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Session Pivots Weekly (amaPivotsWeekly)
Version 2.6 July 4, 2018 Session Pivots Weekly is an enhanced pivots indicator which allows for displaying floor pivots, wide pivots, Jackson Zones and Fibonacci pivots.high , the full session low and the settlement price. However, the daily data depends on the data supplier and reflecta the daily high , low and close as shown on a daily chart.Pivot range: The indicator is set to display the pivot range which is the range between CP and DP. The pivot range is a symmetrical range around the main pivot PP. A wide pivot range follows after a trending week with a close near the highs or the lows. A narrow pivot range indicates that the prior week was a balancing week and closed near the central pivot.Prior week high , low and close: The indicator also displays the high , low and close for the prior trading week. These levels often act as support or resistance during the current trading week. Moreover, prior week high , low and close reflect the input data for calculating all pivot values and can be visually checked against the chart bars, while this is not possible for the pivots themselves.Pivot formulas: high , L = prior week low , C = prior week close, X = H - LUpdate version 2.6.: Enhanced CPU efficiency. Minor changes.Nota: The forum software has renamed the downloadable zip file to the false version number 2.0. Please disregard the version number of the zip file. The zip file contains the indicator version as specified above.Category NinjaTrader 8 Indicators and More
1920
Fat Tails
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Session Ranges and Countdown Clock v2
There are two main features Session Countdown Clock The open and close times are local to each city. I use the following Note*: Since I have been asked this question a few times. The indicator will automagically adjust to whichever timezone you are in. So out of the box the indicator has New York set to 8am open. If you want to change it to 9am open simply set the "New York Open Hour" to 9 in the indicator properties. You don't have to do the mental gymnastics to figure out what 9am NY is in your local timezone. Session Range high /low and open/close bar. Click on the city name again to remove the range box.Note*: The session range functionality will only work in time-based charts. It doesn't work in other chart types (ie range, renko, pnf etc) at the present. Coming in version 3 Category NinjaTrader 7 Indicators
1151
Traderji
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SessionNoiseBands V39
Exported using NT Version 7.0.1000.10This indicator is an old version and there will be no more maintenance. All the features have now been integrated with the SessionPivots indicator that can be downloaded here: https://nexusfi.com/download/ninjatrader-7/indicators/371-download.html?view The indicators that come with the SessionPivots package also allow to display weekly and monthly noise bands. Indicator will only run on NT 7.0.1000.5 or later. High - Open) and (Open - Low ). The indicator detects the average daily noise (ADN) for two selectable periods and uses them to calculate intraday targets, which are displayed as noise bands. The upper band is calculated by adding the expected noise to the current open, the lower band is calculated by subtracting the expected noise from the current open. Indicator Settings BandRange : The default setting uses 100% of the ADN of the selected period. Instead of using 100% you can select any other percentage to calculate the intraday target bands.Include After-Session : If set to true, the volatility bands of an intraday session will be extended to the next session, the after-session, but not recalculated. Default value is "false ".Period(1) for the average daily range : This is the shorter period used to calculate average daily range. Default value is 3 days , maximum selectable is 100 days .Period(2) for the average daily range: This is longer period used to calculate the average daily range. Default value is 10 days , maximum selectable is 100 days .Session: Select between the full ETH and the RTH session. Default value is "ETH ."Session for RTH : Select the RTH session, for which you want to display the bands. For FOREX, you would select "First " for the Asian session, "Second " for the European session and "Third " for the US session, if you use a session template with 3 intraday sessions. For ES you would select "Second ", if your session is divided into night and day session. Default value is "Second ". This option only applies, if "RTH " has been selected under "Session". A hybrid setting selects the third intraday session for FOREX and currency futures, and the second intraday session for all other futures contracts. Only select it, if you use triple session templates (Asian, European, US) for FOREX and Currency Futures.Show Current Open : Selects or unselects Current Open.High /Low is set to true.High /Low high and low .Show Noise Bands : Selects or unselects projection bands. Category NinjaTrader 7 Indicators
750
Fat Tails
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SessionPivots V43
Exported using NT Version 7.0.1000.26Options for the Pivot indicators : Floor pivots, pivot range, midpivots, floor pivots wide, Jackson Zones, Fibonacci pivots, Camarilla pivots, VWAP of the prior session Options for the OHL indicators : Open, high and low of the current period, Fibonacci retracement levels calculated from current high and low , noise bands, target bands based on the average daily/weekly/monthly range.Chart settings : Please set the right side margin under chart properties to 200 to allow for correct display of the labels. The colors are adapted to dark chart backgrounds.Session templates : The indicators require the use of a correct session template for the instrument shown on the chart. With an ETH template only ETH pivots, ETH OHL and ETH noise and target bands can be displayed. For displaying RTH pivots, it is recommend to use a multi-session template that divides the day into the night session, regular session and after-session.Use of daily data on intraday charts : The 3 pivot indicators are designed to load daily data, if the option for "Calculate from session" is set to “Daily Bars”. This the data used by the indicator:High and low are taken from the full intraday sessions. The close or settlement price is taken from daily data.High and low are taken from the regular intraday sessions. The close or settlement price is taken from daily data.High and low are taken from the full intraday sessions. The close is the last price traded for the full session.High and low are taken from the regular intraday sessions. The close is the last price traded for the regular session.Auto setting for the 3 pivot indicators : The Auto setting will preselect ETH for FOREX and all CME currency futures, but preselect RTH for all other instruments.VWAP : The VWAP of the prior day is always calculated from intraday data. Depending on the chart resolution it can be a few ticks off the correct value.Auto setting for the 3 OHL indicators : The Auto setting will preselect the third intraday-session as the regular session for FOREX & currency futures, but preselect the second intraday-session for all other instruments.Noise Bands : The OHL indicators can be used to display noise bands. The noise is determined by averaging the smaller move Min (High – Open, Open – Low ) over N1 & N2 days. The average values are displayed in a data table. The noise is added to and subtracted from the current open.Target Bands : The OHL indicators can be used to display target bands. The targets can be determined in two different ways: Either the average daily range over N1 & N2 days is added to the current low (high projection) or subtracted from the current high (low projection), or the daily expansion from the open Max(High – Open, Open – Low ) is averaged over N1 & N2 days and added to and subtracted from the open. The average daily range or average daily expansion is shown in the data table. GLOBEX holiday sessions with settlement next day : The indicators are preconfigured for Globex holiday sessions without settlement for trade date next day or later. These trade dates are President’s Day, Martin-Luther-King Day, Memorial Day, Independence Day, Labour Day and Thanksgiving. The indicators will display double day sessions for these days for all GLOBEX and NYMEX traded instruments.https://nexusfi.com/elite-circle/25791-toolbox-2013-trading-session.html https://nexusfi.com/elite-circle/3790-ninjatrader-7-toolbox-floor-pivots.html Category NinjaTrader 7 Indicators
371
Fat Tails
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SessionTWAP Daily V43
Exported using NT Version 7.0.1000.26Indicator will only run on NT 7.0.1000.5 or later Time Weighted Average Price of the selected session. It can be used on all types of charts. Use with tick based charts : On tick based charts it will apply a weight to each bar, which is the smaller of (timestamp of current bar - timestamp of previous bar) and (timestamp of current bar - session start time). There is one specific case, where this may cause a problem. The technical break of CME index futures from 3:15 PM to 3:30 PM CT is not taken into account by the session template, if an ETH session is used. In this case the first bar after the break will be overweighted. To avoid that problem use the default setting for the technical break for Globex index futures, which will eliminate the impact of the technical break.ETH session: The TWAP will be calculated for the full session, if ETH is selected via indicator dialogue.RTH session: It is possible to display the TWAP 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 TWAP 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_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 TWAP 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 TWAP. Also colors and opacities can be selected for the areas between the inner bands, middle bands and outer bands.high + low + open + close) / 4 for higher accuracy. Adapted to different plot styles. Category NinjaTrader 7 Indicators
934
Fat Tails
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SessionVolatilityBands V38
Exported using NT Version 7.0.1000.7This indicator is an old version and there will be no more maintenance. All the features have now been integrated with the SessionPivots indicator that can be downloaded here: https://nexusfi.com/download/ninjatrader-7/indicators/371-download.html?view The indicators that come with the SessionPivots package also allow to display weekly and monthly average ranges. Indicator will only run on NT 7.0.1000.5 or later. low . The lower band is calculated by subtracting the average daily ranges from the current day's high .Indicator Settings Band Type : The bands will auto-adjust to the current day's high and low , until the expected daily range is exceeded for both of the lookback periods. In this case the bands will freeze and change color (Band Type "Freeze "), stop (Band Type "Stop ") or further expand (Band Type "Expand ", requires a second expansion target).Default BandRange : The default setting uses 100% of the ADR of the selected period. Instead of using 100% you can select any other percentage to calculate the intraday target bands.Expanded BandRange : This is required for the Band Type "Expand ". The default setting uses 127% of the ADR of the selected period. Instead of using 127% you can select any other percentage to calculate the second level of the intraday target bands.Include After-Session : If set to true, the volatility bands of an intraday session will be extended to the next session, the after-session, but not recalculated. Default value is "false ".Period(1) for the average daily range : This is the period used to calculate the shorter average daily range. Default value is 3 days , maximum selectable is 100 days .Period(2) for the average daily range : This is period used to calcualte the longer average daily range. Default value is 10 days , maximum selectable is 100 days .Session : Select between the full ETH and the RTH session. Default value is "ETH ."Session for RTH : Select the RTH session, for which you want to display the bands. For FOREX, you would select "First " for the Asian session, "Second " for the European session and "Third " for the US session, if you use a session template with 3 intraday sessions. For ES you would select "Second ", if your session is divided into night and day session. Default value is "Second ". This option only applies, if "RTH " has been selected under "Session". A hybrid setting selects the third intraday session for FOREX and currency futures, and the second intraday session for all other futures contracts. Only select it, if you use triple session templates (Asian, European, US) for FOREX and Currency Futures.Show Current Open : Selects or unselects Current Open.High /Low is set to true.High /Low high and low . Category NinjaTrader 7 Indicators
713
Fat Tails
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SessionVWAP Daily V43
Exported using NT Version 7.0.1000.26Indicator will only run on NT 7.0.1000.5 or later Volume Weighted Average Price of the selected session. It can be used on all types of charts.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_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. 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.high + low + open + close) / 4 for higher accuracy. Adapted to different plot styles. Category NinjaTrader 7 Indicators
674
Fat Tails
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shBarATR
Graphs ATR (green line) and the size of the corresponding bar in yellow ( |High -Low | ). Can be useful in determining if a signal bar of large enough to take by visualizing it's size relative to ATR. Was introduced here . Category NinjaTrader 6.5 Indicators
464
shodson
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Show Execution Markers (Toggle)
Exported using NinjaTrader 6.5.15High Low breakouts) here. NB further down the page But see here for different version Category The Elite Circle
441
Mindset
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SixPointsInput - Smoothed Data Input
Simple alternative to Median or Typical Input to your indicator. Hat tip to Fat Tails for the idea.high , low , open, close, mean and mean body) to arrive at the average. Useful for smoothing out the data. Category NinjaTrader 7 Indicators
1632
gregid
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