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Session Pivots Monthly (amaPivotsMonthly) 5 *
Version 2.6 July 4, 2018

The Session Pivots Monthly is an enhanced pivots indicator which allows for displaying floor pivots, wide pivots, Jackson Zones and Fibonacci pivots.

All pivots are calculated from daily bars (default setting) or from the bar series that has been selected as input series. The indicator may be used to display ETH pivots on an full session chart or RTH pivots on a regular session chart. It is not designed to display RTH pivots on a full session chart. When pivots are calculated from daily bars, they are typically calculated from the full session high, the full session low and the settlement price. However, the daily data depends on the data supplier and reflects the daily high, low and close as shown on a daily chart.

Pivot range: The indicator is set to display the pivot range which is the range between CP and DP. The pivot range is a symmetrical range around the main pivot PP. A wide pivot range follows after a trending month with a close near the highs or the lows. A narrow pivot range indicates that the prior month was a balancing month and closed near the central pivot.

Prior month high, low and close: The indicator also displays the high, low and close for the prior trading month. These levels often act as support or resistance during the current trading month. Moreover, prior month high, low and close reflect the input data for calculating all pivot values and can be visually checked against the chart bars, while this is not possible for the pivots themselves.

Pivot formulas:

All options: H = prior month high, L = prior month low, C = prior month close, X = H - L
Main Pivot: P = (H+L+C)/3
Central Pivot: CP = (H+L)/2
Directional Pivot: DP = 2*P - CP
Floor Pivots: P = (H+L+C)/3, R1 = 2*P - L, S1 = 2*P - H, R2 = P + X, S2 = P - X, R3 = R1 + X, S3 = S1 - X, R4 = R3 + (P-L), S4 = S3 - (H-P)
Wide Pivots: P = (H+L+C)/3, R1 = 2*P - L, S1 = 2*P - H, R2 = P + X, S2 = P - X, R3 = R2 + X, S3 = S2 - X, R4 = R3 + X, S4 = S3 - X
Jackson Zones: R1 = P + 0.5*X, S1 = P - 0.5*X, RB1 = P + 0.618*X, SB1 = P - 0.618*X, R2 = P + X, S2 = P - X, RB2 = P + 1.382*X, SB2 = P - 1.382*X
Fibonacci Pivots: R1 = P + 0.382*X, S1 = P - 0.382*X, R2 = P + 0.618*X, S2 = P - 0.618*X, R3 = P + X, S3 = P - X, R4 = P + 1.382*X, S4 = P - 1.382*X

Update version 2.6.: Enhanced CPU efficiency. Minor changes.

Nota: The forum software has renamed the downloadable zip file to the false version number 2.0. Please disregard the version number of the zip file. The zip file contains the indicator version as specified above.


Category NinjaTrader 8 Indicators and More 
 
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Session Pivots Weekly (amaPivotsWeekly) 5 *
Version 2.6 July 4, 2018

The Session Pivots Weekly is an enhanced pivots indicator which allows for displaying floor pivots, wide pivots, Jackson Zones and Fibonacci pivots.

All pivots are calculated from daily bars (default setting) or from the bar series that has been selected as input series. The indicator may be used to display ETH pivots on an full session chart or RTH pivots on a regular session chart. It is not designed to display RTH pivots on a full session chart. When pivots are calculated from daily bars, they are typically calculated from the full session high, the full session low and the settlement price. However, the daily data depends on the data supplier and reflecta the daily high, low and close as shown on a daily chart.

Pivot range: The indicator is set to display the pivot range which is the range between CP and DP. The pivot range is a symmetrical range around the main pivot PP. A wide pivot range follows after a trending week with a close near the highs or the lows. A narrow pivot range indicates that the prior week was a balancing week and closed near the central pivot.

Prior week high, low and close: The indicator also displays the high, low and close for the prior trading week. These levels often act as support or resistance during the current trading week. Moreover, prior week high, low and close reflect the input data for calculating all pivot values and can be visually checked against the chart bars, while this is not possible for the pivots themselves.

Pivot formulas:

All options: H = prior week high, L = prior week low, C = prior week close, X = H - L
Main Pivot: P = (H+L+C)/3
Central Pivot: CP = (H+L)/2
Directional Pivot: DP = 2*P - CP
Floor Pivots: P = (H+L+C)/3, R1 = 2*P - L, S1 = 2*P - H, R2 = P + X, S2 = P - X, R3 = R1 + X, S3 = S1 - X, R4 = R3 + (P-L), S4 = S3 - (H-P)
Wide Pivots: P = (H+L+C)/3, R1 = 2*P - L, S1 = 2*P - H, R2 = P + X, S2 = P - X, R3 = R2 + X, S3 = S2 - X, R4 = R3 + X, S4 = S3 - X
Jackson Zones: R1 = P + 0.5*X, S1 = P - 0.5*X, RB1 = P + 0.618*X, SB1 = P - 0.618*X, R2 = P + X, S2 = P - X, RB2 = P + 1.382*X, SB2 = P - 1.382*X
Fibonacci Pivots: R1 = P + 0.382*X, S1 = P - 0.382*X, R2 = P + 0.618*X, S2 = P - 0.618*X, R3 = P + X, S3 = P - X, R4 = P + 1.382*X, S4 = P - 1.382*X

Update version 2.6.: Enhanced CPU efficiency. Minor changes.

Nota: The forum software has renamed the downloadable zip file to the false version number 2.0. Please disregard the version number of the zip file. The zip file contains the indicator version as specified above.


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Details: Session Pivots Weekly (amaPivotsWeekly)
Category: NinjaTrader 8 Indicators and More 


October 21st, 2017
Size: 12.55 KB
Downloaded: 1310 times

Keywords: eth fibonacci floor floorpivots jackson pivotrange pivots range rth session settlement weekly
Session Pivots Daily (amaPivotsDaily) 5 *
Version 2.6 July 4, 2018

The Session Pivots Daily is an enhanced pivots indicator which allows for displaying floor pivots, wide pivots, Jackson Zones and Fibonacci pivots.

All pivots are calculated from daily bars (default setting) or from the bar series that has been selected as input series. The indicator may be used to display ETH pivots on an full session chart or RTH pivots on a regular session chart. It is not designed to display RTH pivots on a full session chart. When pivots are calculated from daily bars, they are typically calculated from the full session high, the full session low and the settlement price. However, the daily data only depends on the data supplier and will reflect the high, low and close as shown on a daily chart.

Workaround for displaying RTH pivots on a full session chart:

- Add a secondary bar series to your primary price panel with a RTH trading hours template.
- Set the colors for candle outlines, candle wicks, up and down bars to transparent.
- Apply the amaPivotsDaily indicator to the secondary bar series.

The indicator will now display RTH pivots on a full session chart. However, the pivots will only be displayed after the start of the regular session.

Pivot range: The indicator is set to display the pivot range which is the range between CP and DP. The pivot range is a symmetrical range around the main pivot PP. A wide pivot range follows after a trending day with a close near the highs or the lows. A narrow pivot range indicates that the prior day was a balancing day and closed near the central pivot.

Prior day high, low and close: The indicator also displays the high, low and close for the prior trading day. These levels often act as support or resistance during the current trading day. Moreover, prior day high, low and close reflect the input data for calculating all pivot values and can be visually checked against the chart bars, while this is not possible for the pivots themselves.

Pivot formulas:

All options: H = prior day high, L = prior day low, C = prior day close, X = H - L
Main Pivot: P = (H+L+C)/3
Central Pivot: CP = (H+L)/2
Directional Pivot: DP = 2*P - CP
Floor Pivots: P = (H+L+C)/3, R1 = 2*P - L, S1 = 2*P - H, R2 = P + X, S2 = P - X, R3 = R1 + X, S3 = S1 - X, R4 = R3 + (P-L), S4 = S3 - (H-P)
Wide Pivots: P = (H+L+C)/3, R1 = 2*P - L, S1 = 2*P - H, R2 = P + X, S2 = P - X, R3 = R2 + X, S3 = S2 - X, R4 = R3 + X, S4 = S3 - X
Jackson Zones: R1 = P + 0.5*X, S1 = P - 0.5*X, RB1 = P + 0.618*X, SB1 = P - 0.618*X, R2 = P + X, S2 = P - X, RB2 = P + 1.382*X, SB2 = P - 1.382*X
Fibonacci Pivots: R1 = P + 0.382*X, S1 = P - 0.382*X, R2 = P + 0.618*X, S2 = P - 0.618*X, R3 = P + X, S3 = P - X, R4 = P + 1.382*X, S4 = P - 1.382*X

CME holidays: There are six holiday sessions every year which are integrated with the following trading day. These holidays are Martin Luther King Day, President's Day, Memorial Day, Independence Day, Labor Day and Thanksgiving. The holiday sessions do not qualify as trade dates and there is no settlement. For this reason quality data feeds will not show daily bars. When "Input Data" is set to "DailyBars", the amaPivotsDaily will correctly calculate the pivots for both the holiday sessions and the trading day that follows the holiday. The NinjaTrader in-built pivots indicator will produce false values on the days after the holiday session. When "Input Data" is set to "Full Session", both indicators will calculate false values for the day after the holiday session.

Comparison to pivot indicators coded for NinjaTrader 7: For NinjaTrader 7 I had used subdivided session templates for calculating RTH pivots on full session charts. This approach was too complicated and mainly confused users. Subdivided session templates also truncate all bars at the session begin and the session end, which in turn distorts other indicators such as moving averages or oscillators. Therefore all our NT8 indicators are now compatible with the default trading hours template <instrument settings>. However, the new approach makes the task of coding RTH pivots for full session charts more complex. Such an indicator needs to add a third bar series with minute data and also come with a small data base containing the regular trading hours and holidays for the most liquid futures contracts. This can no longer be provided free of charge.

On the other hand the pivot indicators for NinjaTrader 8 have become more reliable. Preloading of daily data is no longer necessary, as the pivots indicator will load daily data automatically, when applied to a chart. This makes the pivots easier to use and less error prone.

Update version 2.1.: Bug removed. Indicator did not display pivots calculated from daily data, when the first day of the lookback period of the chart was a trading day without daily settlement (see six holiday sessions listed above).
Update version 2.6.: Enhanced CPU efficiency. Minor changes.

Nota: The forum software has renamed the downloadable zip file to the false version number 2.0. Please disregard the version number of the zip file. The zip file contains the indicator version as specified above.


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Details: Session Pivots Daily (amaPivotsDaily)
Category: NinjaTrader 8 Indicators and More 


October 21st, 2017
Size: 12.29 KB
Downloaded: 2503 times

Keywords: daily eth fibonacci floor floorpivots jackson pivotrange pivots range rth session settlement
Rolling Pivots V43 5 *
Exported using NT Version 7.0.1000.26

Indicators will only run on NT 7.0.1000.5 or later.

This is an indicator that plots pivots for a n-day rolling period. It has similar features as the Daily Pivots indicator from the Session Pivots family. The default setting for the lookback period is 3 days. The midline is identical with the 50% Balance Point Indicator.

Options: Floor pivots, pivot range, midpivots, floor pivots wide, Jackson Zones, Fibonacci pivots, Camarilla pivots, VWAP of the rolling period .

Chart settings: Please set the right side margin under chart properties to 200 to allow for correct display of the labels. The colors are adapted to dark chart backgrounds.

Session templates: The indicators require the use of a correct session template for the instrument shown on the chart. With an ETH template retracements and expansions can be only calculated from the full session high and low. If you want to calculate retracements and expansions from the regular session, it is recommended to use a multi-session template that divides the day into the night session, regular session and after-session.

Use of daily data on intraday charts: The rolling pivot indicator is designed to load daily data, if the option for "Calculate from session" is set to “Daily Bars”. This the data used by the indicator:

"Calculate from session" = "DailyBars": Pivots are entirely calculated from daily data.
"Calculate from session" = "ETH" & "Settlement/Close" = "DailyBars": High and low are taken from the full intraday sessions. The close or settlement price is taken from daily data.
"Calculate from session" = "RTH" & "Settlement/Close" = "DailyBars": High and low are taken from the regular intraday sessions. The close or settlement price is taken from daily data.
"Calculate from session" = "ETH" & "Settlement/Close" = "Intraday Close": High and low are taken from the full intraday sessions. The close is the last price traded for the full session.
"Calculate from session" = "RTH" & "Settlement/Close" = "Intraday Close": High and low are taken from the regular intraday sessions. The close is the last price traded for the regular session.

Auto setting: The Auto setting will preselect ETH for FOREX and all CME currency futures, but preselect RTH for all other instruments.

VWAP: The VWAP of the rolling period is always calculated from intraday data. Depending on the chart resolution it can be a few ticks off the correct value.

GLOBEX holiday sessions with settlement next day: The indicators are preconfigured for Globex holiday sessions without settlement for trade date next day or later. These trade dates are President’s Day, Martin-Luther-King Day, Memorial Day, Independence Day, Labour Day and Thanksgiving. The indicators will display double day sessions for these days for all GLOBEX and NYMEX traded instruments.

Update Jan 23 2011: Globex Holiday Calendar for 2011. Holiday sessions will only be applied to Globex instruments. Price markers are now correctly formatted for US interest rate futures and FOREX.
Update June 5, 2011: New signature for GetNextBeginEnd() implemented.
Update June 21, 2011: The indicator now works with half-pip FOREX feeds. Indicator dialogue box improved.
Update July 20, 2011: Serialization of the plots changed.
Update December 17, 2011: Levels R5, S5 and pivot range added. Label size is now adjustable. Globex Holiday Calendar for 2012 added.
Update July 7, 2012: Shading for Jackson Zones added.
Update December 15, 2013: Indicator entirely redesigned. Holiday calendar added for 2014.
Update December 28, 2014: Holiday calendar added for 2015. Price markers improved for US interest rate futures.

Detailed explanations how to use the indicator can be found here:

https://futures.io/elite-circle/3790-ninjatrader-7-toolbox-floor-pivots.html


Category NinjaTrader 7 Indicators 
 
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Details: Rolling Pivots V43
Category: NinjaTrader 7 Indicators 


December 28th, 2014
Size: 13.34 KB
Downloaded: 3981 times

Keywords: balancepoint fibonacci jackson pivots vwap camarilla floorpivots midpivots rollingpivots
PivotZones V43 5 *
Exported using NT Version 7.0.1000.26

Indicators will only run on NT 7.0.1000.5 or later.

Family of 3 indicators to display daily, weekly and monthly pivots. The package includes

- anaPivotZonesDailyV43
- anaPivotZonesWeeklyV43
- anaPivotZonesMonthlyV43

Options for the Pivot indicators: Floor pivots, pivot range, midpivots, floor pivots wide, Jackson Zones, Fibonacci pivots, Camarilla pivots, VWAP of the prior session.

Chart settings: Please set the right side margin under chart properties to 200 to allow for correct display of the labels. The colors are better adapted to dark chart backgrounds.

Session templates: The indicators require the use of a correct session template for the instrument shown on the chart. With an ETH template only ETH pivots can be displayed. For displaying RTH pivots, it is recommend to use a multi-session template that divides the day into the night session, regular session and after-session.

Use of daily data on intraday charts: The 3 pivot indicators are designed to load daily data, if the option for Settlement/Close is set to “Daily Bars”. This the data used by the indicator:

"Calculate from session" = "DailyBars": Pivots are entirely calculated from daily data.
"Calculate from session" = "ETH" & "Settlement/Close" = "DailyBars": High and low are taken from the full intraday sessions. The close or settlement price is taken from daily data.
"Calculate from session" = "RTH" & "Settlement/Close" = "DailyBars": High and low are taken from the regular intraday sessions. The close or settlement price is taken from daily data.
"Calculate from session" = "ETH" & "Settlement/Close" = "Intraday Close": High and low are taken from the full intraday sessions. The close is the last price traded for the full session.
"Calculate from session" = "RTH" & "Settlement/Close" = "Intraday Close": High and low are taken from the regular intraday sessions. The close is the last price traded for the regular session.

Auto setting for the 3 pivot indicators: The Auto setting will preselect ETH for FOREX and all CME currency futures, but preselect RTH for all other instruments.

VWAP: The VWAP of the prior day is always calculated from intraday data. Depending on the chart resolution it can be a few ticks off the correct value.

GLOBEX holiday sessions with settlement next day: The indicator is preconfigured for Globex holiday sessions without settlement for trade date next day or later. These trade dates are President’s Day, Martin-Luther-King Day, Memorial Day, Independence Day, Labour Day and Thanksgiving. The indicators will display double day sessions for these days for all GLOBEX and NYMEX traded instruments.

Update Jan 23 2011: Globex Holiday Calendar for 2011. Holiday sessions will only be applied to Globex instruments. Price markers - only available for zone width 0 - are now correctly formatted for US interest rate futures and FOREX.
Update June 5, 2011: New signature for GetNextBeginEnd() implemented.
Update June 21, 2011: The indicator now works with half-pip FOREX feeds. Indicator dialogue box improved.
Update July 20, 2011: Serialization of the plots changed.
Update September 13, 2011: Zones were not plotted correctly, when indicator was set to "UserDefinedValues".
Update December 12, 2011: Weekly and monthly pivots added. Levels R5, S5 added. Some labels changed. Label size is now adjustable. Globex Holiday Calendar for 2012 added.
Update July 26, 2012: Weekly and monthly pivot zones could be displayed for incomplete periods in DailyBars mode. Indicators now check whether the data for the prior week / prior month is complete.
Update December 13, 2013: Indicators entirely redesigned. Holiday calendar added for 2014.
Update December 28, 2014: Holiday calendar added for 2015. Price markers improved for US interest rate futures.

Detailed explanations how to use the indicator can be found here:

https://futures.io/elite-circle/25791-toolbox-2013-trading-session.html
https://futures.io/elite-circle/3790-ninjatrader-7-toolbox-floor-pivots.htmljatrader-7-toolbox-floor-pivots.html


Category NinjaTrader 7 Indicators 
 
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Details: PivotZones V43
Category: NinjaTrader 7 Indicators 


December 28th, 2014
Size: 39.17 KB
Downloaded: 7959 times

Keywords: eth fibonacci floor floorpivots jackson pivots priorclose priorhigh priorlow priorohl rth vwap woodie
SessionPivots V43 5 *
Exported using NT Version 7.0.1000.26

Indicators will only run on NT 7.0.1000.5 or later.

Family of 6 indicators to display daily, weekly and monthly pivots and OHL of current day, current week and current month. The package includes

- anaPivotsDailyV43
- anaPivotsWeeklyV43
- anaPivotsMonthlyV43

Options for the Pivot indicators: Floor pivots, pivot range, midpivots, floor pivots wide, Jackson Zones, Fibonacci pivots, Camarilla pivots, VWAP of the prior session

- anaCurrentDayOHLV43
- anaCurrentWeekOHLV43
- anaCurrentMonthOHLV43

Options for the OHL indicators: Open, high and low of the current period, Fibonacci retracement levels calculated from current high and low, noise bands, target bands based on the average daily/weekly/monthly range.

Chart settings: Please set the right side margin under chart properties to 200 to allow for correct display of the labels. The colors are adapted to dark chart backgrounds.

Session templates: The indicators require the use of a correct session template for the instrument shown on the chart. With an ETH template only ETH pivots, ETH OHL and ETH noise and target bands can be displayed. For displaying RTH pivots, it is recommend to use a multi-session template that divides the day into the night session, regular session and after-session.

Use of daily data on intraday charts: The 3 pivot indicators are designed to load daily data, if the option for "Calculate from session" is set to “Daily Bars”. This the data used by the indicator:

"Calculate from session" = "DailyBars": Pivots are entirely calculated from daily data.
"Calculate from session" = "ETH" & "Settlement/Close" = "DailyBars": High and low are taken from the full intraday sessions. The close or settlement price is taken from daily data.
"Calculate from session" = "RTH" & "Settlement/Close" = "DailyBars": High and low are taken from the regular intraday sessions. The close or settlement price is taken from daily data.
"Calculate from session" = "ETH" & "Settlement/Close" = "Intraday Close": High and low are taken from the full intraday sessions. The close is the last price traded for the full session.
"Calculate from session" = "RTH" & "Settlement/Close" = "Intraday Close": High and low are taken from the regular intraday sessions. The close is the last price traded for the regular session.

Auto setting for the 3 pivot indicators: The Auto setting will preselect ETH for FOREX and all CME currency futures, but preselect RTH for all other instruments.

VWAP: The VWAP of the prior day is always calculated from intraday data. Depending on the chart resolution it can be a few ticks off the correct value.

Auto setting for the 3 OHL indicators: The Auto setting will preselect the third intraday-session as the regular session for FOREX & currency futures, but preselect the second intraday-session for all other instruments.

Noise Bands: The OHL indicators can be used to display noise bands. The noise is determined by averaging the smaller move Min (High – Open, Open – Low) over N1 & N2 days. The average values are displayed in a data table. The noise is added to and subtracted from the current open.

Target Bands: The OHL indicators can be used to display target bands. The targets can be determined in two different ways: Either the average daily range over N1 & N2 days is added to the current low (high projection) or subtracted from the current high (low projection), or the daily expansion from the open Max(High – Open, Open – Low) is averaged over N1 & N2 days and added to and subtracted from the open. The average daily range or average daily expansion is shown in the data table.

GLOBEX holiday sessions with settlement next day: The indicators are preconfigured for Globex holiday sessions without settlement for trade date next day or later. These trade dates are President’s Day, Martin-Luther-King Day, Memorial Day, Independence Day, Labour Day and Thanksgiving. The indicators will display double day sessions for these days for all GLOBEX and NYMEX traded instruments.

Update Jan 23 2011: Globex Holiday Calendar for 2011. Holiday sessions will only be applied to Globex instruments. Price markers are now correctly formatted for US interest rate futures and FOREX.
Update May 17, 2011: New signature for GetNextBeginEnd() implemented.
Update May 24, 2011: Due to a bug, the new signature for GetNextBeginEnd() is only implemented for OnBarUpdate() but not for Plot() Override.
Update June 21, 2011: The indicator now works with half-pip FOREX feeds. Indicator dialogue box improved.
Update July 11, 2011: Indicator reshaped, small bug removed that affected weekly ETH pivots after a holiday that fell on a Monday.
Update July 20, 2011: Serialization of the plots changed.
Update December 12, 2011: Levels R5, S5 added. Some labels changed. Label size is now adjustable. Globex Holiday Calendar for 2012 added.
Update January 6, 2012: Holiday fields added for anaCurrentDayOHLV38
Update June 20, 2012: Shading added for Pivot Range and Jackson Zones
Update February 16, 2013: Indicators entirely redesigned. Holiday calendar added for 2013. The former SessionNoiseBands & Session Volatility Bands have now been integrated into the CurrentOHL indicators.
Update March 11, 2013: No added features, but 2 bugs removed that had affected the plots with specific settings.
Update March 13, 2013: Bug removed, RTH pivots did not work, when data table was unselected.
Update April 10, 2013: Plot modified for compatibility with charts built from multiple bar series
Update May 10, 2013: Regular close can now be displayed for the remaining hours of the trading day. 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 January 22, 2013: CurrentDayOHLV42 did not display pivots for prior days when set to RTH. Bug removed.
Update September 17, 2014: With indicator setting "RTH" current day's range is now displayed as 0 during the night session.
Update September 20, 2014: Minor update, data table for ADR/ADN now plots on top of the indicator plots. Indicator plots can now be accessed via SHIFT + mouse wheel to change the Z-Order of the indicator.
Update December 28, 2014: Holiday calendar added for 2015. Price markers improved for US interest rate futures.
Update February 11, 2015: Minor update. Formatting of ATR/Noise improved for currency pairs with quote currency JPY.

Detailed explanations how to use the indicator can be found here:

https://futures.io/elite-circle/25791-toolbox-2013-trading-session.html
https://futures.io/elite-circle/3790-ninjatrader-7-toolbox-floor-pivots.html


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All information is for educational use only and is not investment advice.
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