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IntradaySeasonality V12
Exported using NT Version 7.0.0.25
The download file contains two indicators which can be used to explore the average range and volume of any intraday time period over a selected lookback period. The average takes into account the day of the week. For example the average volume displayed for any bar period on Wednesdays is only calculated from data taken from prior Wednesdays.
With default settings the indicators calculate average range and average volume from the prior 20 weeks (reference period). The result is then displayed for the last 2 weeks (display period) of the chart. The lookback period of the chart should be larger than the sum of reference and display period. With default setting the minimum lookback period would be 22 weeks + 1 day = 155 days.
The indicators can only be used with fixed period charts (for example 30 min or 60 min charts).
Please take into account that NinjaTrader cuts off the bars at the end of a session. Therefore the last bar of each session may show a comparatively low volume. The indicator does not convert this volume into a pro-forma volume by extrapolating the volume to a full bar.
Update September 16, 2014: Holiday calendar added, day of week is displayed below the histogram.
Detailed explanations how to use the indicator can be found here:
https://nexusfi.com/elite-circle/5242-intraday-seasonality-when-trade-when-not-trade.html
Category
NinjaTrader 7 Indicators
Details:
IntradaySeasonality V12
Category:
NinjaTrader 7 Indicators
September 16th, 2014
Size: 9.97 KB
Downloaded: 2095 times
Keywords:
range
seasonality
tradingtimes
volume
619
Fat Tails
View Download Details
December 5th, 2023 03:29 AM
merzoil
best guy
March 8th, 2017 01:45 AM
romus
March 21st, 2015 08:46 AM
JohnS
Thank you!
October 13th, 2014 09:19 AM
dilbert618
Thank you Fat Tails. Really appreciate your generosity in sharing.
September 17th, 2014 11:05 PM
theidman
Thank You
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