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Vertical Horizontal Filter

The VHF indicator can be a useful tool as it attempts to measure the �trendiness� of a market. It reveals the strength of a trend, not the trend direction. This filter compares the sum of one-day price changes within a specific time period to the range between the high and low prices over the specified period. The VHF values help identify whether prices are in a trending phase as well as the degree or strength of a trend, where the trader should use trend-following indicators, or if the prices are in a trading range market, a case where congestion-phase indicators (such as
oscillators which work well in trading range markets) should be used.

In theory, the VHF indicator can be used in the following three ways:

1. In determining whether a particular market condition is trending or is in a congestion/non-trending phase: A rising VHF line indicates a developing trend; a falling VHF line indicates prices may be entering a trading range market.

2. To determine the degree or strength of a trend: The higher the VHF line, the higher the degree of trending. A falling line indicates a trend is weak.

3. The use of the VHF as a contrarian indicator: Relatively low VHF values can indicate that prices can be expected to break out of the congestion phase and start trending. On the other hand, relatively high VHF values indicate that a trending phase may be coming to a close and that the market is getting ready to enter a congestion phase.

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES

Category NinjaTrader 6.5 Indicators NinjaTrader 7 Indicators

Details: Vertical Horizontal Filter
Category: NinjaTrader 6.5 Indicators NinjaTrader 7 Indicators

December 6th, 2009
Size: 5.92 KB
Downloaded: 1944 times

Keywords: trend ninjatrader chop sideways congestion gregid

Vertical Scroll Tools_NT7 (Scroll/Drag)

This small indicator tool serve to scroll the chart vertically in NT7.
Its designed mainly for single data series to make things simple.
On applying, it make use of Fixed Scale attributes of NT's Chart Scale
for scrolling and have in mind its tied to right side scale. If by mistake
'F' is clicked on chart's upper right corner , it needs to be again make
"Fixed" scale either simply stretch/compress scale or set it via right scale
context menu. Scoll works smoothly except a not much noticable jump
on first scroll click after scale stretch/compress.

For vids see :

Exported using NT 7.0.1000.2

Update ( 16 Sep -11): A small logical bug removed which was causing jump/jerks even in normal scrolling during live market.

Update ( 22 Sep -11 ): Previous minor bugs fixed, and added new feature of
Auto Scrolling. As name suggest, it will scroll the chart itself if last bar ( CurrentBar ) goes off the screen by decreasing critical margin, either from
lower chart boundary or higher chart boundary. In other word it will maintain
and adjust itself to keep last bar always in chart area on prices making new session low/highs in case price bars try to overflow from boundaries.

Update ( 25 Sep -11): Following Additions:
* Two Mode of Auto Scrolling- Extreem and Center. while Extreem Mode is
normal AutoScroll as described in previous update, while Center Mode
keeps current price near center of chart always.
* Vertical Drag Feature added, which makes possible to drag the chart
vertically like default horizontal drag of NT.
* Added option to show/hide the Vertical Scroll Bar.
* Added button to turn-off/on Vertical Drag temporarily in case if it conflict
with Drawing Tools. By Default vertical drag is enable even if Button is not
made visible. It can only be turn-off after button made visible.
* Added button to turn-off/on AutoScrolling. By Default AutoScrolling is off.
* Rectified button location updation with chart resizing.
*Some minor code changes.

Update ( 08 Oct -11 ):
*Instrument change Fix .
*Some Code improvements.

Update ( 19 Nov -11 ):
Its not a new update, but only entry of latest build developed on 14-Oct-11.
More about this in post https://nexusfi.com/elite-circle/13209-vertical-scroll-experimental-8.html

CS file is named VerticalScrollTools. Displace old VerticalScroll.cs file before importing this to be safe from enum conflict.

see for vids : https://www.screencast.com/t/0sQTKwbasPx

Discuss here : https://nexusfi.com/elite-circle/13209-vertical-scroll-experimental.html

Category The Elite Circle

Details: Vertical Scroll Tools_NT7 (Scroll/Drag)
Category: The Elite Circle

September 11th, 2011
Size: 8.54 KB
Downloaded: 1227 times

Video: High Probability vs. High Profit Strategies

Recorded webinar from SFO magazine featuring forex trader, author and analyst Kathy Lien

Category Educational

Details: Video: High Probability vs. High Profit Strategies
Category: Educational

March 1st, 2010
Size: 44.18 MB
Downloaded: 968 times

Keywords: high shodson probability profit

VixRSI - The Fear Indicator

The VixRSI which was presented in the January 2014 issue of the TASC magazine.

Several years ago, Larry Williams developed something he calls the VIX fix. What he developed was a simple calculation that closely emulates the performance of the original VIX using only price data, and which can therefore be applied to any tradable. In a nutshell, we take the highest close over the last 22 trading days, subtract today�s low price, and then divide the result by the highest close over the last 22 trading days.
https://www.marketcalls.in/wp-content/uploads/2014/12/VIXFix.pdf

Combining the VixFix with the RSI makes it even more powerful to detect Instrument bottoms and oversold areas. Detecting overbought VIX �greed areas� can also be useful if you try to catch a fast and profitable long trade on the VIX itself.

The calculation is simple:
VixRSI = ema3 of VixFix / ema3 of 14-day RSI

Category NinjaTrader 8 Indicators and More

Details: VixRSI - The Fear Indicator
Category: NinjaTrader 8 Indicators and More

December 9th, 2017
Size: 7.74 KB
Downloaded: 1177 times

VMA Zones

VMA Zones charts an upper and lower region on your chart using the VMA indicator. VMA (Variable Moving Average) adjusts to low volatility and high volatility periods automatically, by using the CMO for calculations.

You can use the VMA Zones as a "Kill Zone" (don't trade inside the zone), or you can use it as a trigger or confirmation when to enter or exit a trade.

You can go long once a full bar has closed above the upper line, and go short once a full bar closes below the lower line.

In the picture, this indicator is the shaded yellow zone on the top panel.

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: [COLOR=#0000ff]NOT TESTED [feedback][/COLOR]

Category NinjaTrader 6.5 Indicators

Details: VMA Zones
Category: NinjaTrader 6.5 Indicators

June 15th, 2009
Size: 7.30 KB
Downloaded: 783 times

Keywords: bmt ninjatrader vma zones

Volatility Breakout Strategy, Economized Corrected version

I found this in the non-Elite Ninjatrader Strategy downloads posted by @minsalaco who said, "Not my personal work but that I'd share".

Considering the heavy resource requirements to backtest and optimize strategies, and the fact that they are intended to be used as money making tools, not playthings, it is hard for me to understand why many strategies, like the original version of this one, do not use any of the good coding practices that we have been discussing here on BMT for the last two years or so. The person who posted it on BMT did so with good intentions and is not to blame for the deficiencies in the coding.

As an experiment I applied some of those coding ideas to this strategy. It should run about a thousand times better than the original version unless I made some mistakes somewhere.

This strategy was coded with stocks in mind and trades a quantity of 100 by default. Many of the other parameters may also be inappropriate for futures contracts. I ran the latest version A.1 for several hours on CalculateOnBarClose false and it IS workng. It bought 100 cars of NQ at 5:50 AM PT on January 7 at 2708.995 (average overall basis). I sold them manually at 2709.7925 and shut down the strategy because I was afraid that my computer might start talking to Skynet�. However, I am sure we would all would appreciate if anyone backtesting this strategy would let me know, and post their results on the forum.

Thanks to user feedback I did some testing and corrected some mistakes that were in the original release. I could not upload the corrected file to the original post but as of 4:26AM Eastern Time on January 7, you can get it here. Replace the original version with this one.

The following text had been copied mostly verbatim from the entry in the Strategies download area but was in dire need of some editing.

Volatility Breakout Pattern
Description
The squeeze signals the end of low volatility periods where the market has built up energy for major moves. Periods of low volatility are the times when the Bollinger bands "move closer together". The width of the Bollinger channel is more sensitive to price volatility than the width of the Keltner Channel, so a Keltner Channel and a momentum index oscillator are added, as mentioned in John Carter's book Mastering the Trade. The momentum index oscillator is used to suggest the trade direction.
How does this Setup work?
The quiet period is when the Bollinger Channel width decreases to less than that of the Keltner Channel. The trade signal occurs when the Bollinger Channel moves back outside of the Keltner Channel. The value of the 12 period momentum index oscillator suggests whether to go long (oscillator>0) or short (oscillator<0).
Moves tend to be stronger when the BB Width is the lowest over at least the past 150 bars. Also choose BBWidth < 0.05 for better results on daily data.
This strategy includes trailing stop and stop loss as variables, so you can easily backtest and use the optimizer.

Category The Elite Circle

Details: Volatility Breakout Strategy, Economized Corrected version
Category: The Elite Circle

January 7th, 2013
Size: 10.23 KB
Downloaded: 578 times

Volatility of a EMA (VEMA)

I know we all have seen it. When you have a indicator calculating on tick and not on bar close, that EMA will bounce around until bar settlement. It may have gave a signal, it might have not.

This indicator will plot the high and low of the range of a EMA that takes place intra-bar. This way you actually know what the EMA did while the bar is building and not have to rely on the bars settlement.

To use, you must set CalculateBarOnClose to false. If you don't, then you have a regular EMA.

Hope someone finds this helpful.

Cheers,

SodyTexas

Category NinjaTrader 7 Indicators

Details: Volatility of a EMA (VEMA)
Category: NinjaTrader 7 Indicators

November 5th, 2013
Size: 2.25 KB
Downloaded: 325 times

Volume Accumulation

Volume based indicator. It has no period or parameters required. There is one option to show the Bar-Bar accumulation if desired but the default is the "summed" value. (integrated over time)

Code based upon:
https://commodity.com/technical-analysis/volume-accumulation/

"The Volume Accumulation indicator combines volume and a price-weighting that attempts to show the strength of conviction behind a trend; the Volume Accumulation indicator might prove useful in uncovering divergences. The formula for the Volume Accumulation formula is shown below:

Volume x [Close - (High + Low)/2]

The formula only gives positive volume to the day if the close is higher than the midpoint of the high and low. If the close is towards the lower half of the range of the price action, then volume is negative for the day."

Category NinjaTrader 8 Indicators and More

Details: Volume Accumulation
Category: NinjaTrader 8 Indicators and More

July 7th, 2016
Size: 1.82 KB
Downloaded: 729 times

Volume Spread Analysis

Everybofy who is interested in Volume Spread analysis should use this Script. It is great for learning purposes and as tool for trading.

The Original Code is from Karthik who wrote the code for Amibroker: Here you can find the Original code: http://vpanalysis.blogspot.com/. He has also an excellent primer on VSA. If you can't get anymore shoot me a PM with your Email.

This Ninjatrader Script is from the Ninjatrader Forum by Prtester, he did an excellent job: https://ninjatrader.com/support/forum/showthread.php?t=12908&highlight=vpa&page=6

All types of VSA signals are coded with a paintbar:
Red Square - UpThrust bar.
Blue Diamond - Reversal possible, yesterday was high volume wide spread up bar, but today we reached 10 days high with low close wide spread down bar.
Red Triangle Down - UpThrust confirmation.
Lime Square - Strength bar (either strength is showing in down trend or a supply test in up trend).
Yellow Triangle Up - An Upbar closing near High after a Test confirms strength.
Lime Diamond - Stopping volume. Normally indicates end of bearishness is nearing /OR/ No supply.
Lime Triangle Up - The previous bar saw strength coming back, This upbar confirms strength.
Blue Square - Psuedo UpThrust, A Sign of Weakness /OR/ A High Volume Up Bar closing down in a uptrend shows Distribution /OR/ No Demand.
Blue Triangle Down - A Down Bar closing down after a Pseudo Upthrust confirms weakness.
Yellow Triangle Down - High volume Downbar after an upmove on high volume indicates weakness.
Aqua Triangle Up - High volume upbar closing on the high indicates strength (in short term down trend).
Deep Pink Square - Test for supply.
Turquoise Diamond - Effort to Rise. Bullish sign.
Yellow Diamond - Effort to Fall. Bearish sign.
Within the chart there are three information boxes, that even give you information to the signals (great for learning), suggestion what to look for next, information for the spread, volume and trend.

Category NinjaTrader 6.5 Indicators

Details: Volume Spread Analysis
Category: NinjaTrader 6.5 Indicators

February 26th, 2010
Size: 23.43 KB
Downloaded: 1111 times

Keywords: paintbar volume spread prtester

Volume Spread Analysis (VSA) Suite V1.3 - Basic NT8b9

V1.3

Volume Spread Analysis (VSA) Suite V1.3 - Basic - NT8RC1

Updated to RC1 Sep 2016

Another platform look-a-like.............visually 'cloned'.

Make sure you unzip the zip file first before importing or you will receive a NT8 import error! There are multiple files within the first zip file.

1. New HLC ChartStyle to reflect the rounded look of the TGv4 platform.

Two coloring modes are select-able:

VSA logic. eg. Close[0] > Close[1].
Normal HLC eg. Close[0] > Open[0].

Up, neutral, down and 'lastbar' colors are selectable.

2. VSA volume bars.

Up, neutral, down and 'low volume' colors are selectable.
Bands can be turned off but colors are hard-coded based on the TGv4 platform.
Width of volume bars changes automatically to match the price bar width.

3. VSA SMA.

Up, neutral, down colors are selectable.
The custom diamond plot is hard-coded but the size is user selectable.
Hard-coded to Median input.

4. VSA Price Line

There are 4 user selectable plot modes to "hopefully" cater for different uses.

******************************************************************************************

Please unzip the .zip file first and read the instructions.

The period settings of the SMA and the volume bars MA and bands are visually cloned and may therefore be off slightly, so adjust to suit yourself.

There is plenty of 'OnRender' custom plotting included if you wish to dig your teeth into NT8 ninjascript.

Update: V 1.1 Nov 2015

Can now choose colors for the equal close bar and last/live bar.
Can now plot your own paintbars over the top of the chartstyle.

Update: V 1.2 Dec 2015

Fixed a bug: Removed the custom 'icon' due to errors when using two or more tabs with the same VSA chartstyle. Please download again or you will lose your tabbed charts!

Update: V 1.3 Mar 2016

General performance and visual improvements.

Enjoy

Category NinjaTrader 8 Indicators and More

Details: Volume Spread Analysis (VSA) Suite V1.3 - Basic NT8b9
Category: NinjaTrader 8 Indicators and More

October 30th, 2015
Size: 193.55 KB
Downloaded: 1934 times

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