Search - futures io
futures io futures trading


Search
2.2.9

Search Results
Found 1687 matching entries

Sort by

Entries
Access denied - You must be an Elite Member to access this file, and be logged in. BVA Version 1 5 *
NT-7 Version

BVA Version 1 (Bar Volume Accumulation), is for spotting Divergences in Volume and Price Action.

Example:
Higher High with less BVA, upward trend is loosing momentum.
Lower Low with less BVA, downward trend is loosing momentum.

Compiled using NT 7.0.1000.35 64-bit (Multi-Broker)


Category The Elite Circle 
 
Suggest other entries I might like
Details: BVA Version 1
Category: The Elite Circle 


September 21st, 2017
Size: 5.46 KB
Downloaded: 40 times
Access denied - You must be an Elite Member to access this file, and be logged in. BVA Version 1 5 *
NT-8 Version

BVA Version 1 (Bar Volume Accumulation), is for spotting Divergences in Volume and Price Action.

Example:
Higher High with less BVA, upward trend is loosing momentum.
Lower Low with less BVA, downward trend is loosing momentum.

Compiled using NT 8.0.9.0 64-bit (Multi-Broker)


Category The Elite Circle 
 
Suggest other entries I might like
Details: BVA Version 1
Category: The Elite Circle 


September 21st, 2017
Size: 4.67 KB
Downloaded: 65 times
Access denied - You must be an Elite Member to access this file, and be logged in. MurreyMath Lines for NT8 5 *
MMv1.5.1 from NT7 Converted to NT8 as a paid job, a friend and I had this done by member Sagor here and he was great to work with.

A few small additions such as the ability to change the frame period/lookback added. Uploaded here with thanks for all others' hard work on indicators and conversions provided - Japhro and Scotty


Category NinjaTrader 8 Indicators and More 
 
Suggest other entries I might like
Details: MurreyMath Lines for NT8
Category: NinjaTrader 8 Indicators and More 


September 16th, 2017
Size: 8.59 KB
Downloaded: 93 times
Access denied - You must be an Elite Member to access this file, and be logged in. Traders Dynamic Index (amaTradersDynamicIndex) 5 *
Version 1.2 September 16, 2017

The Traders Dynamic Index is a trend following momentum indicator based on the RSI. It was developed and presented by Dean Malone. The Traders Dynamic Index comes with the following plots

- the Priceline, which is a SMA(2) of RSI(13)
- the Signalline, which is a SMA(7) of RSI (13)
- the Midband, which is a SMA(34) of RSI (13)
- Bollinger Bands around the SMA(34) using a standard deviation multiplier of 1.62

The following combinations may be considered as trade rules:

- go long, if Priceline > 50
- go short if Priceline < 50
- consider an exit, if Priceline is above 68 or below 32

- go long if Priceline > Signalline
- go short if Priceline < Signalline
- exit if Priceline crosses Signalline

- trendfilter long, when Priceline > Midband
- trendfilter short, when Priceline < Midband

- add to long, when Priceline > upper Bollinger Band
- add to short, when Priceline < lower Bollinger Band

Detailed rules how to use the Traders Dynamic Index have been published by Dean Malone within the framework of the E.A.S.Y. trading method.


Category NinjaTrader 8 Indicators and More 
 
Suggest other entries I might like
Details: Traders Dynamic Index (amaTradersDynamicIndex)
Category: NinjaTrader 8 Indicators and More 


September 16th, 2017
Size: 8.24 KB
Downloaded: 58 times

Keywords: bollinger bollingerbands oscillator rsi tdi tradersdynamicindex
Access denied - You must be an Elite Member to access this file, and be logged in. Gaussian Filter (amaGaussianFilter) 5 *
Version 1.1 September 5, 2017

Gaussian Filter as described by John Ehlers in his paper "Gaussian and Other Low Lag Filters".

https://www.mesasoftware.com/papers/GaussianFilters.pdf

You may set the number of poles in the filter to 1,2,3 or 4. A 1-pole filter will have a better approximation to price, whereas the 4-pole filter has superior smoothing.


Category NinjaTrader 8 Indicators and More 
 
Suggest other entries I might like
Details: Gaussian Filter (amaGaussianFilter)
Category: NinjaTrader 8 Indicators and More 


September 5th, 2017
Size: 2.84 KB
Downloaded: 58 times

Keywords: filter gaussian iir lag poles smoothing
Access denied - You must be an Elite Member to access this file, and be logged in. SessionVWAP Bimonthly/Quarterly/Annual (amaNMonthlyVWAP) 5 *
Version 2.0 August 11, 2017

The N-Monthly VWAP is the volume-weighted average price (VWAP) of a security for the selected N-month period. The VWAP gives a fair reflection of the market conditions throughout the selected period and is one of the most popular benchmarks used by large traders.

The N-Monthly VWAP can be set to calculate for the entireperiod or it can be set to calculate for custom hours such as the regular session only. The VWAP further comes with volume-weighted standard deviation bands or quarter range bands. Although the VWAP uses volume information, it is best set to “Calculate” = “On price change”. It is not necessary to recalculate it with each incoming tick.

Trading hours template: The trading hours template should be set to <instrument settings> or any other trading hours template that reflects the contractual trading hours of the instrument.

Full_Session: The VWAP will be calculated for the full session as selected per trading hours template.

Custom_Hours: You may select custom hours for calculating the VWAP in different time zones.

Standard_Deviation: The volatility bands are calculated as a selectable multiple of the standard deviation, where the standard deviation is calculated for the selected session and week.

Quarter_Range: The volatility bands are calculated as a selectable multiple of the quarter range for the current month.

Accuracy: The indicator calculates both VWAP and volatility bands from the primary bars shown on the chart. All data points of each bar are used for the calculation in order to obtain the best possible result. However, accuracy also depends on the chart resolution. Accuracy increases as trading volume accumulates.


Category NinjaTrader 8 Indicators and More 
 
Suggest other entries I might like
Access denied - You must be an Elite Member to access this file, and be logged in. SessionVWAP Monthly (amaCurrentMonthVWAP) 5 *
Version 2.0 August 11, 2017

The Current Month VWAP is the volume-weighted average price (VWAP) of a security for the current month. The VWAP gives a fair reflection of the market conditions throughout the trading month and is one of the most popular benchmarks used by large traders.

The Current Month VWAP can be set to calculate for the entire trading month or it can be set to calculate for custom hours such as the regular session only. The VWAP further comes with volume-weighted standard deviation bands or quarter range bands. Although the VWAP uses volume information, it is best set to “Calculate” = “On price change”. It is not necessary to recalculate it with each incoming tick.

Trading hours template: The trading hours template should be set to <instrument settings> or any other trading hours template that reflects the contractual trading hours of the instrument.

Full_Session: The VWAP will be calculated for the full session as selected per trading hours template.

Custom_Hours: You may select custom hours for calculating the VWAP in different time zones.

Standard_Deviation: The volatility bands are calculated as a selectable multiple of the standard deviation, where the standard deviation is calculated for the selected session and week.

Quarter_Range: The volatility bands are calculated as a selectable multiple of the quarter range for the current month.

Accuracy: The indicator calculates both VWAP and volatility bands from the primary bars shown on the chart. All data points of each bar are used for the calculation in order to obtain the best possible result. However, accuracy also depends on the chart resolution. Accuracy increases as trading volume accumulates.


Category NinjaTrader 8 Indicators and More 
 
Suggest other entries I might like
Access denied - You must be an Elite Member to access this file, and be logged in. Mutli Reverse EMA (REMA) 5 *
Exported with NinjaTrader 7.0.1000.34


Release Date 9/4/2017

This indicator is based on the article in the Stocks and Commodities Magazine, August, 2017 edition titled “The Reverse EMA (REMA) Indicator” written by John F. Ehlers. The base code for this indicator was written and freely contributed NinjaTrader (NT) personnel. Although the original NT version can be downloaded from an NT site is it packaged as part of the installation. The modified indicator provided is named fpgMultiREMA. No modifications were made to the NT version.


Ehlers describes this indicator as a “causal forward and backward indicator” further stating that it “provides a clean and crisp output that can adapted to cycle, momentum, and trend activity”. The indicator described by Ehlers and provided by NT (named REMA) is a single plot with a single controlling parameter. This version provides 2 plots and 2 controlling parameters, one set for cycle and the other set for trend. Plot and zero line characteristics can easily be controlled. The trend and cycle alpha control values are set as described in the article and can be varied according to one’s trading strategy and chart settings.


In the article Ehlers does not described how the REMA can be used however, given that it is a potential substitute for the EMA one possibility is to use multiple REMAs, one set to trend and the other to cycle alpha values, as provided by this indicator. The user will need to experiment to see what crossings (cycle, trend, or zero line) might be usable as trading signals as no signals are produced in this version. A future extended version will have enhancements that will collect and expose values that potentially can be used to produce signals.


The provided screen shot shows the indicator in the lower panel with the price panel containing a 13 period EMA (green) and a 20 period SMA (White) for comparison purposes.



Change Log
Date ----- Description
9/4/2017 Initial release


Category NinjaTrader 7 Indicators 
 
Suggest other entries I might like
Details: Mutli Reverse EMA (REMA)
Category: NinjaTrader 7 Indicators 


September 4th, 2017
Size: 5.39 KB
Downloaded: 76 times
Access denied - You must be an Elite Member to access this file, and be logged in. SessionVWAP Weekly (amaCurrentWeekVWAP) 5 *
Version 2.0 August 11, 2017

The Current Week VWAP is the volume-weighted average price (VWAP) of a security for the current week. The VWAP gives a fair reflection of the market conditions throughout the trading week and is one of the most popular benchmarks used by large traders.

The Current Week VWAP can be set to calculate for the entire trading week or it can be set to calculate for custom hours such as the regular session only. The VWAP further comes with volume-weighted standard deviation bands or quarter range bands. Although the VWAP uses volume information, it is best set to “Calculate” = “On price change”. It is not necessary to recalculate it with each incoming tick.

Trading hours template: The trading hours template should be set to <instrument settings> or any other trading hours template that reflects the contractual trading hours of the instrument.

Full_Session: The VWAP will be calculated for the full session as selected per trading hours template.

Custom_Hours: You may select custom hours for calculating the VWAP in different time zones.

Standard_Deviation: The volatility bands are calculated as a selectable multiple of the standard deviation, where the standard deviation is calculated for the selected session and week.

Quarter_Range: The volatility bands are calculated as a selectable multiple of the quarter range for the current week.

Accuracy: The indicator calculates both VWAP and volatility bands from the primary bars shown on the chart. All data points of each bar are used for the calculation in order to obtain the best possible result. However, accuracy also depends on the chart resolution. Accuracy increases as trading volume accumulates.


Category NinjaTrader 8 Indicators and More 
 
Suggest other entries I might like
Details: SessionVWAP Weekly (amaCurrentWeekVWAP)
Category: NinjaTrader 8 Indicators and More 


September 4th, 2017
Size: 9.89 KB
Downloaded: 88 times

Keywords: session standarddeviation volatility volume volumeweighted vwap weekly
Access denied - You must be an Elite Member to access this file, and be logged in. SessionVWAP Daily (amaCurrentDayVWAP) 5 *
Version 2.0 August 11, 2017

The Current Day VWAP is the volume-weighted average price (VWAP) of a security for the current day’s trading session. The VWAP gives a fair reflection of the market conditions throughout the trading day and is probably the most popular benchmark used by large traders.

The Current Day VWAP can be set to calculate for the entire trading day or it can be set to calculate for custom hours such as the regular session only. The VWAP further comes with volume-weighted standard deviation bands or quarter range bands. Although the VWAP uses volume information, it is best set to “Calculate” = “On price change”. It is not necessary to recalculate it with each incoming tick.

Trading hours template: The trading hours template should be set to <instrument settings> or any other trading hours template that reflects the contractual trading hours of the instrument.

Full_Session: The VWAP will be calculated for the full session as selected per trading hours template.

Custom_Hours: You may select custom hours for calculating the VWAP in different time zones.

Standard_Deviation: The volatility bands are calculated as a selectable multiple of the standard deviation, where the standard deviation is calculated for the selected session.

Quarter_Range: The volatility bands are calculated as a selectable multiple of the quarter range for the current session.

Accuracy: The indicator calculates both VWAP and volatility bands from the primary bars shown on the chart. All data points of each bar are used for the calculation in order to obtain the best possible result. However, accuracy also depends on the chart resolution. Accuracy increases as trading volume accumulates. Therefore it is recommended to select an early anchor point and only use VWAP and volatility bands once they have stabilized.


Category NinjaTrader 8 Indicators and More 
 
Suggest other entries I might like
Details: SessionVWAP Daily (amaCurrentDayVWAP)
Category: NinjaTrader 8 Indicators and More 


September 4th, 2017
Size: 9.62 KB
Downloaded: 171 times

Keywords: quarterrange session standarddeviation volatility volume volumeweighted vwap
 



 
Category
 


All times are GMT -4. The time now is 04:28 AM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
Page generated 2017-09-24 in 0.32 seconds with 21 queries on phoenix via your IP 54.156.47.142