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Access denied - You must be an Elite Member to access this file, and be logged in. BSVLine v1.0 5 *
This is the first version of a real-time indicator based on Buying and Selling pressure using a line to visualize the data. It is modified from jtRealStats and BuySellPressure. Works for NinjaTrader 6.5, and a related version was tested on Ninja 7. Gotta leave NT running all the time now or the data is lost. Chaging any other indicator erases it. Maybe for NinjaTrader 7 it will be able to use Historical data.

This is the first version that uses a line rather than bars. I suggest overlaying it with Volumn (not shown in my tick charts), as bars. Blue represents buying and Red Selling based on the price vs. the last bar. An example is shown below where it is used in conjuction with ADXVMA_sharky_paint & Bill Williams' Acceleration/Deceleration Oscillator (from NinjaTrader).


In the attached figure there is a buying climax that preceeds the Failure of a Al Brooks described (Chapter 2) micro trendline BreakUp and the maximum of the DOM for the morning. This is confirmed by a decrease in the Williams Acceleration Oscillator. All indicating that this rally has run its course.


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


Category NinjaTrader 6.5 Indicators 
 
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Details: BSVLine v1.0
Category: NinjaTrader 6.5 Indicators 


January 5th, 2010
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Keywords: buy pressure realstats sell ztrade101
Access denied - You must be an Elite Member to access this file, and be logged in. Buy/Sell Pressure Color Bar 5 *
A real time only version of this indicator was posted on the Ninjatrader forums by Dave S. in February. Naturally I couldn't resist the temptation to make it work with the GomRecorder.

The bars are colored blue for positive deltas and red for negative deltas. The saturation is proportional to the ratio of delta to total volume. Lighter color bars have lower deltas, and white bars have deltas near zero.

The trades that are counted can be filtered by the Minimum and Maximum Trade Size settings.

It seems to work well on Renko charts, where you can see the balance of power shift at congested areas that become reversals.


Category The Elite Circle 
 
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Details: Buy/Sell Pressure Color Bar
Category: The Elite Circle 


June 2nd, 2010
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Keywords: zondor buysellpressure
Access denied - You must be an Elite Member to access this file, and be logged in. BuySellPlot 5 *
Updated version by Zondor in the Elite area

This is version 1.0 of a Buy Sell Indicator modified from Buy Sell Pressure on the Ninja Trader Links and Downloads Manager ( http://www.ninjatrader-support2.com/vb/local_links.php page).

This indicator is a real-time indicator and does not plot against historical data. A histogram splitting volume between trades at higher or equal to the high of the last bar or lower or equal to the low of the last bar is plotted.
It is currently executed using Chart Trader under the Advanced Trade Management system on Ninja Trader. The goal is to write a strategy using these indicators and back test it. The one think I do not know how to do is how to pass the 2 variables generated by this indicator to a strategy.

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES (tested by sam028)


Category NinjaTrader 6.5 Indicators  NinjaTrader 7 Indicators 
 
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Details: BuySellPlot
Category: NinjaTrader 6.5 Indicators  NinjaTrader 7 Indicators 


November 13th, 2009
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Keywords: sell pressure ninjatrader buy ztrade101
Access denied - You must be an Elite Member to access this file, and be logged in. Ed's Levels Histogram V2.3 Updated 5 *
Ed's Levels Histogram V4V2.3 Updated

This is a port of Ed's Levels V4 from NT7.

Shows a histogram of the bid-ask levels, as appears on the DOM display.

Please see here for the Eds levels thread and my latest beta update (V4V4.2). This update will hopefully reduce multi-threading issues.

The options are self explanatory, however, you can adjust the positioning of the plot by setting "Buffer Right" and "Margin %".

I have added some more features including:

* A vertical column showing the current Bid/Ask pressure.

* A vertical column showing the current bar delta.

* Triangle symbols showing the current average of the bid and ask. (These fill if the average is > 1st standard deviation of the other).

* Standard deviation coloring.

Caveat:

Occasionally when starting with market replay an error is printed, although in practice this rarely occurs and generally works seamlessly.




Category NinjaTrader 8 Indicators and More 
 
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Details: Ed's Levels Histogram V2.3 Updated
Category: NinjaTrader 8 Indicators and More 


October 30th, 2016
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Access denied - You must be an Elite Member to access this file, and be logged in. Elder's Smoothed ROC
The ROC Smoothed indicator is a modification of the ROC, as described in Alexander Elder's book Trading for a Living. It plots two lines: ROC, which is the difference between the current price and the price x-time periods ago, and SROC which is the difference between an MA of price and the MA of price x-time periods ago.

This oscillator avoids the major flaw of ROC. Smoothed Rate of Change compares the values of an exponential moving average instead of prices at two points in time. It gives fewer trading signals, and the quality of these signals is better.






Excerpt from the book "Trading for a Living"
To create S-ROC you must first calculate an exponential moving average of closing prices. The next step is to apply Rate of Change to the EMA. S-ROC is not very sensitive to the length of its EMA or ROC parts. You can calculate a 13-day EMA of closing prices and then apply a 21-day Rate of Change to it. Some traders calculate the Rate of Change of prices first and then smooth it with a moving average. Their method produces a much jumpier indicator, which is less useful than S-ROC.

Crowd Behavior:
An exponential moving average reflects the average consensus of value of all market participants during the period of its window. It is like a composite photograph that reflects major features of the market crowd rather than its fleeting moods. S-ROC compares each reading of an EMA to a past reading from your selected period of time.
It compares the average mass consensus today to the average consensus in the past. S-ROC tracks major shifts in the bullishness and bearishness of the market crowd.

Trading Rules:
Changes in the direction of S-ROC often identify important market turns.
Upturns of S-ROC mark significant bottoms, and its downturns mark important tops.
Divergences between S-ROC and prices give especially strong buy and sell signals.

1. Buy when S-ROC turns up from below its centerline.
2. Sell when S-ROC stops rising and turns down. Sell short when S-ROC turns down from above its centerline.
3. If prices reach a new high but S-ROC traces a lower peak, it shows that the market crowd is less enthusiastic even though prices are higher. A bearish divergence between S-ROC and price gives a strong signal to sell short.
4. If prices fall to a new low but S-ROC traces a higher bottom, it shows that the market crowd is less fearful, even though prices are lower. It shows that the downside pressure has lessened, even though the market has fallen deeper than before. A bullish divergence gives a strong signal to cover shorts and buy.


Category NinjaTrader 8 Indicators and More 
 
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Details: Elder's Smoothed ROC
Category: NinjaTrader 8 Indicators and More 


December 21st, 2017
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Access denied - You must be an Elite Member to access this file, and be logged in. KR_DMI_v4 for ToS 5 *
This is my own implementation of ADX/DMI indicator for ToS.. still keeps the original approach
  • ADX line is allowed to go negative when the trend is down
  • we use ExpAverage for calc of DI+/DI- and HullAvg for smoothing
  • some visibility enhancement adding color coding to ADX (up, down & Alert)
  • improve visibility of Net pressure of price movement (using Addcloud)
Usage is similar to the original ADX: a trend starts above/blow 20 or 30levels (adjustable)

A sell/buy is suggested when the DI lines cross *AND* the ADX line is Cyan or Red

feedback & comments appreciated...
RedK @ Live.com ..... July 2012


Category The Elite Circle 
 
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Details: KR_DMI_v4 for ToS
Category: The Elite Circle 


July 20th, 2012
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Keywords: adx dmi redk thinkorswim tos
Access denied - You must be an Elite Member to access this file, and be logged in. KR_DMI_V4b for ToS 5 *
a small visual enhancement from KR_DMI_V4:
  • since we practically care about the Net DI (difference between DI+ and DI-), which shows what price pressure is prevailing (buying vs selling) and causing the move, i removed the original lines, and replaced with a zero-base cloud that represents that Net Difference.
  • removed smoothing in calc from DI lines and Net difference. allowing it to act as a "relatively" leading indy for price move.
  • it's now easier to spot divergence between that net DI difference "cloud", and Price Action or ADX movement, suggesting current trend move maybe about to end or ease down. see attached screenshot.
  • ADX line is still the same.
  • Default "trend" level changed to 25.
thanks, RedK


Category The Elite Circle 
 
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Details: KR_DMI_V4b for ToS
Category: The Elite Circle 


July 21st, 2012
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Keywords: adx dmi redk thinkorswim tos
Access denied - You must be an Elite Member to access this file, and be logged in. K_BetterVolume for ToS 5 *
Update 20 Oct 2013: a variation of this study that tracks only the net avg volume ratio has been posted here https://www.bigmiketrading.com/download/vip_elite_circle/1449-download.html?view
thx, K


Posted some examples on how to use in reading charts and action
https://www.bigmiketrading.com/elite-circle/27433-k_bettervolume-tos-new-version-downloads.html

Here's an interesting view of volume that I've been watching for a while. Added to the K_BetterVolume indicator I posted here a while back.
Instead of watching the classic volume bar by bar plot, I started watching the average buy vs sell for a period, which I found much more insightful. A stronger/more sustained price move is usually associated with a net volume avg forming in the same direction, also moves with no strong volume supporting them will possibly be short-lived- this simple way to view volume is especially useful when there's no easy way to track volume at bid/ask level, or if you don't want to go that deep...

Changes in this version:
  • A simple way to track Buy vs Sell volume for a given length of bars, "Directional Volume, or Volume Pressure or VXNet", which is the net of ratio of buy vs sell avg volume (WMA) to the overall volume average. inspired by a similar concept in one of Elder's study
  • added a volume buzz label calculation (the closest I could get to a VolBuzz calc in ToS, impossible to do in custom WatchLists or scans). By Changing the chart aggregation, I can check the VolBuzz (basically current bar's volume vs longer average volume of same time interval)
  • VXNet can be displayed on top of the "classic" volume plot, or separately .. changing plot settings enables to view it as a histogram, or just a simple green/red cloud.. see screencap for examples of how this study can be set
  • VXNet is zero-lag smoothed, however keep smoothing as small as possible (3 to 5) not to lose traction to actual volume trend change
  • informative labels, can be turned on or off - Dynamic coloring


Changes in V3 - May, 2013
--------------

Changed the Algo that calculates Sell / Buy volume to the same one developed by Barry Taylor at EminiWatch for TradeStation, and mentioned in our VSA for thinkorswim thread here https://www.bigmiketrading.com/thinkorswim-programming/3477-vsa-thinkorswim.html

this algo does test well and provides a better signal (sometimes up to 3 bar improvment) than taking the whole volume bar as a buy or sell volume based on the close vs open technique in prior version..

The Dynamics coloring of the info labels still there, provides visual clue for major volume spikes that deserve attention

code is commented.. TOS Study setup "baloon mini-guide" also included.

RedK


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Details: K_BetterVolume for ToS
Category: The Elite Circle 


May 16th, 2013
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Keywords: bettervolume redk thinkorswim tos volume
Access denied - You must be an Elite Member to access this file, and be logged in. SMARSIwithStochAlertsV2 5 *
Exported using NT6.5.1000.9

This is a MOD of the SMARSI indicator that will plot RSI dots on a SMA when RSI is above/below the alert level.

The basic indicator has four inputs: the SMA setting (default is 21 period), the RSI setting (21 period), and the upper and lower level alerts (set at 43 and 57).

The MOD on this indicator is the addition of BLACK background dots behind the RED or GREEN dots when the RSI condition is TRUE (showing market pressure) AND Stochastics has made a pullback in the opposite direction.

The appearence of the BLACK background dots will alert to a pullback in a trend OR the end of a trend.

The Stochastic used in this indicator is the Double Stochastic Mod. The default setting for the Period is 10 and the EMA is set to 2. These settings are designed to catch fast pullbacks.

In addition to these settings are the upper and lower level ALERTS (default settings are 20 and 80).

All settings can be changed in the Parameters section.

The RSI 'dots' will only print when the SMA is Rising/Falling in the same direction as the trend (borrowed from jabeztrading's MOD).

V2 Edit The only change is in the parameters section, now the inputs are coded in order.

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


Category NinjaTrader 6.5 Indicators 
 
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Details: SMARSIwithStochAlertsV2
Category: NinjaTrader 6.5 Indicators 


November 16th, 2010
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Access denied - You must be an Elite Member to access this file, and be logged in. Volume Up-DownTicks per minute standarized 5 *
This is an indicator I've developed myself to get a better view of the UpTicks (ticks with a price higher than the preceding tick) and DownTicks (ticks with a price lower than the preceding tick).

Some features from this indicator:
  • It plots the UpTicks minus DownTicks to get an idea of the buying pressure;
  • This is divided by the time it took to form a bar, so that on tick and point charts you'll get an truer picture of the volume;
  • This buying pressure per minute is divided by the standard deviation, which helps to identify little shifts in buying pressure that would normally get lost. (This also means that any buying pressure below or above a certain number of standard deviations can be seen as significant volume).
Especially these extreme values (which are signalled in yellow) are of importance to the trader. As an interpretation tip: also look at the price action of the bar after the extreme buying or selling pressure to get an idea of where the price might go to. So, combine it with regular price action and look at the trend in the histogram.


Category MultiCharts 
 
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Details: Volume Up-DownTicks per minute standarized
Category: MultiCharts 


February 8th, 2012
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Keywords: buysellpressure priceaction volume
 


 
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