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Bollinger Bandwidth

The Bollinger Bandwidth study is a technical indicator based upon Bollinger Bands� study, expressing the distance between upper and lower bands as percentage of the middle band value (SMA/EMA around which the bands are plotted). The main plot is accompanied with two additional ones: Bulge and Squeeze. Bulge plot displays the highest bandwidth value reached on the specified period, and, similarly, Squeeze plot shows the lowest bandwidth value.

This indicator was modeled after the first class Think or Swim Trading Platform.

This indicator is shown in the lower panel.

Category NinjaTrader 7 Indicators

Details: Bollinger Bandwidth
Category: NinjaTrader 7 Indicators

March 1st, 2014
Size: 11.60 KB
Downloaded: 390 times

Keywords: 7 bandwidth bollinger indicator ninjatrader

Bollinger PercentB

The Bollinger Bands� Percentage B is a technical indicator based upon the Bollinger Bands� study; it plots a histogram showing position of price relative to the bands. It is calculated as percentage ratio of two differences: first one is the difference between the price and the lower band value, second one is the difference between values of upper and lower bands.

Adopted from the BollingerPercentB indicator on the highly recommended Think or Swim Platform.

NinjaTrader v7 indicator

Indicator is shown on the lower panel of the attached image.

Category NinjaTrader 7 Indicators

Details: Bollinger PercentB
Category: NinjaTrader 7 Indicators

March 1st, 2014
Size: 7.77 KB
Downloaded: 597 times

Keywords: 7 bollinger indicator ninjatrader percentb

Bollinger Universal V4

Exported using NT version 7.0.1000.27

This is a generalized version of the Bollinger Bands with a few options added:

- The midband can be selected from a moving median, a moving mode or 27 different moving averages.

- Midband and channels can be smoothed.

- The period for the standard deviation can be different from the period for the moving average.

- The indicator has an option to display the channels or the midband individually.

- All plots can be colored according to their slope, or alternatively all plots can be colored according to the slope of the midband.

- The slope color includes a neutral slope, which can be adjusted via a threshold.

- The area between the Bollinger Bands can be shaded according to the shape of the midband.

- The trend derived from the midband slope can be displayed via paint bars.

Update July 3 2012: Midband can now be selected from a moving median, a moving mode or 27 different moving averages. Adjustable neutral zone added. Bands can be colored according to their own slope or slope of midband, midband and channels can be displayed individually.
Update July 5, 2012: Bug removed - Butterworth, Gauss and Supersmoother Fillter did not use the specified period.
Update August 20, 2012: Old version of ADXVMA replaced with new version.
Update August 31, 2012: Ehlers Filter updated.
Update October 4, 2012: Paintbars added. Ehlers and Gauss filters updated, moving mode removed. Channel and paintbar colors will now align, when indicator is displaced.
Update October 5, 2013: Tillson T3 added.
Update October 10, 2014: When paintbars were selected without showing the midband, occasionally some bars were set to transparent. Bug removed.
Update March 19, 2015: Slope trend exposed via public IntSeries.

Category NinjaTrader 7 Indicators

Details: Bollinger Universal V4
Category: NinjaTrader 7 Indicators

March 19th, 2015
Size: 59.52 KB
Downloaded: 4166 times

Keywords: bollinger bollingerbands slope smoothing

Bollinger/Keltner Squeeze (Ver 1.1)

gbBollingerKeltnerSqueeze, Ver 1.0, TraderGB, February 6, 2021 [Updated to Ver 1.1]

Description: Draws rectangle around price bars to indicate squeeze.

At the point where both the upper and lower Bollinger bands enter the Keltner channel, the upper and lower rectangle points are defined and are fixed for the life of the rectangle. A TriangleUp/TriangleDown is used to indicate the point where the squeeze starts (squeeze point).

The left most point of the rectangle is also defined and fixed at this point. It draws backward based on BreakTypeUsed (UseClose, UseHiLo). If BreakTypeUsed=UseClose is used, it keeps drawing the rectangle backwards until there is a close outside of the rectangles upper or lower points. If BreakTypeUsed=UseHiLo is used, it keeps drawing the rectangle backwards until there is either a low that is above the upper squeeze point or a high that is below the lower squeeze point. This same logic is used for escaping the rectangle going forward. It keeps moving the right most point until this criteria is met. Since BB/KB are based off of lagging moving averages, a rectangle is draw backwards/forwards from the squeeze point to give context.

Note, there can be overlapping rectangles. If the criteria is met to end the rectangle, another squeeze can take place shortly after and the new rectangle will form and start drawing backwards and possible into a prior rectangle. This is normal and happens more often with BreakTypeUsed=UseClose since this is easier to achieve than BreakTypeUsed=UseHiLo.

Updates:
Ver 1.1 04-19-2021:
1) Fixed XML settings on Opacity

Category NinjaTrader 8 Indicators and More

Details: Bollinger/Keltner Squeeze (Ver 1.1)
Category: NinjaTrader 8 Indicators and More

February 6th, 2021
Size: 10.02 KB
Downloaded: 1002 times

BollingerProChof NT 8

Winning Entry March 1st, 2024 to April 1st, 2024 [1 votes]

This simple indie uses 'added data' in the code.. Just input the 'data series' you want to
study in relation to the 30min BB's and it will plot values (estimates) of where the 30 min
BB 'Upper' and 'Lower' will plot on the hour and half-hour that is coming up..

These bands will also show you the median value of the current 30minute study which I
find very useful to form a "bias"..

In general : if price is below the 'Lower' plotted 30min BB (30 min chart) AND below the
'Lower' (already plotted 'fulcrum') 10 min BollingerPro (10 min data on any tick or volume
series chart) then price is in oversold territory ... at least its below the number of SD's you're
studying AND what's projected..

**Important : This indicator will stop working on Rollover..

.. The 'added data' in the code
needs to be updated to the current Sept, Dec, Mar, June series AND underlying !.. i.e. if you
want to study ES, the code has to be changed to use ES as 'added data'.. It's very simple to
do - the 'added data' lines are 70 and 71.. (try changing them yourself - you'll feel like a coder)

Note: I've updated the code to a 'Source Code' version (I hope).. I also hope it works as a
version everyone can access and change as needed, as I had hoped to share originally..

Note2: I started a thread for 'BBPro' here :

BollingerPro discussion

** I'd like to include the link for a new 'source code' version of BollingerPro now 'BollingerProChof'
I wasn't aware I had uploaded a .dll version. I apologize and bear responsibility for what got
posted/shared.. …

I attached a couple more pics to explain 'Ellipse #'s 1 & 2' in the pic attached here..
I've penned specifics on data series and some tips you 'May' use.. "Only trade with money
you can afford to lose" haha - seriously I hope it all helps.. Chof

Category The Elite Circle

Details: BollingerProChof NT 8
Category: The Elite Circle

March 15th, 2024
Size: 5.05 KB
Downloaded: 127 times

Keywords: bollingerprochof

Bollinger_v1 for NT 7

This Bollinger Band indicator is the same as the one that comes with NT. However, it has several capabilities added.

Choose from the following Moving Averages
1. EMA
2. SMA
3. LinReg
4. TMEA
5. LLMA
6. ZeroLagEMA
7. ZeroLagTEMA
8. Regression Channel

Can use an adaptive period by setting the period parameter to "1".
Choose your own colors.

Color the lines based on
1. moving average rising and falling
2. moving average is above or below price,
3. combination of both of number 1 and 2
4. outer bands compressing/decompressing

Category The Elite Circle

Details: Bollinger_v1 for NT 7
Category: The Elite Circle

February 3rd, 2011
Size: 26.96 KB
Downloaded: 697 times

CCLBands

This is the final version of the older CCLFibBands. I took Fib out of the title because it is much more than Fibs and indeed Fibs are not necessarily a core component. Users can input Fib ratios for the band widths but apart from that it's really a multi-band-type tool which can be used in a wide variety of ways.

1. Mean price based on various types of MA including BMT collective and other collectives, vwap (24 hr).
2. Mean based on day-range midprice or manually input price such as the Open, Yesterday Close or whatever you like.
3. Several types of band: ATR-based, StD based or custom default which is combination of ATR and percentage of price; also can be more or less responsive to short-term volatility; also can be based on looking back to see average maximum ranges over time to fix the outer bands and work the inner ones back from there.
4. One more minor wrinkle: can average any midline with the vwap. Also dynamic PVP is available as a mean.
5. Has target printing capability as DataSeries onetime plot dots or more extended text prints (which cannot be autoscale = falsed unfortunately), based on instant crossover of a band or later confirmed swing points (in Calc Bar Close mode only for swing option).

As far as I can tell, the indicator works well with no errors. When choosing any option involving the targets based on swing, have to keep indy in CalconBarClose = true; that confused me for a while. This because the Swing Indicator used to determine swing prices is calconbarclose only.

The attached picture shows Jan 6 am action in Gold with the mean price based on the POC/PVP price from yesterday afternoon. This is using the Manual MAtype and having a price typed into the ManualOverridePrice input. Also in this case I had the Lookback option on the band calculations. The Std bands probably would have contained price better but the purpose of this setup was to gauge whether or not the morning was looking like a rangebound day or a trend day. The price charging way above the old PVP and the outer bands clearly indicated a trend day. So in this case not used for trading signals per se, simply perspective on market situation.

There are many ways this indicator can be used. Hopefully the comments are helpful given how many options there are, but hopefully also anyone who finds bands helpful will take the time to simply experiment with different options.

NinjaTrader 6.5: YES
NinjaTrader 7.0: NO (sam028)

Category The Elite Circle

Details: CCLBands
Category: The Elite Circle

January 6th, 2010
Size: 85.01 KB
Downloaded: 693 times

Keywords: collectivema envelope vwap cclsys

Colour Time Bands

This indicator was provided elsewhere on the forum (thanks very much) and will show up to 3 different coloured backgrounds to the chart for different time zones - such as RTH / ETH and so on.

However, you (someone?) may want to fix these bugs: 1. When I close Ninja and re-open it disappears and needs to be re-loaded onto the chart; 2. I can't "save template"; 3. I would like to be able to treat it as a 24hr clock, in other words - if I enter 16:00 to 10:00 it should shade the entire overnight session. Rather, these indicators seem to get stuck at midnight and hence you need a few bands (so I can work around this if I need to).

Category NinjaTrader 8 Indicators and More

Details: Colour Time Bands
Category: NinjaTrader 8 Indicators and More

September 7th, 2016
Size: 3.79 KB
Downloaded: 615 times

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

Current Week Vwap Bands - ryanCurrentWeekVwapV40

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 Week 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""

Exported using NT Version 7.0.1000.8

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.

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. 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 update, also see the SessionVWAP Week V40.

Update January 25, 2012: Minor enhancements. Small bug removed, which had affected the plot colors.

Category NinjaTrader 7 Indicators

Details: Current Week Vwap Bands - ryanCurrentWeekVwapV40
Category: NinjaTrader 7 Indicators

February 5th, 2013
Size: 8.19 KB
Downloaded: 464 times

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