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CCLBetterVolume2 V1

Lifted from the BetterVolume2 Indicator available on the Ninja Forum and originally written by Barry Taylor and available for free, this one features a few additions including:
some of Cory's volume stop work;
some additional patterns (many of them experimental) which track various combination such as down bar, then churn, then up bar. Small-size wingdings are used to highlight such signals which can easily be turned off once they are learned and/or different ones added.

This is not nearly as sophisticated as many of the live-updating buysell/delta indies out there. The Tradestation version of BetterVolume does a good job of reading up and down ticks but this is much tricker in Ninja and this indicator was not programmed that way (though at this point I think it could/should be) with less difficulty than a year or so ago since more independent programmers out there have shared so much stuff.

To activate the volume signals, change the MA Period from 20 to 21. Then read through the Descriptions for the other options. It's fairly straightforward.

The attached pic shows two version of BetterVolume2 which I had up to ensure this latest version with a different name (so as not to over-write the original BetterVolume2 on others computers) was working correctly.

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: NOT TESTED [feedback]

Category NinjaTrader 6.5 Indicators

Details: CCLBetterVolume2 V1
Category: NinjaTrader 6.5 Indicators

February 11th, 2010
Size: 17.19 KB
Downloaded: 602 times

Keywords: patterns paintbar cclsys volume bettervolume

CCLBands

This is the final version of the older CCLFibBands. I took Fib out of the title because it is much more than Fibs and indeed Fibs are not necessarily a core component. Users can input Fib ratios for the band widths but apart from that it's really a multi-band-type tool which can be used in a wide variety of ways.

1. Mean price based on various types of MA including BMT collective and other collectives, vwap (24 hr).
2. Mean based on day-range midprice or manually input price such as the Open, Yesterday Close or whatever you like.
3. Several types of band: ATR-based, StD based or custom default which is combination of ATR and percentage of price; also can be more or less responsive to short-term volatility; also can be based on looking back to see average maximum ranges over time to fix the outer bands and work the inner ones back from there.
4. One more minor wrinkle: can average any midline with the vwap. Also dynamic PVP is available as a mean.
5. Has target printing capability as DataSeries onetime plot dots or more extended text prints (which cannot be autoscale = falsed unfortunately), based on instant crossover of a band or later confirmed swing points (in Calc Bar Close mode only for swing option).

As far as I can tell, the indicator works well with no errors. When choosing any option involving the targets based on swing, have to keep indy in CalconBarClose = true; that confused me for a while. This because the Swing Indicator used to determine swing prices is calconbarclose only.

The attached picture shows Jan 6 am action in Gold with the mean price based on the POC/PVP price from yesterday afternoon. This is using the Manual MAtype and having a price typed into the ManualOverridePrice input. Also in this case I had the Lookback option on the band calculations. The Std bands probably would have contained price better but the purpose of this setup was to gauge whether or not the morning was looking like a rangebound day or a trend day. The price charging way above the old PVP and the outer bands clearly indicated a trend day. So in this case not used for trading signals per se, simply perspective on market situation.

There are many ways this indicator can be used. Hopefully the comments are helpful given how many options there are, but hopefully also anyone who finds bands helpful will take the time to simply experiment with different options.

NinjaTrader 6.5: YES
NinjaTrader 7.0: NO (sam028)

Category The Elite Circle

Details: CCLBands
Category: The Elite Circle

January 6th, 2010
Size: 85.01 KB
Downloaded: 693 times

Keywords: collectivema envelope vwap cclsys

dValueArea v 2.3 with new dynamic PVP/POC plot

DeanV on the NT forum recently posted this new edition which features ability to plot dynamic PVP, i.e. it shows when the PVP/POC 'flipped' during any session. Works live but also on historical charts which is a godsend for review work.

Attached pic has a few extra things on it, but the dynamic PVP is the red hash plot. (The magenta bands are from the new hVWAP and are different from the dValueArea indicator. Also there are other bands there that are different too.)
Note: my version in the chart has some different colors from the one uploaded which is the original from Deanv.

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: NOT TESTED [feedback]

Category NinjaTrader 6.5 Indicators

Details: dValueArea v 2.3 with new dynamic PVP/POC plot
Category: NinjaTrader 6.5 Indicators

December 21st, 2009
Size: 11.14 KB
Downloaded: 768 times

Keywords: area cclsys ninjatrader poc pvp value

hVWAP version 1

A recent modification of the VWAP that allows you to save start and end times in templates, plus has multipliers for the SD bands and a couple of other features.

Picture shows a few other things, but the new hVWAP is the thick Magenta line and its SD bands are in similar color.

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: NOT TESTED [feedback]

Category NinjaTrader 6.5 Indicators

Details: hVWAP version 1
Category: NinjaTrader 6.5 Indicators

December 21st, 2009
Size: 6.40 KB
Downloaded: 426 times

Keywords: cclsys ninjatrader vwap

CCL SR & CCLATRDonch - SR and expansion/contraction guages

This is a work in progress although probably mainly done.

Two indicators, the first based on the second which has limited helpfulness although it does show things that the first (SR) does not.
...

Details here.

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: NOT TESTED [feedback]

Category The Elite Circle

Details: CCL SR & CCLATRDonch - SR and expansion/contraction guages
Category: The Elite Circle

December 4th, 2009
Size: 19.23 KB
Downloaded: 366 times

Keywords: cclsys channel donchian sr

Ichomoku Kinkyo Ho Pack V1.2

I have developed a modification of the venerable Ichimoku Indicators.
( https://www.kumotrader.com/ichimoku_wiki/ )

In this case, there is a third longer term line 3* the usual 2nd line (Kijun). Why? Because it will line up with a longer term chart 3* higher (i.e. trading chart 150 ticks, LT 450 ticks, or 5 and 15 mins).

Also because the longer term line will often line up exactly with the Clouds that are drawn 27 bars ahead based on current action. The LT Clouds are drawn 81 bars ahead and are the equivalent to the Clouds in the LT chart. This way you don't really need the LT chart but also you see the relationship of shorter and longer term cycles/trends on the same screen which is helpful.

The Ichi3Lines indicator has (too) many bells and whistles such as a Bollinger 'tunnel', triangles that show simple pattern pullbacks within an Ichi trend. But it also has aspects of the official method not available in other indicators such as:

Circles plotted when the Clouds (Senkou Spans) cross up or down, and in my case with slightly different colors so you know immediately whether it's a long term cross or short term cross (these are happening off the screen in the 'future').

There is also a diamond plotted along with an optional line when there is a 'Chikou' cross, which is the current price crossing above or below the Chikou line which is plotted 27 bars in the past. This line is not on the chart because when viewing an historical chart it is very messy. In actual trading that line is in the past and is fine.

There are arrows indicating the basic 9-27 cross (tenkan-kijun).

There are pink arrows indicating when the longer term Kijun (KijunLT) which I have added (darker green plot) crosses above or below the cloud plot. These are strong confirmations of a strong trend indicating longer term breakouts.

There are also many back color options which only work on lighter screens so this picture with black background does not show them.

On this picture, to reduce screen noise, I also did not plot the basic Tenkan and Kijuns (sacriledge!) and only plotted the Kijun LT (dark green dash line) and my own 'equilibrium line' (pink dotted line) which is the average of the Tenkan(9), Kijun(27) and KijunLT (81) medians, the idea being that this is the current equilibrium price. It is around this price that the oscillator is built.

The oscillator: in addition, there is an Ichi 'Squeeze' Oscillator which is quite good but which unfortunately has a small glitch in that sometimes the lines don't plot and I can't figure out why. Also, it seems to happen only with minute bars. They used to work and now they don't and I must have changed something at some point and now can't find out what.

It is designed to help in identifying the longer and shorter term trends together, when they are lined up or not, but also has a faster line (Combo) that is pretty effective at showing extreme OB and OS conditions. There are three lines in the usual 0, OB and OS areas which display the ST, Medium Term and LT slopes of the Tenkan(9), Kijun(27) and KijunLT(81) medians respectively. There are also thicker lines above and below which show when all three trends are lined up.

The oscillator bars plot green when the Tenkan and Kijun slopes are not in agreement, i.e. often during consolidation or retracement zones and indicate caution/indecision. Also excellent for possible pullback/retracement entries in direction of overall trend which has not yet changed but is being challenged.

So for those who like the Ichimoku approach or those who wish to study it, this will prove helpful.

Best to disable most of the bells and whistles such as the Bollingers, pullback arrows and triangles and just work with the lines, Chikou span crosses (diamonds on close), Senkou Span crosses (cloud crosses that are in the clouds indicator and always plot), and the main signal arrows.

Oh. there is also an extreme OB/OS plot (pink diamonds) when the price has moved unusually far from the Kijun (middle green line) based on ATR and that distance. They are quite effective at indicating when a market has got ahead of itself.

Also, you can select paintbars, including divergence. The divergence colors are hard coded as red (in bull mkts) and magenta (in bears) so for those who have red down bars this won't be very helpful!

For trend trading, Ichis are truly superior. If you have a bearish cross or situation and the price has gone beneath both the ST and LT clouds, something which you will have been watching develop for quite some time because the clouds are drawn ahead of time, there is a strong probability of a sustained trend for a while. Similarly, early pullbacks in that situation often present low risk shorting opportunities, especially if the price retraces to the cloud bottom(s) and stops and especially if they are long, flat bottoms, indicating there was a long period of congestion at equilibrium and that value area is now about to change as all the action that was needed to happen there is past, or new perceptions have entered the market valuation matrix.

If anyone can fix the glitch in the Squeeze, I'd be grateful!

Note on Colors: apart from the fact that most were designed on white backgrounds whereas now I am going back to black, a note on the trend colors. I use what could be called a daoist system of colors which might be confusing: bullish colors are light and rising, bearish colors are darker and heavier so falling, so in my case I use golds and yellows for bullish (lighter, brighter) and blues for bearish (like water, heavier). Reds and Greens are neutral usually used for basic bars, longer term indicators, though often red is for some sort of extreme. For people used to red = bearish blue = bullish this can be confusing.

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: NO (tested by sam028)

Category NinjaTrader 6.5 Indicators

Details: Ichomoku Kinkyo Ho Pack V1.2
Category: NinjaTrader 6.5 Indicators

November 22nd, 2009
Size: 54.75 KB
Downloaded: 830 times

Keywords: cclsys chikou ichimoku ninjatrader

Range Bar High Low Current Bar Indicator v2

This indicator plots the maximum high or minimum low of a forming Range Bar. The plots disappear as soon as a new bar forms or the current bar has filled its required range.

Nov 5th: have fixed coding problem so that it will no longer function when you change to other chart formats. Right now is good for Range Bar and RangeAlt. If someone tells me the coding for the RangeNoGap I can add that in.

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: Yes

Category NinjaTrader 6.5 Indicators NinjaTrader 7 Indicators

Details: Range Bar High Low Current Bar Indicator v2
Category: NinjaTrader 6.5 Indicators NinjaTrader 7 Indicators

November 1st, 2009
Size: 2.13 KB
Downloaded: 1404 times

Keywords: ninjatrader high cclsys range low current bar