Searching for entries matching rollover, looking in title and description, keywords for any words Found 8 matching entries
Entries
628
Fat Tails
This indicator displays the contract with the highest EndOFDay or IntraDay volume for a list of unlimited number of instruments. The volume data is fetched form BarChart.com.
I use it to identify when to switch contracts around contract Rollover time since I want to trade the contract with the highest volume. The conventional way traders generally do this is to load the current and next futures contracts in NT Market Analyzer, and watch all the volume there. This forces you to update the contracts list every month, and also takes up NT resources to continually process volume data for multiple contracts.
This indicator uses no NT resources, and you never have to update any contract lists with future contracts. You get the volume information on demand, for an unlimited number of specified contracts.
- Use the 'Symbols' parameter to specify which contracts you want to see.
- Press the 'Vol+' chart button to toggle the display of the text On/Off on the chart
Note: The coding may need to change in the future if/when Barchart.com makes changes to the format of the associated web page the data is fetched from.
Winning Entry March 1st, 2024 to April 1st, 2024 [1 votes]
This simple indie uses 'added data' in the code.. Just input the 'data series' you want to
study in relation to the 30min BB's and it will plot values (estimates) of where the 30 min
BB 'Upper' and 'Lower' will plot on the hour and half-hour that is coming up..
These bands will also show you the median value of the current 30minute study which I
find very useful to form a "bias"..
In general : if price is below the 'Lower' plotted 30min BB (30 min chart) AND below the
'Lower' (already plotted 'fulcrum') 10 min BollingerPro (10 min data on any tick or volume
series chart) then price is in oversold territory ... at least its below the number of SD's you're
studying AND what's projected..
**Important : This indicator will stop working on Rollover.. .. The 'added data' in the code
needs to be updated to the current Sept, Dec, Mar, June series AND underlying !.. i.e. if you
want to study ES, the code has to be changed to use ES as 'added data'.. It's very simple to
do - the 'added data' lines are 70 and 71.. (try changing them yourself - you'll feel like a coder)
Note: I've updated the code to a 'Source Code' version (I hope).. I also hope it works as a
version everyone can access and change as needed, as I had hoped to share originally..
** I'd like to include the link for a new 'source code' version of BollingerPro now 'BollingerProChof'
I wasn't aware I had uploaded a .dll version. I apologize and bear responsibility for what got
posted/shared.. …
I attached a couple more pics to explain 'Ellipse #'s 1 & 2' in the pic attached here..
I've penned specifics on data series and some tips you 'May' use.. "Only trade with money
you can afford to lose" haha - seriously I hope it all helps.. Chof
This strategy allows you:
- convert market-replay(NRD) to CSV format (for each day separately)
- convert market-replay to NinjaTrader ticks import format (*.Last.txt, *.Ask.txt, *.Bid.txt)
How to use it:
1) Connect to Market Replay Connection
2) In strategy tab add MarketReplayDumpStrategy and select Contract you're trying to convert for example ES 09-19(make sure that you have any market replays for that contact). TimeFrame of strategy do not matter, same as DaysToLoad, but better select 1 day to load it faster.
3) Make sure folder from strategy settings exists
4) Enable the strategy and watch Output window
* Dump process can be multi-threaded, you can control that via MaxDegreeOfParallelism
* Creation of import data is single threaded since it is writing to one file
* Strategy will automatically detect life time of contact by expiration/rollover dates from NinjaTrader, and adds extra 3 days before and after
* Once conversion process is done strategy will disable itself
* When importing(Tools->Import->Historical Data) set "Time Zone of imported Data" to your NinjaTrader TimeZone(Tools->Options->General->Time Zone)
* Tested on 8.0.19.1 64-bit
November 25th, 2019
Size: 161.72 KB
Downloaded: 254 times
2121
logindejavu27
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
I've updated this indicator to use a different approach. It now shows daily volume of various contracts months for an instrument. Highlights the contract with the highest volume, if another contract has higher volume then that on the chart. When this happens, then it's time to rollover.
- Make sure you choose an explicit session template for the chart. Do not choose <Use Instrument Settings>
- Make sure at least 3 valid future contract months are defined in your Instrument Manager default instrument list
- Add an optional comma separated list of future contracts for your instrument in 'Contracts List' parameter Ex: "CL 01-12, CL 02-12, CL 03-12". If blank, the next 3 future contracts will be used. These contracts must be defined in your default instruments list
- Add the current contract name to the parameter 'Current Contract'. If blank, the current chart contract will be used.
The indicator requires that your broker sends daily volume data as a separate message. I use it with Mirus and Interactive Brokers. I don't know if all brokers do this.
Warning:
This indicator uses un-supported code, namely using variables in the Add() method. This may have unpredictable results in NT behavior, like a frozen chart. I have put in code to try to prevent this, and tested successfully with various instruments. I can't guarantee this for every instrument and every configuration, so please test in your environment before using live.
Zombie Pack 6 includes Zombie BarTimer, Zombie Candles, Zombie DM LineI/II Zombie EMA, Zombie NetPriceChange, Zombie PowerLine, Zombie PriceInfo, Zombie Setup Alerts, Zombie WaveI/II, and Zombie ZigZag indicators. Zombie DMLine, and Zombie ZigZag had significant contributions from other authors.
- Zombie6BarTimer shows the remaining time on the current bar before it closes.
- Zombie6Candles help visually identify the "buy/sell zone" as well as strong pullbacks.
- Zombie6DMLineI/II helps identify support & resistance and can draw attention early to structure change
- Zombie6EMA includes 5 different EMA period lines (8, 10, 21, 50, 200) which help identify levels and entries using the speedlines
- Zombie6NetPriceChange shows the percentage difference from previous session close price
- Zombie6PowerLine identifies the middle of a range and can draw attention early to a structure change
- Zombie6PriceInfo provides PnL for any open positions and pricing for the current instrument
- Zombie6SetupAlerts shows dots for "the 50" entry setup and diamonds for the "High/Low" entry setup
- Zombie6WaveI/II shows the pullback and rollover areas
- Zombie6ZigZag highlights the market structure
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.
November 26th, 2016 11:38 PM Jaba I'm not the author of this indicator but you can find the fix in this post: https://nexusfi.com/elite-circle/1261-want-yo
November 2nd, 2016 12:05 PM rcsingleton The day has come. www.barchart.com has changed the format! Can the author make the required changes to this indicator?
Thanks much!
April 13th, 2014 10:06 AM sudhirc Really Good.
Thank you.
January 26th, 2014 10:23 PM Chuck T I have used this little indicator so frequently that I felt compelled to come back and say a big THANK YOU! I had downlo
aded it months ago and couldn't find it at first, but after about two hours of searching BMT I found it again. So here i
am to thank you for this little gem that saves me so much time and prevents contract rollover headaches
February 5th, 2021 12:23 PM mzapata24 can not be imported at Nt8
January 2nd, 2021 05:38 PM andreibara Not able to import this one as well. For those who were able to make it work, does it require a particular configuration
? You can message me as well if you don't want to leave a rating.
October 29th, 2020 12:56 PM Jonsell Not importing, needs to be updated with current NT8.