default properties, Added NOSEC formats (NOSEC stands for NO SECONDS in time field. If exporting 1-minute bars, skipping :00 seconds saves disk space)

version 4.2

// 25 October 2016 ver 4.0 NT 8 version released by MURTY ROMPALLI; Will not work with older versions
// 26 October 2016 ver 4.1 MURTY ROMPALLI: Code cleanup and simplification
// 28 October 2016 ver 4.2 MURTY ROMPALLI: Support for Stocks, Code improvement

// KNOWN PROBLEMS:
// Throws errors: "Error on calling OnStateChange method: Object reference not set to an instance of an object

version 4.0
25 October 2016: ver 4.0 NT 8 version released by MURTY ROMPALLI; Will not work with older versions of Ninja Trader
 
Suggest other entries I might like
Details: ExportData8


October 25th, 2016
Size: 6.12 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Extended Print() function for NinjaTrader 7
Printing to the log is good for debugging, but sometimes I end up with loads of entries in the output window, and I have no idea which indicator on which chart triggered the printout. I have therefore written a global method, which can be used for printing to the Output window for debugging purposes.

Version: 1
Syntax:
PrintToLog(int level, string text)

level: log level 1-5. A corresponding number of "*" are prefixed to the text.

In addition the following information is printed by default:
* Instrument.MasterInstrument.Name
* BarsPeriod.BasePeriodValue.ToString()
* BarsPeriod.BasePeriodType.ToString()
* Time[0].ToString()

and finally the text passed to the method is added to this string.

This global method obviously cannot be run as a standalone indicator, but can be used in your own indicators to print to the Output window.
 
Suggest other entries I might like
Details: Extended Print() function for NinjaTrader 7


October 19th, 2016
Size: 1.24 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Economic News Indicator for NT8 5 *
Version 1.0.1:

This indicator shows the economic news for the day on your chart in Ninjatrader 8. It is fully configurable for the type of news items you would like to see, the colors of different impact news items, the fonts you want to use and which countries you would like to see news items for.

Version 1.0.2:

- Not displaying date as the news is for the current day only. Will refresh automatically for the next day
- Showing the time of the news item in its raw format as it comes from the source

Version 1.0.3:

- Fixed layout bug when no news items are returned

Version 1.0.4:

- Indicator now allows time offset to be configured to show news announcement time in your time zone, thanks to @sagor

Version 1.0.5:

- Fixed a bug where the event time was not assigned to the new time with the applied times zone. Times will now display correctly in your chosen time offset.

Version 1.0.6:
-Parsing the source date with US date format. Indicator will now work for users that have a non standard date format. Thanks @Aregon for helping out with the debugging
-Can now specify a right hand margin to offset the indicator if necessary

Version 1.0.7:

-Renamed Right Hand Margin parameter to Left Hand Margin, which it actually is

Version 1.0.8:

-Removed code that overrides grid line settings on a chart. Indicator will now leave grid lines as per chart template.

Documentation for installing and configuring the indicator can be downloaded at https://futures.io/ninjatrader/40490-economic-news-indicator-ninjatrader-8-available-download.html#post597045
 
Suggest other entries I might like
Details: Economic News Indicator for NT8


October 11th, 2016
Size: 8.90 KB
Access denied - You must be an Elite Member to access this file, and be logged in. mahHeikenAshiDelta - NT8 5 *
This is an indicator I downloaded from here for NT7.
I just paid to convert it for NT8.
So here is the NT8 version.
Version #Sep15b
The indicator plots the difference between the HA open & HA close, being the HA Delta.
Also plots a 3 period EMA.

Thanks to "Alligator" for the original NT7 version.

20/3/17 uploaded from NT8 V 8.0.5.0 Version#Sept15b open source.
 
Suggest other entries I might like
Details: mahHeikenAshiDelta - NT8


September 15th, 2016
Size: 3.01 KB
Access denied - You must be an Elite Member to access this file, and be logged in. irLabel 5 *
This indicator is meant as an add on to the irSessionSupportAndResistance indicator here.

The irLabel indicator simply attaches a price label to a Ray drawn on your chart.

If you manually draw a Ray on your chart and want a price label attached to it for reference, simply select the ray and modify the Ray Properties -> Data -> Tag to include the word " session " [i.e., sessionLowRay, sessionHighRay, session1, sessionA1 etc.,]

The indicator has been coded to properly display the price labels in fractions for Interest Rate Contracts [i.e., T-Bills, Notes, Bonds]. When applied to a chart that has its price scale formatted in decimal format [i.e., Equities, Currencies, Commodities] prices will be properly displayed in decimal format.
 
Suggest other entries I might like
Details: irLabel


May 19th, 2016
Size: 3.48 KB


Keywords: bonds interest label notes price rate fractions
Access denied - You must be an Elite Member to access this file, and be logged in. GomBidAskVolume for Ninja 7 5 *
Exported using Ninja Trader 64-bit 7.0.1000.31

I was searching for some time to find an indicator to simply show Bid and Ask Volume.
After searching here [and elsewhere] I found this revised version of the GomDelta indicator [here on futures.io].

This indicator relies on having access to Gomi binary data and will only work if you have already installed the Gomi packages [and have them working].

I like to use this on a 1 minute and a 5 minute candle chart, to see who is winning the Buy/Sell [Bid/Ask] battle at that moment.
Having said that it can also be used on Tick, Range, Reversal, Volume or Renko charts if you prefer to use it on one of those.

I'm not sure who made these modifications?
All I've done here is hard code some of my Color and Bar size preferences to suit my Black format charts.

Trade well,
TGN
 
Suggest other entries I might like
Details: GomBidAskVolume for Ninja 7


May 11th, 2016
Size: 2.83 KB


Keywords: bid/ask gomi volume
Access denied - You must be an Elite Member to access this file, and be logged in. irSessionSupportAndResistance 5 *
Exported using Ninja Trader 64-bit 7.0.1000.31
This indicator was developed after reading a request on the NinjaTrader Support Forum. [here]
One of the members was looking for an indicator to show bars that made the high of the session and the low of the session.

I used to mark these by hand [drawing a rectange or lines] usually on a longer term chart, [a 15 minute for eg.]
The indicator plots the open of the "up-close" bar that makes the high of the session, it also plots the open of the "down-close" bar that makes the low of the session.

I find it helpful for delineating Supply and Demand and for a clue as to when I should change my bias from "leaning long" to "leaning short" and vice versa.

***Note*** Here is a link to a more detailed description of how I use this indicator.

Thanks to a friend for his help getting this to work.

Trade well, TGN
 
Suggest other entries I might like
Details: irSessionSupportAndResistance


April 19th, 2016
Size: 5.27 KB


Keywords: supply/demand support/resistance
Access denied - You must be an Elite Member to access this file, and be logged in. NeuralNets for NT8 using Encog 3.3 5 *
This is a first trial at neural Nets. Used NEAT nets because it saves the hassle of determining the amount of hidden layers.
In order for this to work, you must:

use the link below to get the Encog Dll( place the DLL inside your custom folder), the reason being that I made some changes to the original code in order to be able to serialize the Normalization Helper. this is very important since this Add On will not work with other ENCOG Libraries. If you have any problems with this, let me know, and we can figure out a way so that you can get the right file .

https://www.dropbox.com/s/yzzofulcfjik09o/encog-core-cs.dll?dl=0




once you have the file, and referenced it in NT8( NT forums have a lot of info on how to reference an external library in NT), then import this AddOn.

3/16/2016 1430: For those who have downloaded this file as of this date and time, you can find the missing xaml here:

https://www.dropbox.com/s/w23yzx6zwce5unh/SampleAddonTabContent.xaml?dl=0

Add this file to the AddOn Folder and that should take care of the issue of the empty window...


Neural Nets are an interesting topic. I hope people contribute to advance and improve the available knowledge on NNs and Ninjatrader. I hope people can come up with new and novel ways to use them, and also to share them with our community.
 
Suggest other entries I might like
Details: NeuralNets for NT8 using Encog 3.3


March 15th, 2016
Size: 40.80 KB
Access denied - You must be an Elite Member to access this file, and be logged in. GomUA 5 *
GomUA was developed to highlight "Unfinished Auctions" on the GomVolumeLadder
I have been studying this "phenomenon" of price action for about 5 years and managed to put this together with the help of a friend late last fall (2015)

This indicator relies on having access to Gomi binary data and will only work if you have already installed the Gomi packages [and have them working].

Unfortunately I have to offer it here as a .cs file [I am unable to offer it to you in a .zip file]

Once you copy the cs file into your [\My Documents\NinjaTrader 7\bin\Custom\Indicator] folder compile any indicator and you'll see GomUA in with your existing Gom indicators.

I like to use this on a Volume Ladder, It can be used on any timeframe you choose, it can also be used on a candle chart or bar chart if you do not use a Volume Ladder.

I have tested this on Time, Tick, Range, Reversal and Volume charts and it works fine when I confirm it on a corresponding Volume Ladder.

I have not used this on [Ultimate Renko, Better Renko or Renko [Ninja default version]] so I can not comment as to it's validity on these "exotic" bar types.

Simply put it will show where a bar has moved to an extreme and has had orders complete at both the Bid and the Ask before price moved away from that price point.

There have been numerous discussions about this over time here on futures.io and lately it is starting to become popular with some of the "platform vendors" so my apologies for not posting this earlier.

Trade well,
TGN
 
Suggest other entries I might like
Details: GomUA


February 25th, 2016
Size: 31.49 KB
Access denied - You must be an Elite Member to access this file, and be logged in. ADE Vix, Tick, C_Tick, Tick Levels 5 *
Here are all the market internals indicators I use that have been requested by Spoos thread visitors.
1) You must have ADE Library installed and set up- sorry cant help you there.
2) You must have a 1 minute chart of Vix and $Tick running with the ADE Save indicator applied.
3) On the chart you want to display VIX, Cumulative Tick and Ade Tick indicator- apply Ade Tick and Ade Vix and Ade _CTick (C_Tick looks good on top of ADE Vix (no scaling) and note that the indicator is delayed 5 minutes in the morning before starting to allow it to a ccumulate)

4) Tick Levels should be overlayed on a chart of $Tick to highlight Zero, 600 and 1000 =/- levels

Attached image shows :
Left top= $Tick with Tick Levels Indicator
Left Bottom= ADE Tick

Right Top= ADE Vix with C_Tick overlayed (C_Tick set to no scaling)
Right Bottom- ADE Tick
 
Suggest other entries I might like
Details: ADE Vix, Tick, C_Tick, Tick Levels


February 5th, 2016
Size: 243.10 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Wide Range Body and Hidden Gaps 5 *
Hello Traders, a few months ago, a trader that I met through BigMikes turned me on to The Strategy Lab.[URL="http://www.thestrategylab.com"] There is a lot of free material there to study. The more that I read, the more that I liked the concept, so I built an indi to show the Wide Range Body (WRB) and WRB Hidden Gap. The concept is to show increasing volatility and areas of support and resistance. I encourage you to read the free material.

This NT7 indicator will work on every chart type although it does not make any sense on some range restricted charts. It colors the candle of the WRB and paints a rectangle for the WRB Hidden Gap. It also draws a vertical line for a WRB in the event that you use it on a PnF chart since there is no candle to color. You can choose the colors and audio indications for the WRB and the WRB Hidden Gap and the line width for the WRB line.

If you are interested in the WRB Zones, I have heard that there is an indi on the Strategy Lab site called Mr Zones that works fine with this indi.

Trade Well
Bob
 
Suggest other entries I might like
Details: Wide Range Body and Hidden Gaps


January 10th, 2016
Size: 3.00 KB
Access denied - You must be an Elite Member to access this file, and be logged in. PermaCode Support and Resistance Lines, v003r2
This is slightly modified version of the PermaCode Support and Resistance Lines, v003 by Adamus.
rleplae helped in swapping the rectangle with lines plot. The chart looks less crowded.

Please refer to "PermaCode Support and Resistance Lines, v003" for details on the indicator.

Thank you,

EO
 
Suggest other entries I might like
Details: PermaCode Support and Resistance Lines, v003r2


December 28th, 2015
Size: 8.71 KB
Access denied - You must be an Elite Member to access this file, and be logged in. SDY_PnF_Suite NT8 5 *
This is the start to recreating my NT7 Point & Figure Suite for NT8.

The thread for NT7 can be found here: https://futures.io/elite-circle/34569-working-point-figure-indicator-suite.html
The thread for NT8 can be found here: https://futures.io/elite-circle/37789-sody-s-point-figure-ninjatrader-8-a.html#post541095

Suite includes:
SDY_PnF_Breakout
SDY_PnF_Congestion
SDY_PnF_Congeestion_MaxMin
SDY_PnF_Count
SDY_PnF_MaxMin
SDY_PnF_Poles
SDY_PnF_TrendLines
SDY_PnF_XO

I still need to add:
SDY_PnF_VerticalTargets
SDY_PnF_HorizontalTargets


Cheers,

SodyTexas
 
Suggest other entries I might like
Details: SDY_PnF_Suite NT8


November 30th, 2015
Size: 128.48 KB


Keywords: and point pnf figure &
Access denied - You must be an Elite Member to access this file, and be logged in. ADE_FloorPivot_HLC_ADR
This indicator uses ADE and OOEL to plot Floor Pivots, Y_H/L/C and a label showing the average daily range. It requires some setup as described in the indicator itself. The screen shot looks poor- All lines, rectangles and labels have complete color, width, pattern and transparency control so you can dull them down or make them pop. Also have complete control of how many bars to the right your lines and labels display.

Updated to V2- Code is a little cleaned up and adds the ADR_H and ADR_L "marker" to the chart on the right side of the screen.
 
Suggest other entries I might like
Details: ADE_FloorPivot_HLC_ADR


October 22nd, 2015
Size: 231.51 KB
Access denied - You must be an Elite Member to access this file, and be logged in. MACDplus 5 *
This plots the MACD up and down movement, where you can change the color of the line based on movement up or down. It also has audio alerts.
 
Suggest other entries I might like
Details: MACDplus


October 19th, 2015
Size: 6.33 KB


Keywords: macdplus
Access denied - You must be an Elite Member to access this file, and be logged in. MarketWatchSentiment Indicator 5 *
This indicator uses the Sentiment Data from the Trading Deck in www.MarketWatch.com, Takes the Advancers, Decliners, and no Change, and Plots them. It only works in real time, since The trading Deck only works from 09:30pm till 04:00 pm. The good thing about it is, that it can capture the trend of the day's sentiment.

this is the first version I made. 0.0.0.1 I guess...
 
Suggest other entries I might like
Details: MarketWatchSentiment Indicator


October 12th, 2015
Size: 6.25 KB


Keywords: indicator marketwatch sentiment
Access denied - You must be an Elite Member to access this file, and be logged in. atgPairsDiversion 5 *
TradeStation ShowMe and PaintBar studies for identifying and quantifying divergences between pairs of data series.

I wrote these studies with the intention of applying them to the S&P500 and the VIX, however they may be applied to any pair of data series.

To use, load a minute chart window with the SPY as data1 and the VIXY as data2. Make sure both series have the same bar settings ( ie, 5 minute and 5 minute ).

The paint bar study has a slightly weakened algorithm in order to give the viewer a “heads up” that the show me indicator may signal.

The example chart is 5 minute from 9/8/2015



Interpretation
  • A green dot under a bar is a long signal. It means the VIX is falling at a relatively greater quantity than the S&P is rising.
  • A red dot above bar is a short signal. It means the VIX is rising at a relatively greater quantity than the S&P is falling.

The studies work as follows:
  • The data series for data2 ( the VIX in our example ) is inverted by calculating the reciprocal of the close ( 1/close). This effectively flips the chart upside down.
  • The natural logarithmic returns for data1 and data2 are calculated and stored in a pair of data series for each.
  • The difference between the returns series are run through a pair of RSI oscillators in order to discover progressive divergences between them.
 
Suggest other entries I might like
Details: atgPairsDiversion


September 13th, 2015
Size: 19.27 KB
Access denied - You must be an Elite Member to access this file, and be logged in. atgPairsCorrelation 5 *
atgPairsCorrelation - NinjaTrader correlation indicator

Exported using NT version 7.0.1000.29.

Change Log
2015-09-08 - Added support to automatically label the plots.
2015-09-14 - Speed enhancements. Reduced 5 loops through the correlation period to 1 loop.

The atgPairsCorrelation indicator plots the correlated logarithmic returns of two data series.

Thanks to @Oysteryx for helping me make this indicator.

The inputs to the indicator are standard price series data. The indicator internally generates the logarithmic returns and calculates and plots the correlation between them. The value ranges between -1 and +1. A positive value means that the two data series are correlated ( moving together ) while a negative value means they're moving in opposite directions. The magnitude of the value expresses the fidelity of the correlation. A value of 1 is achieved if you compare an instrument with itself.

In addition to comparing pairs of data series, special functionality is included that allows you to compare with an interest rate spread.

A template to load the indicator as displayed in the screen shot is available on the support thread. The template displays the correlations of the following instruments:

ES -> ZN/ZT spread
ES -> 6J
ES -> CL
ES -> GC
ES -> ZB
ES -> 6A
ES -> 6E

It’s assumed that the primary data series loaded on the chart is one of the two data series to be correlated. The chart series is always compared with one other series that the indicator loads internally. You may of course use any data series you want on the chart and in the settings for the indicator to run correlation studies on pairs of interest to you.

To use the template (see support thread ) load it on a chart of the ES with at least 365 days of daily data. This template loads 7 instances of the atgPairsCorrelation into a single chart panel so that their plots are overlaid.

Here are some basic property settings to configure the indicator to compare the ES to the 6J contract ( USDJPY futures contract ):



You must maintain the property settings for each instance so that the contract months are current.

Spreads
For running a correlation on an interest rate spread you must enter the two instruments involved in the spread into SpreadLeg1 and SpreadLeg2. In addition you must enter weights for each leg of the spread. the CME publishes these weights here:

http://www.cmegroup.com/trading/interest-rates/files/ics-ratios-2015-12.pdf

They are frequently changed so be sure to check it regularly. Here’s an example of how to configure an interest rate spread:


The SecondInstrument parameter ( set to ES 09-15 ) is ignored if SpreadLeg1 and SpreadLeg2 are populated.

The CME weights found on the aforementioned web page for each leg are specified in SpreadLeg1Weight and SpreadLeg2Weight.

Known issues:
  • Inefficient correlation algorithm
  • Chart stays on top of the z-order.
 
Suggest other entries I might like
Details: atgPairsCorrelation


September 8th, 2015
Size: 3.71 KB
Access denied - You must be an Elite Member to access this file, and be logged in. PriceHline 5 *
Draws a horizontal line at the current price which changes as price changes. A + or - offset in ticks from current price can also be applied. Has the added feature of drawing lines for the current Bid and Ask, but by default these lines are not displayed. The line styles are controlled using the Lines section listed within the indicator's settings/parameters dialog.
 
Suggest other entries I might like
Details: PriceHline


September 5th, 2015
Size: 2.41 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Walk Forward Optimized Moving Average Indicator 5 *
Version 1

This indicator is a Walk Forward Optimizer for a pair of moving averages. The moving averages in this case is the Ahrens Moving Averages that I have previously posted in the elite section. Pay attention to the output window as I print the results of the optimization there.

HOW IT WORKS

At the beginning of each session it will optimize the two variables (Moving Average Periods) for the last three sessions and draw the optimized moving averages for the current session. So the optimized variables are never tested on the current session that it is being drawn. Optimized prices takes place after the moving average cross on the open of the next bar.

I used the walk forward method to avoid CPU lag and massive curve fitting.

It works only on minute charts at the moment, but i am exploring solutions for other chart types.

I created a thread to post ideas or general discussion around said indicator here: https://www.bigmiketrading.com/elite-trading-journals/36833-walk-forward-optimized-moving-average-indicator.html#post516979

Cheers,

Sody
 
Suggest other entries I might like
Details: Walk Forward Optimized Moving Average Indicator


August 28th, 2015
Size: 4.36 KB
Access denied - You must be an Elite Member to access this file, and be logged in. inputPCFileData 5 *
Input CBOE daily Put/Call data file into NinjaTrader as an indicator.
CBOE data can be downloaded from http://www.cboe.com/data/putcallratio.aspx
 
Suggest other entries I might like
Details: inputPCFileData


August 16th, 2015
Size: 2.94 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Simple Excel spreadsheet for ZB ZF ZN conversion to decmial 5 *
No big shakes here just something I use to plot my levels on 5 yr notes, ZF, using rancho's tradeplan indy.
Ron
 
Suggest other entries I might like
Access denied - You must be an Elite Member to access this file, and be logged in. Real Line Break 5 *
This is a variation of Gordos "Better Line Break".
The difference: the "Real Line Break" uses the close of the last bar as open. This gives a more realistic chart and backtesting results.
Install via "Import Ninja Script".
(The code uses "Custom6" as ID. Change the value, if you already have an bar type with this number.)
Version 1.
 
Suggest other entries I might like
Details: Real Line Break


May 10th, 2015
Size: 4.79 KB
Access denied - You must be an Elite Member to access this file, and be logged in. ChartTraderCustomBehavior 5 *
Here is an indicator to customize Ninja's ChartTrader. It allows you to customize the layout and visibility of the 8 standard order control buttons. Additionally when a position is open, it will hide all of those ChartTrader buttons as well as disabling the right-click context menu choices for buy and sell.

It helps to reduce distractions and allows one to focus on a single order, which some may find useful, as I have.

I want to recognize those who posted the code that helped me put this together. Thanks to @SilverDragon for the code to customize layout and visibility of the buttons. You can find a more thorough explanation plus a great video in his post at https://www.bigmiketrading.com/elite-circle/25463-customize-chart-trader-buttons.html#post295057. Also thanks to @ninjatrader_Bertrand for the nice trick on determining market position from within an indicator.

Note that any chart on which this indicator is running will have it's ChartTrader buttons hidden and context menu buy/sell choices disabled whenever there is an open position on any instrument. This is beta 1.0.01. For educational purposes only. Use at your own risk.
 
Suggest other entries I might like
Details: ChartTraderCustomBehavior


April 13th, 2015
Size: 4.79 KB


Keywords: "charttrader buttons" "context menu" "right-click
Access denied - You must be an Elite Member to access this file, and be logged in. PnFSignals&Alerts 5 *
This indicator add signals and Alerts (Text to Speech) for the following Point & Figure Patterns:

Triple Top
Ascending Triple Top
Spread Triple Top
Upside Symmetric Triangle
Upside Breakout of Bullish Resistance Line
Upside Breakout of Bearish Resistance Line
Ascending Triangle
Bullish Catapult
Triple Bottom
Descending Triple Bottom
Spread Triple Bottom
Downside Symmetric Triangle
Downside Breakout of Bullish Resistance Line
Downside Breakout of Bearish Resistance Line
Descending Triangle
Bearish Catapult

Add reference System.Speech.dll from:
C:\Program Files\Reference Assemblies\Microsoft\Framework\v3.0\System.Speech.dll

Follow Along @: https://www.bigmiketrading.com/elite-circle/34569-working-point-figure-indicator-suite-17.html#post488696

Cheers,

Sody
 
Suggest other entries I might like
Details: PnFSignals&Alerts


April 9th, 2015
Size: 16.92 KB
Access denied - You must be an Elite Member to access this file, and be logged in. SodyR 4 *
Takes Williams%R, smooths it, then change the formula to to draw Percent R on price.

A better explanation can be found here: https://www.bigmiketrading.com/elite-automated-trading/35275-discussion-sodyr.html#post484855

Cheers,

SodyTexas
 
Suggest other entries I might like
Details: SodyR


March 24th, 2015
Size: 7.78 KB
Access denied - You must be an Elite Member to access this file, and be logged in. MySQL & Ninjatrader Total PNL 5 *
What I did was build a simple strategy in Ninjatrader that does the following:

1- Builds a Database in MySQL
2- Builds needed tables (OpenPnL & ClosedPnL)
3- Stores PNL for all instruments that the strategy is loaded
4- Runs a Query for both Open and Closed PNL
5- Using existing indicator Strategy Plot draws both total PNL (Open + Closed) and Realized PNL

The possibilities of this method are very robust. I can reference the MySQL database in Excel or third party apps, or I can build logic in the trading system to stop trading at a defined loss.

You will need MySQL loaded on your machine, and I suggest setting up your own user name and pass word. There are plenty resources online on how to do this.

Also, you will need to add references to two dll files (MySql.Data.MySqlClient & System.Data) that are included in MySQL installation; the paths are:

C:\Program Files\MySQL\MySQL Connector C 6.1.3\lib\vs11
C:\Program Files (x86)\MySQL\MySQL for Visual Studio 1.1.4\Assemblies\v2.0

Follow along @: https://www.bigmiketrading.com/elite-automated-trading/35272-mysql-ninjatrader-total-p-l.html#post484776

Cheers,
SodyTexas
 
Suggest other entries I might like
Details: MySQL & Ninjatrader Total PNL


March 24th, 2015
Size: 6.22 KB
Access denied - You must be an Elite Member to access this file, and be logged in. SodyPointAndFigure 5 *
For true Point and figure charting and analysis NT 7 does not work because of a issue with drawing new bars on sessions. What I did is tweak the existing PointAndFigure chart code and replaced some logic so that it will no longer plot a new bar on session breaks (Sessions still exist).

What this means; longer term PnF charts are not only possible, but with my PnF suite might just be the best PnF setup out there. I will let you make your own decision on that opinion.

After downloading the code it must be copied to folder:

\My Documents\Ninja Trader 7\bin\Custom\Type

and because it is provided as a .cs file it must be compiled (by compiling any other indicator). Once compiled Ninja Trader must be closed and reopened before the new chart type, named “SodyPointAndFigure” will replace the old PnF.

Follow Along @: https://www.bigmiketrading.com/elite-circle/34569-working-point-figure-indicator-suite.html

Version 1.00

Cheers,

SodyTexas
 
Suggest other entries I might like
Details: SodyPointAndFigure


March 2nd, 2015
Size: 35.39 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Quantum Mechanics Rolling Sample - SMA 5 *
Hey Elite,

This is the same version as the SMA one with one key difference.

This one only saves 100 observations, changing to market conditions.

Follow along @ : https://www.bigmiketrading.com/elite-automated-trading/35002-lets-talk-statistics.html

Cheers,

Sody
 
Suggest other entries I might like
Details: Quantum Mechanics Rolling Sample - SMA


February 27th, 2015
Size: 4.90 KB
Access denied - You must be an Elite Member to access this file, and be logged in. QuantumMechanicsCMO
Hey Elite,

Following up my last indicator, QuantumMechanicsSMA, I wanted to show how easy it it is to change the indicator from a SMA to a CMO. This version looks at the CMO probabilities.

Follow allow the thread created for this indicator @ https://www.bigmiketrading.com/elite-automated-trading/35002-lets-talk-statistics.html#post477576

Tell me do you know the predictability of the indicators that you use trading?

Cheers,

SodyTexas
 
Suggest other entries I might like
Details: QuantumMechanicsCMO


February 25th, 2015
Size: 8.63 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Quantum Mechanics - SMA 5 *
Hey Elite,

Here is a indicator that uses probability and hypothesis testing to define if a indicator contains predictability. For example what is the mean and probability of a SMA cross four bars after the cross?

Follow allow the thread created for this indicator @ https://www.bigmiketrading.com/elite-automated-trading/35002-lets-talk-statistics.html#post477576

The code is built for SMA Cross Up or Down, but with a little tweaking can be applied to any trading rules. Tell me do you know the predictability of the indicators that you use trading?

Cheers,

SodyTexas
 
Suggest other entries I might like
Details: Quantum Mechanics - SMA


February 24th, 2015
Size: 6.92 KB
Access denied - You must be an Elite Member to access this file, and be logged in. ScrollsRite - Seamless chart dragging for Ninja 7 5 *
This code is a slightly modified version of the excellent 'Scrolls Lite' indicator by devdas.

It allows a user to simply drag the chart in all directions with a mouse. This indicator has been on ALL of my charts for years.

The discussion thread is here:

https://www.bigmiketrading.com/ninjatrader/24723-scrolls_lite-vertical-drag-autoscroll.html

This version fixes the original problem where the chart shifts as a user tries to drag or stretch a drawing object. It also uses a different method to enable his AutoScroll feature. This version uses a Middle Button click on the price scale to enable it.

I truly cannot imagine living without this indicator.



TIP: Put this on your 'Default' template. It will appear on every new chart !


UPDATE Feb 8 2015

Previous version would shift the chart when using the Magnifying Glass.
Sorry.


TikDaddy
 
Suggest other entries I might like
Details: ScrollsRite - Seamless chart dragging for Ninja 7


February 3rd, 2015
Size: 3.17 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Ninjatrader 7 Point and Figure Indicator Suite 5 *
Indicator: PnF

This is a set of Point and Figure Indicators that I developed with the anticipation of NT8 fixes of PnF. NOTE: These are coded for NT7 and will need tweaked for NT8.

I followed Jeremy du Plessis method for Point and Figure to the best of my ability. That said, there may be errors in the logic in some situations. Use at your own risk!!

Indicator List:
  • PnFCongestion - Heat-map of horizontal count showing congestion points.
    PnFCount - Adds box counts above or bellow the XO bar.
    PnFMaxMin - Shows breakout point, the price level the next XO will be drawn.
    PnFXO - Simply tells you if you are in a X or O bar
    PointAndFigureCandles - Draws real-time candles around the XO's
    PnFTrend - Draws the 45 Degree trend lines
    PnFPoles - Shows 50% retracement used for quick exits of long XO bar.
    PnFHorizontalTarget - draws the Horizontal target for VU or W patterns
    PnFVerticalTarget - draws the vertical target from important highs or lows

I hope you enjoy these indicators!

Cheers,
SodyTexas

Rev 2

Added:
PnFSignalsV2 - Basic lines showing your standard PnF breakout
PnFDistribution - Know bugs on the counts, but its still shows a lot. Shows a session distribution of PnF Boxes.

Major enhancements on the Horizontal and Vertical targets. Mainly added dataseries for the nearest target and anchor points. Anchor points are the point that voids the targets if not met.

Thread: https://www.bigmiketrading.com/elite-circle/34569-working-point-figure-indicator-suite-12.html#post475745
 
Suggest other entries I might like
Details: Ninjatrader 7 Point and Figure Indicator Suite


January 16th, 2015
Size: 38.62 KB
Access denied - You must be an Elite Member to access this file, and be logged in. RMO Oscillator 5 *
I took a few minutes to recode the version that was uploaded by Randy Terbush in 2009. This one uses a tiny fraction of the resources needed by the original. Here is a link to the original posting.

https://www.bigmiketrading.com/local_links.php?catid=4&linkid=120

Sorry, just the .cs file is provided.
 
Suggest other entries I might like
Details: RMO Oscillator


December 19th, 2014
Size: 14.12 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Local Order Manager - NinjaTrader Strategy Library 5 *
The Local Order Manager has been designed to replace the internal NinjaTrader order management functions. It is based upon Unmanaged Order Management function. The goal is to create complex and flexible features that can easily be re-used, freeing the programmer of the strategy to focus upon the intended strategy and not getting bogged down with coding and debugging.

For more information about the NinjaTrader Local Order Manager please refer to the following section:
https://www.bigmiketrading.com/wiki/trading-wiki/NT-Local-Order-Manager-LOM-Guide
https://www.bigmiketrading.com/elite-automated-ninjatrader-trading/15563-njamc-l...boration.html#post172859

Revision History:

Rev 1:
As issued

Rev 2:
Added: [FONT="]public [/FONT][FONT="]bool[/FONT][FONT="] GoShortLimit([/FONT][FONT="]int[/FONT][FONT="] m_SharesTraded,[/FONT][FONT="]double[/FONT][FONT="] m_Limit,[/FONT][FONT="]int[/FONT][FONT="] m_PositionNumber) - To handle true Limit Order, Rather than STOPLIMIT[/FONT]
[FONT="]Added: [/FONT][FONT="]public [/FONT][FONT="]bool[/FONT][FONT="] GoShortLimit([/FONT][FONT="]int[/FONT][FONT="] m_SharesTraded,[/FONT][FONT="]int[/FONT][FONT="] m_LimitTicks,[/FONT][FONT="]double[/FONT][FONT="] m_RefPrice,[/FONT][FONT="]int[/FONT][FONT="] m_PositionNumber) - To handle true Limit Order, Rather than STOPLIMIT[/FONT]


Added: [FONT="]public [/FONT][FONT="]bool[/FONT][FONT="] GoLongLimit([/FONT][FONT="]int[/FONT][FONT="] m_SharesTraded,[/FONT][FONT="]double[/FONT][FONT="] m_Limit,[/FONT][FONT="]int[/FONT][FONT="] m_PositionNumber) - To handle true Limit Order, Rather than STOPLIMIT[/FONT]
[FONT="]Added: [/FONT][FONT="]public [/FONT][FONT="]bool[/FONT][FONT="] GoLongLimit([/FONT][FONT="]int[/FONT][FONT="] m_SharesTraded,[/FONT][FONT="]int[/FONT][FONT="] m_LimitTicks,[/FONT][FONT="]double[/FONT][FONT="] m_RefPrice,[/FONT][FONT="]int[/FONT][FONT="] m_PositionNumber) - To handle true Limit Order, Rather than STOPLIMIT[/FONT]

Rev 3:
Added: [FONT="]public [/FONT][FONT="]void[/FONT][FONT="] SetStatsBoxVisable([/FONT][FONT="]bool[/FONT][FONT="] m_Stats)[/FONT]
Added: [FONT="]GoShortStopLimit() Functions, depreciated functions that are misleading[/FONT]
Added: [FONT="]GoLongStopLimit() Functions, depreciated functions that are misleading[/FONT]

Rev 4: 4/1/2012
Added: Various Trailing Stop fixes
Fix: [FONT="]PartialFills improvements[/FONT]
Experimental: Timer functions for future features

Rev 5: 4/15/2012
Fix: [FONT="]Major Stability Improvements, Partial Fills almost flawless[/FONT]
Experimental: Timer functions for future features improved

Rev 6: 7/25/2012 (Beta Release)
Fix: Major Stability Improvements, Partial Fills almost flawless
Fix: Timer functions for Good Until, detects fast replay and autodisables
Added: Good Until by Time & #Bars
Added: Trailing Stop DataSeries Driven
Added: GoLimitBracket
Added: GetFillQuantity
Added: Rejected Order handling (started)
Improved: Entry/exit functions added object to contain rules/handling
Experimental: Timer functions for future features improved
Added: Version ID Current LOM:02b.01b.01a.01.01b.02.01.01a.01.0.0.2

Rev 7: 9/26/2013 (Beta Release)
Update done by contributor, not fully integrated but available.
Fix: Fixed a bug in dataseries based SetTrailingStop() in which the the wrong variable is used for calculating the tick offset.
Changed: Changed the behavior of the dataseries based SetTrailingStop() such that it will remain triggered after the price has moved beyond the trail trigger ticks and retrace back. The previous implementation is such that the trailing stop will be active only when the price remains beyond the trail trigger ticks.
Improved: Commented out the warning logs for non-value dataseries of the indicator based Trailing Stop. It is not necessary for trailing stop indicator to return a value for every bar. For example, a price action swing trailing stop indicator returns an update of a stop loss value after it makes a swing. Furthermore, it is more efficient to update the stop loss value as and when it is required.

Rev 8: 11/24/2014
Update done by contributor, not fully integrated but available.
General: Rolled up many improvements into the latest build
Added: Added new user contribution "SetStatsBoxVisable(bool m_Stats, string m_DebugString)" to enable and disable Stats box with Debugging String
Added: Version ID Current LOM:02b.01b.01b.01.01b.02a.01.01b.01.0.0.2
 
Suggest other entries I might like
Details: Local Order Manager - NinjaTrader Strategy Library


December 5th, 2014
Size: 40.29 KB
Access denied - You must be an Elite Member to access this file, and be logged in. DuplicateBars 5 *
Ever wanted to add a second "chart" with a second series of identical Price Bars right below the main panel? Now, you can with the Duplicate Bars indicator. This allows you to view a whole new set of Price Bar-based indicators perfectly aligned with your first set. An inverse function has been added for special situations, as well, such as currency futures that trade in an opposite fashion from their spot pairs.

Instructions: Add the Duplicate Bars indicator to your chart like any other indicator (name: rDuplicateBars). The indicator settings allow you to choose colors for your Price Bars. Now add whatever additional indicators you want to display in the usual manner to the chart, BUT make sure their panel number (in the parameters section) is set to the same panel number as the Duplicate Bars indicator.


v1 uploaded 11/22/14
 
Suggest other entries I might like
Details: DuplicateBars


November 22nd, 2014
Size: 2.82 KB
Access denied - You must be an Elite Member to access this file, and be logged in. "The 48 hour forex strategy" 5 *
This strategy is based on this article in Futures Magazine.

A couple of things to explain
  • The green background denotes when the stop is moved to break-even
  • The magenta background denotes when the max # of hours of the trade has ended (default 48 hours)
  • The yellow background is the same as the magenta, but the trade most likely spanned across a weekend or trading holiday

NOTE: sorry, the download link isn't working and the BMT website software is not allowing me to fix it, unless I'm doing it wrong. You can download it from this forum post if you want.
 
Details: "The 48 hour forex strategy"


September 24th, 2014

[Status unknown]
Access denied - You must be an Elite Member to access this file, and be logged in. SoderstromCloud 5 *
As part of my journal found here:

https://www.bigmiketrading.com/trading-journals/32702-quant-s-perspective-building-trading-system-3.html#post427452

Here is the next indicator to my system.
Cheers,

Sody
 
Suggest other entries I might like
Details: SoderstromCloud


August 18th, 2014
Size: 5.88 KB
Access denied - You must be an Elite Member to access this file, and be logged in. AhrensBB 5 *
In my journal a member requested a AhrensBB.

https://www.bigmiketrading.com/trading-journals/32702-quant-s-perspective-building-trading-system-3.html#post427448
 
Suggest other entries I might like
Details: AhrensBB


August 18th, 2014
Size: 5.77 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Ahrens Moving Average 5 *
This is a indicator associated in my journal:

https://www.bigmiketrading.com/trading-journals/32702-quant-s-perspective-building-trading-system-3.html#post427319

It is a adaptation of David Ahrens published in Stock and Commodities Oct 2013.
 
Suggest other entries I might like
Details: Ahrens Moving Average


August 17th, 2014
Size: 1.88 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Creating a synced data List between Strategy and Indicator
SORRY EVERYONE, the first file I uploaded was incorrect. Please find correct file now.

This was created with the help of Ninja support. What it was created for was to be able to create a List and is synced between a strategy and indicator. The original purpose was to be able to override the Plot method of an indicator and use data from a strategy's list to be able to draw custom items. You can loop through the List that is synced to the strategy and give the ability to "create" a way to override the Plot method in a strategy.

Hope this helps a few people out.
 
Suggest other entries I might like
Details: Creating a synced data List between Strategy and Indicator


August 12th, 2014
Size: 3.00 KB
Access denied - You must be an Elite Member to access this file, and be logged in. BaBAR: Backfilling Bid/Ask Recorder to extend the usefulness of the GOMI toolset 5 *
BaBAR is a standalone application that creates live and historical tick data files for the GOMI toolset. Tab delimited output is also supported.

Please note: BaBAR will only work with an IQFeed connection as it is based on their proprietary data formats. (The IQFeed API)

I originally wrote this application to avoid the issue with GOMI toolset indicators and their derivations which required me to keep charts up all the time. NinjaTrader does not allow recording of historical Bid/Ask data, so disruptions for any reason would cause blank spots in my charts.

However once I got a ways into development, I realized it could be used for much more than that. This application is capable of grabbing Bid/Ask data from a wide range of instruments over a long time frame. Currently IQFeed provides 180 days of data, but as I store more data my sample size will continue to grow.

More recently, I extended the ability to write tab delimited files which include new fields provided by the latest IQFeed Client. These include millisecond resolution, market center and trade condition codes for each tick.

I now have Bid/Ask tick data in both GOMI binary and tab delimited format (with extended fields) for all futures contracts, the 100 most active ETFs and all of the equities that comprise the DOW, NASDAQ, and S&P 500 indices.

Besides having Gomi’s indicators ready to go on just about any chart I can think of, I can now use the GOMI family of indicators in strategy development for any of these instruments, as well as datamine using external applications.

I believe the tab delimited format can also be used for other purposes, including better tick aggregation, but I haven't fully explored that yet.

A NinjaTrader Export file format is also available, which is produces files for direct import into NinjaTrader.

If you like using BaBAR, please consider subscribing to the Official GomRecorder and QCollector Tick Data Sharing Thread, so that when other BMTers need data, you can help them out. Also in that regard, there is a folder in the BaBAR distribution called "Create Monthly Files for BMT Data Sharing Thread" which provides an automated way to create monthly data for the data sharing thread.


Current Version 1.4.5a

(Uploaded August 4, 2014)
  • The application remains the same, but the sample Gomfolder & related spreadsheets were updated, including a fix of a typo in the gold (GC) contract.

Support thread:

If you have any questions or comments, or run into any problems, please see the support thread.

Subscribing to this thread is suggested as it is where I will make announcements, etc.


Requirements:
  • This application requires an IQFeed data connection. A regular subscription will do however; it does not require a special developer or other license, and this app will run concurrently with your NinjaTrader or other trading platform. Note: Because data vendors have different APIs (internal data architectures) there is no way to adapt the application to other sources such as CQG, etc.

  • Gomi released an update of his toolset to version 2.6, which among other things has a change to help ensure that the indicators will be compatible with this application. If you use this application, be sure to update your GOMI toolset installation to the latest version, always available here: https://www.bigmiketrading.com/elite-circle/6802-gomrecorder-2-a.html#post78337

  • After installing version 2.6 of the Gomi Toolset, >>be sure to apply the patch<< included with the download.

  • If you currently have charts that use the GOMI toolset, the only other change required to use this application is to remove the GomRecorderIndicator from your charts as it is no longer needed, and to be sure that all other GOMI indicators on your charts have their “Write Data” property set to false.
Please Note:
  • Be sure to read the “READ ME FIRST” pdf file included in the package before installing or using the application. (And before asking for support please.)

  • This download is a ZIP file, but it is not a NinjaTrader import file. Do NOT import it into NT. Just open it with explorer.

Older Version 1.4.5

(Uploaded June 27, 2014)
  • This version fixes a problem that some users outside the US experienced.

  • Also the futures contracts in the sample instrument lists have been updated.

Older Version 1.4.1

(Uploaded December 6, 2013)
  • This version has a small change to take advantage of IQFeed extending tick storage to 180 days.

Older Version 1.4

(Uploaded November 1, 2013)
  • This version mostly fixes bugs, but it is more robust than the previous version. Documentation is updated as well.

  • This version gives the user the option to include implied trades or not. See the included document "BaBAR Tab Delimited Output Reference" for details.

  • The included patch to the Gomi Toolset is still required to ensure millisecond compatibility. Be sure to install it using the provided instructions.

Older Version 1.3

(Uploaded August 1, 2013)

In this version I took advantage of the new features of IQFeed Client Version 5.0.
  • Gomi Files now have millisecond resolution. For this to work correctly the current version (v 2.6) of the Gomi toolset must be used, and patched with the file included in the download.

  • Tab delimited file output now has a millisecond resolution option, and also supports extended trade information for each tick. The extended trade information includes the market center where the trade occurred, and up to 4 trade condition codes.
(Both of these features are discussed in the “Read Me First” document included with the download.)


Older Version: 1.2

(Uploaded June 26, 2013)

In this version I focused on output file formats.
  • For the Gomi output format, I added the ability to store each instrument in a separate folder, which I am finding is quite convenient for managing the various instruments in my GOMFOLDER.

  • I added Tab Delimited and NinjaTrader output formats. The former should be consistent with QCollector output.

  • I also fixed a number of small bugs, including one where the application appears to use a lot of CPU cycles.

Older Version: 1.1

(Uploaded Nov. 18, 2012)
  • I released this version mainly to ensure compatibility with the new IQFeed client (v4.9) which was released yesterday. Be sure to use this version if you update your IQFeed client.

  • Additionally, there is now more extensive error reporting and I made a number of small UI fixes.

Original version: 1.0

(Uploaded Oct 14, 2012)
  • Initial Version
 
Suggest other entries I might like
Access denied - You must be an Elite Member to access this file, and be logged in. Lag Calculation for Octave (MatLab) 1 *
This script is inspired by John Ehlers works on using DSP for trading. His books and articles contain formulas that estimate lag for some indicators. However, how to estimate lag in general case?

This script uses the DFT Phase Response (PhR) to make this estimation. The negative shift in the PhR pushes the values to the right, thus delaying the signal. The raw PhR returns the angle value. However, we want to estimate lag in terms of bars (time delay). To do it, we need to take an account the frequency (or period) of the phase:

Lag = | min(Phase * Period) | = | min(Phase / Frequency) |

Then we need to take the minimal value and take its absolute value. We skip all frequencies above 0.5 (the maximum possible without aliasing).

Version: 0.1.1

Examples:

SMA(3):

>> a = [1];
>> b = [1/3,1/3,1/3];
>> lag(b,a)
ans = 1.0000


EMA(0.1):

>> a = [1,-0.9];
>> b = [0.1];
>> lag(b,a)
ans = 9.0000
 
Suggest other entries I might like
Details: Lag Calculation for Octave (MatLab)


June 30th, 2014
Size: 2.17 KB
Access denied - You must be an Elite Member to access this file, and be logged in. LowPassCycle for ThinkorSwim
This is the ThinkorSwim version of the LowPassCycle indicator. It is set to stlm2 emulation settings and it seems to work well on these settings. It does have problems painting correctly on lower settings. Feel free to update or modify the code.

Thanks
 
Suggest other entries I might like
Details: LowPassCycle for ThinkorSwim


June 25th, 2014
Size: 1.19 KB


Keywords: cycles filter lowpass thinkorswim
Access denied - You must be an Elite Member to access this file, and be logged in. LowPassFilter for ThinkorSwim
A trend indicator / filter that filters noise out.

Recommend you use 2nd order or 3rd order parameters.
1st order is just a sma presmoothed with another sma.

So for the "Order" Parameter the options are 1, 2, or 3.

Maybe someone can look into the code fix the calculation of bars on the left side of the chart.
 
Suggest other entries I might like
Details: LowPassFilter for ThinkorSwim


June 24th, 2014
Size: 1.09 KB


Keywords: filter lowpass thinkorswim trend
Access denied - You must be an Elite Member to access this file, and be logged in. LowPassFilter v1 5 *
A trend indicator / filter that filters noise out.

Recommend you use 2nd order or 3rd order parameters.
1st order is just a sma presmoothed with another sma.

So for the "Order" Parameter the options are 1, 2, or 3.

Thanks
 
Suggest other entries I might like
Details: LowPassFilter v1


June 23rd, 2014
Size: 4.60 KB


Keywords: filter trend lowpass
Access denied - You must be an Elite Member to access this file, and be logged in. LowPassCycle Indicator v2 3 *
A Cycle Indicator like the STLM2 but pliable.

Recommend 2nd order or 3rd order parameters.
1st order is just a sma presmoothed with another sma.

So for the Order Parameter the options are 1, 2, or 3.

Thanks
 
Suggest other entries I might like
Details: LowPassCycle Indicator v2


June 19th, 2014
Size: 4.62 KB
Access denied - You must be an Elite Member to access this file, and be logged in. ShowMeTheMoneyFlow 5 *
This indicator plots up to ten additional instruments on the same chart using percent change from daily open as the y value. There are some limitations:

1. Minute Charts Only! You can select the period, though.
2. Period parameter MUST match BasePeriod of Chart.
3. All Instruments MUST be of the same type as the Base Instrument -- ie -- Futures/Stocks/Forex.
4. Instruments MUST already exist in Instrument Manager.

Note: Chart can take a while to load as it is loading data from up to ten instruments at once.

Version 1.5 Update:

Fixed some issues with the Legend:

1. Larger Font
2. Corresponds to customizable Plot Colors.
3. New Lower Legend shows most recent values.

Version 2 Update:

1. Instruments of different types can be used.
2. Better error-handling.
 
Suggest other entries I might like
Details: ShowMeTheMoneyFlow


June 6th, 2014
Size: 5.36 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Adaptive CCI using Ehlers calculated period 5 *
Put so much work into this that it seemed like a waste to leave it languishing in the Ninjatrader Indicators created free? thread. There are no dependencies on external indicators so all you need to do is put the cs file in your Indicator folder and compile (after removing any previous versions of this indicator that have the same CLASS NAME).

The Adaptive_CCI_db was developed by Mike Winfrey and Gumphrie in a galaxy far far away what seems like a long long time ago for NT 6.0. It needed to be completely recoded for NT7.

This indicator produces one plot, and one optional set of plots:
  1. A single plot of the CCI index, with the option to dynamically adjust the CCI period based on the market cycle length per a rather old John Ehlers algorithm that does have some shortcomings. To choose this option set the period to 1. Selecting a period other than 1 will cause a standard CCI to be plotted, with the period selected.
  2. Plots of alternate CCIs in addition to the primary CCI. The Alternate CCI's are standard CCI's with fixed periods. The number of alternate CCI's, the period value for the one with the lowest period, and the spacing of the periods are user selectable. Example: 10 alternate CCI's, fastest period = 20, spacing of periods = 2. This will plot CCI's with periods of 10 12 14 16 18 20 22 24 26 28.

Code is optimized to avoid unneeded calculations. All of the alternate CCI's are calculated by one algorithm. The alternate CCI's are completely optional. There don't need to be any, but there can be any number, within reason, please.
 
Suggest other entries I might like
Details: Adaptive CCI using Ehlers calculated period


April 28th, 2014
Size: 28.70 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Raff Regression Channel 5 *
This Indicator is the Raff Regression Channel or RRC. Some credit needs to be given to FatTails as I used his regression channel that painted bars as a starting point. You can find his code here:

https://www.bigmiketrading.com/download/ninjatrader-7/indicators/754-download.html?view

For more information on the Raff Regression Channel I suggest StockCharts.com here:

http://stockcharts.com/help/doku.php?id=chart_school:chart_analysis:raff_regression_chan

Let me know what you think, as feedback is always welcome.

Cheers,

SodyTexas
 
Suggest other entries I might like
Details: Raff Regression Channel


April 22nd, 2014
Size: 3.05 KB


Keywords: channel regression rrc raff
Access denied - You must be an Elite Member to access this file, and be logged in. Trend Bars Hi Lo 5 *
Introduction:
Trend Bars Hi Low is a very simple trend indicator in the form of a Paint Bar study.

Bars trending up have higher highs and higher lows, bars trending down have lower lows and lower highs.

Options:
The indie has a couple of options

1. Period - this allows you to increase the lookback period to more than one bar
2. Ignore Inside bars - set this to true if you wish for smaller - less significant - bars that have lower highs and higher lows to be ignored in your trend path


How to use it:

1. Use it on time based bars - won't make sense on anything else.
2. Look to a higher timeframe - is the trend up or down and how advanced is it - too advanced => maybe time for a pulback
3. In your trading timeframe look for signals of pullbacks that suit your trading direction
4. Entries: Following a pullback enter on candles that have your trend color - i.e. enter long when the direction is starting to move up after a period of downtrending candles
5. Exits : Trail your entry and exit when the trend turns against you


Version:
1.0 - Original Version


Credits:
Ripped off from various indicators by @Silvester17, @Abde, @Dorschden
 
Suggest other entries I might like
Details: Trend Bars Hi Lo


April 3rd, 2014
Size: 3.48 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Universal Timed Alerts, for most bar types 5 *
The purpose of the Universal Timed Alerts is to provide early notification of up to 10 user defined time events, such as Market open, news, reversal periods, no trade periods, etc. The indicator will work on non-time based charts such as Range and Unirenko. It will also work on time based charts. It uses its own timer system to trigger without need of onbarupdates.
Each user defined event is preceded by two early alerts, by default set to 5 minutes before and 1 minute before event.

Features:
1) From 1 to 10 User definable events.
2) For each event, a user defined message.
3) Two adjustable pre-event time notification periods
4) Adjustable background color, text font/size, textbox location.

Notification methods/mean available:
1) Color background starting at the earliest pre-event time up to the event start time
2) On chart Text box showing user defined message and count down timer to event (showing minutes:seconds).
3) Two user definable audio alerts (one for each pre-event)
4) Can output to NinjaTrader Alert window.

Note 1: By default, indicator will open showing only 1 event. To add more events, change the first line (Number Of Events) from 1 up to 10. After pressing enter or clicking elsewhere in the indicator, the indicator will resize showing the selected number of events and messages.

Note 2: Text box color is fixed and will start with yellow background and black letters. When the final pre-event timer triggers it will change the text box background to red, with white letters. The text box opacity can be set from 1 to 10 (10% to 100%). the text box can be display in any of 5 positions, the 4 corners and center. Option: If you install the indicator in its own panel or overlay it on another indicator panel, the text box and coloring will stay in that panel.

Another use of this indicator would be to color the background at different times, like creating a no trade zone of time. To do this set the pre-event 1 to the duration of the zone and the Event time to be the end period of that zone. The pre-event time does apply to all events and is not individually adjustable, in this version.

Update 3/30/14 Version 1.1

Added ability to dynamically show and leave historical Alert Markers (Vertical line) with small text box.
 
Suggest other entries I might like
Details: Universal Timed Alerts, for most bar types


March 25th, 2014
Size: 11.13 KB
Access denied - You must be an Elite Member to access this file, and be logged in. vvScreenShot 5 *
As the name suggests, this little indicator can save a screenshot of a chart (the chart the indicator is applied to) to a user selected folder. It can also upload the screenshot to www.bmcharts.com and copy the link to the clipboard.
And it can even post to BMT.
It works with a little button on the chart(see picture), a button on the toolbar or with the hotkey Alt+P (this can be changed in line 160 of the code).

There are only two parameters to be entered:
the path to the folder NT shall save the screenshots to, default is C:\NTScreenshots and an option to either use the button or the hotkey.
The indicator can easily be applied to many charts without having to fear performance issues.

Thread is here: https://www.bigmiketrading.com/elite-circle/23967-screenshot-utility-ninjatrader-vvscreenshot.html#post274518

Current version is v3.4

Changelog
Changelog archive can be found in the thread post#1

December 21 2012: v2.4
Fixed a bug where windows in front of chart got caught on the screenshot. Timer function will not work when chart is minimized.

December 29 2012: v2.5
Fixed a bug where window is not fitted on the screenshot.

January 1 2013: v2.6
Major update. Added a setting "Post". When you take a screenshot it opens a dialog where you have to specify the thread id and can add text. The screenshot will be taken right away, not when you press "Post". When you press "Post" it will be posted directly to BMT. For this to work you will have to enter your API key in the indicator settings dialog. It also has a checkbox so you can even select to post text without a screenshot.

January 1 2013: v2.7
Added the option to enter a default thread id. This is purely optional, if left blank it will show the same behaviour as before. If a default thread id is specified, it also can be overwritten manually when you make a post in case you want to post to a different thread than the default.

January 1 2013: v2.8
Multi-line posts now working.


January 2 2013: v2.9
The buttons show the methods now (text for taskbar buttons and color code for chart buttons).
Hot Key is now user selectable, so you can use different ones for different methods.
Bug fixes: post form will not maximize/minimize anymore and will be brought back to front when button is pressed again.

January 2 2013: v3.0
Bug fix in PostPic.
Bug fix messages were not always displayed correctly on chart.

3. Jan 2013 v3.1
Now also works on minimized charts.

15. Jan 2013 v3.2
Corrected bug where price axis got cut off under some circumstances.

17. May 2013 v3.3 Critical Update, update immediately
Changed addresses from http to https, should work again.

10. March 2014 v3.4
Added a new option to only print the chart area itself, no frames or so...
Red "P" does no more show on screenshot.

vvhg
 
Suggest other entries I might like
Details: vvScreenShot


March 12th, 2014
Size: 21.39 KB
Access denied - You must be an Elite Member to access this file, and be logged in. MTFBarDirection V3.72 5 *
Multi Time Frame Bar Direction

The following actions must be completed before importing this release, otherwise you may get import error:

1. Please remove any previous version and restart ninja trader.
2. Open any indicator for edit via Tools > Edit NinjaScript, right mouse click and select References > Add, and find the following file, Open, OK.
"C:\Windows\Microsoft.NET\Framework\v2.0.50727\System.Design.dll"


Changes in this version:
1. Fix properties error while trying to change Fonts, No functional changes.

The indicator display up to four multi time frame visual bar direction modules and one current time frame bar timer/counter (real-time only).

Each multi time frame visual bar direction module includes the following features:
  • Valid for second, minutes and tick time frame.
  • Visual MTF bar direction for rising/falling/Doji.
  • Bar size counter in ticks per direction (close to open difference).
  • Bar timer for second/minutes and counter for ticks chart type.
  • Sound alert according to specific time/ticks threshold.
  • Flexibility in visual options.

Current time frame bar timer/counter module includes the following features:
  • Valid for second, minutes and tick time frame.
  • Bar timer for second/minutes and counter for ticks chart type.
  • Sound alert according to specific time/ticks threshold.
  • Flexibility in visual options.

The indicator works on any chart type except daily, weekly, monthly, yearly.

Release March 02, 2014 version 3.71
Updated March 09, 2014 version 3.72

Exported using NT version 7.0.1000.22
 
Suggest other entries I might like
Details: MTFBarDirection V3.72


March 11th, 2014
Size: 20.25 KB
Access denied - You must be an Elite Member to access this file, and be logged in. FractalsSRLines V2.10 5 *
Fractals SR Lines

The following actions must be completed before importing this release, otherwise you may get import error:

1. Please remove any previous version and restart ninja trader.
2. Open any indicator for edit via Tools > Edit NinjaScript, right mouse click and select References > Add, and find the following file, Open, OK.
"C:\Windows\Microsoft.NET\Framework\v2.0.50727\System.Design.dll"


Changes in this version:
1. Add option to show historical horizontal lines (under section 1.5 Show Last Fractals Horizontal Lines).


This indicator draws dynamic support and resistance lines based on high/low fractals points, with the following features:

It enables to keep user defined number of historical lines only and delete all other obsolete lines.
Historical SR lines can be displayed with different opacity from current active lines, so it's easy to distinguish between them.
Background vertical lines alert to indicate SR line direction change,
Changing in line direction can be shown with different colors
Improved history mode for both SR lines and vertical lines alert.

Fractal point prediction mode, provides 1 bar early indication for possible new high/low point, its prediction accuracy is around 80%.

Release December 4, 2011 version 1.31
Update February 27, 2012 version 1.83
Update April 08, 2013 version 2.00
Update March 09, 2014 version 2.10
Exported using NT version 7.0.1000.22
 
Suggest other entries I might like
Details: FractalsSRLines V2.10


March 11th, 2014
Size: 12.77 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Risk Reward Spreadsheet v1 5 *
A risk reward calculator in .ods format (LibreOffice). All numerical cells in white can be edited. Up to five slots for entries (scaling in assuming 1 contract per entry). Future versions will be much more advanced, with automatic journal entry and account monitoring.

.xls format is forthcoming, I just need to get around to it :S

any suggestions are welcome!
 
Suggest other entries I might like
Details: Risk Reward Spreadsheet v1


March 6th, 2014
Size: 38.21 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Moving Averages Two Lines (White) V1 4 *
This is the same as the black version, with a change to the slow line to match the color of the cloud.

As in the black version "This is the default thinkorswim MovAvgTwoLines indicator modified. The two lines can now be different average types. Additional features include a cloud, vertical lines and arrows; all with on/off switches in the input parameters. Cloud color can be changed in the Globals option. For now the moving average types are the ones I use, EMA, SMA & WMA; might add more to the list later on."

Been liking the white background for charts, here is the tos link to my settings:
http://tos.mx/WX15Mg
 
Suggest other entries I might like
Details: Moving Averages Two Lines (White) V1


March 1st, 2014
Size: 2.42 KB


Keywords: movingaverage thinkorswim
Access denied - You must be an Elite Member to access this file, and be logged in. Moving Averages Two Lines V1 5 *
This is the default thinkorswim MovAvgTwoLines indicator modified. The two lines can now be different average types. Additional features include a cloud, vertical lines and arrows; all with on/off switches in the input parameters. Cloud color can be changed in the Globlals option. For now the moving average types are the ones I use, EMA, SMA & WMA; might add more to the list later on.
 
Suggest other entries I might like
Details: Moving Averages Two Lines V1


March 1st, 2014
Size: 2.32 KB


Keywords: movingaverage thinkorswim
Access denied - You must be an Elite Member to access this file, and be logged in. VWAP SD Bands V2 3 *
This is a modified version of the default thinkorswim VWAP indicator combined with the thinkscripter Chart Period VWAP and Standard Deviation Bands (http://www.thinkscripter.com/indicator/chart-period-vwap-and-standard-deviation-bands) to have three standard deviations rather than the default one sd. Has other options to calculate the bands but they may or may not be accurate.

* The "standard" Band Type is the default thinkorswim VWAP indicator formula.
* Cloud color can be changed under the "Globals" option.


Update 3/7/2014
* Available Time Frame was: Day, Week, Month, Chart.
Available Time Frame now: Day, Week, Month, Year, Minute, Hour, Chart, "Opt Exp", Bar.
* Added option to hide cloud.
* Added option to hide SD lines.
 
Suggest other entries I might like
Details: VWAP SD Bands V2


February 23rd, 2014
Size: 4.62 KB
Access denied - You must be an Elite Member to access this file, and be logged in. PriceLine with Bid/Ask Color Option 4 *
Plots a Horizontal Line at Current Price with option of Color Coding based on Bid/Ask.

Price Marker needs to be set to "False" via Data Series window to allow Bid/Ask Colors to Paint on chart.

Thank You !
 
Suggest other entries I might like
Details: PriceLine with Bid/Ask Color Option


February 21st, 2014
Size: 2.24 KB
Access denied - You must be an Elite Member to access this file, and be logged in. vvMiniTradePanel 5 *
This is an experimental indicator that can enter and exit live positions. Use entirely at your own risk and with extreme caution! You have been warned, so don't blame me! I will not accept liability for anything!

By now most of you probably have figured out my love for floating windows.

This is a little window with a few buttons that allows you to enter and exit trades.

Most stuff is pretty self-explanatory. The only thing worth mentioning is the Close button, which will first cancel all orders for the selected Instrument-Account combination and then close any open position for the selected Instrument-Account combination. Edit: Is now default NT behaviour when there is an open position, if flat it will cancel all working orders for that Instrument-Account combination.

Account, Instrument and Quantity are bootstrapped from ChartTrader, so if you want to change them, you will have to do it there. Edit: Now has dropdowns that always have the same value selected as ChartTrader, that means no matter where you change it the other one will also reflect that change. For that reason vvMiniTradePanel will enable ChartTrader when it starts up. You can hide, disable, show or enable it later. ChartTrader has to stay enabled, a warning will be shown if it is disabled.
The Account can also be set manually, however, Quantity and Instrument will still be bootstrapped from ChartTrader.
In terms of size, location and some other settings it is quite configurable.

In order to use the advanced buttons (Lim or Stop +Offset buttons) the AT Interface has to be enabled (ControlCenter ->File ->AT Interface)!

Please only download if you understand the risks of using such an indicator and accept that you will use it entirely at your own risk!

Thread is here: https://www.bigmiketrading.com/elite-circle/25431-vvminitradepanel.html#post294586

Current version is v3.6

Changelog


01.Feb.2013 v2.1
Fixed null reference bug in OnTermination.
Changed Close button logic, now exactly the same than the ChartTrader Close button.

05.Feb.2013 v2.2
Fixed bug where the first strategy change was not reflected by ChartTrader.
v2.3
Added dropdown for account selection.
Added Quantity up down for quantity selection.
v2.4
Fixed bug where quantity was not updated after strategy change.

06.Feb.2013 v2.5
Increased max value for quantity to 1m.
Fixed bug with quantity update.
Improved layout a bit, dropdows are larger now.
Put instrument label on Close button.
Added option to hide ChartTrader on startup.
v2.6
Fixed resizing issue.
v2.7
Fixed quantity increments for forex and stocks to NT defaults (.1m and 100).
Max quantity is now 50m for forex, 1m for stocks and 10,000 for futures.

07.Feb.2013 v2.8
Relocated show ChartTrader button so that it does not hide the "F" for unfixing the y scale.

12.Feb 2013 v2.9
Improved the handling of ChartTrader toggle, Button is now in the normal spot and the little "F" as well. If you use vvTrendLineTrader, please update that too.

05.Mar 2013 v3.0
Fixed a bug where button location got messed up on resize or minimize.

13.Mar 2013 v3.1
There was a problem with changing live orders as they might have the order state "Working" whereas the same order on an NT sim account has "Accepted". This version should now work correctly for live and sim.

02.Apr 2013 v3.2
Corrected quantity increment for currencies to 0.01M.

08.Apr 2013 v3.3
Added option to show reverse button.

15.Jul 2013 v3.4
Added functionality to "Close" button, left click same as ever, right click brings all targets to last traded price (i could do best offer too).

04.Nov 2013 v3.5
Fixed a bug (again) where button location got messed up on resize or minimize.

15.Feb2014 v3.6
Added some buttons to place stop or limit orders in an easy way. They are placed x ticks away from the current price, where x is a setting in the properties dialog.
Of course all this is optional, no need to have the buttons on there when you don't want them...
To use the new buttons the AT Interface has to be enabled (ControlCenter ->File ->AT Interface)!

vvhg
 
Suggest other entries I might like
Details: vvMiniTradePanel


February 15th, 2014
Size: 18.59 KB
Access denied - You must be an Elite Member to access this file, and be logged in. vvDepthRadar 5 *
A little indicator that spawns a window showing the total depth over n levels. It can also warn when total depth drops below a threshold.

Thread for discussion is here: https://www.bigmiketrading.com/elite-circle/24373-vvhg-s-little-helpers-keeping-them-one-place.html#post280013

Current version: 1.0


vvhg
 
Suggest other entries I might like
Details: vvDepthRadar


February 15th, 2014
Size: 5.50 KB
Access denied - You must be an Elite Member to access this file, and be logged in. DateChecker: Identifies possible data gaps
I build this indicator to help me identify possible data gaps after importing historical data.

At this point, v001 simply looks at the yearly and monthly changes to make sure that if there is a change that the change is predicted (ie, 2009 comes after 2008; month 1 after month 12; month 4 after month 3).

I could have gotten more fancy with for statements and such, but instead I opted for a simple if-else framework so you can easily see what's going on.

If there is a data gap (ie, current month is 4 but the previous month is 11; current year is 2009 but the previous year is 2007), the indicator gives you a text visual alert.

I set up tick offsets off the High for the alert, month and year labels.

At some point in the future I may add in daily checks (or less), as well, but for the time being this serves my needs.

I'm happy to answer any reasonable questions or consider any reasonable improvements.

Good luck,

Aventeren
 
Suggest other entries I might like
Details: DateChecker: Identifies possible data gaps


February 11th, 2014
Size: 2.31 KB


Keywords: alert date datechecker check year month
Access denied - You must be an Elite Member to access this file, and be logged in. vvAggregatedTS 5 *
This indicator aggregates trades to approximate the original market orders that triggered these trades.

Columns:
1 Time (cutting off hours for easier visibility)
2 Size of the print
3 Price
4 # of penetrated price levels
5 Ticks
6 Dominant Limit

Special thanks go to (alphabetical order): Big Mike, ktrader, rounder8, Xav1029 and Zondor

Thread with detailed description and discussion is here:
https://www.bigmiketrading.com/elite-circle/22235-aggregated-time-sales.html


Current version: 6.3

Changelog:
(earlier changes can be found in post #1 in the thread)

April 16 2013: v5.8
Important Bug Fix: fixed rounding error that pretty much messed up everything, please ALL update to this version!
v5.9
Apparently v5.8 did not fix the issue, hence this update.

May 5 2013: v6.0
Fixed a bug that could result in large trace files.

June 10 2013: v6.1
Improved window position handling. Now has 5 modes:
Auto: Default location and size
Manual: location and size are set manually
DockRight: Docks to the right of the parent chart
DockLeft: Docks to the left of the parent chart
RememberPosition: this will remember position and size

Feb 07 2014: v6.2
Added option to show the Dominant Limit or Largest Limit in a print, setting for this is: Parameters-->#12
v6.3 Fixde a bug in the RememberPosition function.

vvhg
 
Suggest other entries I might like
Details: vvAggregatedTS


February 7th, 2014
Size: 29.17 KB
Access denied - You must be an Elite Member to access this file, and be logged in. vvHideTitleBar 5 *
Modifies the Window style of NinjaTrader windows.
This indicator has a global scope (inside NT) and can influence nearly every window of NT.
Current Version is v3.1

Thread is here: https://www.bigmiketrading.com/elite-circle/22097-hidetitlebar-indicator-ninjatr...fication.html#post246985

Changelog:
Uploaded new version with increased scope, now all windows (exception: vendor indicators) can be modified.
this does also work together with the FocusTitlebar indicator, in that case set Chart changes disabled to TRUE.

Changed the name to vvHideTitleBar.

September 3 2012: v1.5
Removed bug which led to link button reappearing after workspace change.

14 Sept 2012 v2.0
Fixed issue where reloading charts or reconnecting applied the original style
Added hotkey Alt+B to switch between Standard and user selected style (only charts)

14 Sept 2012 v2.1
Bug fix: indicator windows weren't handled correctly

15 Sept 2012 v2.2
Bug fix: multi-workspace visibility issues fixed

16 Sept 2012 v2.5
Bug fix: maximized windows are now treated correctly.
Toggling between Standard and user selected style now works for all windows.
Added the functionality of vvFocusTitleBar as an option, if chosen, charts and indicator windows will display the titlebar when they have focus.
Made the hotkey for toggling (Alt+b) global, so it will work regardless of which window has focus.

17 Jan 2013 v2.6
Added support for Jigsawtrading Depth&Sales Beta V4. Its border can now be manipulated too.

01 Feb 2014 v2.7beta
Hopefully fixes NT crashes on Windows8, lots of beta testers appreciated!
The only thing that changed is that I added some error handling blocks, so on Win7 and older it will behave exactly like v2.6.
Please note that this is a beta version that might still crash NT on Win8!

06 Feb 2014 v3.0
Changed hot key for toggle from Alt+B to Alt+W.
Fixed bug where indicator windows didn't get enabled again.
I expect it to work correctly on Win8 now.
v3.1
Disabled forcing Classic Theme for NT on Win8 machines as it messed with the buttons.

There is a known incompatibility with the indicator WorkSpaceChanger.

vvhg
 
Suggest other entries I might like
Details: vvHideTitleBar


February 6th, 2014
Size: 11.54 KB
Access denied - You must be an Elite Member to access this file, and be logged in. vvVolumeAndRangeToAverage 5 *
Based on Fat Tails brilliant anaIntraDayVolume.

This indicator shows the session volume so far compared to the average for that weekday and time of day.

Thread for discussion: https://www.bigmiketrading.com/elite-circle/24373-vvhgs-little-helpers-keeping-them-one-place.html#post280013


Current Version: 1.0


Feb 04.2014
Renamed to vvVolumeAndRangeToAverage.
Now can also show (total) Range to average range.

vvhg
 
Suggest other entries I might like
Details: vvVolumeAndRangeToAverage


February 5th, 2014
Size: 6.77 KB
Access denied - You must be an Elite Member to access this file, and be logged in. NT7.0 Chart Trader addon indicator 5 *
February 7 2014
version 1.3

Added a close position button and renamed flatten button to flatten account to be more precise.


////////////////////////////////
February 6 2014
version 1.2

Fixed a minor bug where it would not save button colors in settings when loading up new charts with script.


///////////////////////////////////////////
February 5 2014
version 1.1

First a big thanks to vvhg & Xav1029 for some awesome scripts and great ideas which I added to mine.

I completely rearranged the chart trader removing buttons I never use. The ONLY buttons left from the original panel are Buy & Sell Market. Those are the only two which will engage the ATM strategies.

In the custom strategies & entries I added break even +1 and nudge stop to previous low or high, both which will adjust stops accordingly once in a position. The flatten button will get you out of all positions in every chart.

The trail button will engage once pressed if you are in a position and trail via an EMA or SMA. Anything goes wrong the flatten button will get you out and cancel everything. Still doing more testing for bugs.

A nice added feature is the green box below the current profit/loss display, which will tell you the spread from level 2 data and cumulative bid and ask volumes. The box color will change from green to yellow to red if spread gets too large.

This script is still in beta, trade at your own risk. It should show you how easy it is to customize the chart trader to your liking. Sky is the limit in terms of juggling buttons and adding new stuff.

enjoy
/////////////////////////////////////
A big thanks to all the contributors.

Unsure where I originally found this script. I modified it to add two buttons to chart trader for entering buy and sell stops.

It will do so 1 tick above or below the bid/ask. It will insert an 8 tick stop loss & target. If you go on indicator settings and put the ticksTarget to 0, it will only add a stop loss to position.

Hope this helps some of you.

PS. Wishing NT8.0 will eventually let us add/modify ATM within an indicator.
 
Suggest other entries I might like
Details: NT7.0 Chart Trader addon indicator


February 5th, 2014
Size: 10.04 KB
Access denied - You must be an Elite Member to access this file, and be logged in. vvSuperGaugeMiddleMouse 5 *
This is a spinoff of the vvSuperGauge, no button, controlled with the middle mouse button.
It shows position sizing and has two modes: R/R or fixed targets.
Supports up to 3 targets and one stop.

Current version: 1.7

Thread is here:https://www.bigmiketrading.com/elite-circle/9051-crosshair-gauge-stops-targets.html#post107965

Changelog:

August 18 2012: v1.2
Added option to use a fixed stop and added a user defined maximum stop which will not be exceeded.

September 6 2012: v1.3
Line width and length now configurable.
Lines stay in correct place when axes resize/move.
More stats display next to line.

September 7 2012: v1.4
Colors are now user selectable.

September 17 2012: v1.5
Corrected bug where stop ticks were calculated wrongly.
Added an option to display the labels on the right side above the lines.

January 12 2013: v1.6
Corrected rounding error in target calculation.
Corrected label display bug where label was displayed on wrong side.

January 31 2014: v1.7
Fixed bug with YM.
Allowed R:R smaller than 1:1.

vvhg
 
Suggest other entries I might like
Details: vvSuperGaugeMiddleMouse


January 31st, 2014
Size: 6.94 KB
Access denied - You must be an Elite Member to access this file, and be logged in. BloodHound MACD/Keltner 20.5 v2 5 *
I was asked to updated the BloodHound MACD/Keltner 20.5 strategy to add a trend filter and a multiple time frame for the trend. The suggestion was for a 21 HMA. So I included a 5 minute chart for that and added it to the strategy. I backtested the strategy in Crude for January 2014 on a 233 tick chart, and it was profitable on that. I will post the performance report on the new BloodHound strategy post: https://www.bigmiketrading.com/elite-automated-ninjatrader-trading/29979-bloodhound-strategies-ninjatrader-trader-2.html
 
Suggest other entries I might like
Details: BloodHound MACD/Keltner 20.5 v2


January 24th, 2014
Size: 3.17 KB


Keywords: keltner macd strategy bloodhound
Access denied - You must be an Elite Member to access this file, and be logged in. MACross 5 *
MACross version 1.0 - written by dynoweb

This indicator can be used to create a watch list and to let you know when it might be time to enter a position. Getting confirmation in the short, medium and long timeframes also gives you more confidence on the current direction.

This indicator uses a slow SMA and a faster EMA and plots those on a chart based on the time frame setting. There are three settings, Slow, Medium and Fast timeframes. Data exposed in this indicator can be used in a strategy or on a Market Analyzer. The values exposed are the number of periods back the last cross occurred and the direction of the cross. 1 indicates a cross above and the -1 indicates a cross below.

The EMA and SMA included indicators are just the standard Ninja indicators.
 
Suggest other entries I might like
Details: MACross


January 23rd, 2014
Size: 6.09 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Variable MA (VIDYA) 5 *
This old standby/classic/war horse has been recoded with every efficiency trick I can think of to minimize CPU use. It looks like it plots the same as the original, but I haven't checked. That can be your job.

Efficient indicators ensure the utmost in responsiveness with rock solid stability and dependability. Also added error trapping... just in case.

The techniques used include:
  • - incorporating all supporting calculations into the indicator to eliminate calls to external classes SUM and CMO.
  • - calculating only on FirstTickOfBar the variable values that depend only on previous bar data.
  • - removing redundant processing steps, eliminating intermediate, locally declared variables and combining calculations into a minimal number of algebraic expressions.
  • - allowing OnBarUpdate to execute only when it will affect the output result.
  • - providing the option of disabling the setting of plot values and colors when called by another indicator or strategy.
  • - providing a public data series to give the output values when called by another indicator or strategy, even it this indicator is running in the background with ShowPlot false, with no plot values being set.




The Variable Moving Average (VMA) or Volatility Index Dynamic Average (VIDYA), developed by Tushar S. Chande, uses a Volatility Index to adjust the smoothing period. When prices are congested the average slows down and when prices are trending the average speeds up (note steps in plot).

The indicator is completely self contained. There are no calls to external indicators.

If you call this indicator from another indicator or from a strategy, set the ShowPlot parameter to false to avoid wasting resources setting the values and colors of plots that are not being displayed, and get your outputs from the public dataseries that was provided specifically for that purpose.
 
Suggest other entries I might like
Details: Variable MA (VIDYA)


January 21st, 2014
Size: 3.77 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Clicker -- to enter ChartTrader orders with left mouse click, SPACE BAR press ChartTrader CLOSE Button programatically 5 *
This little indicator is given in humble thanks to the BMT community. Thank you!

No image....indicator has no plots and does not draw anything on the chart. except for debugging.

This BETA/Experimental code is intended to be used by other coders who want to customize it to their needs.

For example, the Quantity field on ChartTrader is converted in this code to an integer. This code does not know all the special cases possible for this Quantity field. It could be that, for example, Forex brokers use non numeric characters in this field, such as commas, or a code for 1 Million, et cetera. This code will fail with a string conversion error in these situations. It is up to you to provide the solution as you integrate this code to your usage.

USE AT YOUR OWN RISK on LIVE ACCOUNTS. Methods used to submit orders and cancel positions are not supported by NinjaTrader. Author provides no warranties of any kind.

You need to have "ATI Interface" selected on the Control Center / File / ATI Interface.

version: Beta V 1.2

Coded Actions:
Left Mouse + Shift = Place BUY with ChartTrader Account, Quantity, ATM at the price clicked on chart
Left Mouse + Control = Place SELL with ChartTrader Account, Quantity, ATM at the price clicked on chart
Space = Press ChartTrader CLOSE button (programmatically)

Change Log:
Beta 1.1 Added Globalization to set the decimal point to a period and not comma (ToString(usa))
Beta 1.2 Handle null object -- When ChartTrader is hidden Clicker will neither submit orders, nor close positions

Coders:
* There are print and draw line in code for debugging
* You will need to handle condiitions when selected ATM is Active, None, or Custom

Thanks noted in code to vvMiniTradePanel indicator and user decs0057.
 
Suggest other entries I might like
Access denied - You must be an Elite Member to access this file, and be logged in. NT7 Market Replay Data - part 25/37 5 *
***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 25/37


January 19th, 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 26/37 5 *
***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 26/37


January 19th, 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 27/37
***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 27/37


January 19th, 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 28/37
***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 28/37


January 19th, 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 29/37
***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 29/37


January 19th, 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 30/37
***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 30/37


January 19th, 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 31/37
***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 31/37


January 19th, 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 32/37
***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 32/37


January 19th, 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 33/37
***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 33/37


January 19th, 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 34/37
***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 34/37


January 19th, 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 35/37
***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 35/37


January 19th, 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 36/37 5 *
Note:

There are only 36 parts, not 37. My bad.

***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/ 36) for the list of the included data.

06/2011-12-2013
 
Suggest other entries I might like
Details: NT7 Market Replay Data - part 36/37


January 19th, 2014
Size: 36.29 MB
Access denied - You must be an Elite Member to access this file, and be logged in. NT7 Market Replay Data - part 24/37
***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 24/37


January 19th, 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 23/37
***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 23/37


January 19th, 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 22/37
***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 22/37


January 17th, 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 21/37
***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 21/37


January 17th, 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 20/37
***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 20/37


January 17th, 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 19/37
***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 19/37


January 17th, 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 18/37
***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 18/37


January 17th, 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 17/37
***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 17/37


January 15th, 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 16/37
***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 16/37


January 15th, 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 15/37
***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 15/37


January 15th, 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 14/37
***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 14/37


January 15th, 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 13/37
***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 13/37


January 15th, 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 12/37
***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 12/37


January 15th, 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 11/37
***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 11/37


January 15th, 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 10/37
***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 10/37


January 15th, 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 9/36
***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.
 
Suggest other entries I might like
Details: NT7 Market Replay Data - part 9/36


January 14th, 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 8/36
***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.
 
Suggest other entries I might like
Details: NT7 Market Replay Data - part 8/36


January 14th, 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 7/36
***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.
 
Suggest other entries I might like
Details: NT7 Market Replay Data - part 7/36


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 6/36
***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.
 
Suggest other entries I might like
Details: NT7 Market Replay Data - part 6/36


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 5/36
***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 5/36


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 4/36
***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 4/36


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 3/36
***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 3/36


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 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 4 *
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
Access denied - You must be an Elite Member to access this file, and be logged in. SMAv1 - Rounded Values 5 *
This indicator has an option that allows the moving average to be plotted using values rounded to the nearest tick. I find this very useful at times to reduce the whipsaws. There are 2 indicators available, SMA and EMA. SMA is the default with a period and a smoothing period. So a period of 14 with a smooth of 1 results in the standard SMA. A period of 1 and smooth of 14 results in a standard EMA. Could probably do better with that but it works and I don't feel like changing it. Setting "Use Rounded" to true results in a plot using the values rounded to the nearest tick. There are also a few other options that you can explore on your own by changing the parameters.

The picture shows both a rounded and normal version.
 
Suggest other entries I might like
Details: SMAv1 - Rounded Values


October 17th, 2013
Size: 5.01 KB
Access denied - You must be an Elite Member to access this file, and be logged in. d9ParticleOscillator 5 *
Hi

d9ParticleOscillator for Sierra Chart

length is adaptive .

see this thread for more info:

https://www.bigmiketrading.com/elite-circle/659-d9particleoscillator.html
 
Suggest other entries I might like
Details: d9ParticleOscillator


September 17th, 2013
Size: 7.80 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Unscented Kalman Filter with adaptive length 5 *
Hi
Unscented Kalman Filter for SC

length is adaptive,

see this thread for more info :

https://www.bigmiketrading.com/elite-circle/267-unscented-kalman-filter-exponential-linear-regression-slope.html
 
Suggest other entries I might like
Details: Unscented Kalman Filter with adaptive length


September 17th, 2013
Size: 7.48 KB
Access denied - You must be an Elite Member to access this file, and be logged in. ATRTarget V1.31 5 *
Changes from previous version:
Optimize code
Add additional MAs


The indicator creates target bands as an offset around selectable MA, for estimation of different price targets.
These bands are based on ATR which reflects instrument volatility.
I add the following features to enable maximum flexibility:
Three different target bands.
For each target different MA can be selected, different target percent and visual style.

Updated September 16, 2013 version 1.31
Release February 27, 2012 version 1.1
Exported using NT version 7.0.1000.15
 
Suggest other entries I might like
Details: ATRTarget V1.31


September 16th, 2013
Size: 37.87 KB
Access denied - You must be an Elite Member to access this file, and be logged in. VolumeLadderMetroEditionV2 5 *
Imp: Extract VolumeLadderMetroEditionV2.cs file from Zip file Indicator.zip and place in
C:\Users\<userName>\Documents\NinjaTrader 7\bin\Custom\Indicator. Then Open any indicator for editing in NT7 and compile the indicator. This Process make , VolumeLadderMetroEditionV2 , to appear in indicator list on applying to chart. Without this process indicator will not be visible for apply.


prerequisite: Install latest or GomBase and Delta Package 2.6 before above step, if you are using first time Gom based indicator. For More detail on GomBase and Delta Package foloow the post

https://www.bigmiketrading.com/elite-circle/6802-gomrecorder-2-a.html#post78336

and

https://www.bigmiketrading.com/elite-circle/6802-gomrecorder-2-a.html#post78337

Date 12-Aug-2013:
------------------------
This is a basic startup cum test version of V2 ,build over V1Extn1.

Code has optimized for size and includes new features described in post

https://www.bigmiketrading.com/elite-circle/2100-volume-ladder-highlight-addition-82.html#post349489

Further new features will be added soon.


Update: 13 Aug-2013
----------------------------

VolumeOnly Center Ladder Type is replaced and converted to DeltaColoredVolume Type.


Update 20 Aug-2013
--------------------------

A major update of all time.
Many improvement, Custom Center Ladder Type etc introduced.

for detail follow to post,

https://www.bigmiketrading.com/elite-circle/2100-volume-ladder-highlight-addition-87.html#post351069


Update 22-Aug-2013
---------------------------

Two feature included.

1) Provision to show minus sign for delta data in CustomLadder if base is chosen as volume.
2) Prior High Volume Tick Price is can also be highlighted by rectangle around cell.


Update 11-Sep-2013
----------------------------

1) Mainly updated side ladders with numerous customization methods.
2) Removed Filtered Volume Tick bug on Bottom Graphics and corrected the side ladders filling volume.

For more detail

https://www.bigmiketrading.com/elite-circle/2100-volume-ladder-highlight-addition-99.html#post356117

Update 15-Jan-2016
-----------------------------

Corrected the error in calculation of Diagonal Delta.
Some small modification made in Diagonal Delta Representation.

For More detail

https://futures.io/elite-circle/2100-volume-ladder-highlight-metro-addition-181.html#post549539
 
Suggest other entries I might like
Details: VolumeLadderMetroEditionV2


September 11th, 2013
Size: 26.50 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Plot dot bars with open, high low ,close the same
Can someone code this? Plot a dot when the bars with open, high low ,close are all the same. tick bars (say 500 tick bar).
For Ninja not Tradestation
 
Suggest other entries I might like
Details: Plot dot bars with open, high low ,close the same


August 17th, 2013
Size: 85.50 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Print Instrument Information 5 *
This in a NinjaTrader strategy that I use to output information and charts about an instrument, including:
-Range statistics (Including ON, RTH, and IB)
-Harmonic Rotation data
-Day Type data
-SQN Market Type data

When you run this strategy, it will output an Excel Spreadsheet to the directory you specify in the parameters.

There are multiple requirements to run this strategy. This makes use of Microsoft's Interop functionality to generate an Excel spreadsheet. Therefore you MUST have Microsoft Interop installed and add a reference to the Microsoft.Office.Interop.Excell.dll in NinjaTrader. You can learn more about how to do this here. And a big thank you to DionysusToast for his contribution.
 
Suggest other entries I might like
Access denied - You must be an Elite Member to access this file, and be logged in. MACDColorsEmail2 5 *


This is an indicator I had written a while back that emails a screenshot and has audio alerts when the average crosses 0. There are a couple other ideas I was trying to make the cross more noticeable that's why its got some non standard features in it. Its the sister alert to the stochastic one I uploaded awhile back. I used it to send me alerts when I was at work Hopefully someone finds it useful.

Chris
 
Suggest other entries I might like
Details: MACDColorsEmail2


July 6th, 2013
Size: 6.46 KB
Access denied - You must be an Elite Member to access this file, and be logged in. NewsGuard 5 *
This is an utility application which I wrote to keep me out of the markets when there is major news coming out (alarm sound). It is so damn easy to forget while you are heavily scalping the markets The application can download the latest news file (must be done at least once a week) from the DailyFx.com site and you can edit the news file to include your own news. You can minimize it to the system tray so it does not allocate your screen space. If you edit the news file remember to run the download again but answer "No" to the question so the app will use the existing/edited one.

How to install:
Create a folder and unzip the files to it.

How to run:
Run the NewsGuard.exe in the folder you just created (working directory must be the same). This is virus free !

Help:
Simple application needs a simple help ? I think you can understand easily the settings in this application. If you have something to ask please post a message in the support thread https://www.bigmiketrading.com/elite-circle/5033-newsguard.html

Latest version
Version 2.9 updated 2012-05-08
 
Suggest other entries I might like
Details: NewsGuard


July 1st, 2013
Size: 793.94 KB
Access denied - You must be an Elite Member to access this file, and be logged in. SVAPO Oscilator V2.30 5 *
SVAPO is short term volume and price oscillator from Sylvain Vervoort, it show relationship between price and volume for short term trading.

The indicator translated from Metastock code and is well optimized to work on NT while COBC = false.

Additional information can be found here:

http://stocata.org/metastock/svapo.html

http://stocata.org/ta_en/proprietary.html

http://stocata.org/ta_en/proprietary2.html


Release July 01, 2013, Version 2.30
Exported using NT version 7.0.1000.14
 
Suggest other entries I might like
Details: SVAPO Oscilator V2.30


July 1st, 2013
Size: 18.48 KB
Access denied - You must be an Elite Member to access this file, and be logged in. CandleQuarters 5 *
We have all studied price action of candles to try to predict what might be coming up. I have been studying and trading off of candle centers for quite some time and finally made a simple indicator to mark the 25%, 50%, 75% and Pivot of the candle to show me where pullbacks might go to. Bull Candles that close below 50% can indicate that the Bull move is ending. The reversing candles like to retrace to 50% on the new move, so you know where to jump in when the new move has started. Study it and see what you think. I use it and find it valuable on various time settings. The ZOrder is a function that is documented in the Ninja help files. ZOrder is the stacking of the drawing objects on the chart. It is not well controlled by Ninja but I found that 30006 seems to work pretty well.

Trade Well
 
Suggest other entries I might like
Details: CandleQuarters


June 30th, 2013
Size: 7.39 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Profit Monitor 3 *
This is a simple strategy that alerts you when you go over your daily loss limit. You can run it on a chart, keep it minimized so that you don't have to look at your profit if you don't wish. You can select the account, and the limit. It will alert in the alert window and play a sound too. I had this coded for me, so please let me know if there could be any improvements. I hope you find this of some benefit.

To highlight again, this runs as a Strategy, not an indicator.

Cheers,


XS
 
Suggest other entries I might like
Details: Profit Monitor


June 28th, 2013
Size: 4.77 KB
Access denied - You must be an Elite Member to access this file, and be logged in. BrickBars 5 *
This is a bar type for NinjaTrader, based on the superb BetterRenko by Aslan. (I only changed the size of the reversal brick, the name and set the PeriodType to Custom9)
It simply paints evenly sized bricks/bars if the price fills the specified range of ticks up or down from the last close.
Instead of only creating ladders (like a regular Renko does) one also gets sideways movement if the market is flat or oscillating. I creates a bit more noise but also helps to identify possible turning points when the market hesitates.
Because these bars are drawn from real ticks, there are some times shorter bars or even small gaps. In my experience it does not influence the correct alignment of the bars.
The BricksBars should be as reliable in backtesting as are the original BetterRenko.

Check, whether you have any other PeriodType registered as Custom9 before importing the script. (If so, you can easily change the number in Notepad.)
If you have any suggestions how to improve the code, feel free to contact me.

For a comparison of similar bar types look here.
 
Suggest other entries I might like
Details: BrickBars


June 15th, 2013
Size: 2.30 KB
Access denied - You must be an Elite Member to access this file, and be logged in. vvBMTAutoPost 5 *
This Indicator exposes two methods that can be called from any indicator or strategy to make a post to BMT.
Current Version: 2.6

There are various overloads to these methods, so you don't need to use all arguments.
The two methods are:


and
Changes:
makepicpost now needs "this.ChartControl" instead of just "this"as argument.
makepost will no longer require "this" as argument.

The first will post a screenshot of the chart it has been called from (with optional message), the second will post a plain message.

Edit: Added a third method, uploadimg(), as the other two it has some overloads.
It returns the url of the img (with image tags) with an event. The event can be used like:
 
Code
myposter.ReturnUrlChange += new vvBMTAutoPost.ReturnUrlChangedEventHandler(MyReturnUrlChangedEvent);
 
Code
private void MyReturnUrlChangedEvent(object sender, ReturnUrlChangeEventArgs returnurl)
		{
			//do whatever you want here...
			Print ("Change detected "+returnurl);
                        //this prints the returnurl, three values are possible: 
                        //"Working" , "Error" and the actual img wrapped url of the uploaded img.
		}
There is the possibility to use a specific file with your API key in it when API key is either "" or not specified in the calling method.
For this to work create the following file:..."Your Home Directory"\Documents\NinjaTrader 7\bin\Custom\BMTAPIKEY.txt
Then put your API key in it, nothing else.


To use these methods you first need to add this line to your variables:
 
Code
private vvBMTAutoPost myposter = new vvBMTAutoPost();
You then can call them like:
 
Code
myposter.makepost(...
and myposter.makeimgpost(...
There is a custom EventHandlerfor the response error code. You can implement it like this:
1. paste this line into OnStartUp (initializes the EventHandler):
 
Code
myposter.ErrorCodeChange += new vvBMTAutoPost.ErrorCodeChangedEventHandler(MyErrorCodeChangedEvent);
2. create the EventHandler method:
 
Code
private void MyErrorCodeChangedEvent(object sender, ErrorCodeChangeEventArgs error)
		{
			//do whatever you want here...
			Print ("Change detected "+error.ErrorCode);//this prints the change detect and the error code
		}
3. paste this line into OnTermination (removes the EventHandler):
 
Code
myposter.ErrorCodeChange -= new vvBMTAutoPost.ErrorCodeChangedEventHandler(MyErrorCodeChangedEvent);
The error codes are:
0 = no error
1 = Upload to BMCharts failed
2 = Web Client Exception
3 = Time constraint or wrong API key
4 = (not set yet)
5 = other not closer specified error in makeimgpost
6 = tried posting on historical data
9 = busy

Please use the provided EventHandler to do stuff on errors as an error will not occur the moment the method is called but maybe a few seconds later.

Thread for discussion: https://www.bigmiketrading.com/elite-circle/24223-big-mike-trading-api-programmers.html#post278025

There is also all the info on the API in that thread.


Changelog:

19 Dec 2012
Disabled posting on historical data.

21 Dec 2012
Fixed a bug where other windows in front of the chart got caught in the screenshot. Does not (yet) work with minimized charts.


29 Dec 2012
v1.5
added an error code variable that can be accessed (it is thread safe) from the calling indicator.
v1.6
extended errorcode with 9 = busy.
v1.7
Fixed some stuff in the screenshot code

1. Jan 2013 v1.8
Fixed line break issue. Please use <br> for line breaks.

3. Jan 2013 v1.9
Now also works on minimized charts.

4. Jan 2013 v2.0
Made various overloads of the two methods for easier implementation.
Introduced an EventHandler for the error code.
Possibility to use file with API key when API key is either "" or not specified.
For this to work create the following file:..."Your Home Directory"\Documents\NinjaTrader 7\bin\Custom\BMTAPIKEY.txt
Then put your API key in it, nothing else.
(all no code breaking changes)

15. Jan 2013 v2.1
Corrected bug where price axis got cut off under some circumstances.

01. Feb 2013 v2.2
Changed the indicator argument for makepicpost to ChartControl, so use "this.ChartControl".
Deleted indicator argument for makepost, so this will not require a chart to work.

04. Feb 2013 v2.3
Introduced new argument into all methods (historial) This is the historical check so that a strategy or indicator does not try to post 100 messages when it starts up! Please pass the "Historical" attribute like makepostI(.....this, Historical);
v2.4
fixed bug in makeimgpost()

13. Feb 2013 v2.5
Added method uploadimg()

17. May 2013 v2.6 Critical update, update immediately
Changed addresses from http to https, should work again.

vvhg
 
Suggest other entries I might like
Details: vvBMTAutoPost


May 17th, 2013
Size: 16.98 KB
Access denied - You must be an Elite Member to access this file, and be logged in. K_BetterVolume for ToS 5 *
Update 20 Oct 2013: a variation of this study that tracks only the net avg volume ratio has been posted here https://www.bigmiketrading.com/download/vip_elite_circle/1449-download.html?view
thx, K


Posted some examples on how to use in reading charts and action
https://www.bigmiketrading.com/elite-circle/27433-k_bettervolume-tos-new-version-downloads.html

Here's an interesting view of volume that I've been watching for a while. Added to the K_BetterVolume indicator I posted here a while back.
Instead of watching the classic volume bar by bar plot, I started watching the average buy vs sell for a period, which I found much more insightful. A stronger/more sustained price move is usually associated with a net volume avg forming in the same direction, also moves with no strong volume supporting them will possibly be short-lived- this simple way to view volume is especially useful when there's no easy way to track volume at bid/ask level, or if you don't want to go that deep...

Changes in this version:
  • A simple way to track Buy vs Sell volume for a given length of bars, "Directional Volume, or Volume Pressure or VXNet", which is the net of ratio of buy vs sell avg volume (WMA) to the overall volume average. inspired by a similar concept in one of Elder's study
  • added a volume buzz label calculation (the closest I could get to a VolBuzz calc in ToS, impossible to do in custom WatchLists or scans). By Changing the chart aggregation, I can check the VolBuzz (basically current bar's volume vs longer average volume of same time interval)
  • VXNet can be displayed on top of the "classic" volume plot, or separately .. changing plot settings enables to view it as a histogram, or just a simple green/red cloud.. see screencap for examples of how this study can be set
  • VXNet is zero-lag smoothed, however keep smoothing as small as possible (3 to 5) not to lose traction to actual volume trend change
  • informative labels, can be turned on or off - Dynamic coloring


Changes in V3 - May, 2013
--------------

Changed the Algo that calculates Sell / Buy volume to the same one developed by Barry Taylor at EminiWatch for TradeStation, and mentioned in our VSA for thinkorswim thread here https://www.bigmiketrading.com/thinkorswim-programming/3477-vsa-thinkorswim.html

this algo does test well and provides a better signal (sometimes up to 3 bar improvment) than taking the whole volume bar as a buy or sell volume based on the close vs open technique in prior version..

The Dynamics coloring of the info labels still there, provides visual clue for major volume spikes that deserve attention

code is commented.. TOS Study setup "baloon mini-guide" also included.

RedK
 
Suggest other entries I might like
Details: K_BetterVolume for ToS


May 16th, 2013
Size: 3.57 KB


Keywords: bettervolume redk thinkorswim tos volume
Access denied - You must be an Elite Member to access this file, and be logged in. Replay data week 1 2013
index ES,YM,TF,NQ,FGBL,FESX,DAX - all replay
NINJA TRADER 7
unpack in ..... Documents\Ninja trader 7\db\data
 
Suggest other entries I might like
Details: Replay data week 1 2013


May 3rd, 2013
Size: 113.26 MB
Access denied - You must be an Elite Member to access this file, and be logged in. Multi-MA DMI 5 *
Hi guys,

With the help of Fat Tails, managed to get a Multi-MA DMI that uses the different MAs for the calculations of ADX, DM and ADXR.

From Fat Tails:

Quoting 
For the Period & Wilder's period

If you select "EMA / Wilder's period = true / average period = 14", then you will get the original ADX. The "Wilder's period = true" setting internally converts the period 14 to the value 27, which is then used by the moving averages.

If you select"EMA/Wilder's period = false/ average period = 27", then you will also get the original ADX. This time there is no conversion, but an EMA(27) is used, which is identical with the Wilder's average(14).

Some of Moving Averages:
Butterworth Filter
DEMA
Ehlers Filter
EMA
Gaussian Filter
HoltEMA
LowLag MA
SMA
SuperSmoother
T3
TEMA
TMA
VIDYA
VWMA
WMA
ZeroLag MA

You can specify the thresholds of the upper and lower lines, as well as the colors for the various DM and ADX lines (transparent if you don't want to see them).

Enjoy! =)

P.S. Click the Thanks button if it was helpful to you =)
 
Suggest other entries I might like
Details: Multi-MA DMI


April 21st, 2013
Size: 45.05 KB
Access denied - You must be an Elite Member to access this file, and be logged in. vvHollowCandleChartStyle 5 *
This is a chart style for hollow candles. It is not an indicator, but a chart style! This means that it will not add CPU load, but in fact reduce it compared to the standard candlesticks.

Candles where Open=Close will color based on Hi/Lo rejection, so if the top wick is longer it will print as sell bar (as the high got rejected) and vice versa.

Thread is here:https://futures.io/elite-circle/24373-vvhgs-little-helpers-keeping-them-one-place.html#post280013

Current Version: v1.0


vvhg
 
Suggest other entries I might like
Details: vvHollowCandleChartStyle


April 17th, 2013
Size: 2.05 KB
Access denied - You must be an Elite Member to access this file, and be logged in. TVI 5 *
Version 2.0 code optimization (thanks zondors!)

William Blau TVI indicator

Based on the M4 code found at:

http://codebase.mql4.com/7980

This version does not issue alerts or display trend direction text.

Version 1.0 original coding
 
Suggest other entries I might like
Details: TVI


April 15th, 2013
Size: 4.56 KB
Access denied - You must be an Elite Member to access this file, and be logged in. MACD Histogram with color change 5 *
Here is an old standby, Macd histogram with color change
 
Suggest other entries I might like
Details: MACD Histogram with color change


April 15th, 2013
Size: 3.53 KB


Keywords: change color histogram macd multicharts tradestation
Access denied - You must be an Elite Member to access this file, and be logged in. NT7 Forex Tick Data - [28 Pairs - Part 5] - 200704 - 201304 5 *
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 06 years of data, starting from April 2007.

[28 Pairs Part 5] =
CHFJPY, EURGBP, GBPUSD, USDCHF, USDJPY
 
Suggest other entries I might like
Access denied - You must be an Elite Member to access this file, and be logged in. NT7 Forex Tick Data - [28 Pairs - Part 4] - 200704 - 201304 5 *
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 06 years of data, starting from April 2007.

[28 Pairs Part 4] =
CADCHF, EURJPY, EURUSD, NZDCAD, NZDUSD, USDCAD
 
Suggest other entries I might like
Access denied - You must be an Elite Member to access this file, and be logged in. NT7 Forex Tick Data - [28 Pairs - Part 3] - 200704 - 201304 5 *
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 06 years of data, starting from April 2007.

[28 Pairs Part 3] =
AUDUSD, CADJPY, GBPCHF, GBPNZD, NZDJPY
 
Suggest other entries I might like
Access denied - You must be an Elite Member to access this file, and be logged in. NT7 Forex Tick Data - [28 Pairs - Part 2] - 200704 - 201304 5 *
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 06 years of data, starting from April 2007.

[28 Pairs Part 2] =
AUDCHF, EURAUD, EURCAD, EURCHF, EURNZD, GBPAUD
 
Suggest other entries I might like
Access denied - You must be an Elite Member to access this file, and be logged in. NT7 Forex Tick Data - [28 Pairs - Part 1] - 200704 - 201304 5 *
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 06 years of data, starting from April 2007.

[28 Pairs Part 1] =
AUDCAD, AUDJPY, AUDNZD, GBPCAD, GBPJPY, NZDCHF
 
Suggest other entries I might like
Access denied - You must be an Elite Member to access this file, and be logged in. PermaCode Fixed Moving Averages
This is a simple indicator that always shows the 3-min time-frame 20-bar EMA and the 60-min time-frame 50-bar SMA.

This allows switching between time-frames without losing those specific time-frame-based MAs.

Obviously when switching up to a higher time-frame from 3-min charts or 60-min charts, the MAs will disappear.
 
Suggest other entries I might like
Details: PermaCode Fixed Moving Averages


April 12th, 2013
Size: 5.06 KB
Access denied - You must be an Elite Member to access this file, and be logged in. NT7 Forex Tick Data - [28 Pairs - Part 4] - 201202 - 201304
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 14 months of data, starting from February 2012.

[28 Pairs Part 4] =
CADCHF, EURAUD, EURCHF, EURJPY, EURUSD, NZDCAD, NZDJPY
 
Suggest other entries I might like
Access denied - You must be an Elite Member to access this file, and be logged in. NT7 Forex Tick Data - [28 Pairs - Part 3] - 201202 - 201304
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 14 months of data, starting from February 2012.

[28 Pairs Part 3] =
AUDNZD, CADJPY, EURCAD, EURGBP, EURNZD, GBPCHF, GBPNZD
 
Suggest other entries I might like
Access denied - You must be an Elite Member to access this file, and be logged in. NT7 Forex Tick Data - [28 Pairs - Part 2] - 201202 - 201304
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 14 months of data, starting from February 2012.

[28 Pairs Part 2] =
AUDJPY, GBPAUD, GBPJPY, NZDCHF, NZDUSD, USDCAD, USDJPY
 
Suggest other entries I might like
Access denied - You must be an Elite Member to access this file, and be logged in. NT7 Forex Tick Data - [28 Pairs - Part 1] - 201202 - 201304
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 14 months of data, starting from February 2012.

[28 Pairs Part 1] =
AUDCAD, AUDCHF, AUDUSD, CHFJPY, GBPCAD, GBPUSD, USDCHF

(*) The file is now correct (250MB). Please re-download it.
 
Suggest other entries I might like
Details: NT7 Forex Tick Data - [28 Pairs - Part 1] - 201202 - 201304


April 5th, 2013
Size: 250.21 MB
Access denied - You must be an Elite Member to access this file, and be logged in. NT7 Forex Tick Data - [06 Pairs] - 201110 - 201202
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 04 months of data, starting from October 2011.

[06 Pairs] =
AUDCHF, GBPAUD, GBPCAD, GBPNZD, NZDCAD, NZDCHF
 
Suggest other entries I might like
Access denied - You must be an Elite Member to access this file, and be logged in. NT7 Forex Tick Data - GBPCAD GBPNZD - 200704 - 201110
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 54 months of data, starting from April 2007.
 
Suggest other entries I might like
Details: NT7 Forex Tick Data - GBPCAD GBPNZD - 200704 - 201110


April 5th, 2013
Size: 232.26 MB


Keywords: data forex nt7 tick gbpcad gbpnzd
Access denied - You must be an Elite Member to access this file, and be logged in. NT7 Forex Tick Data - GBPAUD NZDCAD - 200704 - 201110
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 54 months of data, starting from April 2007.
 
Suggest other entries I might like
Details: NT7 Forex Tick Data - GBPAUD NZDCAD - 200704 - 201110


April 5th, 2013
Size: 224.59 MB


Keywords: data forex nt7 tick gbpaud nzdcad
Access denied - You must be an Elite Member to access this file, and be logged in. NT7 Forex Tick Data - AUDCHF NZDCHF - 200704 - 201110
Forex Tick Data ready to be uploaded to Ninja Trader 7.

Each tick includes a time stamp, price and volume.
The ticks time zone is EST.
The time stamp is at 1 second resolution.
The price is at 0.1 pips resolution.

Total of 54 months of data, starting from April 2007.
 
Suggest other entries I might like
Details: NT7 Forex Tick Data - AUDCHF NZDCHF - 200704 - 201110


April 5th, 2013
Size: 220.15 MB


Keywords: data forex nt7 tick audchf nzdchf
Access denied - You must be an Elite Member to access this file, and be logged in. PermaCode Bar Numbering
Finally sorted out the bar numbering to be a bit more useful than the plain old "DrawText()" on every bar update.

Set parameters for:
  • text font & color
  • number of pixels off-set from the bar (above or below)
  • turn them on or off quickly with click on toolbar
  • start numbers at a given number e.g. 0, 1 or 5 or any number (useful to set it to 0 when debugging script so that it displays the CurrentBar value)
  • how many bars between labels
  • when to increment bar number (good for syncing bar numbering on different time-frame charts, e.g. set it to every 3 bars on the 1min chart and normal every bar on the 3min chart, so their numbers are the same)
  • count resets at start of every session or not
  • displays bar number in the data box

This is version 1 and there probably won't be any more versions.

If it causes problems, send me a private message - don't put the message in the comments on this file download because it doesn't notify me. Thanks.
 
Suggest other entries I might like
Details: PermaCode Bar Numbering


March 25th, 2013
Size: 3.06 KB
Access denied - You must be an Elite Member to access this file, and be logged in. K_WAve_v1 for ToS 5 *
This is my new "magnifier" Zero-Lag Weighted AVErage (K_WAve). the idea I was looking for is to create a moving average that magnifies the price moves and trend direction changes - with as minimum lag as possible.

the concept is mathematically simple, and is based on the same Zero-lag MA technique used in DEMA & TEMA. The values of the line should not be referred to - they mean very little, it's the color and relative position of the peaks/troughs that really matter. Also the intersection points with other MA's on the chart.

Interesting that the K_WAve will indicate trend change sometimes before the Zero-lag WMA. the base WMA and the Zero-lag WMA are exposed by default (can hide them from Study Settings)

  • K_WAve can be used for swing trading or integrated with trend-following techniques with entry on retraces - the retraces (hooks) can be made more obvious using the K_WAve line.
  • this works on time or tick charts and any aggregation.
  • added optional smoothing and adjustable "magnification factor". when set to Smoothing = 1, and Magnify = 0, K_WAve becomes a regular zero-lag WMA.
  • Up/Down colors adjustable from study settings.


Feedback welcome.
RedK
 
Suggest other entries I might like
Details: K_WAve_v1 for ToS


March 22nd, 2013
Size: 692 bytes


Keywords: tos trend wma zero-lag k_wave
Access denied - You must be an Elite Member to access this file, and be logged in. CCI_BMTElite 5 *
Some of you may be using the Adaptive_CCI that I shared some time ago on this forum. This version of the CCI is a simpler version and optimized a bit.

Separate definable colors are available to distinguish between the above the zero line CCI and below the zero line CCI.
This version maintains the ability to select an adaptive period by placing a "0" in the period field.

That is all there is to it. Much simpler than the older version found at https://futures.io/download/vip_elite_circle/988-download.html?view

Changelog:
March 20 2013: Reposted because thanks to @Taggart for noticing a serialization problem where the colors would not repaint after a chart was saved.
 
Suggest other entries I might like
Details: CCI_BMTElite


March 20th, 2013
Size: 6.96 KB
Access denied - You must be an Elite Member to access this file, and be logged in. PermaCode Support and Resistance Lines, v003 5 *
This shows support and resistance lines including:

- swing highs and swing lows based on a swing defined as a bar with two bars to the left and two bars to the right which are all lower for a swing high (and vice-versa for a swing low)

- round numbers, e.g. 1.3500 in the EUR/USD. User-defined

- 2 sub-sessions/mini-sessions intra-day highs and lows, user-defined start & end times.

The lines are actually rectangles and I intend to add a function which will cause two close adjacent S/R lines to become just one zone.

I try to make the user-defined parameters self-explanatory from the description in the NT7 indicator set-up dialog underneath the parameter settings listing.

To discuss this indie and to offer advice or suggestions or ask what's what, please use this thread

Changelog:
2013-03-13: I just updated version 003 with some bug fixes
2013-04-24: another bug fix - version 003 r2 (because I have a version 4 already)

Last, a word of warning: I occasionally get mail from people asking what's gone wrong with the indicator because x, y or z is (or isn't) happening. This indicator has got pretty complicated and like I just said to someone just now, I'd need a full scale support operation to be able to help. All I can advise in this situation is to ditch the indicator off your chart and try reloading it. Sounds a bit like Microsoft Support, I know
 
Suggest other entries I might like
Details: PermaCode Support and Resistance Lines, v003


March 13th, 2013
Size: 8.68 KB
Access denied - You must be an Elite Member to access this file, and be logged in. K_SVAPO_v1 for ToS 5 *
Got my hands on ToS again, and we're back in business.. - here's a come-back gift...

This is my own ToS port of SVAPO (Short-Term Volume and Price Oscillator), a trading system introduced by Sylvain Vervoort that combines both volume and price trends to identify tradable setups - full details on the concept, and trade rules that he suggests are herehttp://stocata.org/ta_en/proprietary.html

took the concept and re-wrote it for ToS, using my own preferred techniques for smoothing and averaging - to achieve less lag and make the final plot more "friendly and usable" - while maintaining the overall original concept. (let me know if interested in exact details of the differences). also changed the resulting oscillator to a restricted range -100/+100 - no longer need to use the StdDev upper/lower lines..

the code is commented - the full details of how the original SVAPO can be used for signal generation are on web site above.

I also added the option to view the resulting plot in a Stepped mode or with an Inverse Fisher Transform - we still get almost no lag as we don't use unnecessary smoothing here. you can see how the signal (in this case crossing the zero line) is in line with the K_TraderRibbon on top, sometimes ahead of it.

suggestions for use:
use K_SVAPO along with a long-term trend indicator. if you set K_SVAPO correctly, it will provide unambigious signals on ideal entry points when the price retraces before continuing the trend.
you can also use 2 K_SVAPO, one longer and one shorter to provide a similar combo. in that case, i suggest you change one of them to the "Stepper" for easier viewing


as usual, appreciate if you keep in the forum. all feedback & comments welcome, as i'm still testing this anyways,

RedK
 
Suggest other entries I might like
Details: K_SVAPO_v1 for ToS


March 11th, 2013
Size: 2.04 KB


Keywords: k_svapo oscillator price redk svapo tos volume
Access denied - You must be an Elite Member to access this file, and be logged in. Market Strength/Weakness Snapshot Indicator 5 *
This indicator provides a quick visual of key market strength price concepts (various metrics contained in a table at the top middle of the screen). It is useful for determining the relative strength and weakness of different instruments using price relative to the following:

- Key volume profile concepts (price relative to the current day value area and POC and yesterdays value area and POC).

- vwap

- Initial balance range including extensions

- Retail Open (RTO) and yesterday's high and Low (YHL)

Attached picture shows a weak market.

See thread below for more details:

https://www.bigmiketrading.com/elite-circle/26322-volume-profile-market-profile-snapshot-indicator.html#post309193

update 1/14/2014

- Added initial balance and range extensions
- Added price relative to the Retail Open (RTO) above RTO open green up arrow, below retail open red down arrow.
- Added price relative to yesterday's high or low(YHL), price above yesterdays high green arrow and below yesterday's low red arrow and in between yellow dot.

To operate make sure the following supporting indicators are installed:

anaCurrentDayVWAPV42
anaIBRangeBandsV38
anaCurrentDayOHLV42
anaPivotsDailyV42
 
Suggest other entries I might like
Details: Market Strength/Weakness Snapshot Indicator


March 7th, 2013
Size: 42.50 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Volume Weighted MACD 3 *
After reading John Bollinger's book Bollinger on Bollinger Bands I thought to make one of the indicators he mentioned in the book. So here you have the VWMACD indicator with an EMA as a signal line. This indicator was developed by Buff Dormeier and popularized by this book. This one is for multicharts.
 
Suggest other entries I might like
Details: Volume Weighted MACD


February 23rd, 2013
Size: 6.08 KB


Keywords: multicharts vwmacd
Access denied - You must be an Elite Member to access this file, and be logged in. Reversal Bars 5 *
This is my first shot at a custom bar type, so please report any issues in the discussion thread: https://www.bigmiketrading.com/elite-circle/26005-reversal-bars.html

Bar Logic
-When a new bar is formed, price must move "Direction Size" ticks to establish a bar direction.
-Once a direction is established, if price pulls back "Reversal Size" ticks, a new bar is formed.
-The previous bar does not include the final reversal tick. The final reversal tick forms a new bar.
-The opens and closes of bars are actual ticks. No fake opens or closes.


If you prefer the version that requires Reversal Size to be breached, change:

 
Code
//reversalSize = bars.Instrument.MasterInstrument.Round2TickSize(bars.Period.Value * bars.Instrument.MasterInstrument.TickSize);    //This gives you tips of Reversal Size
reversalSize = bars.Instrument.MasterInstrument.Round2TickSize((bars.Period.Value - 1) * bars.Instrument.MasterInstrument.TickSize);    //This creates a new bar on Reversal Size
to:
 
Code
reversalSize = bars.Instrument.MasterInstrument.Round2TickSize(bars.Period.Value * bars.Instrument.MasterInstrument.TickSize);    //This gives you tips of Reversal Size
//reversalSize = bars.Instrument.MasterInstrument.Round2TickSize((bars.Period.Value - 1) * bars.Instrument.MasterInstrument.TickSize);    //This creates a new bar on Reversal Size
Log:
- 10/27/13 : Fixed code causing issues in market replay. Thanks @devdas.
 
Suggest other entries I might like
Details: Reversal Bars


February 22nd, 2013
Size: 1.85 KB
Access denied - You must be an Elite Member to access this file, and be logged in. vvTrendLineTrader 5 *
This is an experimental indicator that can enter and exit live positions. Use entirely at your own risk and with extreme caution! You have been warned, so don't blame me! I will not accept liability for anything!

This indicator can enter a position with a market order when price crosses a selected line.
It can also exit a position on a second line.
These operations have NO OCO LOGIC, so when one is executed the other one will remain armed.

The account can be set manually or the account set in ChatTrader will be used.
For this indicator to work correctly you must not disable the ChartTrader! Hiding the ChartTrader is no problem.

All logic is held locally, so if you lose connection, it can and will not execute. So never use this without a second "backup stop" held at the exchange or broker! Otherwise you will have a naked position on disconnect!

An armed buy line will show up as green, a sell line as red and a stop line as magenta. They are also labeled. Once they become inactive (either executed or expired) they will change back color to their original color before they have been armed.
Lines expire when the line ends in the past.
The buttons also change color on arm/disarm.

To arm a line:
1. select the line
2. press either the "Mkt" or the "Stp" button on the toolbar

To disarm a line:
Either (while no line is selected) press the "Mkt" or the "Stp" button on the toolbar, depending on which you want to disarm.
Or delete the line.

To switch the armed line:
1. Disarm the old line.
2. Arm the new line.

Armed lines can be manipulated just as normal lines.

Please only download if you understand the risks of using such an indicator and accept that you will use it entirely at your own risk!
Please also note that this is version 1.0 and not extensively tested yet!

Thread for discussion: https://futures.io/elite-circle/24478-trendline-trader-ninjatrader.html#post281494

Current Version: v1.5

Changelog:

27. November 2012 v1.1
Now has a buy a sell and a stop button, so no confusion if a line sells or buys.
The bug with double entries should be gone too.
Added support to use buy@ask and sell@bid instead of market orders.

27. November 2012 v1.2
Fixed a bug where an error was thrown OnStartUp when starting the indicator without a connection, as there is no enabled account in that case (Account field greyed out in ChartTrader, even Sim101 not available)

04.Feb 2013 v1.3
Updated the strapping to ChartTrader.
Now has possibility to Buy/Sell Market, @Ask or @Bid.
Manual Account setting will affect all orders now.

12.Feb 2013 v1.4
Improved the handling of ChartTrader toggle, Button is now in the normal spot and the little "F" as well. If you use vvMiniTradePanel, please update that too.

13.Feb 2013 v1.5
Fixed bug that threw an error in OnTermination.

vvhg
 
Suggest other entries I might like
Details: vvTrendLineTrader


February 13th, 2013
Size: 6.85 KB
Access denied - You must be an Elite Member to access this file, and be logged in. CCI4Jeff_NT70 5 *
I have fixed the great looking CCI4Jeff indicator for NT7
Enjoy.
 
Suggest other entries I might like
Details: CCI4Jeff_NT70


February 11th, 2013
Size: 33.72 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Chart Trader Quantity Buttons 5 *
This indicator will add buttons to the Chart Trader which will allow you to quickly change the quantity of the contracts. The buttons can be set to a custom quantity.

Please watch the video on how to use and post any questions here: https://futures.io/elite-circle/25561-chart-trader-custom-quantity-buttons.html#post296351

Updated:
2-4-13
1.3 - added the ability to change the color of the buttons.
 
Suggest other entries I might like
Details: Chart Trader Quantity Buttons


February 4th, 2013
Size: 3.32 KB
Access denied - You must be an Elite Member to access this file, and be logged in. cumulative volume price divergence 5 *
Candlesticks are formed by accumulative volume delta. Sell volume is subtracted from buy volume, and is mathematically expressed as: buy (positive values) + sell (negative values).

Buy volume, price divergence: Occurs when price ticks below the starting point price (from indicator running time), and there is accumulated buy volume delta (more buying than selling volume). Current candle's outline and wick is a thick magenta color during this time.

Sell volume, price divergence: Occurs when price ticks above the starting point price (from indicator running time), and there is accumulated sell volume delta (more selling than buying volume). Current candle's outline and wick is a thick cyan color during this time.
 
Suggest other entries I might like
Details: cumulative volume price divergence


February 4th, 2013
Size: 3.57 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Bootstrapped Monte Carlo Expectancy for Robust Optimization in NT7 5 *
Description:
This algorithm is a custom performance index for the Default or Genetic optimization methods in NinjaTrader 7. Optimization with this index maximizes the 20th percentile of noise-injected bootstrapped expectancy. This metric is designed for robustness against worst case conditions. Note that due to the mathematics, the solution is not deterministic (run it multiple times, and you will get slightly different solutions each time).

Installation:
Add this file to your ...\NinjaTrader 7\bin\Custom\Type\ directory, open any indicator or strategy, and compile.

Details (this math is in here):
1. For a given series of trades of length N, the top 10% are removed, creating a modified series of trades of length N*0.9.
2. This modified series of trades is sampled *with replacement* for 10*N*0.9 samples. This series becomes the bootstrapped trade series.
3. Gaussian noise is a given mean and standard deviation is added to each bootstrapped sample.
4. Expectancy for this bootstrapped + noise series is calculated.
5. Steps 2 through 4 are done 5000 times, with different sampling from the Gaussian noise. This creates a distribution of expectancy.
6. Finally, the performance index returns the 20th percentile of these 5000 runs (so, the 1000th worst expectancy) to the NT optimizer.

Discussion:
Removal of the 10% best performing trades is an attempt to be pessimistic by assuming that the best 10% trades observed in the past will never repeat. We do not want total system performance to hang a few high-yielding trades.

Injecting noise to the bootstrapped sample accomplishes two things. First, it adds uncertainty to each bootstrapped series, thereby simulating diversity in the bootstrapped series (hopefully the diversity we would measure in a much larger sample). Secondly, it makes each bootstrap series unique. This means that we way calculate a distribution from the ensemble of bootstrapped series.

Any percentile may be returned. We could return the mean. By returning a value to the left of the mean, the 20th percentile, we are maximizing 80% of the distribution.

Note: Because we are injecting randomly sampled noise to the bootstrapped series, the solution from this performance index is not deterministic!

Suggestions:
If you use this, you should be comfortable changing the parameters found at the top of the algorithm. Adjusting the value of the standard deviation of the noise may make or break the robustness and success of this algorithm.
 
Suggest other entries I might like
Access denied - You must be an Elite Member to access this file, and be logged in. Gold GC Tick Minute Data 02/08-02/13 - CQG Ninjatrader NT 7 5 *
Shutdown Ninjatrader
Unarchive in the db folder, and place the tick and minute data in the correct folders (Default location is in your Documents folder, not Program Files)
Open Ninjatrader

If you have problems, delete the .sdf file in the Ninjatrader documents folder.

Gold is easy to trade and a good place to start for new traders.

Avoid mini contracts, especially mini forex contracts. They are very expensive and make it unlikely to be a successful trader. Trade a normal forex account if your funds are small, because margins are adjustable, unlike Futures.
 
Suggest other entries I might like
Details: Gold GC Tick Minute Data 02/08-02/13 - CQG Ninjatrader NT 7


February 3rd, 2013
Size: 49.20 MB
Access denied - You must be an Elite Member to access this file, and be logged in. ChartTraderOrganize 5 *
This indicator will allow the user to hide and rearrange the Chart Trader buttons within Ninja Trader.

Important: This indicator is just out of the beta stage. There is some important things to know to get it to work properly. Please take 6 minutes to watch the video in the link below. Finally, this changes the default functionality of the Ninja Trader. This was tested with NT7 using the built in SIM account. Use at your own risk!

Please take 6 minutes to watch the video which can be found here. There is some important steps which will eliminate questions later.https://futures.io/elite-circle/25463-customize-chart-trader-buttons.html#post295057
 
Suggest other entries I might like
Details: ChartTraderOrganize


January 22nd, 2013
Size: 3.77 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Seconds Per Bar 5 *
secondsperbar version 1.0

Simply summates the seconds required to draw a bar. Designed to be used with non-time based bars. Includes 2 horizontal lines, for example can have the 1st line represent 300 seconds (5 minute) and 2nd line set to 60 seconds (1 minute). Bars change to red if the number of seconds exceeds your desired threshold, for example turns bars red if 600 seconds (10 minutes) is exceeded. Includes ability to draw a SMA of the time as well that defaults to a 5 period.
 
Suggest other entries I might like
Details: Seconds Per Bar


January 19th, 2013
Size: 4.39 KB
Access denied - You must be an Elite Member to access this file, and be logged in. volprofile 5 *
version 1.0

Creates a histogram of volume at price points using an additive 1 tick data series. The histogram can be drawn on the left hand or right hand side of the chart. The color and opacity of the bars can be defined. A scale factor is available to control the amplitude of the peaks and valleys. The volume summation can use all bars of the chart, bars starting at the left hand side of the chart or bars since the last session start as defined by the charts session setting. The summation of volume starts at the designated start bar and continues to summate until a refresh, at which point the starting bar location is redefined based on your settings (beginning of chart, left side of chart, session start). It uses the 1 tick data series volume which can differ slightly from the main bars volume, but it is very close, close enough for a volume profile. The advantage of being based on the 1 tick data series is this indicator will redraw/refresh and does not need an external file for data storage.
 
Suggest other entries I might like
Details: volprofile


January 16th, 2013
Size: 4.12 KB


Keywords: change simple word
Access denied - You must be an Elite Member to access this file, and be logged in. Volatility Breakout Strategy, Economized Corrected version 2 *
I found this in the non-Elite Ninjatrader Strategy downloads posted by @minsalaco who said, "Not my personal work but that I'd share".

Considering the heavy resource requirements to backtest and optimize strategies, and the fact that they are intended to be used as money making tools, not playthings, it is hard for me to understand why many strategies, like the original version of this one, do not use any of the good coding practices that we have been discussing here on BMT for the last two years or so. The person who posted it on BMT did so with good intentions and is not to blame for the deficiencies in the coding.

As an experiment I applied some of those coding ideas to this strategy. It should run about a thousand times better than the original version unless I made some mistakes somewhere.

This strategy was coded with stocks in mind and trades a quantity of 100 by default. Many of the other parameters may also be inappropriate for futures contracts. I ran the latest version A.1 for several hours on CalculateOnBarClose false and it IS workng. It bought 100 cars of NQ at 5:50 AM PT on January 7 at 2708.995 (average overall basis). I sold them manually at 2709.7925 and shut down the strategy because I was afraid that my computer might start talking to Skynet®. However, I am sure we would all would appreciate if anyone backtesting this strategy would let me know, and post their results on the forum.

Thanks to user feedback I did some testing and corrected some mistakes that were in the original release. I could not upload the corrected file to the original post but as of 4:26AM Eastern Time on January 7, you can get it here. Replace the original version with this one.

The following text had been copied mostly verbatim from the entry in the Strategies download area but was in dire need of some editing.

Volatility Breakout Pattern
Description
The squeeze signals the end of low volatility periods where the market has built up energy for major moves. Periods of low volatility are the times when the Bollinger bands "move closer together". The width of the Bollinger channel is more sensitive to price volatility than the width of the Keltner Channel, so a Keltner Channel and a momentum index oscillator are added, as mentioned in John Carter's book Mastering the Trade. The momentum index oscillator is used to suggest the trade direction.
How does this Setup work?
The quiet period is when the Bollinger Channel width decreases to less than that of the Keltner Channel. The trade signal occurs when the Bollinger Channel moves back outside of the Keltner Channel. The value of the 12 period momentum index oscillator suggests whether to go long (oscillator>0) or short (oscillator<0).
Moves tend to be stronger when the BB Width is the lowest over at least the past 150 bars. Also choose BBWidth < 0.05 for better results on daily data.
This strategy includes trailing stop and stop loss as variables, so you can easily backtest and use the optimizer.
 
Suggest other entries I might like
Details: Volatility Breakout Strategy, Economized Corrected version


January 7th, 2013
Size: 10.23 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Volatility Breakout Indicator 5 *
This indicator is the basis for the Volatility Breakdown Strategy in the preceding post. There were a lot of changes to make it run MUCH faster, but there are still quite a few more things that could be done.

This time there is a screenshot so you can get an idea of the kinds of conditions this indicator looks for. While it's simplistic, some of the signals do look pretty good.
 
Suggest other entries I might like
Details: Volatility Breakout Indicator


January 5th, 2013
Size: 10.55 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Improved Donchian Channel Indicator 5 *
The download link was broken. I re-uploaded the installer file on March 14, 2016.


"The Donchian Channel indicator is an indicator that was created by Richard Donchian. The Donchian Channel indicator that was created by Richard Donchian is an indicator that uses the highest high and the lowest low of the price of a stock over a period of days to indicate the plot of a channel of the highest high and the lowest low of the price of a stock over a period of days."

To clarify that, "이 리차드 Donchian 만든 표시했다 Donchian 채널 표시. 이 지표가 가장 높은의 채널의 음부과 최저의 낮은 말을 일 기간 동안 가장 높고 주식의 저렴한 가격의 최저를 사용하는지 리처드 Donchian에 의해 생성 된 Donchian 채널 표시 일 기간 동안 주식의 가격".

This plots identically to the Ninjatrader version while using a fraction of the CPU resources. With COBC false, that would be more like a TINY fraction. (Even less than the fraction of truthful content in my newspapers. Or the signal to noise ratio of the indicator description, which has been rephrased as Gibberish and translated into two different languages.)

The MIN and MAX algorithms have been moved into the indicator and are called only when needed. Optimizing external classes is good, but eliminating the need for them is even better.

OnBarUpdate is not called for redundant intrabar ticks that would not affect the output.

If you want to use this to replace the Ninjatrader Donchian System Indicator you would have to rename this one and put it in a folder with the @prefix after deleting the original one. If you are not comfortable doing that, please don't.

This has a different name than the system indicator, so can be installed in the usual way using the Import Ninjascript utility.

Your satisfaction is important to me, so please report any problems.
 
Suggest other entries I might like
Details: Improved Donchian Channel Indicator


January 3rd, 2013
Size: 2.54 KB
Access denied - You must be an Elite Member to access this file, and be logged in. The Ninjatrader CHAIKIN VOLATILITY System Indicator
An approach that reliably shows increasing volatility around market turning points. Once again, the code was changed to increase efficiency. This indicator uses an EMA calculation implemented internally.

This file is intended to replace the file, @ChaikinVolatility.cs.
 
Suggest other entries I might like
Details: The Ninjatrader CHAIKIN VOLATILITY System Indicator


January 3rd, 2013
Size: 6.59 KB
Access denied - You must be an Elite Member to access this file, and be logged in. The Ninjatrader MIN System Indicator 5 *
Like its evil twin MAX, this was a notorious resource hog until rewritten by Ninjatrader a couple of years ago in response to postings on BMT. I just realized that there are some obvious further improvements that can be made.

Performance on COBC false will be better, but on COBC true there won't be any improvement. COBC false is now the default, and PriceTypes other than Close are now supported.

This indicator is important because it is called by so many other indicators. Most of the indicators that I use were modified to call MIN only once per bar, but that's probably not the case for the indicators you are using, in which case there will be a performance improvement.

Once again this file is intended to REPLACE the file @MIN in your indicator folder.
 
Suggest other entries I might like
Details: The Ninjatrader MIN System Indicator


January 2nd, 2013
Size: 7.01 KB
Access denied - You must be an Elite Member to access this file, and be logged in. The Ninjatrader MAX System Indicator 5 *
This was a notorious resource hog until rewritten by Ninjatrader a couple of years ago in response to postings on BMT. I just realized that there are some obvious further improvements that can be made.

Performance on COBC false will be better, but on COBC true there won't be any improvement. COBC false is now the default, and PriceTypes other than Close are now supported.

This indicator is important because it is called by so many other indicators. Most of the indicators that I use were modified to call MAX only once per bar, but that's probably not the case for the indicators you are using, in which case there will be a performance improvement.


Once again this file is intended to REPLACE the file @MAX in your indicator folder.
 
Suggest other entries I might like
Details: The Ninjatrader MAX System Indicator


January 2nd, 2013
Size: 7.34 KB
Access denied - You must be an Elite Member to access this file, and be logged in. The Ninjatrader EMA System Indicator 5 *
"The Exponential Moving Average (EMA) is an indicator that indicates the exponential moving average value of a security's price over a period of days. When calculating an Exponential Moving Average (EMA), The Exponential Moving Average (EMA) applies more weight to recent prices than the SMA. What IS the SMA, anyway?..."

Here's one that is often used by itself, as well as being called on by many other indicators. There are two variables that depend only on the period, therefore only need to be calculated once, when the indicator first starts up. For some reason they were being calculated on every incoming tick, which is trivial to fix. Also, the term that is dependent on the previous value of the EMA only needs to be calculated on FirstTickOfBar.

The reduction in CPU demand is small for each instance, but you might have a lot of instances. This will run very well on COBC false. The addition of code to screen out redundant intrabar ticks (no price change, as in NT8) would reduce CPU demand on COBC false by around 70%.

Once again I am providing a cs file which is intended to replace the system indicator file, @EMA.cs.

Everyone knows what this looks like so I skipped the screen shot.

Revision B is the latest version. If you downloaded this before about 11:20PM Pacific Time on January 1 you do not have the correct file and should download it again.

The changes that I made must be very difficult to understand since nobody ever thought of making them before. The only reason they occurred to me is that I have two Advanced Degrees. A PhD in Neckwear Design and a Masters in Gibberish.
 
Suggest other entries I might like
Details: The Ninjatrader EMA System Indicator


January 1st, 2013
Size: 7.14 KB
Access denied - You must be an Elite Member to access this file, and be logged in. The Ninjatrader SUM system indicator 3 *
There is seldom any need to use it by itself, but the SUM indicator is important because it is often called upon by other indicators, which might be set to CalculateOnBarClose = false.

It is also inefficiently coded. Two logic tests that are performed on every tick only need to be performed once per bar.

Correcting this reduces the CPU load when CalculateOnBarClose is false. For COBC true, it does not make any difference.

Therefore consider REPLACING the existing file, @SUM, with this one, using Windows Explorer.. NOT the Ninjascript installation utility.

I don't think a screen shot is necessary for this one.

WRONG FILE had been uploaded. Corrected file uploaded at 2:45 PM ET January 3 2012. Thanks for bringing this to my attention, and please accept my apologies.
 
Suggest other entries I might like
Details: The Ninjatrader SUM system indicator


January 1st, 2013
Size: 5.19 KB
Access denied - You must be an Elite Member to access this file, and be logged in. XavMTF - Multi-Timeframe Indicator 5 *
Pretty much, this indicator will create a MTF version of any indicator with 6 plots or LESS. In the indicator parameter just type in the name of the indicator you want with all the parameter exactly as it appears on a chart(excluding the input series). Choose your time frame and you are done

Debugging Thread: https://futures.io/elite-circle/24875-xavmtf-debugging-optimization-thread-multi-time-frame-indicator.html

Enjoy

Current Version: V1.2
 
Suggest other entries I might like
Details: XavMTF - Multi-Timeframe Indicator


December 30th, 2012
Size: 5.34 KB
Access denied - You must be an Elite Member to access this file, and be logged in. PeriodTypeInfo 4 *
PeriodTypeInfo plots all defined PeriodType's to output window. You can test if custuom period type is already used.
 
Suggest other entries I might like
Details: PeriodTypeInfo


December 23rd, 2012
Size: 1.77 KB


Keywords: periodtypeinfo
Access denied - You must be an Elite Member to access this file, and be logged in. Tick Counter Custom 4 *
I added some functionality to the standard Tick Counter which comes with NT. The Tick Counter Custom allows you to set the size and font for the tick counter.

Additional Functionality:
I like to enter a trade when the tick count gets below a 100 ticks left on the current bar. However, watching the tick count was always cumbersome. So, I added functionality which changes the color of the bar once the tick count gets less than 100 ticks. Use the TickChange in the parameters to set to your custom level. The color of the bar is can be set to your preference.

Notes:
  • The % left no longer functions properly. So don't use it!!
  • If you don't want to use the warning bar color simply set it to 1.
  • More improvements to come!

Updates:
Ver1.2
  • Note: found a bug in ver1.1 code related to changing the Font. It seems when another indicator is added the tick counter disappears. Simplified this version to changing just the Font Size.

Robert
 
Suggest other entries I might like
Details: Tick Counter Custom


December 22nd, 2012
Size: 3.27 KB
Access denied - You must be an Elite Member to access this file, and be logged in. MousePan 5 *
Version 3 - added PAN toggle button on tool bar, when pressed puts into "set" panning mode - no need to hold CNTRL key down. Select PAN button to exit this mode. Pressing and releasing CNTRL key exits "set" panning mode. ESC key press and release exits "set" panning mode.

Version 2 - code clean up and optimization

Many thanks to Devdas for the ScrollsLite code, my inspiration for MousePan.

For as long as I have used NT I have wanted the ability to pan around on the chart. I got used to using the control key to do the vertical and then use the control key to do the horizontal. I asked NT support why does the UI not offer the ability to hold the control key while on the graph and allow me to pan around... Panning around is what you do with google maps - we all know how to do that. Devdas introduced ScrollsLite the other day, but it did not offer exactly what I was looking for plus it has a little more than I need. So I started there and came up with MousePan. Install it on your Chart Panel, move the mouse to a location that you will not select a drawn item. For example don't move the mouse over a bar, keep it just off the bar. Next press the control key, then press the left mouse button. With both the control key and left mouse button pressed, drag the chart around, or pan around on the graph. Maybe someday the NT UI will have something like this built in. Again, many thanks to Devdas.
 
Suggest other entries I might like
Details: MousePan


December 15th, 2012
Size: 3.88 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Scrolls_Lite 5 *
Simplified Version of Vertical Drag and AutoScroll tool.
Read new features n discuss more about simplified version here,

https://futures.io/ninjatrader/24723-scrolls_lite-drag-autoscroll.html#post284465

Orginal old version of Vertical Scroll Tools here,
https://futures.io/download/vip_elite_circle/985-download.html?view


Update, Dt 10-Dec-2012 : A small bug removed.
 
Suggest other entries I might like
Details: Scrolls_Lite


December 11th, 2012
Size: 2.64 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Daily continuous VIX futures data
Continuous VIX futures end of day data, from the front to the 6th month. June 2007 to November 2012.  
Suggest other entries I might like
Details: Daily continuous VIX futures data


December 1st, 2012
Size: 59.69 KB


Keywords: vix
Access denied - You must be an Elite Member to access this file, and be logged in. jdDonchianTraderV101 5 *
Here is a current version of the Donchian Channel indicator I had modified. You can change all the plot settings to color and sizes that work for you, also included in this is the ADXVMA indicator that can filter the Back Ground Color plots. There are so many ways to plot this indicator you will just need to play with it.

The Inputs are in alphabetical order so you will need to pay attention t what you are changing, I dont know how to change them in the programming....

In the jpeg you will see the 2 inputs that will need to match some preset ATM strategy you have already done, if you would like to be able to quickly place that ATM strategy order at the given Entry Dot location, this will not move the order once it is placed, that is up to you to manage, this is just a fast way to colorize your entry....I have used this alot but you are responsible for your own trades....PLEASE USE IN SIMM MODE UNTIL YOU KNOW HOW THIS WORKS....

Any additional questions feel free to ask, anyone who can make improvements please feel free to do that also....

Again a big thanks to all that post great trading tools in this area!
 
Suggest other entries I might like
Details: jdDonchianTraderV101


November 25th, 2012
Size: 13.17 KB
Access denied - You must be an Elite Member to access this file, and be logged in. vvToggleGridLines 5 *
Probably has been done before...but anyways:

This indicator can toggle the grid line color to transparent (invisible) and back.
I made it switch colors so the price intervals stay the same as opposed to switching off the gridlines completely.
Toggling is done via toolbar button.

User settings allow to select horizontal, vertical or both gridlines.

Thread for discussion: https://futures.io/elite-circle/24373-vvhgs-littl...ne-place.html#post280013

Current Version: 1.1

Changelog:

21. November 2012 v1.1
Changed Overlay to true to prevent a new empty panel.

vvhg
 
Suggest other entries I might like
Details: vvToggleGridLines


November 21st, 2012
Size: 2.41 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Heiken Ashi Delta 5 *
Heiken Ashi Delta

Heiken Ashi bars were first introduced to the Western World in an article 'Using Heiken-Ashi Technique' in February 2004 issue of TASC magazine. They sure are pretty and a good visual for the trend.

Recently, I attended a seminar by the Author of the article explaining the construct and uses of the this indicator. I have never been a serious fan of this indicator because the price bars are synthetic and of little use to me for day trading.

However, I was really surprised that a derivative of this indicator, HA Delta, is actually a leading indicator showing direction changes 1-3 bars in advance. I think it is because of the range contraction and expansion. Crossing of a 3 period EMA provides a decent signal. Thus, the motivation for writing this indicator.

Also, HA Delta acting as a momentum provides excellent divergence opportunities. However, this indicator as usual can not be used in isolation but works great as confirmation for other trading methods.

Enjoy!

Exported By:

NinjaTrader 7.0000.11
 
Suggest other entries I might like
Details: Heiken Ashi Delta


November 18th, 2012
Size: 3.76 KB
Access denied - You must be an Elite Member to access this file, and be logged in. vvShowToolBar 5 *
Draws a button on the chart that toggles the toolbar.
This .zip contains two indicators:
vvShowToolBarLeft
vvShowToolBarRight

As the name suggests, one displays the button on the left, the other displays it on the right.

Thread for discussion: https://futures.io/elite-circle/24373-vvhgs-littl...ne-place.html#post280013

Current Version: 1.0

vvhg
 
Suggest other entries I might like
Details: vvShowToolBar


November 16th, 2012
Size: 6.21 KB
Access denied - You must be an Elite Member to access this file, and be logged in. vvColourBackgroundVariable 5 *
I guess it has been done 100 times, but anyways, here is my version.

It colors areas based on time of day.

Thread for discussion: https://futures.io/elite-circle/24373-vvhgs-littl...ne-place.html#post280013

Current Version: 1.0

vvhg
 
Suggest other entries I might like
Details: vvColourBackgroundVariable


November 16th, 2012
Size: 2.88 KB
Access denied - You must be an Elite Member to access this file, and be logged in. vvEMA
The normal EMA but with a setting for opacity.

The plot ignores the color set under "Plot" category and takes the one set under "Parameters"

Thread for discussion: https://futures.io/elite-circle/24373-vvhgs-littl...ne-place.html#post280013

Current Version: 1.0

vvhg
 
Suggest other entries I might like
Details: vvEMA


November 16th, 2012
Size: 2.24 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Fisher Transform of Stochastic Oscillator 5 *
By applying the Fisher Trasform to the %K, the problems with the stochastic getting stuck near its extremes are eliminated. This indicator is designed for minimal use of CPU resources with COBC false.

This is a work in progress. Considering adding the Inverse Fisher Transform of the %K later. One of the better known guru trading rooms sells this for a high price, referring to it as the "Cyclone" indicator. It is doubtful that their expensive version is coded to run as efficiently as this one.

Maybe I will apply this to the Cumulative Delta.....
 
Suggest other entries I might like
Details: Fisher Transform of Stochastic Oscillator


November 14th, 2012
Size: 11.38 KB
Access denied - You must be an Elite Member to access this file, and be logged in. vvHollowVolumeUpDown
This indicator draws hollow volume histogram bars.

Thread for discussion: https://futures.io/elite-circle/24373-vvhgs-littl...ne-place.html#post280013

Current version: 1.0

vvhg
 
Suggest other entries I might like
Details: vvHollowVolumeUpDown


November 10th, 2012
Size: 2.54 KB
Access denied - You must be an Elite Member to access this file, and be logged in. SierraCharts: Upload to BMCharts
This study, when added to a chart, will upload a screenshot to the chart to which it is added to bmcharts.

A url to the image on bmcharts is on the clipboard when the upload is finished, ready to paste into forum posts.

Discussion thread:
https://futures.io/sierra-chart/23986-sierra-chart-auto-upload-screenshot-bmcharts-com.html

you have the option to:
- choose if a sound should be played when uploaded
- if the url to the image on bmcharts should be enclosed by
- choose if the caption of the window should be hidden while taking the screenshot.
- choose the shortcut key
- use mouse to start the capture

default shortcut key is ctrl-alt-k

The zip contains source cdoe (must be compiled with visual studio)

and screenshot.dll (i precompiled this for those who doesnt have visual studio) - just put it in the sierrachart data directory and the custom study will be available

Changelog:
November 2 2012: Mouse button mapping as an option and a right-click context menu button
 
Suggest other entries I might like
Details: SierraCharts: Upload to BMCharts


November 2nd, 2012
Size: 16.10 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Email Screenshot Stochastics
Heres a cool indy I had written a while back. Its just a basic NT stochastics, but it sends email with a screenshot when the stochastics gets to a certin level. Its real picky about window size and will send a black image if its not happy. It might give you a base for something like it added to another indicator. It's great to get alerts to you phone while at the day job. ;-)

C
 
Suggest other entries I might like
Details: Email Screenshot Stochastics


October 30th, 2012
Size: 11.81 KB
Access denied - You must be an Elite Member to access this file, and be logged in. strategy based on Sentiment Zone Oscillator 5 *
Strategy based on the Sentiment Zone Oscillator, as described in Stocks and Commodities - April 2012 (http://www.traders.com/Documentation/FEEDbk_docs/2012/05/Khalil.html)

This strategy is set up for long entries only and also has certain time variables (trade entries will only occur during these specified time periods) which can be modified or removed altogether.

Sentiment zone oscillator

The sentiment zone oscillator (SZO) is a leading contrary oscillator that measures the extreme emotions of a single market or share. It measures and defines both extremes, bullishness (overoptimism) and bearishness (overpessimism), that could lead to a change in sentiment, eventually changing the trend of the time frame under study.

The SZO was devised on the belief that after several waves of rising prices, investors begin to get bullish on the stock with increasing confidence since the price has been rising for some time. The SZO measures that bullishness/bearishness and marks overbought/oversold levels.
 
Suggest other entries I might like
Details: strategy based on Sentiment Zone Oscillator


October 28th, 2012
Size: 13.00 KB
Access denied - You must be an Elite Member to access this file, and be logged in. semi-auto strats with buttons 5 *
These two strats -- one for long only entries one for short only entries -- allow a trader to, by simply clicking on the button for long entries or button for short entries, immediate initiate a position that will automatically also enter profit target and stop limit orders (which adjust on each tick).

The strats also have a red line for the stop order price and green line for the profit target order price, each that adjust on each tick.

These strats are helpful if you want to manual enter the market at a particular time, based on one or more indicators that guide you, but do so quickly and have your stops and profits automatically programmed. a way to make sound decisions on entries and still have limited human judgment and emotion play a role in exits.

The profit targets and stop order prices, once a trade is open, cannot be adjust like they can if you were using the Ninja chart trader function.

Very useful in fast moving markets too -- quick entries and continued quick move in your directions takes you out for a profit without having to waste time and energy thinking about exit prices.
 
Suggest other entries I might like
Details: semi-auto strats with buttons


October 27th, 2012
Size: 3.55 KB
Access denied - You must be an Elite Member to access this file, and be logged in. strategy for "Congestion Box For Range Bars" indicator 5 *
On this site, someone posted a "Congestion Box For Range Bars" indicator. The attached is a strategy that takes signals based on the congestion box concept, but slightly different in that this strat takes a trade long or short on the bar immediately following the last bar in the congestion box. Currently, the strat is coded so that it runs on currency futures (6A, 6E, etc.) or crude futures (CL). You'd have to adjust the breakeven, stop and profit targets by multiplying by 10, I believe, to run on spot fx.

good luck.
 
Suggest other entries I might like
Details: strategy for "Congestion Box For Range Bars" indicator


October 27th, 2012
Size: 7.98 KB
Access denied - You must be an Elite Member to access this file, and be logged in. strategy that allows scaling-in of positions 5 *
The strat entry condition is a (crappy, suggest replacing with something more reliable) ParabolicSAR signal. You can replace it with whatever you wish -- the intent here is to provide the "scaling-in" code/architecture.

Here's a link to a video that demonstrates this precise scaling-in strategy.

http://www.youtube.com/watch?v=6U6jLoE_ZWE
 
Suggest other entries I might like
Details: strategy that allows scaling-in of positions


October 27th, 2012
Size: 3.94 KB
Access denied - You must be an Elite Member to access this file, and be logged in. jd Donchian Trader 5 *
Here is the Basic Version of the Donchian Channel that I had modified, as far as I know this version is working fine. The screen shot attached will show how I changed the plots as seen. I hope you might be able to use this on any market you trade and is not set to be only used on the ES, everything is rounded to the nearest tick and with the off set inputs you should be able to put on any chart or market.

Thanks to everyone that posts indicators in this section and I'm glad I am finally able to add something I find of value.

I am running this on NT7 so I don't know if it will run on earlier versions
 
Suggest other entries I might like
Details: jd Donchian Trader


October 26th, 2012
Size: 7.03 KB
Access denied - You must be an Elite Member to access this file, and be logged in. DT Oscillator V1.10 5 *
DT oscillator is an efficient version of RSI and stochastic integration.
This version converted from MetaTrader code.

Additional information can be found here:

http://thehovistrader.wordpress.com/indicator-strategies/dtosc/




Release October 25, 2012, Version 1.10
Exported using NT version 7.0.1000.11
 
Suggest other entries I might like
Details: DT Oscillator V1.10


October 25th, 2012
Size: 6.20 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Oscillator, Elders Force Index 5 *
A simple and classic momentum oscillator from Dr. Alexander Elder. This optimized version has the same features as the one that was posted on the Ninjatrader forum, with the added option of using the WMA.

However, the version on the Ninjatrader forum, aside from the usual inefficient method of making calls to external classes (that people everywhere, including here are so fond of) also had a crude and primitive method for selecting the types of MA's to be used, which I replaced with Enums. This was one of the worst programmed indicators that I have found so far.
 
Suggest other entries I might like
Details: Oscillator, Elders Force Index


October 11th, 2012
Size: 9.33 KB
Access denied - You must be an Elite Member to access this file, and be logged in. GoTo Bar ChartControl 4 *
There is an internal method GoTo in ChartControl class from NinjaTrader. With attached code you can use method to make bar at specified date visible on chart. This is a solution for thread https://futures.io/ninjatrader-programming/3579-goto-bar-chartcontrol.html

Attached an example to use it on strategy analyzer for backtesting. Left mouse click will go to previous execution and right mouse click will go to next execution
 
Suggest other entries I might like
Details: GoTo Bar ChartControl


October 7th, 2012
Size: 4.58 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Unfinished Business 5 *
 
Suggest other entries I might like
Details: Unfinished Business


September 24th, 2012
Size: 2.11 KB


Keywords: unfinished business bid x ask
Access denied - You must be an Elite Member to access this file, and be logged in. New: K_Trender_TopChart_v2a for ToS 5 *
Updated with V2a, corrected only the channel type names (for technical correctness).. Donchian Channel is the Highest/Lowest for a period, which produces a boxy-looking channel.. that's my favourite (google Donchain system). i don't know a technical term for the channel when you take an EMA of highest/lowest which produces a curvy-type channel, so i refer to it as DonchianEMA. the rest is the same .. no calculation changes...

Here's a "Swiss Army Knife" study for fellow ToS'ers .. big thank you to my good forum friend, HGuru, for helping me complete this ...

this is a many-in-1 study, that provides a choice of price channel of many that are commonly used (Keltner, Highest/Lowest, Elder, Keltner, Bollinger..etc), and provide 2 types of signals, based on momentum of 2 EMA lengths of price (Length & Fast_Length):

1 - the primary Momentum signal is based on the main length you set in the study, and is reflected in the color of the price channel itself (green = Up = go Long, red = Down = go short, yellow = retrace or "in-transition")
(pls remember this is momentum and not trend .. though the study has the word "Trender" in the name)

2 - the secondary signal is based on momentum of the fast length EMA. and is only Up or Down. (i would usually take Up position in a green channel or down position in Red channels, so maintain direction with the primary momentum)


there are many other settings we built-into the study to play with and customize for improved visualization. better visual = better decision.. you see in the screenclip how many "personalities" we can get with different options. from settings you can do anything from hiding all elements and leaving only the secondary signals, to fully using it as your trading system, if your system is built around ATR or BB, with the added benefit of the momentum signal. you can combine with other studies you have (i'd suggest a trend following study) for a compact system that won't require lower plots (beside volume if you need it).
the calculation/CPU load this study requires isn't that much, even though it looks packed.

Settings to change length, Fast, Channel Type, the factor for the channel (for BB this would be the StDev, for Keltner the ATR factor, for Shifted EMA's the percentage...etc) - Hide the channel shading, hide/show the lines (the EMA's, the mid-channel, channel bands..etc)


there's an aggressiveness factor built in that we can set - basically this is like saying, "if the Fast Trend is decreasing and becomes less than 10%, this is as good as a negative momentum, and i want to trigger a signal to go short". Leave at 0 until you test this in your own setup and get comfortable with it.

the code is commented, and i'd ask to please keep this study only within BMT as it took a lot of work.

feedback appreciated, happy trading.
RedK
 
Suggest other entries I might like
Details: New: K_Trender_TopChart_v2a for ToS


September 23rd, 2012
Size: 9.46 KB


Keywords: momentum topchart trend redk tos trender
Access denied - You must be an Elite Member to access this file, and be logged in. XavPriceActionTrend V2 5 *
This indicator identifies different market phases based on price action.

Phases
1. Up-Trend: An up-trend is a confirmed range breakout to the up-side, a consolidation continuation, or a down-trend that pulls back Initial Range ticks over n-Periods.
2. Up-Trend Consolidation: An up-trend consolidation period is when a new trend high has not been set in Consolidation Periods, but price has not pulled back Pull-Back Ticks.
3. Up-Trend Pull-Back: An up-trend pull-back is when price has moved down Pull-Back Ticks from the trend high. If price pulls back Initial Range ticks over n-Periods, the market is considered to be in a new down-trend.
4. Up-Trend Breakout: An up-trend breakout is when price moves Breakout Ticks above the current range high. If price remains above the range high for Confirmation Periods, the trend is considered an up-trend.
5. Upper Range: If the current range is at least Tradeable Range wide, and price is in the upper Range Percentage of the range, the market is in the upper range phase.
6. Range: The market is ranging if price is consolidating OR pulling back, BUT has not broken out of the previous high or low n-Periods from that high or low AND price has not moved Initial Range ticks over n-Periods in the same direction as a pull-back.
7. Lower Range: If the current range is at least Tradeable Range wide, and price is in the lower Range Percentage of the range, the market is in the lower range phase.
8. Down-Trend Breakout: A down-trend breakout is when price moves Breakout Ticks below the current range low. If price remains below the range low for Confirmation Periods, the trend is considered a down-trend.
9. Down-Trend Pull-Back: A down-trend pull-back is when price has moved up Pull-Back Ticks from the trend low. If price pulls back Initial Range ticks over n-Periods, the market is considered to be in a new up-trend.
10. Down-Trend Consolidation: A down-trend consolidation period is when a new trend low has not been set in Consolidation Periods, but price has not pulled back Pull-Back Ticks.
11. Down-Trend: A down-trend is a confirmed range breakout to the down-side, a consolidation continuation, or an up-trend that pulls back Initial Range ticks over n-Periods.

Parameters
Periods, Initial Range, Tradeable Range, Pull-Back Ticks, Breakout Ticks, Confirmation Periods, & Consolidation Periods: See Above Description
Color Outlines: Colors candle outlines according to the current phase.
Range Lines: Draws lines at the current range high and low. Note: This indicator updates the highs and lows based on price action. These lines could move in real time.
Range Zone: Draws a Range Color rectangle during ranging periods from the current range start period to current bar,
Zone Opacity: Opacity of the Range Zone rectangle.

Message Parameters
Phase Message: Draws a text box with the current phase in the in the selected position.
Message Position: Positions phase message in desired corner. 1=Upper-Right, 2=Lower-Right, 3=Lower-Left, 4=Upper-Left
Message Font: Font used for phase message.
Font Size: Font size used for phase message.

MTF Parameters
MTF: If true, a custom MTF data-series is used to calculate market phases.
Periods: Periods or value of custom MTF input series.
Period Type: Type of periods used for custom MTF input series(Day, Minute, Range, Second, Tick, or Volume).

Colors
-The colors for the 11 market phases can be set by the user.

Please visit the discussion thread for a sample MTF template.

Discussion Thread:https://futures.io/elite-circle/23149-xavpriceactiontrend-discussion.html

Enjoy

Change-log:
9/16/12 - V1b released. Added Range Zones and Phase Message. Fixed 1 bar lag for range.
9/17/12- V1c released. Fixed pull-back to new trend bug.
9/22/12- V2 released. Added MTF capabilities. Made range max and min public dataseries. Made message customizable.
 
Suggest other entries I might like
Details: XavPriceActionTrend V2


September 22nd, 2012
Size: 10.78 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Ultimate Oscillator 2 5 *
Took a few minutes to improve the function and performance of this "stock" Ninjatrader® indicator. This should give the same results as the Ninjatrader® version but is a lot more efficient and has multicolor plotting. Aside from that there is nothing new here.


Quoting 
Developed by Larry Williams in 1976 and featured in Stocks & Commodities Magazine in 1985, the Ultimate Oscillator is a momentum oscillator designed to capture momentum across three different timeframes.

http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:ultimate_oscillator
 
Suggest other entries I might like
Details: Ultimate Oscillator 2


September 19th, 2012
Size: 4.57 KB
Access denied - You must be an Elite Member to access this file, and be logged in. K_TraderRibbon_v1 for ToS 5 *
Update: see journal link below for more details on using K_Tarder_Ribbon in multi timeframe.

https://futures.io/trading-journals/21136-learning-journal-redk-trading-options-3.html

This study was inspired by the 9/30 method setup... hope others will find it useful. it's amazing how few lines of code can produce something as effective and nice looking (they don't have to be ugly, you know... )

  • The K_Trader_Ribbon is a trend following setup based on 2 crossing-MA's concept.
  • we use WMA and an EMA of shorter length of that WMA.
  • the "ribbons" shade the area between the EMA, the WMA, and the midline of the Hi/lo Channel of the WMA.
  • the price/WMA will be on either sides of that channel depending on up/down trend ..
  • visualizing it this way hides a lot of unnecessary noise..
  • we can also better visualize the "buy" area (light shading) and the "exit loss" areas (inside the darker shades or if price penetrates the TrendLine)
  • added a buy/sell signal (up/down arrow) based on the crossing of the WMA with it's EMA (it provides the earliest signal) beside the color clue (red/Green) for an established trend up or down.


couple of nice visual enhancements to expereiment with(hi-contrast clouds and hide/show all lines) - see screenshots

try different length settings.. i liked 4/3 and 6/3 on a 5min chart..

Adjust length settings based on underlying & time aggregation until you see the price bars penetrating the ribbon to the other side of current trend *just before reversal*, and staying within the ribbon during retraces.. this will be the best settings in most cases..

feedback welcome.. pls keep within BMT.

Thank you,
RedK
 
Suggest other entries I might like
Details: K_TraderRibbon_v1 for ToS


September 11th, 2012
Size: 2.14 KB


Keywords: ma redk ribbon thinkorswim tos trend wma
Access denied - You must be an Elite Member to access this file, and be logged in. XavGlassBoxV1
This indicator is used to analyze the effectiveness of simple automated strategies. The GlassBox dynamically monitors the maximum favorable excursion (MFE) and maximum adverse excursion (MAE) of a recent sample of trade signals produced by those strategies. By manipulating the Target %Profitable, Minimum MFE, and Minimum MFE/MAE variables, the user can then determine which strategies' trade signals are plotted on the price chart.


The Strategies

The strategies tested by the GlassBox are based on eight signals. Four of the signals are "fast" signals; four are "slow" signals. Each of these eight individual signals is itself a strategy, and by combining each fast signal with each of the four possible slow signals an additional sixteen combination strategies are generated.


Signal Inputs

Each of the eight basic signals has five potential inputs.

1) Indicator: The name of the indicator, with its parameters in parentheses.

2) Plot: If the indicator entered in (1) has multiple plots, the name of the plot used for the signal is entered here.

3) Slope Signal: If set to "true", the slope of the indicator plot selected in input (2) is used as the signal. A positive slope will trigger a long position, a slope of zero will signal a flat market position, and a negative slope triggers a short position.

4) Price Cross: If set to true, a long position will be triggered when price crosses above the indicator plot chosen in input (2). If price crosses below the indicator plot a short position will be triggered.

5) Cross Value: If neither the slope signal approach nor the price cross is chosen, the final option is the value cross. When the indicator plot chosen in input (2) crosses above the Cross Value a long signal is generated; when it crosses below a short signal fires.


Strategy Analysis Parameters

1) Trade Memory: The number of trades stored in memory for each strategy.

2) Minimum Bars: The minimum number of bars a trade must be active before it is stored in memory.

3) Target %P: The target percent profitable desired by the user. This is the percentage of the trades stored in memory that reach the Target MFE without going beyond the Target MAE.

4) Slippage: The slippage in ticks per turn used to adjust the Target MFE and Target MAE calculations.


Strategy Plot Parameters

1) Min MFE: The minimum Target MFE that a strategy must reach in order to be plotted.

2) Min MFE/MAE: The minimum Target MFE / Target MAE ratio required for a strategy to be plotted.

3) Plot Averages: If true, the Average MFE and Average MAE of the profitable trades will be plotted as triangles, but only for those strategies that meet the conditions set by Strategy Plot Parameters (1) and (2).


Strategy Plots

The GlassBox will plot entry signals that include an arrow on the entry bar, the Target MFE for the corresponding strategy, and the Target MAE for that strategy. If Plot Averages is set to true it will also plot Average MAE and Average MFE. The plots themselves are coded according to color (for fast signal strategies) and dash style (for slow signal strategies). This allows the user to identify the strategy that is signaling based on its plot.

Fast Signal Strategies
Indicator1 is red
Indicator2 is green
Indicator3 is blue.
Indicator4 is fuchsia

Slow Signal Strategies
Indicator5 is dashed
Indicator6 is dot
Indicator7 is dash-dot
Indicator8 is dash-dot-dot

Combination strategies can be recognized on the chart by combination plots. For example: a combination strategy involving Fast Signal 1 and Slow Signal 1 will be plotted as a red dash.

Signal plots will be removed from the chart if the signal condition fails to remain valid for the minimum bars set by the minimum bars parameter. A sound alert will play if an entry signal is removed from the chart to let the user know that the original signal is no longer valid.

For more a more detailed explanation and discussion visit this thread:https://futures.io/elite-circle/22818-xavglassbox-discussion-automated-signal-analysis-discretionary-trading.html
 
Suggest other entries I might like
Details: XavGlassBoxV1


September 9th, 2012
Size: 11.48 KB
Access denied - You must be an Elite Member to access this file, and be logged in. XavICDv1 4 *
This indicator creates a convergence-divergence indicator, similar to a MACD, using any two indicator plots.
Parameters:
Fast Indicator: Enter the fast indicator name and parameters here. Ex: Stochastics(7,14,3)
Fast Indicator Plot: Enter the name of the plot you want to use as an input for the fast indicator. Ex: D
Slow Indicator: Enter the slow indicator name and parameters here.
Slow Indicator Plot: Enter the name of the plot you want to use as an input for the slow indicator.
Smooth Periods: Number of SMA periods used to smooth the ICD plot.

The three plots are Avg, Diff, and ICD which are exactly like the MACD plots.

Big thanks goes out to @gomi and @NJAMC for their indicator instantiating code.

Discussion thread: https://futures.io/elite-circle/22946-xavicd-discussion.html#post259782

Enjoy
 
Suggest other entries I might like
Details: XavICDv1


September 7th, 2012
Size: 4.87 KB
Access denied - You must be an Elite Member to access this file, and be logged in. MASlopeMTF V1.51 5 *
Changes from previous version:
1. Change slope calculation to normalized, so it's now compatible with MASlopeMulti.
2. Add additional MA.


MASlopeMTF, it display MA slope (only) of different time frames, it doesn't display the MA line itself.
Colored background colored by slope.
User defined text for slope box.
Currently it displays only real-time slope, no history at this version.

Release December04, 2011 version 1.40
Release September 03, 2012 version 1.51

Exported using NT Version 7.0.1000.10
 
Suggest other entries I might like
Details: MASlopeMTF V1.51


September 3rd, 2012
Size: 59.00 KB
Access denied - You must be an Elite Member to access this file, and be logged in. MTFAnalyzer V1.72 5 *
Changes from previous version:
1. Advanced divergence removed, simple divergence optimized, fix divergence bug.
2. Add DM trend filter to all time frames.
3. Add additional MA.
4. Improved markers mechanism with the addition of dynamic offset based on ATR.
5. Add background options.
6. CPU performance should be approximately 20% better after code optimization.


The indicator provides real time analysis of user defined set of conditions which can be enabled separately for up to four time frames simultaneously, the result is real-time true/false signal for the selected combination.

Features:
  • Current intra bar trend direction.
  • Current intra bar counter trend direction.
  • Four selectable MAs for each TF with user defined slope or rising/falling.
  • Two MAs divergence for each TF.

This new version comes as protected assembly.
Release February 27, 2012 version 1.59
Release September 03, 2012 version 1.72
Exported using NT version 7.0.1000.10




 
Suggest other entries I might like
Details: MTFAnalyzer V1.72


September 3rd, 2012
Size: 171.65 KB
Access denied - You must be an Elite Member to access this file, and be logged in. MAPackage V1.41 5 *
Changes from previous version:

1. Add additional MA.
2. Add color MA line by slope option.

The indicator plots 8 MA's with different functional and visual properties for each one.

Release February 27, 2012 version 1.1
Update June 30, 2012 version 1.3
Update September 03, 2012 version 1.41

Exported using NT version 7.0.1000.10
 
Suggest other entries I might like
Details: MAPackage V1.41


September 3rd, 2012
Size: 61.48 KB
Access denied - You must be an Elite Member to access this file, and be logged in. MASlopeMulti V3.42 5 *
Changes from previous version:

1. Advanced divergence removed, simple divergence optimized
2. Separation to second MA is now available also when second MA is disabled.
3. Additional options at section 6.1 Paint Bars Type.
4. Additional options at section 5.4.1 Background mode.
5. DM filter is improved with more advanced options, filter result can be reflected to the followings: Paint Bars, MA line, Background, all options are listed at section 7.1.2
6. Fixed few minor bugs, also CPU performance should be slightly better after optimizing several parts in code.

Compatibility to previous templates: it depends on the options are used, changed properties may not keep its previous value.

Existing features:
1. Double MA capability (optional), each MA type can be doubled with any other MA type except momentums, which can be doubled with itself only.
2. Display real-time and history MA slope (normalized).
3. Divergence with second MA mode.
4. Display MA line colored.
5. Optional colored background.
6. Optional colored Paint bars.
7. The following coloring modes are enabled independently for MA line, background and paint bars:
1. By slope threshold.
2. By rising/falling.
3. By support/resistance mode (when time bar closes above MA line, it become a support, and vice versa).
8. By support/resistance mode with slope threshold.
9. By support/resistance mode with rising/falling.
10. Paint bars contain additional filter for specific trend type.
11. User defined text for slope box.
12. DM filter

Please remove previous version and restart ninja trader, before installing this release.
This new version comes as protected assembly.

Updated December 25, 2012 version 2.83
Updated February 28, 2012 version 3.10
Updated June 30, 2012 version 3.35
Updated September 03, 2012 version 3.42
Exported using NT version 7.0.1000.10
 
Suggest other entries I might like
Details: MASlopeMulti V3.42


September 3rd, 2012
Size: 168.73 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Trend Status V1.64 5 *
1. Show real time trend direction, based on the following features and help to visualize underlying trend.
1. Display long/short status based on main MA is above/below second MA
2. Optional, Display how many support/resistance MA's are above/below main MA(up to three MA's).
3. Optional DM direction trend filter.
4. Optional N bars high above/low below, reference MA as trend direction/filter.
5. Selectable 14 MA types
6. Selectable price type for each MA.

Release September 03, 2012 version 1.64

Exported using NT version 7.0.1000.10
 
Suggest other entries I might like
Details: Trend Status V1.64


September 3rd, 2012
Size: 50.04 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Update(2): KR_Trender_v5 5 *
updated .ts file to reflect correct version # and add a quick change log.. no code changes. thanks to Hguru for the feedback...
Another update from previously posted KR_Trender_v4 for ToS. Inspired by some research around the 9/30 method, i needed something to show me the fast price move on the short-term compared to the prevailing longer-term trend to better identify entry points. initially i used Slow/Fast Stoch & Stoch Momentum but wasn't convinced. I went ahead and added a Fast_Momentum to KR_Trender.

for me, this is a 3 in 1. The concpet behind the calc of Fast_Mom and Trender lines is close to MACD (but more elaborate as we look at 3 EMA's not 2 - and Trender is bounded -100 to 100, where MACD isn't). then we have a representation of fast momentum (save the space of my SMI), and we have the "full trend flag" indicator when the price AND all the 3 EMA's align in a full trend formation.

on the top screen, i show the actual 3xEMA setup i used to originally develop the concept of KR_Trender, the shading is based on a BB, but has nothing to do with Trender, but it changes color based on the Trend state (Full up, Full Down, or in-Transition).

- Fast_Mom is calculated as score of the fast EMA vs it's own Hi/Low Channel. this is the same concept used by Stoch & Stoch Momentum, but then it's scaled to same scale as the main trend line - enabling mathematically comparing the 2 as rate of change of price taken from 2 diferent views.
- a crossing between Fast_Mom and Trender means the rate of price change on the short term has started to exceed, slow, or change direction from the longer-term rate of change. A crossing of zero means the shorter-term trend is reversing. if that's strong enough of a move, the longer trend will follow.
- once you get to use it, you will see the 2 lines sort of pull each other. retraces and pullbacks that provide good position entry points are much clearer as identified by the Fast_Mom line (that was my main issue)
- i kept PPS (Person's) indicator on top chart - Fast_Mom compares very well against PPS signals. many times beats it to indicate a change up or down. so that made me happy.

Other improvements:
- can show/hide Fast_Momentum plot
- can change length of Long_term Trend period. if equal to or below the main length, it will be ignored.
- Adjusted smoothing calc to only use EMA smoothing, as HMA causes an issue with chart labels in ToS
- Fast_Price_weight now 0 by default to allow focus on long-term trend and Fast_Momentum.
- Fast EMA is always taken as half of the main length

suggested Length/Long_Trend settings: 10/20 or 8/16 for intraday and 20/40 or 20/50 for longer term. Should not use Length lower than 4.

i used KR_Trender on a 5min chart as well as on daily/week . initial results are positive and tested well in live trading.

feel free to use, comment and feedback, and please keep only within BMT.

RedK
 
Suggest other entries I might like
Details: Update(2): KR_Trender_v5


August 31st, 2012
Size: 5.03 KB


Keywords: kr_trender momentum redk thinkorswim tos trend
Access denied - You must be an Elite Member to access this file, and be logged in. MVTC_Vol_Ver1 5 *
This volume indicator is based on Gail Mercer's article in the Sept. 2012 issue of TASC. It colors the volume bars based on whether the price bar is an up, down, outside, or inside price bar.

The logic is as follows:
- Up bar = current high > previous high and current low >= previous low (green vol bar)
- DownBar = current high <= previous high and current low < previous low (red vol bar)
- OutsideBar = current high > previous high and current low < previous low (gray vol bar)
InsideBar = current high <= previous high and current low >= previous low (transparent vol bar)

Any suggestions for improvement are welcomed.

Ron
 
Suggest other entries I might like
Details: MVTC_Vol_Ver1


August 28th, 2012
Size: 3.51 KB


Keywords: color volume
Access denied - You must be an Elite Member to access this file, and be logged in. KR_PriceLevels_v1 for ToS 5 *
here's a quick one.. inspired by range charts, but simplified and still painted on regular time charts..

i needed something to help me spot common S/R levels and also watch price moves between levels of either % of price or in blocks of a certain dollar value (0.2, 0.5, 1.0 ... etc)

default is to show moves in increment of 0.5% of all-time (based on chart) mid-price, but can be changed to better suit the time aggregation and the underlying price range we're looking at (for shorter timeframe, you may want to look at $.25 levels, for a stock like AAPL you want to look at a $5.0 increments and so on)

The percentage level value is always approximated to the nearest multiple of $0.1 to make it meaningful.

if there's a setting in Override Range Unit, then that's the one the study will use as a unit for the incermental levels.

you can show/hide the levels calc details labels on top using the study settings.

found it interesting and it helps hide a lot of noise from price - also comes closer to my own view of Darvas so thought to share for the Range Chart & breakout trading fans..
Cheers,
RedK
 
Suggest other entries I might like
Details: KR_PriceLevels_v1 for ToS


August 23rd, 2012
Size: 1.58 KB


Keywords: breakout levels price range redk thinkorswim tos
Access denied - You must be an Elite Member to access this file, and be logged in. ALTOGomMP --> Several enhancements/features to GOM MP including Naked VPOC and Naked GAP. 5 *
Enhancements to GOM MP :

1. Added new SPLIT session mode, that will show AH and RTH profiles together in one chart. Works with other types as well.
2. Added Display profile levels such as Trading Session High, Trading Session Low, Mid, VPOC, Value Area High and Value Area Low
3. Added IB minutes parameter to allow you to set initial balance of your preference. IB parameter is turned off for AH session. IB won’t show if you have bar set to more than IB minutes.
4. Enhanced Developing VPOC function. Displays now straight progressing line for clear visibility.
5. Added Naked Vpoc levels with an option to display closed naked vpocs
6. Added Naked Close (GAP) levels with an option to display closed GAPS
7. Added option to display the naked level date and price level to the right panel
8. Added Summary section below the Profile that displays total profile volume with an option to format kilo, million and no formatting.
9. Added Summary section below the Profile that also display Initial Balance range and Daily range.
10. Added option to compute profiles for all bars on the chart vs on screen bars. This is important for naked levels in the past computation and display on screen without a need to squeeze the chart to naked level day.

Updated 05/21 :
Fixed IB settings for 24/7 & RTH Template;
[IB] summary level display adjustment dynamically to the top of the range.

Updated 05/22 :
Upgraded to GOMi's 4.6 version- Thanks to TimeTrade@BMT
Added a separate Pen style for dVPOC.

Updated 05/23 :
Fixed issue with the price display for currency and Bond markets

Updated 05/25 :
Added option to turn the status message off <8.13>
For this to work, additionally download and compile Hot Key Manager file from here GomHotKeyManager

Updated 05/26 :
Fixed Serialization problem for Fonts

Updated 05/27 :
Added toolbar buttons to set profile attributes.
Added option to show IB for overnight session
Added option to set color for summary text
Added option to set color for naked level text
Added option to show Continuous VA/VPOC/VWAP

Updated 05/28 :
Fixed the screen flicker issue

Updated 08/21 :
Attempt to fix performance problem reported during the RTH session start

First read details here : https://futures.io/elite-circle/20321-altogommp-several-enhancements-...aked-gap.html#post222642
 
Suggest other entries I might like
Access denied - You must be an Elite Member to access this file, and be logged in. vvFocusTitlebar 5 *
An indicator that adds title bar auto hide function to NinjaTrader.
As soon as the chart window loses focus the title bar gets hidden, when the chart gains focus the title bar appears again.
Option to chose between three styles when the window has no focus:
Standard
Sizable with Border
Fixed with single line Border

Thread is here: https://futures.io/elite-circle/9051-crosshair-gauge-stops-targets.html#post107965

Also works together with HideTitleBar indicator. In that case set the HideTitleBar-indicator-option Chart changes disabled to TRUE.

Changelog:
Changed name to vvFocusTitlebar.
Aug 7 2012: v1.2, Got rid of the timer and now use focus events.
Aug 19 2012: v1.3 Fixed bug when scrolling chart with arrow keys
vvhg
 
Suggest other entries I might like
Details: vvFocusTitlebar


August 19th, 2012
Size: 3.03 KB
Access denied - You must be an Elite Member to access this file, and be logged in. vvCrosshairGaugeWithPrice 5 *
The CrosshairGauge now with added prices on the lines.

Version1.0

Thread is here: https://futures.io/elite-circle/9051-crosshair-gauge-stops-targets.html#post107965

There are several other versions in the thread.

Changelog:
Changed the name to vvCrosshairGaugeWithPrice.

August 17 2012: v1.1
when applied to a chart it is hidden by default now.


vvhg
 
Suggest other entries I might like
Details: vvCrosshairGaugeWithPrice


August 18th, 2012
Size: 5.31 KB
Access denied - You must be an Elite Member to access this file, and be logged in. KR_SMI_v2: based on Stochastic Momentum Index (SMI) for ToS 5 *
if you use a Momentum study to identify swings, or start/end of a price move, you may like this one.
in KR_SMI, i try to improve the visulaization and signal of ToS's Stochastic Momentum Index

1. i didn't like that it uses double EMA, so i changed that into a single-time EMA.

2. K Period, d Period .. confusing.. in reality SMI tries to identify the recent movement compared to a longer-term price shift. so i changed that into Look_Back_Period and Length

3. Signal is generated thru a crossing with a slower/smoothed EMA of SMI line. in reality, we can see the change of SMI line trend using colors and get an earlier signal for swings or price move shifting direction (Green = momentum up, red = momentum down, Yellow = possible swing detected)

4. crossing the zero line means a lot (momentum reversing). this is ignored in original indicator. so we added a zero line. Overbought/oversold are at +/-50% by default - but you can change that

screenshot shows how this compares vs the classic SMI in ToS

Best used together with a trend following indicator for a confirmed entry/exit signals.

just realized all the indicators i posted are optimized for dark chart background color. they will look ugly on light-color charts. sorry for that.
beware of a bug in ToS, when you use Inertia or Hull smoothing with AddChartLabel, and you try to enter a lower smoothing value in study settings, the indicator calc behaves erratically. if that happens, remove/re-add the study to your chart. i just found out about that and will report it.


as usual, please do not share outside BMT.
All feedback welcome,
RedK
 
Suggest other entries I might like
Access denied - You must be an Elite Member to access this file, and be logged in. EuroStoxx50 data from GOM
Here is a zip file with data recorded using GomRecorder. It is not 100% perfect as I run it on my single PC that I travel around if needed (without internet connection) but I thought at least something...

The data are from November 28, 2011 till July 23, 2012.
 
Suggest other entries I might like
Details: EuroStoxx50 data from GOM


August 12th, 2012
Size: 12.55 MB
Access denied - You must be an Elite Member to access this file, and be logged in. Gradient Color Bars Indicator 5 *
NT 7.0.1000.10

**Do not share, distribute, or modify the Gradient Color Bars Indicator or the idea for use outside the BMT Elite community or for commercial purposes**

Gradient Color Bars:

The concept of coloring bars is nothing new and everyone does it for certain filters. However, the idea for using gradient color bars to spot price divergence may not be new, but has gone un-noticed by many.

The fact that no one (I know, there will be some claims to the contrary) has been able to write a decent divergence indicator is because computers can only follow rules and limits. Human eye on the other hand can spot a bird in the sky whether it is 100 yards away or 99.99999 or 100.00001, regardless of the number of decimals (yes, provided the person is not blind).

So, it makes sense if one can spot divergence by subtle changes in the gradient coloring of the bars where a computer might miss because it was not instructed to “see.”

What I think is original about this indicator (for future claims) is applying the concept to a variety of conditions and filters to spot divergences (among other price behaviors) where the usual indicators and computers will miss most of the time.

This simple indicator has much potential. The current version is based on one filter. The goal is to bundle a number of filters and let the coloring be done based on the most relevant and promising filter. So, future versions will include other methods and filters for gradient color bars.

As with any indicator (Stoch, RSI, etc.), this filter cannot be used on its own alone. I am considering to use one version of this indicator for confirming price action and formations at different time frames as a trading tool.

This version includes candle outlines to better determine if a bar is an UP bar or a Down bar. The indicator is best viewed on a chart with Silver background.

Please refer to a thread with the same name for Color Gradient Divergence rules here:

https://futures.io/elite-circle/20413-gradient-color-bars-6.html#post233926

Cheers!!

July 24 2012: New color options.
August 12 2012: Bugfix, Apparently a couple of members are having issues with the option for candle outline.
 
Suggest other entries I might like
Details: Gradient Color Bars Indicator


August 12th, 2012
Size: 11.33 KB
Access denied - You must be an Elite Member to access this file, and be logged in. vvSuperGauge 5 *
Based on the RRforcory, this also shows position sizing and has two modes: R/R or fixed targets.
Supports up to 3 targets and one stop.
v1.0

Thread is here:https://futures.io/elite-circle/9051-crosshair-gauge-stops-targets.html#post107965

vvhg
 
Suggest other entries I might like
Details: vvSuperGauge


August 8th, 2012
Size: 5.30 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Update: KR_Trender v4 for ToS 5 *
Here is my big update of previously posted KR_Trender_v3 for ToS (aka, the Rainbow_Trender). My goal is to put together a trend detection indicator (based on multi-EMAs - the most basic and enduring concept), that makes it simpler to visualize good trends to ride, and more reliable to take positions, "add to position" in case of possible continuation, and exit if trend is found to be slowing down.

pls feel free to try with different instruments, timeframes, and provide feedback. (good & bad all welcome)...

full post where this started here
https://futures.io/stocks-etfs-trading/21886-how-do-you-define-bullish.html

RedK

So what represnts an ideal trend, when is a "Full Trend Alignment" detected?
this is based on the calculation of an average "score" of price relative to 3 EMA's of different lengths, and of these EMA's each to the next longer one. to explain in chart terms: a full up trend is detected when the price (P, i use HLC3 by default) moves and stays above EMA10, AND the EMA10 crosses above EMA20 AND EMA20 crosses above EMA40. otherway around for an established down trend. now I don't have to plot all these EMAs on my price charts . i can also add more weight to score of price action relative to fast EMA for reduced lag of signal

Note: the EMAs are hardcoded in the study. i set only one in the study settings, and then it takes half length of it as the faster EMA, and double length as the slower length .. i thought of making all 3 lengths adjustable from study settings, but preferred to keep this part simple. for bigger timeframe trend, i can set to 100, knowing it will take 50, 100 and 200 EMAs into the calc


Key changes for v4:
Simplify visulaization: removed vertical lines (found them nice but confusing), replaced with Chart Labels.

Better position decision making:
Added visual clue when a full trend alignment is detected (small green/red squares)

Chart Labels reflecting:
  1. Trend Status Up, Down, or Retracing (Trend is slowing down or possibly reversing)
  2. Strength of price move: Weak, Medium, and Strong
  3. Position Recommendatoin: Long, Short, Break (this is where things get interesting. The position recommendation is made more strict. KR_Trender will only give a go "Long" or "Short" if a full trend alignment is detected (the Green/Red small squares) AND the move is sustained or getting stronger (in either directions up or down). otherwise, the recommendation is a "Break !" which means i should close the position, or add to it if other PA analysis tells me there's a chance of trend continuation.

Other changes:
exposed settings for desired Trend Level. i would keep it between 30 & 40, but you can try different values. also we still have an optional weight for score of fast price action relative to the 3 EMA's

Please do not share outside of BMT.. feel free to send me any feedback if you find this helpful in capturing trends (or not, or if you think i should simplify or add something i missed)
 
Suggest other entries I might like
Details: Update: KR_Trender v4 for ToS


August 7th, 2012
Size: 4.19 KB


Keywords: momentum redk stochastic thinkorswim tos trend trender
Access denied - You must be an Elite Member to access this file, and be logged in. vvHideTitleBarSingleChart 5 *
Modifies the Window style of NinjaTrader windows. Like its big brother HideTitleBar, but only influences the chart it is on.

Current version is v1.1

Thread is here:https://futures.io/elite-circle/22097-hidetitlebar-indicator-ninjatra...fication.html#post246985

Changelog
Changed name to vvHideTitleBarSingleChart.

14 Sept 2012
Fixed issue where reloading charts or reconnecting applied the original style
Added hotkey Alt+B to switch between Standard and user selected style



vvhg
 
Suggest other entries I might like
Details: vvHideTitleBarSingleChart


August 6th, 2012
Size: 3.23 KB
Access denied - You must be an Elite Member to access this file, and be logged in. XavNPDDOv3 (Normalized Price and Delta Divergence Oscillator) 5 *
This indicator normalizes price-delta and delta using a moving average and standard deviations. These normalized outputs are plotted on the same indicator panel, as well as the difference between the two. Please read this post for more details:
https://futures.io/elite-circle/21837-xavnpddo-discussion-normalized-...cillator.html#post243703

Enjoy

***This indicator utilizes the GOM Framework***

Edit:
7/29/2012 - Changed logic for normalization to make it statistically accurate
 
Suggest other entries I might like
Details: XavNPDDOv3 (Normalized Price and Delta Divergence Oscillator)


July 29th, 2012
Size: 26.52 KB
Access denied - You must be an Elite Member to access this file, and be logged in. T3 Dual MA using Fulks-Matulich Algorithm 5 *
A version of this was posted in the "Get your free Ninjatrader Indicators here" thread. https://futures.io/elite-circle/1261-want-your-ninjatrader-indicator-created-free-549.html#post240334

It colors the region between two T3 moving averages. They are not Fulks-Matulich moving averages. I think it makes more sense to say that they are T3 moving averages calculated by a method developed by Fulks and Matulich.


I saw possibilities for improvement so took the liberty of revising it. This version will have a drastically lower usage of CPU cycles than the version that I found in the pot luck thread.
 
Suggest other entries I might like
Details: T3 Dual MA using Fulks-Matulich Algorithm


July 28th, 2012
Size: 7.09 KB
Access denied - You must be an Elite Member to access this file, and be logged in. KR_Trender V3 Experimental for ToS
this is a test version of KR_Trender. pls test and provide feedback. this is not a final indicator (yet).

pls see full post here
https://futures.io/stocks-etfs-trading/21886-how-do-you-define-bullish.html

RedK

quick update to V3b.. still experimental and awaiting tester's feedback
1. Fix Typo (HL3 to HLC3), the calculation was correctly using HLC3.
2. trender will be yellow in the "no-trend" zone. Cyan when positive trend detected, and Magenta when negative trend is detected. you can still trade the no-trend zone, beside being more risky and unconfirmed, profit won't be as high as within a confirmed trend.
3. added an optional "weight factor" for the fast price action. this serves to magnify the short-term move vs the longer term trend (can be set to equal weight =1 in the study options)

my kids call this "the Rainbow" - so it's aka Rainbow Trender ..
all the best,
RedK
 
Suggest other entries I might like
Details: KR_Trender V3 Experimental for ToS


July 27th, 2012
Size: 3.49 KB


Keywords: redk thinkorswim tos trend trender
Access denied - You must be an Elite Member to access this file, and be logged in. mahBradientColorBars 5 *
There seems to be a problem here: I uploaded the code as mahGradientColorBars2 but it is posting it without the 2 so I am not sure why it would do that. Easiest thing to do is just edit aligator's code.

I really like this indicator so hopefully aligator doesn't mind my version. I just like having my upcolors going green and downcolors colors going red. So if you are like me, then all you have to do is open the code and change 3 things in 2 lines;

downColor = (int) (255*(Value)/100);
upColor = 255-downColor;

to;

upColor = (int) (255*(Value)/100);
downColor = 255-upColor;

Obviously, the whole rationale that aligator has posted still stands but you just have the colors plotting in the opposite direction.
 
Suggest other entries I might like
Details: mahBradientColorBars


July 25th, 2012
Size: 6.04 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Cleaned up SharkTrend 5 *
Zondor was kind enough to go over my code for the SharkTrend and cleaned it up for me. I am not a programmer so I can assure you that this version is better than mine.  
Suggest other entries I might like
Details: Cleaned up SharkTrend


July 25th, 2012
Size: 7.74 KB
Access denied - You must be an Elite Member to access this file, and be logged in. SharkTrend
There is nothing really new in the coding here as all I did was create an indicator from the ZSharkTrendStoch that paints the background of price based on the ZSharktrendStoch being under 10 or greater than 90. I am more of a visual trader so if I can modify things into arrows, lines on price or whatever makes things easier for me to see, then that is what I do.
 
Suggest other entries I might like
Details: SharkTrend


July 24th, 2012
Size: 8.06 KB
Access denied - You must be an Elite Member to access this file, and be logged in. K_betterVolume_V1 for ThinkOrSwim
This is my modified version of the default VolumeAvg study in ThinkOrSwim.

the way my simple mind interprets volume move, i expect to see the volume bar Red for "down-days" (closing below the Open) and Green for "up-days" (Closing higher than Open).
  • Default logic in ToS's VolumeAvg study is different where volume bar color is based on trend, so compares today's close to yesterday's - or prior period's - close. Green of closes higher, red if closes below.
  • this quick customization enables me to switch between the 2 logics (Day vs Trend), default is "Day", so the Volume bar is colored based on period's open/close. (see a comparison in screenshot). you can use with any period or aggregation.
  • A double moving average has been added as an extra. i can see short-term (7 day EMA by default) volume vs long-term EMA(200 by default). for a better clue on sudden shifts in volume.
  • you can change settings for the study (Fast Period, Slow, and Volume Bias logic).
hope other fellow traders will find this as useful as i do,
RedK
 
Suggest other entries I might like
Details: K_betterVolume_V1 for ThinkOrSwim


July 23rd, 2012
Size: 915 bytes


Keywords: redk thinkorswim tos volume
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
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 10 of 13
Part 10 of 13  
Suggest other entries I might like
Details: 06-12 - MARKET REPLAY - CL, ES, NG, TF part 10 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 9 of 13
Part 9 of 13  
Suggest other entries I might like
Details: 06-12 - MARKET REPLAY - CL, ES, NG, TF part 9 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 8 of 13
Part 8 of 13  
Suggest other entries I might like
Details: 06-12 - MARKET REPLAY - CL, ES, NG, TF part 8 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 7 of 13
Part 7 of 13  
Suggest other entries I might like
Details: 06-12 - MARKET REPLAY - CL, ES, NG, TF part 7 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 6 of 13
Part 6 of 14  
Suggest other entries I might like
Details: 06-12 - MARKET REPLAY - CL, ES, NG, TF part 6 of 13


July 3rd, 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 5 of 13
Part 5 of 13  
Suggest other entries I might like
Details: 06-12 - MARKET REPLAY - CL, ES, NG, TF part 5 of 13


July 3rd, 2012
Size: 190.00 MB
Access denied - You must be an Elite Member to access this file, and be logged in. [double post]
[double post]  
Suggest other entries I might like
Details: [double post]


July 3rd, 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 4 of 13
PArt 4 of 13  
Suggest other entries I might like
Details: 06-12 - MARKET REPLAY - CL, ES, NG, TF part 4 of 13


July 3rd, 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 3 of 13
Part 3 of 13  
Suggest other entries I might like
Details: 06-12 - MARKET REPLAY - CL, ES, NG, TF part 3 of 13


July 3rd, 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 2 of 13
Part 2 of 13  
Suggest other entries I might like
Details: 06-12 - MARKET REPLAY - CL, ES, NG, TF part 2 of 13


July 3rd, 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 1 of 13 5 *
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.
 
Suggest other entries I might like
Details: 06-12 - MARKET REPLAY - CL, ES, NG, TF part 1 of 13


July 3rd, 2012
Size: 190.00 MB
Access denied - You must be an Elite Member to access this file, and be logged in. Time Alerts Indicator 5 *
Exported: NT 7.0.1000.10

Time Alerts Indicator

Note: This Zip file includes the zip file for the indicator and four sound files. Please unzip twice then import the indicator zip file into NT and copy the sound files in NT Sounds folder.

This indicator plays up to 4 alerts at diffrent times of the day specified by the user. The alerts are simply reminders of whatever the user wants to hear at certain times. The default Sound files are designed for:

1. Reminder for open time,
2. Reminder not to over trade,
3. Reminder to let Market come to you, and
4. Reminder to make sure proper setups are in place.

To play the attached default audio files, they need to be installed in NT Sounds folder. To play sound files of your choice, simply edit the code and replace the audio file names with file names of your choice and recompile.

Please do not share or distribute outsides BMT Elite Circle or use for any commercial purposes.

Enjoy!

Revision 1, June 24, 2012
 
Suggest other entries I might like
Details: Time Alerts Indicator


June 25th, 2012
Size: 483.29 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Functions to draw rectangles with MultiCharts - v1
MultiCharts has functions to draw trendlines and arrows on a chart.
But functions to draw rectangles are missing.

The enclosed package provides for 18 simple functions which allow drawing, modifying and deleting rectangles, with a syntax similar to trendlines (TL_*).

Details are given in a PDF document available in the related discussion thread:
https://futures.io/elite-circle/21084-multicharts-functions-draw-rectangles-multicharts.html

Nicolas
 
Suggest other entries I might like
Details: Functions to draw rectangles with MultiCharts - v1


June 18th, 2012
Size: 30.38 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Sierra Chart Session Merge
This version 0.1 of a session-merge customchart study for sierrachart.

Currently works for daily bars , but it does work with volumestudies too.

This version merges sunday with monday.

It is work in progress.
 
Suggest other entries I might like
Details: Sierra Chart Session Merge


June 14th, 2012
Size: 3.69 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Range Charts - position of the next close and the next open (for MultiCharts) - v1
This indicator can only be used for Range Charts with MultiCharts.

It indicates the possible location of the close of the current bar, and the open of the next. Either in case of up move or down move. So it draws 4 lines all together.

Let's take the example of a 8-range chart (8-point in MultiCharts' terminology).
Let L and H be the current Low and the current High of the bar under formation.

If the price moves up and reaches L + 9 ticks, the current bar will be closed at L + 8 ticks, and the next bar will open at L + 9 ticks.
If the price moves down and reaches H - 9 ticks, the current bar will be closed at H - 8 ticks, and the next bar will open at H - 9 ticks.

So, when a bar is under formation, the indicator draws 2 little dotted lines above the bar, at L+8 and L+9, as well as 2 little dotted lines below the bar, at H-8 and H-9. They correspond to the possible levels of the close of the current bar, and the open of the next, either in the case of an up move, or in the case of a down move.

It has to be underlined that, by definition of a range chart, these positions are not final. If the current H or the current L of the bar under formation moves, the dotted lines will move also.

However, as soon as current H-L of the current bar equals 8 ticks, we know for sure the position of the 4 above-mentioned open and close, and the line becomes solid.

Related discussion thread: https://futures.io/elite-circle/20941-multicharts-indicator-range-charts-position-next-close-next-open.html
 
Suggest other entries I might like
Access denied - You must be an Elite Member to access this file, and be logged in. Font Changer for NT Control Panel 1.1
Version: 1.1
Strategy Name in NT: ChangeFontNinjaTrader
Only tested for NT7

This code makes use of a strategy to change the default font within Ninja Trader. Add the strategy to the Strategy tab within the control panel. Choose your font and enable the strategy. The font will stay on whatever you choose until Ninja Trader is restarted. To reset back to the original font choose Default from the strategy and re-enable. Disable the strategy once the font is set.

Couple of notes:
- The code makes use of the active window condition. This means if you keep in enabled then goto a chart or a edit strategy it will change some of the fonts within the menus and options boxes.

- The code is setup to add additional fonts. See the "Font Types" section of the code.

- when adding additional fonts be sure to use a "_" underscore where ever there is a space.

- Add a comma to the end of the font name.

- The name spelling must be exact or it will change the font to the default setting.

Example of an entry:
Comic_Sans_MS,

Instructions can be found here on how to add a font type: https://futures.io/ninjatrader-programming/20711-change-font-control-panel-ninja-trader.html#post227171

Final note:
Although this should not mess anything else up within Ninja Trader, be sure to use caution when using code which changes the default settings of a program. In other words: use at your own risk!!

SD
 
Suggest other entries I might like
Details: Font Changer for NT Control Panel 1.1


June 3rd, 2012
Size: 1.27 KB
Access denied - You must be an Elite Member to access this file, and be logged in. CADF (Cointegration - Augmented Dickey-Fuller Test) 5 *
Augmented Dickey-Fuller Cointegration Indicator, Version 1.01
5/23/2012: Moved ALGLIB routines to separate ALGLIB "Indicator". No functionality changes.

This is posted for BMT Elite Members Only. Please do not share or distribute.

This indicator plots the augmented Dickey-Fuller statistic for residuals from a cointegrating regression. It can be used to show the probability that the prices of 2 instruments are "cointegrated". It would normally be used on daily data with a fairly long period.

It is based on (and was tested against) MATLAB code by James P. Lesage, posted at http://www.spatial-econometrics.com

Some numerical methods use code from ALGLIB (required ALGLIB "Indicator" included)
See http://www.alglib.net

Recommended Reading: "Quantitative Trading" by Ernest P. Chan
also his blog at http://epchan.blogspot.com

The horizontal lines plotted by the indicator are the "Critical Values" for 1% (lowest line), 5% and 10% (highest line) levels. The indicator plots the statistic; lower values represent increasing likelihood of cointegration.
 
Suggest other entries I might like
Details: CADF (Cointegration - Augmented Dickey-Fuller Test)


May 16th, 2012
Size: 647.11 KB
Access denied - You must be an Elite Member to access this file, and be logged in. ES (S&P 500) tick/minute 2004/2007 part 3 of 3 - Ninjatrader compatible 4 *
No holes - going back to when the ES started to become super popular.

Be certain to read the instructions before importing. Hit 'thanks' if it works for you
 
Suggest other entries I might like
Access denied - You must be an Elite Member to access this file, and be logged in. ES (S&P 500) tick/minute 2004/2007 part 2 of 3 - Ninjatrader compatible 1 *
Part 2 of 3  
Suggest other entries I might like
Access denied - You must be an Elite Member to access this file, and be logged in. ES (S&P 500) tick/minute 2004/2007 part 1 of 3 - Ninjatrader compatible 4 *
No holes - going back to when the ES started to become super popular.

Be certain to read the instructions before importing. Hit 'thanks' if it works for you
 
Suggest other entries I might like
Access denied - You must be an Elite Member to access this file, and be logged in. 6E (Euro) minute/tick going back to 2006/2009 - NT compatible 4 *
Don't forget to follow the instructions included.  
Suggest other entries I might like
Details: 6E (Euro) minute/tick going back to 2006/2009 - NT compatible


April 26th, 2012
Size: 161.13 MB
Access denied - You must be an Elite Member to access this file, and be logged in. Sidhu Moving Average - Ninjatrader 5 *
Well Sidhu Moving Average takes best from all the different Adaptive moving averages and combines it into One Average.It utilizes FantailVMA1, FantailVMA3, Kaufman AMA and Chande 's VMA.While these averages have their own merits , however i couldnot be satisfied using just anyone of these because one exceled at smoothing the other at reponsiveness so i decided to adopt the middle path.This gave birth to SidhuMA.Its has option to select any one average to all the four different averages and what it does is, it plots the half of it on chart i.e (( Avg1 + Avg2 +Avg3+Avg4)/2) with WMA as smoothing factor.

The different averages can also be plotted on the chart along with the SidhuMA, just change the default color from transparent ot whatever you like.

This average gives you the best that is out there!



P.S :Special thanks to the creator of FantailVMA for doing an amazing job!
 
Suggest other entries I might like
Details: Sidhu Moving Average - Ninjatrader


April 25th, 2012
Size: 20.45 KB
Access denied - You must be an Elite Member to access this file, and be logged in. DAX (FDAX) - tick and minute data - NT7 compatible 5 *
FDAX, the Eurex future of the DAX index, a blue chip index in Germany (EU).  
Suggest other entries I might like
Details: DAX (FDAX) - tick and minute data - NT7 compatible


April 22nd, 2012
Size: 95.03 MB
Access denied - You must be an Elite Member to access this file, and be logged in. Swiss Frank (6S) future - minute and tick data - NT7 compatible
The swiss franc is not as popular, but add this data to your arsenal so you can try out some of the rarer vehicles out there.

Follow the read me.txt instructions carefully before installing to your platform. Ninjatrader compatible.
 
Suggest other entries I might like
Details: Swiss Frank (6S) future - minute and tick data - NT7 compatible


April 21st, 2012
Size: 66.80 MB
Access denied - You must be an Elite Member to access this file, and be logged in. Corn (ZC) tick and minute data - Ninjatrader compateable
ZC minute data going back to 2007 and tick data going back to 2009.

Corn is a less popular contract that I think you'll find is very unique and easy to trade . Follow the instructions in the readme.txt file carefully (just 6 steps). Enjoy!
 
Suggest other entries I might like
Details: Corn (ZC) tick and minute data - Ninjatrader compateable


April 21st, 2012
Size: 62.76 MB
Access denied - You must be an Elite Member to access this file, and be logged in. OBMFI - part 3 of 3
Here is the MFI version.  
Suggest other entries I might like
Details: OBMFI - part 3 of 3


April 19th, 2012
Size: 6.45 KB
Access denied - You must be an Elite Member to access this file, and be logged in. OBRXX - part 2 of 3
Here is the RXX version (RSX on RSX).
 
Suggest other entries I might like
Details: OBRXX - part 2 of 3


April 19th, 2012
Size: 6.47 KB
Access denied - You must be an Elite Member to access this file, and be logged in. On-balance moving average - part 1 of 3
This is identical to the VMA, but replaces the CMO with the RSX. While the VMA is a boarderline inferior indicator IMO, it does make a very great concept of implementing a second indicator into a moving average. You can play around with the coefficients in this one and make your own equations that can make.

You'll need the RSX indicator, which may possibly be already uploaded around here.

I recommend trying this with a JMA or on-balance volume.

I have also made an RXX version of this, and an MFI version as well. Will upload in parts two and three.
 
Suggest other entries I might like
Details: On-balance moving average - part 1 of 3


April 19th, 2012
Size: 6.46 KB
Access denied - You must be an Elite Member to access this file, and be logged in. t4tSpreadSym11[10.4.]: SpreadSymbol Chart for NT7, optional weighted and full syncronized with any primary bartype 5 *
changelog:
2012 Apr 10. -> initial "t4tSpreadSym11" on chart/dialog of NT7

A alternate method for a simple way to use a true tickbased calculated spreads as IndicatorChart, with the primary bartype full syncronized. The time scale is not changed and only based on the primary instrument / bartype. With the syncronized ticks for the additional symbol i create and draw a candle chart.

The Advantage:
- The indicator can work with any (intraday) bartypes and give the best results with tickbased calculated bartypes.
- For time based charts (sec/min) please use as t4tBetterBars, t4tMagicBars or a other bar type with true non future time stamps and tickbased calculations, alternate you use NT7 timecharts only as seconds (60sec as 1min, 300sec as 5min,...)

Features in Version11:
- different timezones and trading sessions work (draw a line while no data)
- simple and secure instrument selection over a standard combobox/dropdown list prefilled with all NT7 symbols.
- nice c# code for a runtime filled instrument list property (inspired by gomi)
- prepared to use a very fast tick access without dataseries direct over the NinjaTrader tick files as ProVersion inspired by gomi
- plot a zeroline and a open line, if not the transparent color selected

The public result plot values can be used as Input for many other indicators... (only limited by the high cpu load)
The screenshot view as complex sample a FDAX chart with sync a (5x)FGBL/(3x)SI spread.

Please use a PM or the t4tCum thread for any questions.

----------------------------

This indicator is intended for TRUE ELITE users at BMT.

PLEASE DO NOT STEAL AND SELL TO OTHERS, YOU KNOW WHO YOU ARE (and we know too!).

Written by TimeTrade (atm-service@online.de)
Version 1.1 (Apr. 10, 2012)
www.tools4trading.de
 
Suggest other entries I might like
Access denied - You must be an Elite Member to access this file, and be logged in. PrintDate on charts (for MultiCharts) - v1
Just for convenience, this simple indicator prints the date on the chart at each new session.

(If the change of date occurs in the middle of a session, it also prints it at that time, together with a vertical line showing the change of day.)

The indicator adjusts the location of the date label in order that the date not be printed on the price bars.

The indicator uses the function FormatDate which relies on your computer settings. It is why, on the picture, the dates appear in French. On your computer, it will appear in your language.

Related discussion thread: https://futures.io/elite-circle/19161-multicharts-indicator-print-date-chart.html
 
Suggest other entries I might like
Details: PrintDate on charts (for MultiCharts) - v1


April 6th, 2012
Size: 2.86 KB
Access denied - You must be an Elite Member to access this file, and be logged in. TimeWindow (for MultiCharts) - v1
This very simple indicator for MultiCharts just displays 2 vertical lines to identify a specific time window every day.

For instance, let's suppose that you live in Europe and would like to perform a visual backtest and easily identify each morning session (European time) of 6E. This indicator can be used to display a line at 02:00 and 05:00 (Exchange Time) every day.

Related discussion thread: https://futures.io/elite-circle/19160-multicharts-indicator-time-window.html
 
Suggest other entries I might like
Details: TimeWindow (for MultiCharts) - v1


April 6th, 2012
Size: 2.19 KB
Access denied - You must be an Elite Member to access this file, and be logged in. ALTO Areas of Business 5 *
Attached is a zip file the code for the indicator + helper code and the DLL for the color selections. Plus some images to help understand.

Instructions in case needed. (Please do not share outside Elite group of BMT)

1. Regular import of the assembly should work
2. In case it does not, I have included the referrence DLL in the indicator zip
3. Copy DLL in your $NINJAHOME\bin\Custom folder.
4. Add reference to "LaMarvin.Windows.Forms.ColorPicker.dll" before you compile the indicator
5. If need copy "PriceTradingZones.txt" to $NINJAHOME director (e.g C:\Users\user_name\Documents\NinjaTrader 7)
6. Compile and add indicator. Refer images
7. Add price value, tick size, pick color, opacity (0-255) and Note, if necessary
8. Click the save button
9. Reload indicator in the chart. Click anywhere in the chart when you make changes to AOB values in the band.

Thanks to Gomi/Zondor and Timmy for their help to debug serialization issue.

Enjoy friends.
 
Suggest other entries I might like
Details: ALTO Areas of Business


April 3rd, 2012
Size: 24.25 KB
Access denied - You must be an Elite Member to access this file, and be logged in. t4tBetterBarsC8[25.3.]: One true tickbased NT7 BarType with user selection of Time(sec/min),Tick and Volume mode 5 *
A alternate full tickbased NT7 bar type for time frame charts without wrong future timestamps. The functional logic and results full comperable with the NT7 bartypes. I have no problems with only use this types with all other indicators and strategies and is full compatible with better results for CumUD/CumMP and GomCD/GomMP tools.

The basic advantage of this code for any TimeBars:
Calculation is full tickbased, the Close[0],Volume[0] and the Time[0] is exact the last Tick!
This give better and right results with all t4tCum... and t4tMultiSym tools. For live trading and backtest with any bar duration logics with "COBC=false" this BarType give now right and repeatable results
(The screenshot view a 5min chart with true 300sec bar duration recalc by my BarValues indicator over a additional syncronized 1tick data series.)

The additional advantage for programmers:
I think the C# code is a good base concept for any user switchable multiple bartype functions inside ONE custom bar type.
The NT7 has the GUI limitation for only useable pre defined "named" parameter types and values. In this code i have as additional demo code realized the select/switch between "Tick"/"Volume"/"Second"/"Minute" mode.
I self use for my "ProVersion" of this concept the same code base to realize a select/switch and use current over 21 different bar type logics, combinations and alternate options with a additional numeric GUI parameter "trick" as my (commercial) AllInOneBarType

Attention:
- Please restart the NT7 after the import with success result.
- This bar type use the "Custom8" class of NT7... if you have import errors while a other bartype allready use this base class, then see the code comment on the first lines and change the Custom8 to a free unused class on your system. Or write in the t4tCum thread for request a different version.

----------------------------

This bartype is intended for TRUE ELITE users at BMT.

PLEASE DO NOT STEAL AND SELL TO OTHERS, YOU KNOW WHO YOU ARE (and we know too!).

Written by TimeTrade (atm-service@online.de)
Version 1.1 (Mar 25, 2012)
www.tools4trading.de
 
Suggest other entries I might like
Access denied - You must be an Elite Member to access this file, and be logged in. Backtesting Script 4 *
Here is a script that I had my programmer write up for backtesting Renko bars, it uses the close of this bar instead of NinjaTraders default setting "open of next bar" This is very useful for system backtesting Renko bars.

The .cs file needs to be put inside of your "type" folder in NinjaTrader 7.

JAM
 
Suggest other entries I might like
Details: Backtesting Script


March 18th, 2012
Size: 4.51 KB
Access denied - You must be an Elite Member to access this file, and be logged in. t4tBarValues01: TRUE tickcount and other values and relations for any bartypes without GomCD data 5 *
A alternate method calculation the TRUE tickcount and other values and relations for any bartypes.
(use a MultTickChart and you can simple compare the true result values with the fixed real and calculated tickcount)

The indicator can draw a +/- Historgamm for one or two selectable Values from this list:
TradesOfBar,Volume,Seconds,Power("H-L+Abs(O-C)" as number of ticks)

Both of the selected Values can have a selectable divisor(one of the value list) and a additional fixed factor as multiplicator for better visual scaling. A PeriodValue>0 draw a additional SimpleMovingAverage.

The screenshot view this:
Panel1:FGBL with a non standard BarType as example
Panel2:+"VolumePerSeconds" with a SMA[14] AND -"TradesPerSeconds"*10(for better scaling) with a SMA[14]
Panel3:+"TickCount" as TradesOfBar AND -"Seconds" as DurationOfBar (no SMA's, no Divisor's, Factor's=1)

The public results (BVRpositive&BVRnegative...) can external use as DataSeries with any strategy rules or as internal input for other indicators... (only limited by the high cpu load)

The indicator is based of the t4tBarStat01 logic with a part of my own in any strategies used values and relations for using with market dynamic rules

----------------------------

This indicator is intended for TRUE ELITE users at BMT.

PLEASE DO NOT STEAL AND SELL TO OTHERS, YOU KNOW WHO YOU ARE (and we know too!).

Written by TimeTrade (atm-service@online.de)
Version 01 (Mar 18, 2012)
www.tools4trading.de
 
Suggest other entries I might like
Access denied - You must be an Elite Member to access this file, and be logged in. t4tMultiSym13[1.4.]: True MultiSymbol Chart for NT7, full syncronized with primary bartype without using GomCD data 5 *
(This update version use the same 'old' file names for simple replace... please redownload and confirm the overwrite, if loaded before 1.4.2012)

changelog:
2012 Apr 1. -> update "t4tMultiSym13" on chart/dialog of NT7
2012 Mar 17. -> initial "t4tMultiSym12" on chart/dialog of NT7

A alternate method for a simple way to use a true, with the primary bartype full syncronized, MultiSymbolChart. The time scale is not changed and only based on the primary instrument / bartype. With the syncronized ticks for the additional symbol i create and draw a candle chart.

The Advantage:
- For any not timebased bartypes this method work right and better in compare to the default MultiSymbolChart of NT7!
- The indicator can work with any (intraday) bartypes and give the best results with tickbased calculated bartypes.
- For time based charts (sec/min) please use as t4tBetterBars, t4tMagicBars or a other bar type with true non future time stamps and tickbased calculations.

New in Version13:
- different timezones and trading sessions work (draw a line while no data)
- simple and secure instrument selection over a standard combobox/dropdown list prefilled with all NT7 symbols.
- nice c# code for a dynamic property inspired by gomi
- cleanup many lines of source for factor 2 faster work
- prepared to use a very fast tick access without dataseries direct over the NinjaTrader tick files as ProVersion inspired by gomi

The public result plot values can be used as Input for many other indicators... (only limited by the high cpu load)


Please use a PM or the t4tCum thread for any questions.

----------------------------

This indicator is intended for TRUE ELITE users at BMT.

PLEASE DO NOT STEAL AND SELL TO OTHERS, YOU KNOW WHO YOU ARE (and we know too!).

Written by TimeTrade (atm-service@online.de)
Version 1.3 (Apr. 1, 2012)
www.tools4trading.de
 
Suggest other entries I might like
Access denied - You must be an Elite Member to access this file, and be logged in. MACD Up Down Color Bars 4 *
Colors the bars of the price series based on a request in the "Want Your Indicators Created Free" thread. The version posted there was improved.

The coloring is based on whether the underlying MACD is rising or falling. The MACD is the difference between two EMA's.

This version allows user selection of the MACD fast and slow periods and is optimally coded for minimal CPU usage. The calculation of the EMA's and the MACD is done within the indicator, eliminating any dependence on external indicators. Error trapping has been added.

I copyrighted it with a prohibition of commercial distribution. Please let me know if you find it turning up for sale anywhere.

If you downloaded this before 7:30PM ET on March 16, comment out line 94.
 
Suggest other entries I might like
Details: MACD Up Down Color Bars


March 16th, 2012
Size: 3.09 KB
Access denied - You must be an Elite Member to access this file, and be logged in. t4tMultiSym11[16.3.]: True MultiSymbol Chart for NT7, full syncronized with primary bartype without using GomCD data 5 *
This version has problems with error handling for missing tick values on different trading session times!

! Please NOT longer use/download this version !

=> download 2 items upper now the new version12 from 17.3. and confirm the overwrite/replace question by the import dialog, hopefully now without raise unhandled exceptions
 
Suggest other entries I might like
Access denied - You must be an Elite Member to access this file, and be logged in. t4tBarCalc01: true "TicksPerTimeFrame" and other bar stat values for NT7 5 *
A alternate method calculation the TRUE tickcount and other stats of any bartypes.
(use a MultTickChart and you can simple compare the true result values with the fixed count)

Sorry, the @MWinfrey version has WRONG results, its missing the needed 1Tick based sync logic !?...

The multiple public results of my version can external use as DataSeries with any strategy rules or as internal input for other indicators... (only limited by the high cpu load)

For visualize different values i use a little trick to "normalize"... i add 90000..50000 steped by 10000... this give 5 separate result lines. Over the databox you can check this. For "using" the value you need only a Modulo 10000... for example: 70168 % 10000 = 168 and this is the right tick count. Equal way for bar time and tick volume and bar power ("OC+HL tick movement")
The state value is only for check the sync state (blue or cyan say "InSync")

If needed, i can add a selectable normal ResultValue for simple drawing a tickcount histogram
----------------------------

This indicator is intended for TRUE ELITE users at BMT.

PLEASE DO NOT STEAL AND SELL TO OTHERS, YOU KNOW WHO YOU ARE (and we know too!).

Written by TimeTrade (atm-service@online.de)
Version 1.0 (Mar 15, 2012)
www.tools4trading.de
 
Suggest other entries I might like
Access denied - You must be an Elite Member to access this file, and be logged in. TicksPerTimeFrame 4 *
TicksPerTimeFrame was written by Mike Winfrey 3/15/2012
The intent of this indicator is to count the number of ticks in a non-tick based bar. So, placing this indicator on a 5 minute chart will count the number of ticks during that bar and display it as a histogram in it's own panel. There is also a plot representing the average number of ticks over a period that is specified in a parameter. You also have choice of how you count the ticks. The default is to count every tick but can be changed to count the number of times price actually changes.

This indicator works on historic as well as live data.

Again, this indicator can be used on any bartype.

Actually I have no idea if this information is useful at all. I think it might be to help identify areas where activity might indicate momentum.

Note: @TimeTrade mentioned that this indicator only gives wrong results. So, I did some research to figure out why he said that. I contacted him and got his point of view then I compared the tick count in his t4tBarCalc01 indicator with my TicksPerTimeFrame indicator and noticed a discrepancy on some bars by a few ticks. I physically counted the ticks on those bars where there was a discrepancy and found that my indicator counts correctly.
 
Suggest other entries I might like
Details: TicksPerTimeFrame


March 15th, 2012
Size: 4.14 KB
Access denied - You must be an Elite Member to access this file, and be logged in. t4tTradeSizeAnalyzerUD4L : Trade Size Analyzer for NT7 without GomCD 5 *