CamsVp is a volume profile indicator for NinjaTrader 8 with added features of delta, footprint and imbalance. CamsVp has great flexibility in the selection of chart regions from which to generate a profile. The start and end of regions may be defined as window, date, current, bar and daily. There is also a handy mouse drawing tool to define regions. A region may be as small as one bar or as large as computer memory capacity. There is no limit as to the number of regions that can be drawn. Granularity can be chosen to minimize computer load especially for large time span profiles. CamsVp automatically configures itself according if a chart's Tick Replay feature is enabled. Calculation mode and bid/ask delta are affected. Scales may be mixed, for instance a volume profile can be shown with a Delta scale.
R4: added Enable CamsVpRegion to control cross talk using multiple instantiations on same chart. 11/8/2017
R3: added volume imbalance, changed display to Bid/Ask, value area boundary line, improved text alignment, scale and bar opacity, 8/6/2017
R2: fixed granular bar offset, added Day and Volume granularity, improved value area calculation, added VA smoothing, fixed Right orientation for regions Bar and Daily, 07/07/2017
R1: initial release, 6/19/2017
MDHG for Sierra Charts with volume profile histograms, VAH/VAL/VPOC (Current version = 1543) This was posted at the SC support board and I modified it.
There are two studies hidden, they can both be enabled if so desired. One is a different trade indicator study and the other is a volume study in region 2.
This was initially made for /CL and I'm using it for /ES.
The Volume profile value areas may not be precise, I'm more accustomed to MP, although the VPOC does appear to be accurate.
The large volume trade indicator will need to be adjusted to whatever suits the trade levels the end user likes to see.
I personally have remove the DOM depth, it can be disabled/enabled via Trade > Show Depth
Andrew W. Loy, Dmitry V. Repinz, and Brett N. Steenbargeryy
First Draft: December 27, 2004
Abstract
We investigate several possible links between psychological factors and trading performance
in a sample of 80 anonymous day-traders. Using daily emotional-state surveys over a ve-
week period as well as personality inventory surveys, we construct measures of personality
traits and emotional states for each subject and correlate these measures with daily normal-
ized prots-and-losses records. We nd that subjects whose emotional reaction to monetary
gains and losses was more intense on both the positive and negative side exhibited sig-
nicantly worse trading performance, and large sudden swings in emotional states seem
especially detrimental to cumulative prots-and-losses. Psychological traits derived from
a standardized personality inventory survey instrument do not reveal any specic \trader
personality prole", raising the possibility that trading skills may not necessarily be innate,
and that dierent personality types may be able to perform trading functions equally well
after proper instruction and practice.
Submitted by ivatan1962 09-11-2013 on the Ninjatrader Forum
Description
Market Profile, IB, Open Range, TPO, Price Histogram, Value Area, POC, Virgin POC, Volume Histogram.
Important: Not final version, tested with ES, not
sure it will work with other instruments.Please feel free to report any issues, suggestions, etc.
To Import
1. Download the attached file to your desktop
2. From the Control Center window select the menu File > Utilities > Import NinjaScript
3. Select the downloaded file
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.
Created this indicator to plot the 1 minute NYSE TICK and Advance/Decline on my range bar trading charts. I use it to see high/low TICK thresholds, TICK divergences, and A/D line market strength, used together to predict short term overbought/oversold market reversals. This can tell you when a pullback is imminent, or help trade reversals.
The necessary candles are artificially filled in to preserve the main chart bar spacing, but the high/low thresholds are retained. It also marks the 1 minute high/low TICK thresholds on the chart. The A/D line plot can be toggled on/off using CTL-ALT key stroke.
Note: You must have the NYSE TICK (^TICK) and Advanced Decline (^ADD) symbols defined in your Instrument database.
Indicator prints unlimited number of user defined reminders on the occurring bars on the chart. Also works on historical bars. I mainly use it to remind me of scheduled Economic Reports, and other miscellaneous times, and daily tasks. Reminders list only has to be entered once. An unlimited number of reminders can be used. Use '\n' to insert a new line in the displayed text.
Schedule is in the following format, one line per entry, in 24 hour military time:
Example: THU @ 08:25 Jobless Claims report => Every Thursday at 8:25am, print the specified text on the chart
Example: 3rd THU @ 09:55 Philly Fed Report => 3rd Thursday of every month at 9:55am, print the specified text on the chart
Sample entry list:
WED @ 10:25 Crude Oil Inventory Report
THU @ 08:25 Jobless Claims report
1st FRI @ 08:25 Unemployment report
3rd THU @ 09:55 Philly Fed Report
4th TUE @ 09:55 Consumer Confidence \n Report
Daily @ 07:00 London Session Lunch
Daily @ 09:30 New York Open
Daily @ 16:00 Market Close
Nov 11 @ 14:00 FOMC 2:15pm
1st Day of Month @ 9:55 ISM Mfg Index
2nd Thu of March @ 8:00 Contract Rollover
This is same as "MPValues" but works in Ninja 7. I don't know if it works in 6.5.
Wavey gave me the information that allowed me to update for v7.
The values it returns will change if you use it on different time frames. I usually use it on a 30m chart because that will give the same numbers that most people look at. I will transfer the lines to all my charts so that I can trade off these levels if I have confirmation from other indicators.
I circled several of the profitable trades that could have been taken. Of course they don't all work out!
You have to set the start time hour (session begin), start time minute (session begin) and session length.
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.
October 12th, 2010 10:35 PM ghman101 Thanks a million! Question, would it be hard to add the Initial Balance Period also? Something I use and would sure e
njoy. Thanks again, gh
April 5th, 2010 01:39 PM wavey Thanks for the update
May 23rd, 2017 05:27 PM mzabarain Very appreciated mompere.
December 10th, 2014 01:00 PM Flyingk
August 26th, 2013 07:20 AM Cloudy Thanks. Great tool and pro coding.
August 13th, 2012 08:26 PM Don Laing Great a welcome addition. Being a lousy programmer how do I use /n to add lines?
January 31st, 2012 04:27 AM Klausi This is a great help in every day's trading. You are reminded of all session opens and ends as well as of all FOMC + con
tract change dates, also to any custom - dates of your choice, whenever you have added them to the string array.