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Fisher Transform of Stochastic Oscillator 5 *
By applying the Fisher Trasform to the %K, the problems with the stochastic getting stuck near its extremes are eliminated. This indicator is designed for minimal use of CPU resources with COBC false.

This is a work in progress. Considering adding the Inverse Fisher Transform of the %K later. One of the better known guru trading rooms sells this for a high price, referring to it as the "Cyclone" indicator. It is doubtful that their expensive version is coded to run as efficiently as this one.

Maybe I will apply this to the Cumulative Delta.....


Category The Elite Circle  		 
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Details: Fisher Transform of Stochastic Oscillator
Category: The Elite Circle 


November 14th, 2012
Size: 11.38 KB
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FootPrint Chart for NT8 5 *
Updates 7/14/2016:
- complied on NT8b12, may not work in earlier versions
- thanks to Sim22 for some great code modifications to make the chart more stable and kill some bugs

This is a standard footprint chart that shows bid/ask market orders or volume/delta bars. It doesn't have a lot of the bells and whistles that some other (paid) versions have, but I find it sufficient for my needs.

Candlestick bars can be shown to the left of the footprint bars and/or as an outline in the footprint bar. It also allows to indicate the close and high volume bars in the footprint.

If you find any bugs or have any enhancement suggestions, please PM me.

NOTES:

You must turn on Tick Replay otherwise the chart will not show historical bar values. Charts that do not support Tick Replay (Renko for example) will not work. Line charts will also not show the footprint bars.

Charts with a high Days to Load value (15+) will take more time to initially load as there's a lot of values to historically calculate before the chart can be displayed.

I suggest using a fixed width font (Consolas, Lucida, etc.) for the Bar Font as the numbers line up and makes the chart more readable.

There's no easy to way that I found to auto scale the bar width and spacing based on the font size, so these are manual adjustments via Bar Spacing and Bar Width. Bar Spacing controls the spacing between the bars and Bar Width controls how wide the bars are. If you change the font from the default Consolas 12px, you may need to increase or decrease these values to adjust the bars.

The chart will attempt to auto scale to compress the footprint bars so there's little to no spacing between the bars. The scaling is based on the chart window size, so if you size the window small, it may not look great if there's a lot of bars on the chart. If you don't like the auto scaling, you can turn it off in the indicator properties via Visual->Auto scale.

Credits: The OnMarketData algorithm to calculate volume values was taken from the 'bid ask for ninja8' indicator by @zohar.


Category NinjaTrader 8 Indicators and More  		 
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Details: FootPrint Chart for NT8
Category: NinjaTrader 8 Indicators and More 


July 5th, 2016
Size: 7.39 KB
Downloaded: 4130 times
Footprint Chart for NT8 5 *
A clean and simple Footprint Chart.

How to enable Tick Replay.

Version 1.6 | May 2017 (Latest)

- multi-threading optimization
- performance optimization

Version: 1.5 | Nov. 2016

- minor optimization of indicator visuals.
- minor optimization of code and logic.




Version: 1.4 | Nov. 2016

- value area has been added
- further optimizations

Version: 1.3 | Nov. 2016

- fixed a bug in the profile
- minor optimization of code and logic.

Version: 1.2 | Nov. 2016

- a simple volume profile has been added

Version: 1.1 | Nov. 2016 || Please update

- major improvement in calculating historical values
- added a background cell to the current bid and ask values.
- minor optimization of indicator visuals.
- minor optimization of code and logic.


Category NinjaTrader 8 Indicators and More  		 
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Details: Footprint Chart for NT8
Category: NinjaTrader 8 Indicators and More 


November 21st, 2016
Size: 10.45 KB
Downloaded: 6698 times

Keywords: chart delta footprint
View the winning 'starred entries' FootPrintV2 Chart for NT8 5 *
Winning Entry April 1st, 2024 to May 1st, 2024 [1 votes]
Winning Entry March 1st, 2024 to April 1st, 2024 [1 votes]

All important information can be found here: FootPrintV2 Chart for NT8














Updates:

2024-05-17:
  • The BarItems have been exported to an own indicator, for further details check the Forum post.

2024-04-05:
  • Added Depth Profile
  • Added Midas (AVWAP)
  • Small Fixes

2023-08-28:
  • The indicator doesn't need tick replay anymore.
  • Performance optimization
  • Cumulative Delta optimization
  • Visual optimization
  • Minor Bugfixes

2023-08-08:
  • A few minor changes

2022-09-21:
  • Added Cumulative Delta Values on Swing Highs and Swing Lows

2022-09-22:
  • Renamed "Bars" mode into "Profile" mode
  • Added a per bar Delta Profile in "Numbers" mode


2022-09-23:
  • Reorganized the top-menu
  • Added configurable Hotkeys to toggle FootPrint and Map
  • Added a real Delta-Mode to the map with opacity based on Delta value
  • Changed the TapeStrip Filter for manual size input
  • Fixed a few minor issues

2022-09-27:
  • The Auto-Scroll in fixed ChartScale has been improved

2022-10-01:
  • Added text rows for Delta, Volume and Cumulative Delta

2022-11-02:
  • Changed the FootPrint Resize- and Scale-Behaviour
  • The indicator now remembers fixed and automatic scale properties when switching between modes.

2022-11-03:
  • Improved Fixed Scale Auto-Scrolling
  • Improved opacity and readability

2022-11-04:
  • Improved Fixed Scale Auto-Scrolling
  • Added stacked imbalances
  • Added Volume and Delta per Bar

2022-11-07:
  • Alerts for stacked Imbalances have been added


Category NinjaTrader 8 Indicators and More  		 
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Details: FootPrintV2 Chart for NT8
Category: NinjaTrader 8 Indicators and More 


September 28th, 2022
Size: 33.43 KB
Downloaded: 3889 times

Keywords: footprint profile v2 volume
gbATRxMTF 5 *
gbATRxMTF, Ver 1.0, TraderGB, August 15, 2021

Description:
Plots the average true range of an alternative periodicity than that of the chart (requested by jmont1).

Parameters:
* BarType : Month, Week, Day, Minute, Second, Tick, Volume, Delta (default = Minute)
* BarValue: Value to be used for BarType (default = 15)
* Period : Lookback for ATR


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Details: gbATRxMTF
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August 15th, 2021
Size: 3.56 KB
Downloaded: 296 times

Keywords: atr mtf
gbBuySellPressure 5 *
gbBuySellPressure, Ver 1.0, TraderGB, June 4, 2021

Make sure you have Tick Replay on when using this indicator.

Description: This is the stock NT8 BuySellPressure indicator with the following modifications (requested by cshrum):
1) Re-scaled between -100 and +100 (was between 0 and 100)
2) Buy pressure appears above zero and sell pressure appears below zero
3) Changed line sytle from line to bar
4) Added addtional reference lines (+50 to +100 and -50 to -100)
5) Added divergence marker on price panel (optional)
6) Added divergence marker on pressure panel (optional)


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Details: gbBuySellPressure
Category: NinjaTrader 8 Indicators and More 


June 4th, 2021
Size: 3.25 KB
Downloaded: 473 times
gbDWAP 5 *
gbDWAP, Ver 1.0, TraderGB, June 24, 2021

Description:
gbDWAP is the Delta Volume Weighted Average Price. I was interested in what it would look like if regular volume in VWAP was replaced with the 'absolute value' of the delta volume. Note, since delta volume can be either positive or negative, the absolute value is used rather than the signed value. The Typical price is used in the calculation for this indicator.

The attached chart shows VWAP (Yellow), DWAP-BidAsk (Cyan), and DWAP-UpDownTick (Pink) side-by-side so you can see how they appear relative to one another. At this point, this indicator is only an experiment born out of curiosity and I have not studied it much to determine what value it may have, if any. My initial thought is that it adds no additional value over VWAP.

Notes:
1) Make sure you enable Tick Replay for this indicator.
2) This indicator requires that you have the NT8 OrderFlowCumulativeDelta indicator. If you have the NinjaTrader Lifetime license you should have this.

Parameters:
* DeltaType: Base the DWAP on either BidAsk or UpDownTick


Category NinjaTrader 8 Indicators and More  		 
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Details: gbDWAP
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June 25th, 2021
Size: 2.49 KB
Downloaded: 612 times
gbFisherTransformMTF 5 *
gbFisherTransformMTF, Ver 1.0, TraderGB, May 17, 2021

Description: Multiple timeframe Fisher transform. Option to blend chart and additional timeframes and assign weighting.

Paramters:
Period - Period for Fisher transform on both timeframes (chart and additional timeframe).

Timeframe Paramters:
Enable - Enables additional timeframe Fisher transform (default = true). If false, it uses only chart timeframe.
Bar Type - Type of bar to use: Month, Week, Day, Minute, Range, Second, Tick, Volume, Renko, Delta (default = Range)
Bar Value - Bar value to use (default = 6)
Avg with Chart Timeframe - If true, averages the chart and addition timeframe Fisher transforms (default = true)
Weight for MTF - Weight given to additional Fisher transform when blending with chart timeframe (range: 0 to 1, default = .5 which gives equal to both)

Notes:
1) Delta bars are included in this indicator but can only be used if you have them installed.


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Details: gbFisherTransformMTF
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May 17th, 2021
Size: 7.92 KB
Downloaded: 459 times
gbMAxMTFx4 5 *
Script: gbMAxMTFx4 (Ver 1.0 by TraderGB, March 2021) Corrected Entry

Description: This indicator will draw four moving averages/filters based on user input. It is mainly used to draw higher frame moving averages/filters on lower frame charts to give reference to market condition (trending, consolidating, etc) from the higher frame perspective. Four averages are used to give some clarity of this. The indicator allows you to choose
from several bar types and averages/filters (see below).

Installation: This file contains four bar types that require a restart of NT after being imported. Bar types are: Reversal, Delta, BetterRenko, and UniRenko. If you already have these, just skip over them during the import. Included in the zip file are many indicators. If you have made any customizations to any of these named scripts, you should consider skipping that particular indicator when it prompts you to [skip or overwrite]. If you have made changes and you overwrite, your custom code is gone. You may want to make a backup copy of your indicator directory before you import just to be on the safe side. You only have to worry about this if the name of a script in this zip file matches one you already have.

Available Bar Types (* non-standard NT bar types; requires installation and restart NT):
Month, Week, Day, Minute, Range, Second, Tick, Volume, Renko, (* Reversal, Delta, BetterRenko, UniRenko)



Updates:
1) The following are set to false. You may want to set them to true and recompile:
IsAutoScale = true;
DrawHorizontalGridLine = true;
DrawVerticalGridLines = true;
Available Moving Averages/Filters:
AdaptiveExponentialMA, AdaptiveLaguerreFilter, AhrensMA, AverageDirectionalVariableMA, AutoRegression, ArnaudLegouxMA, Butterworth_2Poles, Butterworth_3Poles, DonchianChannelMean, DoubleExponentialMA, DistantCoefficientFilter, DeviationScaledMA, ExponentialHullMA, ExponentialMA, ElasticVolumeWeightedMA, GaussianFilter_2Poles, GaussianFilter_3Poles, McGinleyDynamic, HeikinAshiZeroLagTripleEMA, HullMA, HoltEMA,JurikMA, KaufmanAdaptiveMA, LaguerreFilter, LinearRegression, MovingMeanTPO, MovingMeanVWTPO, MovingMedian, MovingMedianTPO, MovingMedianVWTPO, Percentile_50, RangeWeightedMA, ReverseEngineeredRSI_50, SimpleMA, SineWeightedMA, SuperSmoother_2Poles, SuperSmoother_3Poles, Tillson3MA, TimeSeriesForecast, TripleExponentialMA, TripleWeightedMA, TriangularMA, VariableIndexDynamicAverage, VariableIndexDynamicAverageCMO, VolumeWeightedEMA, VolumeWeightedMA, WeightedMA, ZeroLagExponentialMA, ZeroLagTripleExponentialMA

Primary Input Parameters:
1) Bar Type (see gbMAxMTFx4_BarTypeEnum enum for list of available bar types)
2) Bar Value
3) Moving Average Type (see gbMAxMTFx4_MATypeEnum enum for list of available averages and filters)
4) Four Moving Average Lengths (Period 1, 2, 3, 4)

Non-Standard NinjaTrader Bar Types Used (you'll need to install these if you don't already have them):
1) Reversal Bars
2) Delta Bars
3) BetterRenko Bars
4) UniRenko Bars

UniRenko Parameters: If using a UniRenko Bar, you'll need to specify the Bar Values in the "Parameters - UniRenko" area.
1) Tick Trend
2) Tick Reversal
3) Open Offset

Limitations:
1) This indicator is not intended to have a frame less that the host chart. This should not present any runtime issues, but be mindful that plots are displayed based on the frame used by the host chart. Thus, if price goes up 10 points and then down 10 points before the host chart bar closes, you're not going to see this. The proper
way to use this indicator is with a higher frame than the host chart (i.e., 10 min indicator on 1 min chart, etc).
2) Most averages require a minimum of 1 period, except for: DeviationScaledMA (2), Holt EMA (2), Kaufman Adaptive MA (5), Linear Regression (2), Percentile (4). If you enter a value less that the minimum, the script will use the minimum but display what you used as input.
3) This script uses averages/filters that mostly use Length as there main input. Indicators such as MAMA and iTrend were not included since they don't use Lenght as an input.
4) Default values are used for parameters in some averages/filters that require more than Length as input, such as: Arnaud Legoux Moving Avg, Butterworth Filter, Deviation Scaled MA, Gaussian Filter, Jurik MA, KaufmanAdaptiveMA, Percentile, Reverse Engineered RSI, and Tillson3 MA.
5) Some averages/filters require a short and long term period as input (i.e., VariableIndexDynamicAverage). In these cases the Length is used as the short-term period and the long-term period is three times the Length.


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Details: gbMAxMTFx4
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March 5th, 2021
Size: 122.79 KB
Downloaded: 473 times
gbVolumeReversal 5 *
gbVolumeReversal, Ver 1.1, TraderGB, May 23, 2021 [ Updated ]

Description: This was my attempt to reverse engineer through trial-and-error Mark Leibovit’s volume reversal and volume sequential indicator. The calculations for this are unpublished and remain proprietary. This was first done about six years ago when I had access to the indicator with recent price action and simply messed around with price and volume until matching all the signals. Within this indicator I put a divergence signal, which is not part of Leibovit’s work. I personally don’t use this indicator, but some may find it useful.

References:
The Trader’s Book of Volume, The Definitive Guide to Volume Trading, Mark Leibovit, 2011, p 255-262
The Encyclopedia of Technical Market Indicators, Robert W. Colby, CMT, 2003, p 778-780

Updates:
Ver 1.1, 2021-05-27: Included options for each of the two text labels be optional (requested by chartman). Note, if you have 'Show Sequential VR Text' checked but not "Show Sequential VR", Sequential VR text will not appear.


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May 23rd, 2021
Size: 4.71 KB
Downloaded: 1270 times
 

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