My main chart is a 5min chart and I place orders just prior to the completion of each bar.
I tend to get distracted looking at other things and miss the bars closure.
So I created a Bar time that plays WAV files at user defined periods prior to the end of the bars closure. Ie 30 seconds before and 10 seconds before.
October 25th, 2022
Size: 99.00 MB
Downloaded: 38 times
2586
xplorer
Exported using NT Version 7.0.1000.11
This is a new implementation of the TradeStation SuperTrend indicator for NinjaTrader 7. The SuperTrend indicator is an application of the concept of MAE (maximum adverse excursion), which was introduced by John Sweeney in the mid-nineties. The SuperTrend can be viewed as a trailing stop and changes direction, when the trailing stop is taken out.
The SuperTrend U11 calculates both the baseline and the offset 1 bar ago, as did the SuperTrend M11. This is to reduce CPU load and avoid feedback loops.
Accessing the trend: The indicator comes with a BoolSeries that holds the trend. This BoolSeries can be accessed by other indicators or automated strategies.
Reverse Intra-bar = false: This is the default setting of the indicator. A logical signal will be generated when the close of the signal bar has taken out the stop line. The position may be reversed at the open of the next bar. The paint bars will only change colors for the bar after the signal bar. The arrow will be also plotted for the entry bar.
Reverse Intra-bar = true: This is an unusual setting for the SuperTrend. The signal will be generated with the first tick that has plotted on the other side of the stop line. In this case the position may be reversed intra-bar for the signal bar. Paintbars and arrows will already plot for the signal bar.
Paintbars: The indicator has an option to display the current trend via paintbars. Downclose bars are filled, upclose bars are hollow. For the upclose bars an opacity can be selected for better visibility.
Arrows: The indicator has an option to display trend changes via an arrow.
Sound alerts: The indicator will alert to trend reversals and potential trend reversals. A potential trend reversal occurs when price touches the stop line intra-bar prior to the confirmation by a close on the other side of the stop line. The sound files are included with the indicator install file. Please unzip and copy them into the program files (x86)\ NinjaTrader 7\ sounds directory or whatever directory is used by NinjaTrader to store the sound files.
Comparing Supertrend U11 to Supertrend M11:
The SuperTrend U11 is a generalization of the SuperTrend M11.
-> The SuperTrend M11 uses the moving median of the arithmetic mean (High + Low)/2 one bar ago and adds/subtracts a multiple of the average true range one bar ago.
-> The SuperTrend U11 allows you to use the median as above , but instead you can also calculate the baseline from a selection of other indicators. These are the options available for the baseline
- a moving median
- a moving mode
- an ADXVMA
- a 2-pole Butterworth filter
- a 3-pole Butterworth filter
- a DEMA (double exponential MA)
- a DSMA (double simple MA)
- a DTMA (double triangular MA)
- a DWMA (double weighted MA)
- an Ehlers filter
- an EMA
- a 2-pole Gauss filter
- a 3-pole Gauss filter
- a 4-pole Gauss filter
- a HMA (Hull MA)
- a Holt EMA
- a Linear Regression indicator
- a LLMA (phase set to 0)
- a SMA
- a 2-pole Supersmoother
- a 3-pole Supersmoother
- a TEMA (triple exponential MA)
- a TMA (triangular MA)
- a TSMA (triple simple MA)
- a TWMA (triple weighted MA)
- a VWMA(volume weighted MA)
- a WMA (weighted MA)
- a ZeroLagHATEMA
- a ZeroLagTEMA
- a ZLEMA
While the SuperTrend M11 uses the average true range as an offset, the offset for the SuperTrend U11, can be selected as
- a moving average (or median, mode) of the simple range
- a moving average (or median, mode) of the true range
- the standard deviation
The added options will not slow down the indicator, as the selection becomes effective, when the indicator is added.
You can reproduce the SuperTrend M11 with the SuperTrend U11, if you apply it to the arithmetic mean (Median in NinjaSpeak) and select "Median" for the baseline, "EMA" for offset smoothing and "True Range" for offset type. However you need to take into account that the ATR uses Wilder's exponential smoothing (smoothing constant k = 1/n) which is different from the EMA (smoothing constant k = 2/(n+1)). For example an offset period of 8 for the SuperTrend M11 will produce a smoothing factor of 1/8 and translate to an offset period of 15 for the SuperTrend U11.
Update July 3, 2012: ADXVMA option for baseline added.
Update July 5, 2012: Bug removed - Butterworth, Gauss and Supersmoother Fillter did not use the specified baseline period.
Update August 17, 2012: Old version of ADXVMA replaced with new version.
Update August 31, 2012: Ehlers filter updated.
Update October 2, 2012: Indicator simplified. Trend state can no longer change intra-bar. Gaussian and Ehlers filters updated. Mode removed from options.
Update October 3, 2012: Indicator now allows for displacement. BoolSeries modified for accessing the trend. Trend change intra-bar is possible with option reverse intra-bar and COBC = false.
Update March 5, 2013: Arrows now plotting one bar earlier for the option Reverse intra-bar = true.
For the last three updates you also need to update Bollinger Universal & Keltner Universal, if you have them installed. Please remove old versions of those indicators first.
This indicator is born out of my observation of price movement. Price tends to stall at the end of an auction, and it almost seemed to form a support/resistance level. I wondered what that would look like if plotted....hence the Time At Price indicator. This indicator requires tick replay to be enabled and should work on any bar type (although I have not tested this). It measures the interval between ticks and how much time is spent at a particular price level within a bar. It is therefore analogous to the COT but is purely based on time. It then plots a hash mark on the bar corresponding to the most time spent at that price level. Since it needs tick data, best to load without a large look back period (or it will take a while to load).
Enjoy!
Please do not distribute outside the futures.io community
Version 1.1 - Added ability to restrict the look back period for the indicator (bit of a time savings if you are loading more than a day or two).
Changelog:
Version 1.01 - 2013-07-29
Version 1.00 - 2013-07-22
This indicator plots an unstacked TPO chart. TPO stands for Time-Price-Opportunity. The charts are constructed the following way. Each day is divided into equal time brackets. By default these brackets are 30 minutes long. You can change this via an input to shorten or lengthen the brackets. A character is now assigned for each time bracket.
By default the indicator will start with A and with the next 30 minute bracket switch to letter B. In case the session starts at 720, the next bracket will begin at 730. You can customize the letters used for the brackets via an input, too.
The code uses some new PowerLanguage reserved words, so you can take advantage of the new millisecond precision in Multicharts.
The indicator comes with a modified CurrentSession function. The characters for the TPO chart will start over at a session change.
Inputs:
BracketLengthInMinutes – The length in minutes for each bracket, starting at midnight. The default value is 30 for 30 minutes.
TextColor – The color input for the TPO chart
OpenColor – The open for each session will be market with a “>”, you can change its color with this input
CloseColor – The close is market in the same way with a “<”. You can change the color with this input.
TextSize – The input for the text size used for the TPO chart
TextFont – Multicharts offers the ability to use all text fonts installed in your Windows OS.
HorizTxtPl – This input lets you specify the horizontal text placement for the TPOs relative to the underlying bar:
0 – to the right of the specified bar,
1 – to the left of the specified bar
2 – centered on the specified bar
VertTxtPl – The corresponding input for the vertical text placement:
0 – below the specified price value
1 – above the specified price value
2 – centered on the specified price value
StringToUse – With this input you have full control over the characters used for the TPO chart. The first character in this input will be used for the first bracket in the session. With the default input (“ABCDEFGHIJKLMNOPQRSTUVWXYZ”) this means for a market opening at 830, the first bracket will be labeled with an A.
LockText – Multicharts offers the ability to lock text and trendlines drawn by studies, so you can’t move them by mistake. If LockText = false the locking will be disabled.
DrawBracketOnOneBar – This input gives you the ability to plot the bracket on one bar only. This is helpful if you use a smaller timeframe than the bracket setting or work with Treasuries for example. Assume you are using a 10 minute chart and the BracketLengthInMinutes is 30 minutes. The text for the current bracket will always shift to latest 10 minute bar, but will span over the full bracket. If you set the input to false the study will plot on every bar, but only from high to low for each bar.
TextIDs – This input is only used if BracketLengthInMinutes is true. It specifies how many text ids the study will store for each bracket. If the market spans more than the default 100 ticks (as one text id is used per tick) over your bracket period, the study will raise an error. You need to adapt the text id setting then i.e. raise the number.
If you encounter a bug, please write me a short PM. I don't get a notification when you post it in here.
July 25th, 2013
Size: 25.25 KB
Downloaded: 240 times
1433
ABCTG
NT 8 Market Replay data for CL
Contract: CL 02-18
Download instructions:
dowload and unzip file in NT 8 replay folder Documents\NinjaTrader 8\db\replay
The file will create a folder with the relevant front month and a series of .nrd files inside (one per day)
Make sure to use the "extract here" function as shown, and not the "Extract to" function, to avoid the creation of a
folder within a folder.
Note: this is Market Replay data for NinjaTrader 8. The format is different from NT7.
It has two parts that are added together:
(a) A 9-period Momentum on a 14-period RSI
(b) A 3-period SMA on a 3-period RSI
The result is an unbounded RSI that better catches divergences than the traditional RSI indicator.
Note: This indicator uses Input rather than Close. Thus, you can feed any indicator into this indicator (i.e., On Balance Volume, etc).
Presentation Mode Options:
(1) Traditional : Shows traditional Composite Index
(2) Traditional with Bands: Shows traditional Composite Index with Bollinger Bands
(3) ZScore : Shows Composite Index in Z-Score
May 11th, 2020 03:13 AM OpalDragon Freaking Fantastic -- Pretty damn epic as well - like the other one.. you can definitely make some strategies or at leas
t get visual warnings of things happening in the market with these 2 intrabar indis! :O Great work!
May 5th, 2020 10:52 PM romus Thanks!
May 4th, 2020 08:49 AM RickW00716 This is very interesting. I wonder if it's possible to create an indicator that would plot the highest buy/sell delta l