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VolumetricData V1.0 5 *
This indicator will provide the volumetric Bar statistics in a hidden plot form. The main purpose is to provide (through 21 plots) the bar statistics values to the Strategy Builder and/or Chart alerts, and/or the Market analyzer without the need to program. You can also use in a Ninjascript indicator or strategy. The 21 plots are hidden so they will not change the display. See the screenshot to see the names of the available data points (plots).

When you select the indicator in the strategy builder or the chart alerts, you can change the plot to any of the 20 other plots so you can work with the statistic of interest.

Also, all 21 plot values will show in the charts data box window or the charts mini data box.

The indicator must be applied to a chart or data series that uses Volumetric bars. You must have the NinjaTrader lifetime license to access the Volumetric bars.

There is an option, for debugging, to print the output to the Ninjascript output window. This will show two values that should match on each line. One value is direct from the calculation and the other is from the plot (that gets it from the same calculation), the point is to remove the mystery of what data is being provided.


Category The Elite Circle 
 
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August 27th, 2022
Size: 2.95 KB
Downloaded: 273 times

Keywords: bar statistics volumetric
Volume_SMA_EMA
This indicator can display any combination of volume bars, SMA of Volume, or EMA of Volume.

The SMA and EMA periods can be adjusted independently of each other.

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: NOT TESTED [feedback]


Category NinjaTrader 6.5 Indicators 
 
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Category: NinjaTrader 6.5 Indicators 


September 5th, 2009
Size: 6.61 KB
Downloaded: 169 times

Keywords: ema ninjatrader rjay sma volume
VolVsRange
An indi for TradeStation designed to show high-volume bars
without having to devote a separate pane to an indi. It
marks them with the character in the variable vChar - "o" in
the picture.
It simply plots an ma of volume and marks bars which exceed
it by the value in the variable vadjust.
The bottom pane in the picture, which is a different but
similar indi, shows the principle.
Why the longest volume bar in that pane is not signalled by
VolVsRange I don't know - unless it's off the chart.

The code (let me know if there are errors in it - it was one
of my first tries) :

 
Code
{ Indicator } 

Inputs: 
UpColor(Black) , DnColor(Red) , vAvg.length(9) , vadjust(1.8) , VolAlert(false) , vChar("o"), offset(0.5) ; 

Variables: 
vol(0) , avgv (0) , volvlen(0) , barlength(0) ;

If BarType >= 2 then vol = Volume else vol = Ticks;    

vol = volume ;
barlength = H - L ;
if vol > 0 and barlength > 0 then 
   volvlen = vol / barlength 
else 
   volvlen = 0 ;

avgv = averageFc(volvlen, vAvg.length) ;

if volvlen > avgv * vadjust and O[1] > C[1] then 
  begin
    Value1 = Text_New(D,T, Low - Range * offset, vChar );        // down bar 
    Value2 = Text_SetColor(Value1,UpColor);
    If VolAlert = True then 
      begin
      Alert("VolvLen down ");
      End;
   End;

if volvlen > avgv * vadjust and C[1] >= O[1] then 
  begin
    Value1 = Text_New(D,T, High + Range * offset, vChar ) ;     //up bar 
    Value2 = Text_SetColor(Value1,UpColor);
    If VolAlert = True then 
      begin
        Alert("VolvLen up ");
      End;
  End;


Category TradeStation (hidden) 
 
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Category: TradeStation (hidden) 


November 25th, 2011
Size: 8.11 KB
Downloaded: 287 times
Vortex Indicator 5 *
Version 1.0

The Vortex Indicator consists of two oscillators that capture positive and negative trend movement.
A bullish signal triggers when the positive trend indicator crosses above the negative trend indicator or a key level.
A bearish signal triggers when the negative trend indicator crosses above the positive trend indicator or a key level. The Vortex Indicator is either above or below these levels, which means it always has a clear bullish or bearish bias.

Calculation of the Vortex Indicator can be divided into three parts. First, calculate the positive and negative trend movements based on the highs and lows of the last two periods. Positive trend movement is the distance from the current high to the prior low. The further the current high is from the prior low, the more positive the trend movement. Negative trend movement is the distance from the current low to the prior high. The further the current low is from the prior high, the more negative the trend movement. These periodic values are then summed based on the indicator setting, which is the usually 14 periods.

The second part involves the True Range, which was created by Welles Wilder. This indicator uses the current high, current low and prior close to measure volatility

The third part normalizes the positive and negative trend movements by dividing them by the True Range. In effect, the Vortex Indicator shows volatility-adjusted positive trend movement and volatility-adjusted negative trend movement. The end result creates to indicators that oscillate above/below 1.

Please Keep in mind that the Vortex Indicator is not designed as a standalone indicator.


Category MultiCharts 
 
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Category: MultiCharts 


April 26th, 2014
Size: 3.19 KB
Downloaded: 246 times
VoulmeStopRefreshv5 5 *
I had a nice write up but it got deleted and I don't remember what I wrote so I just run down the list of new features this time.

- customizable color for diamond, triangle, SR dot
- change dot size
- on/off SR array
- on/off alert
- name it VolumeStopV5( for NT7)

refresh 2/4/2010

- changeable arrays size, styles
- add diagonal arrays
- fix dots length, now number of dots will equal number you enter

COMPATIBILITY:
NinjaTrader 6.5: No
NinjaTrader 7.0: Yes (tested by ZTrade101)


Category NinjaTrader 7 Indicators 
 
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Category: NinjaTrader 7 Indicators 


February 5th, 2010
Size: 22.24 KB
Downloaded: 3079 times

Keywords: s/r cory volumestop
VPA 5 *
This is the converted VPA indicator from NT to ToS. The discussion about the differences between the two can be found here:

https://nexusfi.com/everything-else-programming/3477-vsa-volume-spread-analysis-thinkorswim.html

This study is for the paintings on the bar graph as seen in the screen shot.

Signals summary:


On top of Bar:
  • Yellow Triangle
    High volume Downbar after an upmove on high volume indicates weakness.
  • Blue Circle
    Reversal possible, yesterday was high volume wide spread up bar, but today we reached 10 days high with low close wide spread down bar.
  • Red Triangle
    UpThrust confirmation.
  • Blue Triangle
    A Down Bar closing down after a Pseudo Upthrust confirms weakness.
  • Blue Square
    Psuedo UpThrust, A Sign of Weakness /OR/ A High Volume Up Bar closing down in a uptrend shows Distribution /OR/ No Demand.
On bottom of bar:
  • Aqua Triangle
    High volume upbar closing on the high indicates strength (in short term down trend).
  • Deep Pink Square
    Test for supply.
  • Green Square
    Strength bar (either strength is showing in down trend or a supply test in up trend).
  • Green Circle
    Stopping volume. Normally indicates end of bearishness is nearing /OR/ No supply.
  • Yellow Triangle
    An Upbar closing near High after a Test confirms strength.
  • Green Triangle
    The previous bar saw strength coming back, This upbar confirms strength.

On the median of the bar:
  • Turquoise circle
    Effort to Rise. Bullish sign.
  • Yellow circle
    Effort to Fall. Bearish sign.


Category ThinkOrSwim 
 
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May 7th, 2010
Size: 21.89 KB
Downloaded: 1219 times

Keywords: spread volume vpa
VPA Volume 5 *
This is the VPA study of ToS for the volume histogram. See this link for more details:

https://nexusfi.com/everything-else-programming/3477-vsa-volume-spread-analysis-thinkorswim.html

The other VPA download in this section is for the bar chart.


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May 7th, 2010
Size: 5.95 KB
Downloaded: 1013 times

Keywords: spread volume vpa cbritton
VSR Indicator (Volume/Stochastic/Reversal Bars) 5 *
Hey Elite Circle Members!.. I wanted to go ahead and share something that Big Mike wrote for me that may help you in your trading. This indicator utilizes Volume, Stochastics, and Reversal Bars, to plot out potential reversals in the market.

Details here.

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: NOT TESTED [feedback]


Category The Elite Circle 
 
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December 4th, 2009
Size: 13.09 KB
Downloaded: 2141 times

Keywords: reversal volume stochastics
VSR Indicator v1 5 *
Volume/Stochastic/Reversal Bars
wanted to go ahead and share something that Big Mike wrote for me that may help you in your trading. This indicator utilizes Volume, Stochastics, and Reversal Bars, to plot out potential reversals in the market.

I have found that it works especially well with Range Charts. I will say the Volume component has to be tuned down under 1.00 or a lot of triggers get filtered out. Probabably some enhancements could be made in that arena.

Caution should be taken on Trending days as a lot of false signals will be generated. It is best used as a supplement to other indicators.

https://nexusfi.com/elite-circle/769-vsr-indicator-volume-stochastic-reversal-bars.html


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June 13th, 2010
Size: 13.09 KB
Downloaded: 783 times
vvAggregatedTS 5 *
This indicator aggregates trades to approximate the original market orders that triggered these trades.

Columns:
1 Time (cutting off hours for easier visibility)
2 Size of the print
3 Price
4 # of penetrated price levels
5 Ticks
6 Dominant Limit

Special thanks go to (alphabetical order): Big Mike, ktrader, rounder8, Xav1029 and Zondor

Thread with detailed description and discussion is here:
https://nexusfi.com/elite-circle/22235-aggregated-time-sales.html


Current version: 6.3

Changelog:
(earlier changes can be found in post #1 in the thread)

April 16 2013: v5.8
Important Bug Fix: fixed rounding error that pretty much messed up everything, please ALL update to this version!
v5.9
Apparently v5.8 did not fix the issue, hence this update.

May 5 2013: v6.0
Fixed a bug that could result in large trace files.

June 10 2013: v6.1
Improved window position handling. Now has 5 modes:
Auto: Default location and size
Manual: location and size are set manually
DockRight: Docks to the right of the parent chart
DockLeft: Docks to the left of the parent chart
RememberPosition: this will remember position and size

Feb 07 2014: v6.2
Added option to show the Dominant Limit or Largest Limit in a print, setting for this is: Parameters-->#12
v6.3 Fixde a bug in the RememberPosition function.

vvhg


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February 7th, 2014
Size: 29.17 KB
Downloaded: 7924 times
 



 
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