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SessionVWAP Weekly V43

Exported using NT Version 7.0.1000.26

Indicator will only run on NT 7.0.1000.5 or later

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.

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 VWAP for the two-day-session including a public holiday. The indicator is preconfigured for the Globex holiday calendar. If tFriday is a holiday with trade date Monday, it will then be integrated into the following week.

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.

For further details on updates, also see the SessionVWAP Daily V43.

Update January 25, 2012: Minor enhancements. Small bug removed, which had affected the plot colors.
Update February 23, 2013: Plot recoded & CPU efficiency improved, Globex holiday calendar for 2013 added.
Update March 30, 2013: Algorithm improved for both speed and accuracy. VWAP start time can be selected.
Update April 11, 2013: Plot modified for compatibility with charts built from multiple bar series.
Update May 10, 2013: Bug removed, which led to occasional false identification of the RTH session on charts built from ticks.
Update December 9, 2013: Holiday calendar added for 2014.
Update December 28, 2014: Holiday calendar added for 2015. Price markers improved for US interest rate futures.

Category NinjaTrader 7 Indicators

Details: SessionVWAP Weekly V43
Category: NinjaTrader 7 Indicators

December 28th, 2014
Size: 8.56 KB
Downloaded: 2954 times

Keywords: bands eth range rth session standarddeviation twap variance vwap

ShortyGetShort

Hey traders! Spent this arvo creating some EA's and indicators. Here's one I'd like to give to you for free!

The indicator is called ShortyGetShort version 1. It's for Metatrader 4.

The signal comes up as a red square. It's only good for shorting, though, so really keep this in mind if you do decide to use it. Bear in mind, not every single signal it produces will result in a good trade, so try combining it with other indicators like bollinger bands or RSI.

Personally, I like to combine it with the ichimoku cloud as a filter. It will (well, it should) also create an alert so you don't miss any signals. Try it on the major pairs and gold. 4H timeframe should be alright. Happy trading everyone! Enjoy!

Category MetaTrader 4 Indicators

Details: ShortyGetShort
Category: MetaTrader 4 Indicators

August 25th, 2018
Size: 151.04 KB
Downloaded: 155 times

strategy for Volatility Breakout Pattern

Not my personal work but that I'd share:

Volatility Breakout Pattern

Description

The squeeze takes advantage of quiet periods in the market when the volatility has decreased significantly and the market is building up energy for its next major move higher or lower. Period of low volatility are identified as the times when the bands "move closer together". How do we know that the current narrowness is really narrow enough to qualify as low volatility? By adding Keltner Channels and momentum index oscillator as per mentioned in John Carter's book Mastering the Trade.

While Bollinger Bands expand and contract as the markets alter between periods of high and low volatility, the Keltner Channels stay in more of a steady range. The momentum index oscillator is used to estimate the direction.

How does this Setup work?

The quite period is identified whent he Bollinger Bands narrow in width to the point that they are actually trading inside of the Keltner Channels. This marks a period of reduced volatility and signals that the market is taking a significant breather, building up steam for its next move. The trade signal occurs when the Bollinger Bands then move back outside the Keltner Channels. Use 12 period momentum index oscillator to determine whether to go long or short. If the oscillator is above 0 when this happens, GO LONG; if it id below 0 then GO SHORT.

Usually the moves are explosive when the BB Width is lowest over past 6 months which comes to across 126 days and hence we need more than 126 price data bars. Also choose BBWidth < 0.05 for better results in the strategy for daily data.

Strategy includes trailing stop and stop loss as variables so you can easily backtest as well as use optimizer.

Category NinjaTrader 7 Strategies

Details: strategy for Volatility Breakout Pattern
Category: NinjaTrader 7 Strategies

October 27th, 2012
Size: 16.99 KB
Downloaded: 861 times

tiyfTradePlanFactory

The indicator name is tiyfTradePlanFactory. Once installed in Ninjatrader, you'll find it within a folder named TrendIsYourFriend in the indicator panel.

I have created a thread dedicated to it. Every new update will be described there. So if you want to ask any question or just give your feedback then go ahead and visit this page :

I have made a small video to describe how to use it. (link to the video is in the thread)

https://nexusfi.com/elite-circle/57090-tiyftradeplanfactory-indicator.html

Have fun.

Changelog:

yyyy-MM-dd - reasons
---------------------------------------------
2021-05-03 Version 1: first time released on Futures.io
2021-05-04 Version 1a: added the [NinjaScriptProperty] attribute to the 'Indicator_Version' property to expose it to the user
2021-05-05 Version 1b:
- the highlighted or dimmed settings will no more be applied to a user drawn rectangle
- modified the default list of prefix "S&D, Fib, MM, MP, Vwap"
- changed the location of the Indicator_Version value. It is now part of the parameter name to avoid problems when the user has created templates with prior version of the indicator
2021-05-07 Version 1c: when the user click on a rectangle the indicator displays its Tag name at the upper left of the chart
2021-05-08 Version 1d: a selected rectangle will also display the distance it is from the last bar close
2021-05-11 Version 1e: new button added to forecast levels
2021-05-12 Version 1f:
Forgot to reset the count of forecasted areas when a new category of Rectangles was Highlighted.
- changed the method for evaluating the average gap between rectangles. New method is more logical.
2021-05-13 Version 1g:
The Highlight and Forecast functions have been reworked to ease the job of forecasting
- it is no more necessary to load a trade plan to use the forecast option
- If there is no trade plan loaded, The highlight button will display the "Rect" prefix only
2021-05-15 Version 1h: Added the ability to save multiple forecasts in a file
2021-05-16 Version 1i: forgot to dispose of the new button Forecast in the State.Terminated event.
- Modified the tooltip message associated to the Add prefix button when the save button displays "Save Forecast".
2021-05-17 Version 1j: Removed the required step to reset/erase a previous forecast before generating a new one
- the indicator can now sniff out if a series of user drawn rectangles have been modified (Rect. moved/added/removed)
- any selected rectangle (no more restricted to rectangles from a loaded TP) will display the distance it is from the last bar close
2021-08-09 Version 1k: I have modified the method to assign a unique name or version number to the indicator (see method DisplayName)

---------------------------------------------

Category The Elite Circle

Details: tiyfTradePlanFactory
Category: The Elite Circle

May 11th, 2021
Size: 12.84 KB
Downloaded: 1401 times

Traders Dynamic Index

Updated with bug fixes by Sim22.

A comprehensive but helpful indicator that uses RSI (Relative Strength Index), its moving averages, and volatility bands (based on Bollinger Bands) to offer traders a full picture of the current market situation.

Input parameters

RSI_Period (default = 13) � period in bars for calculation of RSI. Recommended range is 14 or 21.

RSI_Price (default = PRICE_CLOSE) � price type to use in RSI calculation.

Volatility_Band (default = 34) � period in bars for volatility bands calculation. Recommended range is between 20 and 40. The lower the value the more sensitive the band.

StdDev (default = 1.6185) � standard deviation multiplier for volatility bands. It is not recommended to change this parameter.
RSI_Price_Line (default = 2) � period of the first moving average (fast) of RSI.

RSI_Price_Type (default = MODE_SMA) � type of the first moving average of RSI.

Trade_Signal_Line (default = 7) � period of the second moving average (slow) of RSI.

Trade_Signal_Type (default = MODE_SMA) � type of the second moving average of RSI.

For scalping, enter long when the green line is above the red line and enter short when the red line is the above green line.

For short-term trading, enter long when the green is above both the red and the yellow lines; enter short when the red one is above both the green and the yellow ones.

For medium-term trading, go long under the same conditions as for the short-term trading but only when all lines are below 50; to go short � the same but above 50.

Mind the blue volatility band as it points to the long-term trend strength and volatility when wide. Steep green line changes also signal short-term market volatility.

Category NinjaTrader 8 Indicators and More

Details: Traders Dynamic Index
Category: NinjaTrader 8 Indicators and More

March 2nd, 2016
Size: 7.50 KB
Downloaded: 1372 times

Traders Dynamic Index (amaTradersDynamicIndex)

Version 1.2 September 16, 2017

The Traders Dynamic Index (TDI) 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

Details: Traders Dynamic Index (amaTradersDynamicIndex)
Category: NinjaTrader 8 Indicators and More

September 16th, 2017
Size: 8.24 KB
Downloaded: 1619 times

Keywords: bollinger bollingerbands oscillator rsi tdi tradersdynamicindex

TSI Bollinger Bands Indicator

Here is an indicator that I had coded for me last year. I recently made a few additions to it.

It's a lot like a MACD Bollinger Band Indicator, but different.

It will paint short, long and neutral bars.

It has a countertrend indicator built into it, which can be turned off (I usually turn it off as it produces lots of signals.)

It has the ability to email the user a trigger signal, which might be useful if you are trading in longer time frames, such as 4 hour or daily.

When I had it coded I was trying to recreate the RMO signals that are available in Metastock. I wanted to switch to Ninja, but at the time I was using the RMO for my trading signals.

I find it most useful when used with a longer term trend filtering indicator.

Category The Elite Circle

Details: TSI Bollinger Bands Indicator
Category: The Elite Circle

January 13th, 2012
Size: 15.22 KB
Downloaded: 1302 times

TSI Plus v.1

Hello All,

I asked Adrian over at Expert Trading Programmers to be build me a True Strength Indicator that would paint the bars when price was overbought / sold.

He did a great job creating it and I thought I would share it. I edited the install folder so that it would go to a folder called True Strength vs my name.

If there are any issues on the install let me know and I'll post the original zip.

The setting in the image are 14/3 and high low 45 / -45

If you need custom work done ETP are great to work with. Quotes and turn times are excellent.

NOTE: Try pairing it with VWAP and the STD levels.

Category NinjaTrader 8 Indicators and More

Details: TSI Plus v.1
Category: NinjaTrader 8 Indicators and More

March 9th, 2024
Size: 4.77 KB
Downloaded: 538 times

Volatility Breakout Strategy, Economized Corrected version

I found this in the non-Elite Ninjatrader Strategy downloads posted by @minsalaco who said, "Not my personal work but that I'd share".

Considering the heavy resource requirements to backtest and optimize strategies, and the fact that they are intended to be used as money making tools, not playthings, it is hard for me to understand why many strategies, like the original version of this one, do not use any of the good coding practices that we have been discussing here on BMT for the last two years or so. The person who posted it on BMT did so with good intentions and is not to blame for the deficiencies in the coding.

As an experiment I applied some of those coding ideas to this strategy. It should run about a thousand times better than the original version unless I made some mistakes somewhere.

This strategy was coded with stocks in mind and trades a quantity of 100 by default. Many of the other parameters may also be inappropriate for futures contracts. I ran the latest version A.1 for several hours on CalculateOnBarClose false and it IS workng. It bought 100 cars of NQ at 5:50 AM PT on January 7 at 2708.995 (average overall basis). I sold them manually at 2709.7925 and shut down the strategy because I was afraid that my computer might start talking to Skynet�. However, I am sure we would all would appreciate if anyone backtesting this strategy would let me know, and post their results on the forum.

Thanks to user feedback I did some testing and corrected some mistakes that were in the original release. I could not upload the corrected file to the original post but as of 4:26AM Eastern Time on January 7, you can get it here. Replace the original version with this one.

The following text had been copied mostly verbatim from the entry in the Strategies download area but was in dire need of some editing.

Volatility Breakout Pattern
Description
The squeeze signals the end of low volatility periods where the market has built up energy for major moves. Periods of low volatility are the times when the Bollinger bands "move closer together". The width of the Bollinger channel is more sensitive to price volatility than the width of the Keltner Channel, so a Keltner Channel and a momentum index oscillator are added, as mentioned in John Carter's book Mastering the Trade. The momentum index oscillator is used to suggest the trade direction.
How does this Setup work?
The quiet period is when the Bollinger Channel width decreases to less than that of the Keltner Channel. The trade signal occurs when the Bollinger Channel moves back outside of the Keltner Channel. The value of the 12 period momentum index oscillator suggests whether to go long (oscillator>0) or short (oscillator<0).
Moves tend to be stronger when the BB Width is the lowest over at least the past 150 bars. Also choose BBWidth < 0.05 for better results on daily data.
This strategy includes trailing stop and stop loss as variables, so you can easily backtest and use the optimizer.

Category The Elite Circle

Details: Volatility Breakout Strategy, Economized Corrected version
Category: The Elite Circle

January 7th, 2013
Size: 10.23 KB
Downloaded: 578 times

Volume profile template for NT8 lifetime license

Hello,

I'm not sure if this is the right place but I wanted to share a template for NT8 lifetime license.
It incorporates a 3 day and 1 day volume profile along with vwap. In addition it incorporates SIM 22's ED's levels.

Add your favorite pivots for a better feel.

If this is located in the wrong area, I apologize.

brett

EDIT: The 3 day profile is from the Mind over markets: Dalton
Another good book is Anatomy of a Volume Profile Trader: Learn tips and strategies for trading the Volume Profile: Bruce Levy

Category NinjaTrader 8 Indicators and More

Details: Volume profile template for NT8 lifetime license
Category: NinjaTrader 8 Indicators and More

June 25th, 2020
Size: 15.28 KB
Downloaded: 1042 times

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