This indicator displays Time and Sales on charts and allows to show bid/ask trade sizes as a histogram. You can only see the histogram of a current bar. Feel free to make any changes to the code.
Setup menu:
Histogram Length Factor - lets you change the length of a histogram. You can increase/decrease this number to chose the most appropriate length of a histogram. Move Left/Right histogram Ask - by putting in a negative or positive number, you can shift the ask histogram to the left or to the right in relation to the current bar. Move Left/Right histogram Bid - by putting in a negative or positive number, you can shift the bid histogram to the left or to the right in relation to the current bar. Vol Lower - volume trades size "Small". Vol Upper - volume trades size "Large" (All the trades in between are "Medium").
For example: Vol Lower = 5 (Small = 1-5) Vol Upper = 25 (Medium = 6-25/Large = 26 and more)
Explanation on how to set this indicator up, and copy values into excel are here:
The specs for the indicator are as follows:
Quoting
1) Excel sheet : Columns
Date , Volume , High , Low and Closing Prices
2) Day types : Buying Day (1) , Selling Day (2), Sell Short Day (3)
3) Collect the data as stated in step 1) for the past 10 days . Lowest price of the 10 day's Low column can be named Buy Day (1)....from there naming is automatic .. Next day (2) is Sell day and following day (3) is sell short day
4) Ideally on Buy Day (1) , low needs to be made first . (Buy day column cell can turn green if this condition is true) . For other 2 days high needs to be made first (Buy day column cell can turn red if this condition is true)
5) Once Sequence is identified, it should continued for every day market Opens, even for few hours . Holidays should not be counted.
6) The (D) Decline Column : The difference between previous day high and today's low
7) The (R) Rally Column : The difference between previous day low and today's high
8) The (BH) buying High Column : The difference between today's high and previous day high
9) The (BU) buying Under Column : The difference between today's low and previous day low
The following 3 indicators are posted here after receiving a request.
They are similar to (if not duplicates of) other indicators in the downloads section and just tweaks to stock NT indicators to color the underlying indicator based on its slope, simply to make it easier to judge slope.
Notes:
1. The TDMACD indicator is slightly different than conventional MACD in that the histogram is MACD itself rather than the difference between MACD and its average, and an envelope has been added to the histogram to smooth its edges.
2. For newbies--install the package using the NT import utility ("File > Utilities > Import Ninjascript...") unless you know what you're doing (in other words e.g. do not unZIP the package and try to install by any other means)
3. If you import the ZIP file note that @MAX.cs, @MIN.cs, @EMA.cs and @SMA.cs are along for the ride and can be excluded.
See preceding post by Cory, who deserves the credit for this.
Somehow I managed to find the time in my busy schedule to make sure that this would work in NT7. However, I don't have any idea how to use it! Perhaps those who have success can post their experiences with this in a thread.
October 22nd, 2010
Size: 10.32 KB
Downloaded: 651 times
686
Zondor
Triple Exponential Moving Average with the angular slope calculated for each Bar.
Display of angle maybe turned on/ off in Dialogue Box.
I have calculated the slope using only the values at the current and last Bars, not the Current Bar and the average of the last 2 bars as many indicators do.
I am in the process of running replay for 10 days to build data for the persistent indicators recorded by Gom & Zondor Recorders for the new front contract months.
Since I had errors it was necessary to remove previous files before starting
Ex: 6E 06-10.Binary.dat
Ex: 6E 06-10.Mili.dat (think this is the name)
Run a second chart for as long as you need - I do a week - with the following template for each instrument.
This template uses 2 recorders (Gom & Zondor) both recording Binary, milisecond could be used, for a total of up to 4 files of recorded for each instrument. I run one Instrument at a time: Takes less than 30 min.
But someone can play with this...
.
Do it once there and keep up with the data.
Other options are for: IRT, QCollector & QcollectorIQ.
June 13th, 2011
Size: 3.54 KB
Downloaded: 508 times
930
Serger
The Squeeze V1 cloned for NT8b13
This is a 'clone' of the infamous squeeze.
Find included a chart and a market analyzer version.
I have upgraded the original with new features:
* Instead of the standard multiplier setting I have replaced it with a use tick size option.
* Gapless option.
* Histogram:
Select between EMA, DEMA and TEMA for the histogram.
Set the MA and linear regression lengths separately.
Opacity.
* Paint bars added.
* Auto width adjustment option to adjust the width to the chart bar width.
The indicators have public properties for you to access in a strategy or the analyzer:
* Histogram value.
* Histogram direction: AboveUp = 2, AboveDown = 1, BelowUp = -1, BelowDown = -2
* Squeeze boolean: Squeeze or not to squeeze, that is the question
* Number of bars: How many bars ago an event happened (including the current bar).
Download the analyzer template here. Copy and paste to your NinjaTrader/Templates/Market Analyzer folder.
Once imported you will find the indicators within Sim22>Gapless.
If you would like to see more indicators uploaded I would encourage you to do the same.
October 23rd, 2010 12:03 AM rfiske Thanks to both Cory and Zondor. Now the interesting part to see how to properly use this. Will report back after i've
worked with it.
October 22nd, 2010 08:55 PM Druid Thank you for sharing your time and efforts!