The PriceActionSwing indicator for NinjaTrader 7.0 calculates swings in different ways and visualize them. It shows swing information like the swing length, duration, volume,... It contains a lot of features. It is also useable on the Market Analyzer.
The package contains 3 indicators: PriceActionSwing
- standard swing indicator with visualization and swing information PriceActionSwingPro
- Draw automatically Fibonacci extensions and retracements
- Calculate a swing statistic
- Calculate and visualize ABC patterns
- Risk management (automatically for ABC patterns)
- Calculate and visualize divergence based on an indicator
- GomCD (uncomment the "region GomCD" parts in the source code) PriceActionSwingOscillator
- swing trend visualization
- developing swing volume (repainting)
Useful to see/trade price action with HH, HL in uptrends and LL, LH in downtrends and patterns like double top/bottom, triangle,…
Version 17 - June 5 2014
- Changed the code structure for simpler access from strategies and other indicators If you use PriceActionSwing within other files, make sure you have a backup from the old version
- Added swing tick and swing percentage calculation
- Added swing calculation based on close values
- Added seperate swing price output
- Added developing GomCD output since the last swing
- Improved risk management items
- Added risk management tab
- Added different alerts
Version 18 - June 15 2014
- Fixed minimum swing size to < 1 for percentage settings
Starting from version 17 NinjaTrader 6.5 will not longer be supported. Starting from version 19 NinjaTrader 7.0 will not longer be supported get NT8 version here
COMPATIBILITY:
NinjaTrader 6.5: NO
NinjaTrader 7.0: YES
NinjaTrader 8.0: NO, see NT8 version here
December 12th, 2016
Size: 59.19 KB
Downloaded: 37168 times
57
dorschden
Exported using NT Version 7.0.1000.26
Indicator will only run on NT 7.0.1000.5 or later
The indicator displays the Volume Weighted Average Price of the selected session. It can be used on all types of charts.
You can apply the indicators to charts with several intraday sessions. You can then select via indicator panel, for which session the VWAP shall be shown.
ETH session: The VWAP will be calculated for the full session, if ETH is selected via indicator dialogue.
RTH session: It is possible to display the VWAP for the RTH session or the night session. Set indicator to RTH and select the number of the session, for example "First" for the night session and "Second" for the RTH session.
RTH multi: The VWAP will be displayed starting from the open of the RTH session as specified and then continue through the after session.
Volatility Bands: The indicators has three different modes to calculate volatility bands. For each of the modes multipliers can be selected.
Variance_Price: The variance is calculated from the selected input values of the price bars and the last known value for the VWAP within the current session. This way of calculating the bands is similar to calculating Bollinger Bands with a variable period starting with the first bar of the session.
Variance_Distance: The variance is calculated from the selected input values of the price bars and the value for the VWAP corresponding to price. It is a variance of the vertical distance of price from VWAP. This method corrects for a trend and produces slightly narrower bands on a trending day.
Session_Range: The quarter range of the current session is used as a measure of volatility instead of the standard deviation.
Public Holidays: For Globex instruments the indicator will display the ETH VWAP for the two-day-session including a public holiday. The indicator is preconfigured for the Globex holiday calendar.
Colors: Different colors can be selected for rising and falling VWAP. Also colors and opacities can be selected for the areas between the inner bands, middle bands and outer bands.
Update Jan 23, 2011: Globex holiday calendar for 2011 added. Holiday sessions will only be applied to Globex instruments. Indicators now also work on tick and volume charts.
Update May 17, 2011: New signature for GetNextBeginEnd() implemented.
Update June 15, 2011: VWAP can now be displayed for RTH and after-session, see option RTH-multi. Three different types of VWAP bands added.
Update July 26, 2011: SessionVWAP uses (high + low + open + close) / 4 for higher accuracy. Adapted to different plot styles.
Update January 25, 2012: Globex holiday calendar for 2012 added. Small bug removed, which had affected the plot colors.
Update February 23, 2013: Plot recoded & CPU efficiency improved, Globex holiday calendar for 2013 added.
Update March 30, 2013: Algorithm improved for both speed and accuracy. VWAP start time can be selected.
Update April 11, 2013: Plot modified for compatibility with charts built from multiple bar series.
Update May 10, 2013: Bug removed, which led to occasional false identification of the RTH session on charts built from ticks.
Update December 9, 2013: Holiday calendar added for 2014.
Update December 28, 2014: Holiday calendar added for 2015. Price markers improved for US interest rate futures.
- Option to select between the original Heikin-Ashi bars created by Dan Valcu and the modified Heikin-Ashi bars suggested by Sylvain Vervoort.
- The Heikin-Ashi candles can be smoothed with median, mode and 27 different moving averages. Please select between the 2 types of Heikin-Ashi bars, smoothed Dan_Valcu candles and smoothed Sylvain_Vervoort candles.
- Indicator can be used on price panel or other panels.
- Candle color and candle outline color can each be selected.
- A paintbar indicator is included that allows to color bars according to the Heikin Ashi trend. The paintbar indicator allows to access the trend via a BoolSeries, which can be used by automated strategies or other indicators.
Update January 13, 2011: Indicator can be used on secondary panels.
Update July 3, 2012: Formula used by Sylvain Vervoort added. Second paintbar indicator added that can be used as a trendfilter.
Update August 16, 2012: Smoothing methods added. Plot modified. Indicators can now be displaced.
Update August 31, 2012: Ehlers Filter updated.
Update August 20, 2013: Tillson T3 added, Heikin-Ashi trend exposed as public BoolSeries, HA Open, High, Low and Close can be selected as input series or accessed by a strategy.
Update April 5, 2014: Small copy & paste bug removed, values were not correctly set to BoolSeries for the HA indicator.
Indicator will only run on NT 7.0.1000.4 or later.
The VisualEMA is a MTF (multi-timeframe) version of the Exponential Moving Average. It will plot on any chart and allows to calculate the moving average
- from minute bars
- from second bars
- from tick bars
- from range bars
- from volume bars
For example you can display an hourly EMA on a 277 tick chart, or display a 12-period EMA calculated from a 100 tick chart on a 5 range chart.
The indicator has three modes to display the moving average:
StrategicMode: The first bar series collects the values from the secondary series without any lag on historical data, but a 1-tick lag on real-time data. This mode does not repaint, but shows the values originally recovered from the secondary bar series. On the chart the indicator in Strategy Mode is plotted yellow.
FirstTickMode: To avoid the lag for similar bars with identical time stamps, the indicator repaints the indicator value for the prior bar, after the first tick of the current bar has been registered. The one-tick repainting reduces the lag. On the chart the FirstTick Mode is shown in red.
Visual Mode: To make it easier to use the indicator visually, the indicator interpolates the distance between two consecutive bars of the secondary bar series. The interpolation algorithm works in real-time and simulates the CalculateOnBarClose = false mode for the indicator relative to the secondary bar series. It repaints the current leg of the indicator back to the prior bar of the secondary series. The interpolation adapts itself to equidistant or non-equidistant charts. The Visual Mode is shown in aqua.
This indicator comes as a protected assembly, so you cannot directly access the code.
Update August 30, 2011: 1-Tick Repainting for VisualMode and FirstTickMode was only enabled for fixed period bars. It is now also available for other bar types.
Update September 6, 2011: Bug fixed. VisualMode interpolation could be a few ticks off on real-time data.
Update November 9, 2011: Indicator entirely recoded, robustness and speed improved, lag reduced.
Update November 23, 2011: Indicator was lagging with CalculateOnBarClose = true setting. Lag is eliminated.
Update January 5, 2012: Option added to select color according to the slope of the VisualEMA. Paintbars added as a trendfilter.
Update August 15, 2012: Code updated to allow for displacement of indicator.
Update September 29, 2012: Renko option removed. Indicator could not always be called from a strategy, bug removed.
Please remove prior versions of the indicator, before installing the new release:
(1) Remove old assembly via File -> Utilities -> Remove NinjaScript Assembly.
(2) Shut down NinjaTrader and restart it.
(3) Install new file via File -> Utilities -> Import NinjaScript.
March 9th, 2023 05:21 PM MONICAP hello, and thanks for your time developing and sharing this indicator. i want to ask if this could be available for NT8
also. thank you
September 16th, 2022 07:30 PM TomTownsend Very helpful, thank you, and for all you do!!!
February 19th, 2019 06:43 AM Anand Jagdeo good morning. I am fairly new to trading and would like to use this indicator. am i supposed to change the dates for the
se holidays to the current year. Please advise. Seems like a pretty good indicator if applied properly. Thanks
Anand
June 9th, 2017 11:10 AM mercyj does anyone know why I can't set the autoscale to FALSE? it's greyed out. and the pivots are all wacko on the chart