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SessionNoiseBands V39
Exported using NT Version 7.0.1000.10This indicator is an old version and there will be no more maintenance. All the features have now been integrated with the SessionPivots indicator that can be downloaded here: https://nexusfi.com/download/ninjatrader-7/indicators/371-download.html?view The indicators that come with the SessionPivots package also allow to display weekly and monthly noise bands. Indicator will only run on NT 7.0.1000.5 or later. Indicator Settings BandRange : The default setting uses 100% of the ADN of the selected period. Instead of using 100% you can select any other percentage to calculate the intraday target bands.Include After-Session : If set to true, the volatility bands of an intraday session will be extended to the next session, the after-session, but not recalculated. Default value is "false ".Period(1) for the average daily range : This is the shorter period used to calculate average daily range. Default value is 3 days , maximum selectable is 100 days .Period(2) for the average daily range: This is longer period used to calculate the average daily range. Default value is 10 days , maximum selectable is 100 days .Session: Select between the full ETH and the RTH session. Default value is "ETH ."Session for RTH : Select the RTH session, for which you want to display the bands. For FOREX, you would select "First " for the Asian session, "Second " for the European session and "Third " for the US session, if you use a session template with 3 intraday sessions. For ES you would select "Second ", if your session is divided into night and day session. Default value is "Second ". This option only applies, if "RTH " has been selected under "Session". A hybrid setting selects the third intraday session for FOREX and currency futures, and the second intraday session for all other futures contracts. Only select it, if you use triple session templates (Asian, European, US) for FOREX and Currency Futures.Show Current Open : Selects or unselects Current Open.Show Noise Bands : Selects or unselects projection bands. Category NinjaTrader 7 Indicators
750
Fat Tails
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SessionPivots for Intraday Charts Version 8.4 (March 2010)
Guys, I'm posting this here because I find it to be an absolutely fantastic pivot indicator. this is the version for Ninja 6.5.Exported using NT Version 6.5.1000.14, will not run on NT 7 The download file reads SessionPivotsV5b, because is it automatically renamed by the forum software, inside you will find version 8.4 Family of Indicators for display of current day, week, and month OHLC, daily, weekly and monthly pivots. Version 8.4 includes Fibonacci Pivots Includes a number of options such as floor pivots, Fibonacci pivots, Camarilla pivots, Woodies pivots, VWAP of prior session and midpivots. The indicators work on fixed period, tick, volume and range charts. Right side chart margin : Please set the right side margin under chart properties to at least 100 to allow for correct display of labels.DailyBars mode: Quick and easy solution. If supported by your data supplier you may get the settlement price instead of the close. Sessions are only needed for locating lines horizontally. In Dailybars mode you will usually get full session pivots.CalcFromIntradayData mode: More options, but pivots will be false, if you select the wrong session for the chart. In CalcFromIntradayData mode, session end time under chart properties should be ideally identical with session end time chosen for the indicator (to compare convert session end time of indicator to PC clock time). Session times : Pivots can be calculated from daily bars or from intraday data. In both modes enter session times via indicator panel to allow for correct display. For predefined markets enter session times in the timezone of the exchange, for all other markets set indicator to local mode and enter session times in the timezone of your PC clock. For predefined markets adjustment for daylight saving time will be automatic, in local mode you have to do this manually. Supported markets : CME (ES, EMD, NQ, YM, ZB, ZN, ZF, ZT, 6A, 6B, 6C, 6E, 6J, 6S, ZC, ZL, ZM, ZS, ZW), NYMEX(CL, QM, HO, RB, NG. GC, SI, HG), NYBOT (TF, CC. CT, KC, SB) EUREX (FDAX, FESX, FGBL, FGBM), IPE (COIL, GOIL) and FOREX. For all other markets and instrument the indicator will only work in local mode. Intraday sessions : For some special applications (Pivots based on night session, opening hour or any intraday session) you may haveto set IntradaySession mode to true to avoid 24 hour delay of display in some cases.Example how to use: ES futures (1) In CalcFromIntradayData mode it is recommended to set the session times under chart properties first. The session times needs to be entered in time of your PC clock. So if your PC clock is Eastern Time (New York) you would enter session begin = 4:30 PM, session end = 4:15 PM. Pivots will be accurate, if you enter session times here. For "DailyBars" and "UserDefinedValues" mode this is not required. (2) For full session pivots (ETH) you will now enter the session times via indicator panel. This is (for CME you have to use Central Time) session begin: 3:30 PM, session end 3:15 PM, session break: 15 minutes. Full session pivots can be calculated from both daily data or intraday data. Some data suppliers use the settlement price for daily data, so you would get based pivots based on the settlement price in "DailyBars" mode. (3) For day session pivots (RTH) you need to select "CalcFromIntradayData" mode and enter session begin: 8:30 AM, session end 3:15 PM and session break: 15 minutes. Category NinjaTrader 6.5 Indicators
377
waverider
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SessionPivots V43
Exported using NT Version 7.0.1000.26Options for the Pivot indicators : Floor pivots, pivot range, midpivots, floor pivots wide, Jackson Zones, Fibonacci pivots, Camarilla pivots, VWAP of the prior session Options for the OHL indicators : Open, high and low of the current period, Fibonacci retracement levels calculated from current high and low, noise bands, target bands based on the average daily/weekly/monthly range.Chart settings : Please set the right side margin under chart properties to 200 to allow for correct display of the labels. The colors are adapted to dark chart backgrounds.Session templates : The indicators require the use of a correct session template for the instrument shown on the chart. With an ETH template only ETH pivots, ETH OHL and ETH noise and target bands can be displayed. For displaying RTH pivots, it is recommend to use a multi-session template that divides the day into the night session, regular session and after-session.Use of daily data on intraday charts : The 3 pivot indicators are designed to load daily data, if the option for "Calculate from session" is set to “Daily Bars”. This the data used by the indicator:Auto setting for the 3 pivot indicators : The Auto setting will preselect ETH for FOREX and all CME currency futures, but preselect RTH for all other instruments.VWAP : The VWAP of the prior day is always calculated from intraday data. Depending on the chart resolution it can be a few ticks off the correct value.Auto setting for the 3 OHL indicators : The Auto setting will preselect the third intraday-session as the regular session for FOREX & currency futures, but preselect the second intraday-session for all other instruments.Noise Bands : The OHL indicators can be used to display noise bands. The noise is determined by averaging the smaller move Min (High – Open, Open – Low) over N1 & N2 days. The average values are displayed in a data table. The noise is added to and subtracted from the current open.Target Bands : The OHL indicators can be used to display target bands. The targets can be determined in two different ways: Either the average daily range over N1 & N2 days is added to the current low (high projection) or subtracted from the current high (low projection), or the daily expansion from the open Max(High – Open, Open – Low) is averaged over N1 & N2 days and added to and subtracted from the open. The average daily range or average daily expansion is shown in the data table. GLOBEX holiday sessions with settlement next day : The indicators are preconfigured for Globex holiday sessions without settlement for trade date next day or later. These trade dates are President’s Day, Martin-Luther-King Day, Memorial Day, Independence Day, Labour Day and Thanksgiving. The indicators will display double day sessions for these days for all GLOBEX and NYMEX traded instruments.https://nexusfi.com/elite-circle/25791-toolbox-2013-trading-session.html https://nexusfi.com/elite-circle/3790-ninjatrader-7-toolbox-floor-pivots.html Category NinjaTrader 7 Indicators
371
Fat Tails
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SessionTWAP Daily V43
Exported using NT Version 7.0.1000.26Indicator will only run on NT 7.0.1000.5 or later Time Weighted Average Price of the selected session. It can be used on all types of charts. Use with tick based charts : On tick based charts it will apply a weight to each bar, which is the smaller of (timestamp of current bar - timestamp of previous bar) and (timestamp of current bar - session start time). There is one specific case, where this may cause a problem. The technical break of CME index futures from 3:15 PM to 3:30 PM CT is not taken into account by the session template, if an ETH session is used. In this case the first bar after the break will be overweighted. To avoid that problem use the default setting for the technical break for Globex index futures, which will eliminate the impact of the technical break.ETH session: The TWAP will be calculated for the full session, if ETH is selected via indicator dialogue.RTH session: It is possible to display the TWAP for the RTH session or the night session. Set indicator to RTH and select the number of the session, for example "First" for the night session and "Second" for the RTH session.RTH multi: The TWAP will be displayed starting from the open of the RTH session as specified and then continue through the after session.Volatility Bands: The indicators has three different modes to calculate volatility bands. For each of the modes multipliers can be selected.Variance_Price: The variance is calculated from the selected input values of the price bars and the last known value for the VWAP within the current session. This way of calculating the bands is similar to calculating Bollinger Bands with a variable period starting with the first bar of the session.Variance_Distance: The variance is calculated from the selected input values of the price bars and the value for the VWAP corresponding to price. It is a variance of the vertical distance of price from VWAP. This method corrects for a trend and produces slightly narrower bands on a trending day.Session_Range: The quarter range of the current session is used as a measure of volatility instead of the standard deviation.Public Holidays: For Globex instruments the indicator will display the ETH TWAP for the two-day-session including a public holiday. The indicator is preconfigured for the Globex holiday calendar. Colors: Different colors can be selected for rising and falling TWAP. Also colors and opacities can be selected for the areas between the inner bands, middle bands and outer bands. Category NinjaTrader 7 Indicators
934
Fat Tails
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SessionTWAP Monthly V43
Exported using NT Version 7.0.1000.26Indicator will only run on NT 7.0.1000.5 or later Time Weighted Average Price of the selected session. It can be used on all types of charts.Use with time-based charts : On minute and second chart, it will use an equal weight for all bars to calculate the average price of the selected session.Use with tick based charts : On tick based charts it will apply a weight to each bar, which is the smaller of (timestamp of current bar - timestamp of previous bar) and (timestamp of current bar - session start time). There is one specific case, where this may cause a problem. The technical break of CME index futures from 3:15 PM to 3:30 PM CT is not taken into account by the session template, if an ETH session is used. In this case the first bar after the break will be overweighted. To avoid that problem use the default setting for the technical break for Globex index futures, which will eliminate the impact of the technical break.ETH session : The TWAP will be calculated for the full session, if ETH is selected via indicator dialogue.RTH session : It is possible to display the TWAP for the RTH session or the night session. Set indicator to RTH and select the number of the session, for example "First" for the night session and "Second" for the RTH session.Volatility Bands : The indicators has three different modes to calculate volatility bands. For each of the modes multipliers can be selected.Variance_Price : The variance is calculated from the selected input values of the price bars and the last known value for the VWAP within the current session. This way of calculating the bands is similar to calculating Bollinger Bands with a variable period starting with the first bar of the session.Variance_Distance : The variance is calculated from the selected input values of the price bars and the value for the VWAP corresponding to price. It is a variance of the vertical distance of price from VWAP. This method corrects for a trend and produces slightly narrower bands on a trending day.Session_Range : The quarter range of the current session is used as a measure of volatility instead of the standard deviation.Public Holidays : For Globex instruments the indicator will display the ETH TWAP for the two-day-session including a public holiday. The indicator is preconfigured for the Globex holiday calendar.Colors : Different colors can be selected for rising and falling TWAP. Also colors and opacities can be selected for the areas between the inner bands, middle bands and outer bands. Category NinjaTrader 7 Indicators
1368
Fat Tails
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SessionTWAP Weekly V43
Exported using NT Version 7.0.1000.26Indicator will only run on NT 7.0.1000.5 or later Time Weighted Average Price of the selected session. It can be used on all types of charts.Use with time-based charts : On minute and second chart, it will use an equal weight for all bars to calculate the average price of the selected session.Use with tick based charts : On tick based charts it will apply a weight to each bar, which is the smaller of (timestamp of current bar - timestamp of previous bar) and (timestamp of current bar - session start time). There is one specific case, where this may cause a problem. The technical break of CME index futures from 3:15 PM to 3:30 PM CT is not taken into account by the session template, if an ETH session is used. In this case the first bar after the break will be overweighted. To avoid that problem use the default setting for the technical break for Globex index futures, which will eliminate the impact of the technical break.ETH session : The TWAP will be calculated for the full session, if ETH is selected via indicator dialogue.RTH session : It is possible to display the TWAP for the RTH session or the night session. Set indicator to RTH and select the number of the session, for example "First" for the night session and "Second" for the RTH session.Volatility Bands : The indicators has three different modes to calculate volatility bands. For each of the modes multipliers can be selected.Variance_Price : The variance is calculated from the selected input values of the price bars and the last known value for the VWAP within the current session. This way of calculating the bands is similar to calculating Bollinger Bands with a variable period starting with the first bar of the session.Variance_Distance : The variance is calculated from the selected input values of the price bars and the value for the VWAP corresponding to price. It is a variance of the vertical distance of price from VWAP. This method corrects for a trend and produces slightly narrower bands on a trending day.Session_Range : The quarter range of the current session is used as a measure of volatility instead of the standard deviation.Public Holidays : For Globex instruments the indicator will display the ETH TWAP for the two-day-session including a public holiday. The indicator is preconfigured for the Globex holiday calendar.Colors : Different colors can be selected for rising and falling TWAP. Also colors and opacities can be selected for the areas between the inner bands, middle bands and outer bands. Category NinjaTrader 7 Indicators
1366
Fat Tails
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SessionVolatilityBands V38
Exported using NT Version 7.0.1000.7This indicator is an old version and there will be no more maintenance. All the features have now been integrated with the SessionPivots indicator that can be downloaded here: https://nexusfi.com/download/ninjatrader-7/indicators/371-download.html?view The indicators that come with the SessionPivots package also allow to display weekly and monthly average ranges. Indicator will only run on NT 7.0.1000.5 or later. Indicator Settings Band Type : The bands will auto-adjust to the current day's high and low, until the expected daily range is exceeded for both of the lookback periods. In this case the bands will freeze and change color (Band Type "Freeze "), stop (Band Type "Stop ") or further expand (Band Type "Expand ", requires a second expansion target).Default BandRange : The default setting uses 100% of the ADR of the selected period. Instead of using 100% you can select any other percentage to calculate the intraday target bands.Expanded BandRange : This is required for the Band Type "Expand ". The default setting uses 127% of the ADR of the selected period. Instead of using 127% you can select any other percentage to calculate the second level of the intraday target bands.Include After-Session : If set to true, the volatility bands of an intraday session will be extended to the next session, the after-session, but not recalculated. Default value is "false ".Period(1) for the average daily range : This is the period used to calculate the shorter average daily range. Default value is 3 days , maximum selectable is 100 days .Period(2) for the average daily range : This is period used to calcualte the longer average daily range. Default value is 10 days , maximum selectable is 100 days .Session : Select between the full ETH and the RTH session. Default value is "ETH ."Session for RTH : Select the RTH session, for which you want to display the bands. For FOREX, you would select "First " for the Asian session, "Second " for the European session and "Third " for the US session, if you use a session template with 3 intraday sessions. For ES you would select "Second ", if your session is divided into night and day session. Default value is "Second ". This option only applies, if "RTH " has been selected under "Session". A hybrid setting selects the third intraday session for FOREX and currency futures, and the second intraday session for all other futures contracts. Only select it, if you use triple session templates (Asian, European, US) for FOREX and Currency Futures.Show Current Open : Selects or unselects Current Open. Category NinjaTrader 7 Indicators
713
Fat Tails
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SessionVWAP Bimonthly/Quarterly/Annual (amaNMonthlyVWAP)
Version 2.0 August 11, 2017 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.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
1901
Fat Tails
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SessionVWAP Bimonthly/Quarterly/Annual V43
Exported using NT Version 7.0.1000.26 Category NinjaTrader 7 Indicators
1606
Fat Tails
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SessionVWAP Daily (amaCurrentDayVWAP)
Version 2.5 October 27, 2019 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.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
1897
Fat Tails
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