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Market Replay CL 12-19 (NT8)
NT 8 Market Replay data for CL

Contract: CL 12-19



Download instructions:
dowload and unzip file in NT 8 replay folder Documents\NinjaTrader 8\db\replay
The file will create a folder with the relevant front month and a series of .nrd files inside (one per day)

Make sure to use the "extract here" function as shown, and not the "Extract to" function, to avoid the creation of a folder within a folder.



Note: the archive contains only the dates with the most volume for this contract, meaning, this is data relevant only to when the contract becomes the front month.


Category NinjaTrader 8 Indicators and More 
 
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Details: Market Replay CL 12-19 (NT8)
Category: NinjaTrader 8 Indicators and More 


November 28th, 2019
Size: 186.36 MB
Downloaded: 13 times
Convert Market Replay(NRD) to CSV and Import ticks format 5 *
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


Category NinjaTrader 8 Indicators and More 
 
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Details: Convert Market Replay(NRD) to CSV and Import ticks format
Category: NinjaTrader 8 Indicators and More 


November 25th, 2019
Size: 161.72 KB
Downloaded: 20 times
RSI in Laguerre Time with Fractal Energy 5 *
This is a NT8 converted version of the TOS (ThinkOrSwim) indicator.

You can use it to trade reversals or continuation whenever both the RSI Lag and FE are in confluence.

More usage details can be found on the TOS board here:
https://usethinkscript.com/threads/rsi-laguerre-indicator-with-fractal-energy-usage-notes.219/


Category NinjaTrader 8 Indicators and More 
 
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Details: RSI in Laguerre Time with Fractal Energy
Category: NinjaTrader 8 Indicators and More 


November 20th, 2019
Size: 7.50 KB
Downloaded: 165 times
Pace of Tape for NT6.5
PaceofTape indicator for NT6.5

Category NinjaTrader 6.5 Indicators 
 
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Details: Pace of Tape for NT6.5
Category: NinjaTrader 6.5 Indicators 


November 3rd, 2019
Size: 2.43 KB
Downloaded: 14 times
CandleCode V1.0 for NT8 5 *
This is a simplified variation of Viktor Likhovidov's digital coding of candlesticks as seen in the September 2001 issue of Stocks & Commodities. Each candlestick is converted into a 3 digit number.

First Digit = High - Open
Second Digit = High - Close
Third Digit = Open - Low

Try it with various bar types and you will see different patterns emerge for minute, range, renko, etc. bar types.

This indie may have value as signaling an entry or exit, especially when used with other indies. Plus, anyone wishing to edit the code will find it very simple and easy to edit.

Those who export their chart data to Excel may find this column of data useful.


Category NinjaTrader 8 Indicators and More 
 
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Details: CandleCode V1.0 for NT8
Category: NinjaTrader 8 Indicators and More 


October 23rd, 2019
Size: 1.57 KB
Downloaded: 155 times
Market Replay CL 11-19 (NT8)
NT 8 Market Replay data for CL

Contract: CL 11-19



Download instructions:
dowload and unzip file in NT 8 replay folder Documents\NinjaTrader 8\db\replay
The file will create a folder with the relevant front month and a series of .nrd files inside (one per day)

Make sure to use the "extract here" function as shown, and not the "Extract to" function, to avoid the creation of a folder within a folder.



Note: the archive contains only the dates with the most volume for this contract, meaning, this is data relevant only to when the contract becomes the front month.


Category NinjaTrader 8 Indicators and More 
 
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Details: Market Replay CL 11-19 (NT8)
Category: NinjaTrader 8 Indicators and More 


October 23rd, 2019
Size: 218.68 MB
Downloaded: 16 times
Donchian Channel
MultiCharts .NET64 Version 12.0 Release (Build 18187)

 
Code
using System;
using System.Drawing;
using System.Linq;
using PowerLanguage.Function;

namespace PowerLanguage.Indicator
{
	public class Donchian Channel : IndicatorObject
	{
		public Donchian Channel(object _ctx):base(_ctx)
		{
			n_bars = 5;
		}

        [Input]
        public int n_bars { get; set; }
		
		private IPlotObject plothigh, plotlow;
		
		protected override void Create()
		{
			plothigh = AddPlot(new PlotAttributes("plothigh", EPlotShapes.Line, Color.Red));
			plotlow = AddPlot(new PlotAttributes("plotlow", EPlotShapes.Line, Color.Red));
		}
		
		protected override void StartCalc()
		{
		}
		
		protected override void CalcBar()
		{
			if(Bars.High[5] > 0 && Bars.Low[5] > 0)
			{
				plothigh.Set(Bars.High.Highest(n_bars));
				plotlow.Set(Bars.Low.Lowest(n_bars));
			}
		}
	}
}


Category MultiCharts 
 
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Details: Donchian Channel
Category: MultiCharts 


October 7th, 2019
Size: 1.73 KB
Downloaded: 24 times
Market Replay CL 10-19 (NT8)
NT 8 Market Replay data for CL

Contract: CL 10-19



Download instructions:
dowload and unzip file in NT 8 replay folder Documents\NinjaTrader 8\db\replay
The file will create a folder with the relevant front month and a series of .nrd files inside (one per day)

Make sure to use the "extract here" function as shown, and not the "Extract to" function, to avoid the creation of a folder within a folder.



Note: the archive contains only the dates with the most volume for this contract, meaning, this is data relevant only to when the contract becomes the front month.


Category NinjaTrader 8 Indicators and More 
 
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Details: Market Replay CL 10-19 (NT8)
Category: NinjaTrader 8 Indicators and More 


September 18th, 2019
Size: 259.80 MB
Downloaded: 45 times
View the winning 'starred entries' Market Replay ES 09-19 (NT8) 3 of 3 5 *
Winning Entry October 1st, 2019 to November 1st, 2019 [1 votes]

NT 8 Market Replay data for ES

Contract: ES 09-19 - Part 3 of 3



Download instructions:

Note this is a multi-part download. After download and before extracting you need to rename this file to "ES 09-19.7z.003"

Dowload and unzip file in NT 8 replay folder Documents\NinjaTrader 8\db\replay
  • Once all files have been downloaded and renamed, right-click on the first one and select "extract here"
  • Make sure to use the "extract here" function as shown, and not the "Extract to" function, to avoid the creation of a folder within a folder
  • The archive will create a folder with the relevant front month and a series of .nrd files inside (one per day)



Note: the archive contains only the dates with the most volume for this contract, meaning, this is data relevant only to when the contract becomes the front month.


If you are not too familiar with Windows file extensions and your Windows settings, make sure to check this thread out: https://futures.io/tech-support/48500-how-show-file-extensions-known-file-types-windows.html


Category NinjaTrader 8 Indicators and More 
 
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Details: Market Replay ES 09-19 (NT8) 3 of 3
Category: NinjaTrader 8 Indicators and More 


September 14th, 2019
Size: 189.73 MB
Downloaded: 64 times
Market Replay ES 09-19 (NT8) 2 of 3
NT 8 Market Replay data for ES

Contract: ES 09-19 - Part 2 of 3



Download instructions:

Note this is a multi-part download. After download and before extracting you need to rename this file to "ES 09-19.7z.002"

Dowload and unzip file in NT 8 replay folder Documents\NinjaTrader 8\db\replay
  • Once all files have been downloaded and renamed, right-click on the first one and select "extract here"
  • Make sure to use the "extract here" function as shown, and not the "Extract to" function, to avoid the creation of a folder within a folder
  • The archive will create a folder with the relevant front month and a series of .nrd files inside (one per day)



Note: the archive contains only the dates with the most volume for this contract, meaning, this is data relevant only to when the contract becomes the front month.


If you are not too familiar with Windows file extensions and your Windows settings, make sure to check this thread out: https://futures.io/tech-support/48500-how-show-file-extensions-known-file-types-windows.html


Category NinjaTrader 8 Indicators and More 
 
Suggest other entries I might like
Details: Market Replay ES 09-19 (NT8) 2 of 3
Category: NinjaTrader 8 Indicators and More 


September 14th, 2019
Size: 250.00 MB
Downloaded: 70 times
 



 
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