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CSK_ChartScale

NinjaTrader Ver 7.0.1000.8

Same purpose as ChartScale indicator but much superior and requires just one TickRange parameter. It will work perfect in history while you scrolling back.

Category NinjaTrader 7 Indicators

Details: CSK_ChartScale
Category: NinjaTrader 7 Indicators

November 24th, 2012
Size: 1.85 KB
Downloaded: 715 times

Cumulative delta candle prints

This puts out the delta for each candle using the cumulative delta as a separate data stream. It can be off especially using non standard bar types but the margin of error is usually between 1-2 contracts. This indicator treats historical and current values separately so they can become misaligned, after a new bar is created it will realign itself.

Ver 1.0

Category MultiCharts

Details: Cumulative delta candle prints
Category: MultiCharts

June 13th, 2013
Size: 7.05 KB
Downloaded: 665 times

Cumulative Delta for TradeStation

Cumulative Delta for TradeStation v1.0

Works on at least TradeStation 9.0 and later

Description:
Plots the cumulative delta (orders lifting offers - orders hitting bids) in a sub graph below the main chart for most chart types in TradeStation.

Usage:
The indicator plots the difference between Upticks and Downticks for each bar in a Hi-Lo bartype fashion. The close of the previous bar is the open of the new bar. It does not draw the wicks, just the open and close. The code maintains the running Upticks-Downticks tally in a bar and plots the difference realtime for the last bar on chart if update intrabar option is checked. It allows the trader to specify pit open/close times and the option to reset (start from 0) the cumulative delta at either the pit open time or the pit close time or both. A zero line can be plotted if required. Also allows the user to specify an Alert limit such that when the delta goes over this limit, that CD bar can be colored with the Alert Color. The Up Color and Down Color can also be specified.

Works on the following chart types:

Time
Tick (using Trade Vol instead of Tick Count for chart volume)
Volume (using Trade Vol instead of Tick Count for chart volume)
Momentum
Range

Input Parameters:

PitOpen - Time in HH24MM format (eg: 0800 for 8 AM and 1600 for 4 PM)
PitClose - Time in HH24MM format (eg: 0800 for 8 AM and 1600 for 4 PM)
ResetAtPitOpen - True/False values only
ResetAtPitClose - True/False values only
PlotZeroLine - True/False values only
AlertBar - Numerical, positive value only. The code uses an absolute value before comparing.
AlertColor - Any TradeStation color like Magenta, Cyan, Yellow, White etc.
UpColor - Any TradeStation color like Magenta, Cyan, Yellow, White etc.
DownColor - Any TradeStation color like Magenta, Cyan, Yellow, White etc.

Change Log:

12/26/2013 - v1.0 - Initial Upload

Category TradeStation (hidden)

Details: Cumulative Delta for TradeStation
Category: TradeStation (hidden)

December 26th, 2013
Size: 10.76 KB
Downloaded: 827 times

Cumulative Delta MTF Cycles - broke in 8.0.17.0

3 timeframe analysis of DoubleStochastic of CD. Can colour bars to give bias of buyers/sellers.

It is adaptive if Period is less than 1 (typically choose 0.07), but the default is set to a Period of 40 (it is also a lot faster due to adaptive period calculations).

A multiplier is used for MTF. If you leave as 0 it uses a default of 3 for all bar types except BetterRenko which I use 1.3. On a 3 tick BetterRenko this gives 3, 4 & 5. [ Note: for BetterRenko users my memory is faded, but I think I may have had to change the BarsPeriodType code from 17 to 1017 because of a clash. If this is so you can change it back in smaBaseMethods add-on. Having said that if you override the multiplier it doesn't matter. ]

It needs TickReplay of course and like a lot of my other stuff the MathNet.Numerics DLL (and reference) is required - check out https://nexusfi.com/elite-circle/45801-keeping-eye-big-players.html

Reference - https://nexusfi.com/elite-circle/45804-meanderings-cumulative-delta.html
Version 1.

Category The Elite Circle

Details: Cumulative Delta MTF Cycles - broke in 8.0.17.0
Category: The Elite Circle

December 7th, 2018
Size: 27.07 KB
Downloaded: 585 times

Cumulative Delta Short Term V1

Note: If you find bugs, have feature requests, or anything else, post in THIS thread.

This indicator will show the Cumulative Delta totals over the last 4, 5 and 6 bars as well as the delta for the current bar.

It can be used standalone but it was created primarily so that I could see "Trapped Traders" inside the congestion boxes of my Congestion Box indicator which is HERE.

Display Options:

Fixed Text in the Upper Right corner for the Cum Del totals for the last 4/5/6 bars and live for the current bar
Cum Del totals bar by bar with the last 4,5 and 6 bars totals below each bar and with the delta of the current bar showing above the bar
Both 1 and 2 together

Pick your display choices from the properties section. If you choose Fixed Text then give your right side margin a value of at least 88.

As mentioned this can be used in conjunction with my Congestion Box (CBox) indicator to identify potentially Trapped Traders in a congestion box. If the cumulative delta of the CBox is significantly out of balance with longs or shorts then those traders may begin to get nervous as the price approaches the outer ranges of the CBox.

Images on the left will show this indicator used in a standalone manner and also with my CBox indicator. Additional images also show how it can be used to identify imbalances within congestion boxes. All of the images are from Friday March 26, 2021 (ES 06-21 / 1 minute) in the morning after the RTH open.

If you make changes to the indicator or to it's chart the indicator will reset and start from scratch.

With Congestion Box Indicator

Congestion Box Delta Imbalance

Delta Transition

Category NinjaTrader 8 Indicators and More

Details: Cumulative Delta Short Term V1
Category: NinjaTrader 8 Indicators and More

April 7th, 2021
Size: 3.44 KB
Downloaded: 1103 times

Cumulative Session

This is a trivial indicator that plots the cumulative total of all Input values since the beginning of each session.
Useful for plotting of ^TICK as shown above.
Version 1.0 Feb 6, 2016
Generated with NT version 7.0.1000.30

Category NinjaTrader 7 Indicators

Details: Cumulative Session
Category: NinjaTrader 7 Indicators

February 6th, 2016
Size: 1.82 KB
Downloaded: 362 times

Keywords: dalebru ^tick

Cumulative Tick and Tick Bars for TradeStation

Cumulative Tick and Tick Bars for Tradestation v1.0

Works on at least TradeStation 9.5 and later

Description:
Plots the Daily Cumulative Tick value. And Tick Bars (_HKCumTickCS) Plots the number of bars where the average tick was greater than a threshold value, less than a negative threshold value, or neutral.

Usage:
Create a $TICK tick chart and add indicator _DBCumTickSvr
Create another $TICK chart (any timeframe) and add indicator _DBCumTickClient and _HKCumTickCS.
Format the indicators and change the Style to Histogram and colors asChange the colors as desired.

Input Parameters:
_DBCumTickClient- CumDivisor is just a divisor of the total CumulativeTick value to make it more readable.
_HKCumTickCS- threshold is the value used to separate the up vs down vs neutral bars

Category TradeStation (hidden)

Details: Cumulative Tick and Tick Bars for TradeStation
Category: TradeStation (hidden)

September 16th, 2015
Size: 214.54 KB
Downloaded: 471 times

cumulative volume price divergence

Candlesticks are formed by accumulative volume delta. Sell volume is subtracted from buy volume, and is mathematically expressed as: buy (positive values) + sell (negative values).

Buy volume, price divergence: Occurs when price ticks below the starting point price (from indicator running time), and there is accumulated buy volume delta (more buying than selling volume). Current candle's outline and wick is a thick magenta color during this time.

Sell volume, price divergence: Occurs when price ticks above the starting point price (from indicator running time), and there is accumulated sell volume delta (more selling than buying volume). Current candle's outline and wick is a thick cyan color during this time.

Category The Elite Circle

Details: cumulative volume price divergence
Category: The Elite Circle

February 4th, 2013
Size: 3.57 KB
Downloaded: 3100 times

CumulativeTickIndex

This was on the NT site created by Josh.
https://ninjatrader.com/support/forum/showthread.php?t=5251

It was a request from a user to create an indicator like the one described by Brett Steenbarger on his blog.
https://traderfeed.blogspot.com/2009/12/measuring-days-sentiment-with.html

I tried it but did not find it extremely useful to me.
Perhaps someone else will.

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

Category NinjaTrader 6.5 Indicators

Details: CumulativeTickIndex
Category: NinjaTrader 6.5 Indicators

December 24th, 2009
Size: 1.90 KB
Downloaded: 250 times

Keywords: brett tick cumulative ninjatrader steenbarger

Current Day Vwap Bands - ryanCurrentDayVwapV40

Exported using NT Version 7.0.1000.11

Indicator will only run on NT 7.0.1000.5 or later

This is a modified version of Fat Tail SessionVWAP Daily V40

It has Half Deviation bands and more colour control over the individual bands

""Use at own risk as i am not a professional programmer""

The indicator displays the Volume Weighted Average Price of the selected session. It can be used on all types of charts.

You can apply the indicators to charts with several intraday sessions. You can then select via indicator panel, for which session the VWAP shall be shown.

ETH session: The VWAP will be calculated for the full session, if ETH is selected via indicator dialogue.

RTH session: It is possible to display the VWAP 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 VWAP 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_Last: 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 has two advantages. It corrects for a trend and it is much faster to calculate. It is therefore the default method of the indicator, and should always be used on high resolution charts built from ticks.

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 VWAP 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 VWAP. Also colors and opacities can be selected for the areas between the inner bands, middle bands and outer bands.

Update Jan 23, 2011: Globex Holiday Calendar for 2011. Holiday sessions will only be applied to Globex instruments. Indicators now also work on tick and volume charts.
Update May 17, 2011: New signature for GetNextBeginEnd() implemented.
Update June 15, 2011: VWAP can now be displayed for RTH and after-session, see option RTH-multi. Three different types of VWAP bands added.
Update July 26, 2011: SessionVWAP uses (High + Low + Open + Close) / 4 for higher accuracy. Adapted to different plot styles.
Update January 25, 2012: Globex Holiday Calendar for 2012 added. Small bug removed, which had affected the plot colors.

Category NinjaTrader 7 Indicators

Details: Current Day Vwap Bands - ryanCurrentDayVwapV40
Category: NinjaTrader 7 Indicators

January 29th, 2013
Size: 8.68 KB
Downloaded: 1004 times

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