Searching for entries matching day, looking in keywords for any words Found 4 matching entries
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2348
forrestang
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.
This is a basic indicator prepared while reading Al Brooks' first book.
Al Brooks advises to be very cautious when trading the ES in the middle of the day and in the middle of the range of the day, especially in case of Barb Wire.
This indicator simply identifies the zone which are "in the middle of the day and in the middle of the range of the day". It is supposed to be used for past data, just in order to "have a look".
"Middle of the day" is defined by the user through the beginning time and the end time of the period (default values: 1130 and 1330)
"Middle of the range of the day" is defined by the height of this mid-range compared to the current Hi-Lo of the day. The default value is 0.33 (33%). It means that the "middle of the range of the day" is the range which is at the middle of the current Hi-Lo of the day and the height of which is 33% of the current Hi-Lo of the day.
This is a modified version of an existing indicator for which I've been unable to uncover the original programmer.
As best I can interpret the code, it paints UpBars/DownBars based on whether the current Median Price is greater than or less than the Median Price of the last six bars.
It also uses two additional colors to mark where the Up/Down trend is fading, which is based on comparing the LinRegSlope of the last 3 bars rising/falling.
The Neutral Bar is colored when the current bar Median Price is equal to the Median Price of the last six bars.
My modification only added the "Hollow Candle" effect to Up closing bars. I did not change any of the Trend decision making program logic.