Chart Time indicator to find Lag in seconds and milliseconds
It will display three things in the upper right corner of the chart:
• The core time of NT8
• The chart time of NT8
• The difference of the two times (if the Chart time is behind the core time, it will be a negative number).
EXAMPLE
Here is an example of what you will see in the upper right corner of your chart when you load the indicator on your chart:
12:29:28:529 12:29:28:257 -00.272
USE
I watch this indicator near the start and end of the regular session when my charts will typically lag the market. While trading these times or any other high volume times, when I see a chart lag, I then use the DOM to ensure I see the fastest pricing information that NT8 offers (that I have found).
I didn't build the indicator, just found it on ninjatrader forum (it seems to me that more people are having problems with the lagging of ninjatrader)
March 6th, 2020
Size: 2.62 KB
Downloaded: 399 times
2177
hobbys11
Ranging or trending? From 'Tackling trending and ranging markets with CMI', by Daniel Fernandez, currencytrader.com 8/11.
This indicator shows the change in price of an instrument as a percentage of the range over the same time period. If price started the period at one extreme of the range and ended at the other extreme, percentage will be 100. If it started and ended at the same price, percentage will be zero. Also shows when current price is above or below that of the 'Signal period' by coloring the CMI line green or red. In addition, there is an SMA of the CMI line. Basically, when the value is low, price isn't really going anywhere and when it's high, price is moving steadily. Overall period, signal period and SMA period are all user-configurable.
This indicator is certainly similar to some others, but I have found that it has helped me identify tops and bottoms better than the various included-with-Ninjatrader indicators that I have tried. So, I thought I'd offer it to the community, in case it's of use to anyone else.
This description is right from the currencytrader.com article:
Ranging: enter long when Smooth < 40 and CMI is red; enter short when Smooth < 40 and CMI is green. Trending: enter long when Smooth > 60 and CMI is green; enter short when Smooth > 60 and CMI is red. Exit all trades when CMI crosses 50. Divides difference between Close[0] and Close[CMIPeriod] by difference between MAX(High, CMIPeriod) and MIN(Low, CMIPeriod). Adds SMA(SMAPeriod) of that value. Colors CMI plot green when Close[0] > Close[SignalPeriod] and red when Close[0] < Close[SignalPeriod].
Fernandez's default values are 60, 20, 10. (CMI, Signal, SMA)
To me simple is better..... I don't want to look at too many indicators. Besides, all indicators are doing is telling me is what the price is doing so.... why not learn to read price action? Some of the tools that help me do this are the 50 EMA and the 14 HMA with Sharky's ECO bars and a swing high/low.....that's it. Knowing what time of day is best to trade is also very helpful. 85% of daily price movement happens in the morning. So, for what it's worth.... here's my 2 cents. Check it out and let me know what you think.
June 12th, 2010
Size: 11.66 KB
Downloaded: 638 times
479
Jeff Castille
Congestion Counts help measure how many consecutive bars overlap each other. High counts can be a clue that the market is very range bound and building energy. There are two types of congestion counts to consider, the group method seemingly more useful. This was originally downloaded from here, which is sometimes a very slow link.
April 15th, 2010
Size: 138.92 KB
Downloaded: 167 times
423
cmiranda
Exported using NT Version 7.0.1000.11
Indicator will only run on NT 7.0.1000.5 or later
This is a modified version of Fat Tail SessionVWAP Daily V40
It has Half Deviation bands and more colour control over the individual bands
""Use at own risk as i am not a professional programmer""
The indicator displays the Volume Weighted Average Price of the selected session. It can be used on all types of charts.
You can apply the indicators to charts with several intraday sessions. You can then select via indicator panel, for which session the VWAP shall be shown.
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_Last: 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 has two advantages. It corrects for a trend and it is much faster to calculate. It is therefore the default method of the indicator, and should always be used on high resolution charts built from ticks.
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.
Update Jan 23, 2011: Globex Holiday Calendar for 2011. Holiday sessions will only be applied to Globex instruments. Indicators now also work on tick and volume charts.
Update May 17, 2011: New signature for GetNextBeginEnd() implemented.
Update June 15, 2011: VWAP can now be displayed for RTH and after-session, see option RTH-multi. Three different types of VWAP bands added.
Update July 26, 2011: SessionVWAP uses (High + Low + Open + Close) / 4 for higher accuracy. Adapted to different plot styles.
Update January 25, 2012: Globex Holiday Calendar for 2012 added. Small bug removed, which had affected the plot colors.
January 29th, 2013
Size: 8.68 KB
Downloaded: 1004 times
1353
greenr
Exported using NT Version 7.0.1000.11
Indicator will only run on NT 7.0.1000.5 or later
This is a modified version of Fat Tail SessionVWAP Week V40
It has Half Deviation bands and more colour control over the individual bands
""Use at own risk as i am not a professional programmer""
Exported using NT Version 7.0.1000.8
Indicator will only run on NT 7.0.1000.5 or later
The indicator displays the Volume Weighted Average Price of the selected session. It can be used on all types of charts.
You can apply the indicators to charts with several intraday sessions. You can then select via indicator panel, for which session the VWAP shall be shown.
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_Last: 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 has two advantages. It corrects for a trend and it is much faster to calculate. It is therefore the default method of the indicator, and should always be used on high resolution charts built from ticks.
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. If tFriday is a holiday with trade date Monday, it will then be integrated into the following week.
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.
For further details on update, also see the SessionVWAP Week V40.
Update January 25, 2012: Minor enhancements. Small bug removed, which had affected the plot colors.
February 5th, 2013
Size: 8.19 KB
Downloaded: 464 times
1361
greenr
Exported using NT Version 7.0.1000.8
This indicator package 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:
The indicators include an option to display dynamic fiblines calculated from the high and low of the current day, current week or current month.
Right side chart margin: Please set the right side margin under chart properties to at least 100 to allow for correct display of labels.
The indicators use the sessions as defined per session template. This allows you to alternatively display the high and low of the day session or the high and low of the entire session. For the RTH high and low. please use a multi-session (2 or 3) session template. The reference session for the OHL indicator can be selected, so high and low can be taken from first, second or third intraday session.
Hybrid: This is a setting that will identify the RTH session as the third intraday session for FOREX and currency futures, but as the second session for all other instruments. This is a convenience setting, which I personally use, as I have 3-session templates (Asia, Europe, US) for FOREX and currency futures. For all other instruments, I have session templates, where the second session is the RTH session.
Public Holidays: The indicator is preconfigured for public holidays without settlement for trade date next day or later. These holiday session will only be applied to Globex instruments. The Current Day OHL will then be displayed according to trade dates. If you use the indicator for other instruments you will not need to change the settings.
Update May 24, 2011: Signature changed for GetNextBeginEnd(), indicator did not always plot. Now the new signature is used for OnBarUpdate() and the old signature for Plot() Override.
Update June 21, 2011: The indicator now works with half-pip FOREX feeds. Indicator dialogue box improved.
Update July 19, 2011: Adapted to half-pips FOREX feeds, dialogue box improved, plot serialization changed.
Update December 10, 2011: Label size is now adjustable. Globex Holiday Calendar for 2012 added.
Update January 6, 2012: Holiday fields added for anaCurrentOHLV38
Detailed explanations how to use the indicator with session templates can be found here:
Here's a set of Fibonacci pivots built off of the Custom Floor Trader Pivots generously supplied by Japhro.
Fibonacci pivot points start just the same as standard pivot points. From the base pivot point, Fibonacci multiples of the high-low differential are added to form resistance levels and subtracted to form support levels.
July 21st, 2015 08:48 PM essiar This indicator on a volume chart is golden. I did find one "bug" if you will, when I change the color of the vwap inner
0.5 half band (I haven't tried to change any other colors), it won't stay changed. When I restart Ninja, it reverts back
to white.
July 1st, 2013 02:45 PM bobc635 I will check it out....Thanks!
June 19th, 2022 05:30 PM 215soleout619 Thank you very much for this...Awesome work.
October 9th, 2021 03:36 PM l1onel
July 24th, 2021 08:52 PM Abusamjad91 Thank you
March 13th, 2020 03:28 PM Koepisch Hi there @hobbys11, @trepidation,
i can't get it, what the "core time of NT8" really is. What has it to do with the dom and why the chart time has a negat
iv offset. If the chart lags i expect the chart time is the DOM time + x ms, isn't it?
Has it anything to to with the "data feed lag" calculation. Initially i looked for an indicator which compares the datet
ime of the incoming tick with the local computer time, to evaluate data feed / internet routing latency. I'm afraid, tha
t this has nochting to do with this indicator.
March 7th, 2020 06:47 PM trepidation Try installing the TickRefresh indicator to see if that fixes the problem. I know the chart doesn't refresh as quickly a
s the DOM and the TickRefresh indicator solves this issue at the expense of processing power in my experience.