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Searching for entries matching delta divergence , looking in title and description, keywords for any words Found 111 matching entries
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QQE (Quantitative Qualitative Estimation)
Exported using NT Version 7.0.1000.12
This is the QQE (Quantitative Qualitative Estimation) indicator. The origin of this indicator is unclear, it is a mystery indicator derived from Welles Wilder's RSI.
The main plot of the QQE is a smoothed RSI. The indicator then measures the amount of the absolute change between two consecutive values of the smoothed RSI. The absolute changes are then double-smoothed exponentially. The double smoothed value is then multiplied by two user defined multipliers. The result is then used to calculate a fast and a slow trigger line.
Entry and exit signals : Watch out for crosses of the smoothed RSI and one of the trigger lines.
Trend Filter : When the smoothed RSI is above or below the midline (50), this is an indication for an uptrend or downtrend.
Divergences : The main plot of the indicator is a smoothed RSI and can be used to detect divergences between momentum and price.
The attached version of the QQE is entirely recoded, as the QQE which is currently available for NinjaTrader had a few shortcomings. In particular, this indicator uses fewer DataSeries objects, creates instances of the RSI and EMA in OnStartUp(), has a second trigger line added, allows to select the multipliers for the trigger lines and also allows to set the momentum smoothing period independently from the RSI period. Usually for the momentum smoothing period the value 2*RSI_period - 1 is used.
Category NinjaTrader 7 Indicators
1377
Fat Tails
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RJay's Delta Volume Splitter Suite
This Delta Volume Splitter Suite has 3 indicators.
A greater than "X" number of contracts in a single trade - indicator.
A lesser than "X" number of contracts in a single trade - indicator.
And a Between "X" and "Y" values number of contracts in a single trade - indicator.
These Indicators display The delta Market volume transacted, at or below Bid, and at or above Ask, for ranges specified.
Original thread - https://forum.bigmiketrading.com/elite-circle/650-rjays-total-delta -volume-splitter-suites.html
THESE INDICATORS ARE NOT NT7 COMPATIBLE!!!!
These indicators has been updated to improve their overall accuracy.
Upload Date 11/01/2010
New versions has the same name with a 2 at the end.
COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: NO
Category The Elite Circle
216
RJay
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RJay's Delta Volume Splitter Suite NT7
This Delta Volume Splitter Suite has 3 indicators.
A greater than "X" number of contracts in a single trade - indicator.
A lesser than "X" number of contracts in a single trade - indicator.
And a Between "X" and "Y" values number of contracts in a single trade - indicator.
These Indicators display The delta Market volume transacted, at or below Bid, and at or above Ask, for ranges specified.
Original thread - https://forum.bigmiketrading.com/elite-circle/650-rjays-total-delta -volume-splitter-suites.html
All three indicators are in the same zip file.
THESE INDICATORS ARE FOR NT7 ONLY !!!!
These indicators has the latest updates available.
Upload Date 12/15/2010
Category The Elite Circle
767
RJay
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RJay's Level 2 Bid/Ask Supply Delta
This is a level 2 indicator. It measures market supply, not market volume.
This indicator can display all levels, a range of levels, or just a single level of supply in the level 2 book.
There are three variables with this indicator that can be set.
Beginning level, ending level, and smooth.
The first two sub panels are displaying all levels, raw data, then smoothed.
The last two sub panels are displaying just level 0, raw data, then smoothed.
( Note: Level 0 supply is the supply that current best price Market Orders transact with.)
Because of the spike nature of book levels, I have built in the optional smooth feature which takes an EMA of the last 5 bars, minus the highest and lowest values of the five.
Also, the bar colors reflect the raw data direction, even on the smoothed version. This accounts for some red bars above and green bars below the center line in the smoothed version.
In the smooth setting, this indicator begins plotting after the fifth bar.
THIS INDICATOR IS FOR NT7 ONLY !!!!
Upload Date 4/10/2011
Category The Elite Circle
297
RJay
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RJay's Total Volume Splitter Suite
This Total Volume Splitter Suite has 3 indicators.
A greater than "X" number of contracts in a single trade - indicator.
A lesser than "X" number of contracts in a single trade - indicator.
And a Between "X" and "Y" values number of contracts in a single trade - indicator.
These Indicators display total Market volume transacted, at or below Bid, and at or above Ask, for ranges specified.
Original thread - https://forum.bigmiketrading.com/elite-circle/650-rjays-total-delta -volume-splitter-suites.html
THESE INDICATORS ARE NOT NT7 COMPATIBLE!!!!
These indicators has been updated to improve their overall accuracy.
Upload Date 11/01/2010
New versions has the same name with a 2 at the end.
COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: NO
Category The Elite Circle
215
RJay