CamsVp is a volume profile indicator for NinjaTrader 8 with added features of delta, footprint and imbalance. CamsVp has great flexibility in the selection of chart regions from which to generate a profile. The start and end of regions may be defined as window, date, current, bar and daily. There is also a handy mouse drawing tool to define regions. A region may be as small as one bar or as large as computer memory capacity. There is no limit as to the number of regions that can be drawn. Granularity can be chosen to minimize computer load especially for large time span profiles. CamsVp automatically configures itself according if a chart's Tick Replay feature is enabled. Calculation mode and bid/ask delta are affected. Scales may be mixed, for instance a volume profile can be shown with a Delta scale.
R4: added Enable CamsVpRegion to control cross talk using multiple instantiations on same chart. 11/8/2017
R3: added volume imbalance, changed display to Bid/Ask, value area boundary line, improved text alignment, scale and bar opacity, 8/6/2017
R2: fixed granular bar offset, added Day and Volume granularity, improved value area calculation, added VA smoothing, fixed Right orientation for regions Bar and Daily, 07/07/2017
R1: initial release, 6/19/2017
Lifted from the BetterVolume2 Indicator available on the Ninja Forum and originally written by Barry Taylor and available for free, this one features a few additions including:
some of Cory's volume stop work;
some additional patterns (many of them experimental) which track various combination such as down bar, then churn, then up bar. Small-size wingdings are used to highlight such signals which can easily be turned off once they are learned and/or different ones added.
This is not nearly as sophisticated as many of the live-updating buysell/delta indies out there. The Tradestation version of BetterVolume does a good job of reading up and down ticks but this is much tricker in Ninja and this indicator was not programmed that way (though at this point I think it could/should be) with less difficulty than a year or so ago since more independent programmers out there have shared so much stuff.
To activate the volume signals, change the MA Period from 20 to 21. Then read through the Descriptions for the other options. It's fairly straightforward.
The attached pic shows two version of BetterVolume2 which I had up to ensure this latest version with a different name (so as not to over-write the original BetterVolume2 on others computers) was working correctly.
This is the CCT Keltner indicator for MultiCharts, converted from NinjaTrader.
Instead of just plotting the oscillating CCT Ketlner, the indicator also highlights divergences where red is a confirmed negative divergence, green a confirmed positive divergence, and orange a potential divergence.
Overextended CCT Keltner values often signal the end of a trend, but since the CCT Keltner isn't restricted to a range of 0 to 100 (like the RSI and Stochastics), you'll need to add other indicators or price action to determine how 'overextended' overextended is.
This indicator includes the CCTKeltner function for easy use in backtesting.
This indicator gives a choice for drawing the divergence lines for FisherTransform and also for the MacDhistograhm.
I want to give all the credit to Cory who made it possible for the FisherTransform to have the divergence lines work in this indicator. I added the ability for the indicator to count how many times divergence's occur because its handy sometimes to see how different time periods affect divergence.
July 10th, 2018
Size: 13.45 KB
Downloaded: 660 times
1977
quantismo
Hello,
I've cleaned up the template, added weekly pivots to it along with daily pivots from Lizard indicators. Couldn't find the daily pivot zip though.
Also included a simple cumulative deltadivergence indicator created by Bobc635 in the app store.
Edit: I just realized there's a 3rd party counter that won't transfer unless you have @tradetheplandan tradetheplan dot com tools and indicators.
Note:
If anyone is using the VLC indicator from VolumeLadderTrading dot com, I have a pretty good template. As well as indicators from TradeThePlan Just PM me
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.
June 13th, 2013
Size: 7.05 KB
Downloaded: 665 times
1420
treydog999
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.
December 26th, 2013
Size: 10.76 KB
Downloaded: 827 times
1466
LogicalTrader
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. ]
September 18th, 2020 05:50 PM Cyph3r I seem to be missing something in the download. The indicators seem to be there, but not the template you have in your i
mage. Any idea?
July 4th, 2020 03:38 PM bobc635 Thanks.... We will take a look!!!!