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Session Pivots Monthly (amaPivotsMonthly) 5 *
Version 2.6 July 4, 2018

The Session Pivots Monthly is an enhanced pivots indicator which allows for displaying floor pivots, wide pivots, Jackson Zones and Fibonacci pivots.

All pivots are calculated from daily bars (default setting) or from the bar series that has been selected as input series. The indicator may be used to display ETH pivots on an full session chart or RTH pivots on a regular session chart. It is not designed to display RTH pivots on a full session chart. When pivots are calculated from daily bars, they are typically calculated from the full session high, the full session low and the settlement price. However, the daily data depends on the data supplier and reflects 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 month with a close near the highs or the lows. A narrow pivot range indicates that the prior month was a balancing month and closed near the central pivot.

Prior month high, low and close: The indicator also displays the high, low and close for the prior trading month. These levels often act as support or resistance during the current trading month. Moreover, prior month 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:

All options: H = prior month high, L = prior month low, C = prior month close, X = H - L
Main Pivot: P = (H+L+C)/3
Central Pivot: CP = (H+L)/2
Directional Pivot: DP = 2*P - CP
Floor Pivots: P = (H+L+C)/3, R1 = 2*P - L, S1 = 2*P - H, R2 = P + X, S2 = P - X, R3 = R1 + X, S3 = S1 - X, R4 = R3 + (P-L), S4 = S3 - (H-P)
Wide Pivots: P = (H+L+C)/3, R1 = 2*P - L, S1 = 2*P - H, R2 = P + X, S2 = P - X, R3 = R2 + X, S3 = S2 - X, R4 = R3 + X, S4 = S3 - X
Jackson Zones: R1 = P + 0.5*X, S1 = P - 0.5*X, RB1 = P + 0.618*X, SB1 = P - 0.618*X, R2 = P + X, S2 = P - X, RB2 = P + 1.382*X, SB2 = P - 1.382*X
Fibonacci Pivots: R1 = P + 0.382*X, S1 = P - 0.382*X, R2 = P + 0.618*X, S2 = P - 0.618*X, R3 = P + X, S3 = P - X, R4 = P + 1.382*X, S4 = P - 1.382*X

Update 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 
 
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Session Pivots Weekly (amaPivotsWeekly) 5 *
Version 2.6 July 4, 2018

The Session Pivots Weekly is an enhanced pivots indicator which allows for displaying floor pivots, wide pivots, Jackson Zones and Fibonacci pivots.

All pivots are calculated from daily bars (default setting) or from the bar series that has been selected as input series. The indicator may be used to display ETH pivots on an full session chart or RTH pivots on a regular session chart. It is not designed to display RTH pivots on a full session chart. When pivots are calculated from daily bars, they are typically calculated from the full session 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:

All options: H = prior week high, L = prior week low, C = prior week close, X = H - L
Main Pivot: P = (H+L+C)/3
Central Pivot: CP = (H+L)/2
Directional Pivot: DP = 2*P - CP
Floor Pivots: P = (H+L+C)/3, R1 = 2*P - L, S1 = 2*P - H, R2 = P + X, S2 = P - X, R3 = R1 + X, S3 = S1 - X, R4 = R3 + (P-L), S4 = S3 - (H-P)
Wide Pivots: P = (H+L+C)/3, R1 = 2*P - L, S1 = 2*P - H, R2 = P + X, S2 = P - X, R3 = R2 + X, S3 = S2 - X, R4 = R3 + X, S4 = S3 - X
Jackson Zones: R1 = P + 0.5*X, S1 = P - 0.5*X, RB1 = P + 0.618*X, SB1 = P - 0.618*X, R2 = P + X, S2 = P - X, RB2 = P + 1.382*X, SB2 = P - 1.382*X
Fibonacci Pivots: R1 = P + 0.382*X, S1 = P - 0.382*X, R2 = P + 0.618*X, S2 = P - 0.618*X, R3 = P + X, S3 = P - X, R4 = P + 1.382*X, S4 = P - 1.382*X

Update 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.


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Details: Session Pivots Weekly (amaPivotsWeekly)
Category: NinjaTrader 8 Indicators and More 


October 21st, 2017
Size: 12.55 KB
Downloaded: 1646 times

Keywords: eth fibonacci floor floorpivots jackson pivotrange pivots range rth session settlement weekly
SessionPivots V43 5 *
Exported using NT Version 7.0.1000.26

Indicators will only run on NT 7.0.1000.5 or later.

Family of 6 indicators to display daily, weekly and monthly pivots and OHL of current day, current week and current month. The package includes

- anaPivotsDailyV43
- anaPivotsWeeklyV43
- anaPivotsMonthlyV43

Options for the Pivot indicators: Floor pivots, pivot range, midpivots, floor pivots wide, Jackson Zones, Fibonacci pivots, Camarilla pivots, VWAP of the prior session

- anaCurrentDayOHLV43
- anaCurrentWeekOHLV43
- anaCurrentMonthOHLV43

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:

"Calculate from session" = "DailyBars": Pivots are entirely calculated from daily data.
"Calculate from session" = "ETH" & "Settlement/Close" = "DailyBars": High and low are taken from the full intraday sessions. The close or settlement price is taken from daily data.
"Calculate from session" = "RTH" & "Settlement/Close" = "DailyBars": High and low are taken from the regular intraday sessions. The close or settlement price is taken from daily data.
"Calculate from session" = "ETH" & "Settlement/Close" = "Intraday Close": High and low are taken from the full intraday sessions. The close is the last price traded for the full session.
"Calculate from session" = "RTH" & "Settlement/Close" = "Intraday Close": 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.

Update Jan 23 2011: Globex Holiday Calendar for 2011. Holiday sessions will only be applied to Globex instruments. Price markers are now correctly formatted for US interest rate futures and FOREX.
Update May 17, 2011: New signature for GetNextBeginEnd() implemented.
Update May 24, 2011: Due to a bug, the new signature for GetNextBeginEnd() is only implemented for OnBarUpdate() but not for Plot() Override.
Update June 21, 2011: The indicator now works with half-pip FOREX feeds. Indicator dialogue box improved.
Update July 11, 2011: Indicator reshaped, small bug removed that affected weekly ETH pivots after a holiday that fell on a Monday.
Update July 20, 2011: Serialization of the plots changed.
Update December 12, 2011: Levels R5, S5 added. Some labels changed. Label size is now adjustable. Globex Holiday Calendar for 2012 added.
Update January 6, 2012: Holiday fields added for anaCurrentDayOHLV38
Update June 20, 2012: Shading added for Pivot Range and Jackson Zones
Update February 16, 2013: Indicators entirely redesigned. Holiday calendar added for 2013. The former SessionNoiseBands & Session Volatility Bands have now been integrated into the CurrentOHL indicators.
Update March 11, 2013: No added features, but 2 bugs removed that had affected the plots with specific settings.
Update March 13, 2013: Bug removed, RTH pivots did not work, when data table was unselected.
Update April 10, 2013: Plot modified for compatibility with charts built from multiple bar series
Update May 10, 2013: Regular close can now be displayed for the remaining hours of the trading day. Bug removed, which led to occasional false identification of the RTH session on charts built from ticks.
Update December 9, 2013: Holiday calendar added for 2014.
Update January 22, 2013: CurrentDayOHLV42 did not display pivots for prior days when set to RTH. Bug removed.
Update September 17, 2014: With indicator setting "RTH" current day's range is now displayed as 0 during the night session.
Update September 20, 2014: Minor update, data table for ADR/ADN now plots on top of the indicator plots. Indicator plots can now be accessed via SHIFT + mouse wheel to change the Z-Order of the indicator.
Update December 28, 2014: Holiday calendar added for 2015. Price markers improved for US interest rate futures.
Update February 11, 2015: Minor update. Formatting of ATR/Noise improved for currency pairs with quote currency JPY.

Detailed explanations how to use the indicator can be found here:

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 
 
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Simple Excel spreadsheet for ZB ZF ZN conversion to decmial 5 *
No big shakes here just something I use to plot my levels on 5 yr notes, ZF, using rancho's tradeplan indy.
Ron


Category The Elite Circle 
 
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Details: Simple Excel spreadsheet for ZB ZF ZN conversion to decmial
Category: The Elite Circle 


July 8th, 2015
Size: 15.29 KB
Downloaded: 321 times

Keywords: interest notes rates treasuries bonds
SMARSI 4 *
Exported using NT 6.5

This is a simple indicator that will plot RSI 'dots' on a SMA.

There are four user defined inputs: SMA Period, RSI Period, and the upper and lower levels for plotting the RSI 'dots'.


Category NinjaTrader 6.5 Indicators 
 
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Category: NinjaTrader 6.5 Indicators 


November 7th, 2010
Size: 5.72 KB
Downloaded: 253 times
SMARSI_mod 5 *
Exported via Ninjatrader 6.5 (lastest update)

I made an addition to the SMARSI indicator that was submitted on Nov 7th by TraderAZ.
I've added another RSI (default period 2) that when it reaches OS/OB extremes, in accordance with the slope of the moving average, a dot (bigger one) is plotted on the moving average.

So in addition to the four user defined inputs as in the original indicator, there are inputs for the second RSI and upper and lower levels for that RSI.


Category NinjaTrader 6.5 Indicators 
 
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Details: SMARSI_mod
Category: NinjaTrader 6.5 Indicators 


November 14th, 2010
Size: 6.18 KB
Downloaded: 168 times
Stoch Cycle for Sierra Chart 5 *
Ported from Ninjatrader, discussion starts on this page. https://nexusfi.com/elite-circle/1261-want-your-ninjatrader-indicator-created-free-277.html Zip file includes both cpp and dll files.

Special thanks to Saroj, there are no superlatives sufficient to describe how her genius, dedication, selflessness, and compassion for all BMT members have taken this indicator...at this point I must digress because I am not sure I feel comfortable using the word "indicator", as it somehow demeans this work of art in a manner analogous to stating the Mona Lisa is a mere "painting". Accordingly, I retract and rephrase...her genius, dedication, selflessness, and compassion for all BMT members have taken this work of art to levels heretofore unknown or even imagined by retail and institutional traders alike.


Category The Elite Circle 
 
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Details: Stoch Cycle for Sierra Chart
Category: The Elite Circle 


August 7th, 2011
Size: 36.91 KB
Downloaded: 283 times
Stochastic Slow Strategy (EA)
This strategy initiates trades based on slow stochastic's overbought and oversold levels. The strategy will buy when certain oversold conditions are met and sell when certain overbought conditions are met.

Buy Logic
A market order to buy will be generated at the open of the next bar if the following conditions are met:
1. SlowK line crosses above the SlowD line
2. SlowK value is less than the oversold level

Sell Logic
A market order to buy will be generated at the open of the next bar if the following conditions are met:
1. SlowK line crosses below the SlowD line
2. SlowK value is greater than the overbought level

Stop and limit levels can be specified when formatting the strategy inputs. This strategy also has the option for email alerts. The email alert can be selected when formatting the strategies inputs.


Category FXCM Strategy Trader (hidden) 
 
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Details: Stochastic Slow Strategy (EA)
Category: FXCM Strategy Trader (hidden) 


December 16th, 2010
Size: 3.04 KB
Downloaded: 149 times

Keywords: stochastic slow
Stochastics with Colors 5 *
I found the subject from the Ninja Support Forum .. really cool ..

https://forum.ninjatrader.com/local_links.php?catid=4&sort=N&pp=15&page=5

~ upper/middle/lower sections in different colors for both K and D values
~ optional background colors for overbought and oversold levels
~ optional audio alert if K value moves out of overbought or oversold region

Note: You will need to create the required sound files (StochsOS and StochOB) and save them in the sounds folder else the audio alert will not work.


Category NinjaTrader 7 Indicators 
 
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Details: Stochastics with Colors
Category: NinjaTrader 7 Indicators 


February 2nd, 2011
Size: 9.49 KB
Downloaded: 1152 times
strategy based on Sentiment Zone Oscillator 5 *
Strategy based on the Sentiment Zone Oscillator, as described in Stocks and Commodities - April 2012 (http://traders.com/Documentation/FEEDbk_docs/2012/05/Khalil.html)

This strategy is set up for long entries only and also has certain time variables (trade entries will only occur during these specified time periods) which can be modified or removed altogether.

Sentiment zone oscillator

The sentiment zone oscillator (SZO) is a leading contrary oscillator that measures the extreme emotions of a single market or share. It measures and defines both extremes, bullishness (overoptimism) and bearishness (overpessimism), that could lead to a change in sentiment, eventually changing the trend of the time frame under study.

The SZO was devised on the belief that after several waves of rising prices, investors begin to get bullish on the stock with increasing confidence since the price has been rising for some time. The SZO measures that bullishness/bearishness and marks overbought/oversold levels.


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Details: strategy based on Sentiment Zone Oscillator
Category: The Elite Circle 


October 28th, 2012
Size: 13.00 KB
Downloaded: 588 times
tiyfTradePlanFactory 5 *
The indicator name is tiyfTradePlanFactory. Once installed in Ninjatrader, you'll find it within a folder named TrendIsYourFriend in the indicator panel.

I have created a thread dedicated to it. Every new update will be described there. So if you want to ask any question or just give your feedback then go ahead and visit this page :

I have made a small video to describe how to use it. (link to the video is in the thread)

https://nexusfi.com/elite-circle/57090-tiyftradeplanfactory-indicator.html

Have fun.

Changelog:

yyyy-MM-dd - reasons
---------------------------------------------
2021-05-03 Version 1: first time released on Futures.io
2021-05-04 Version 1a: added the [NinjaScriptProperty] attribute to the 'Indicator_Version' property to expose it to the user
2021-05-05 Version 1b:
- the highlighted or dimmed settings will no more be applied to a user drawn rectangle
- modified the default list of prefix "S&D, Fib, MM, MP, Vwap"
- changed the location of the Indicator_Version value. It is now part of the parameter name to avoid problems when the user has created templates with prior version of the indicator
2021-05-07 Version 1c: when the user click on a rectangle the indicator displays its Tag name at the upper left of the chart
2021-05-08 Version 1d: a selected rectangle will also display the distance it is from the last bar close
2021-05-11 Version 1e: new button added to forecast levels
2021-05-12 Version 1f:
Forgot to reset the count of forecasted areas when a new category of Rectangles was Highlighted.
- changed the method for evaluating the average gap between rectangles. New method is more logical.
2021-05-13 Version 1g:
The Highlight and Forecast functions have been reworked to ease the job of forecasting
- it is no more necessary to load a trade plan to use the forecast option
- If there is no trade plan loaded, The highlight button will display the "Rect" prefix only
2021-05-15 Version 1h: Added the ability to save multiple forecasts in a file
2021-05-16 Version 1i: forgot to dispose of the new button Forecast in the State.Terminated event.
- Modified the tooltip message associated to the Add prefix button when the save button displays "Save Forecast".
2021-05-17 Version 1j: Removed the required step to reset/erase a previous forecast before generating a new one
- the indicator can now sniff out if a series of user drawn rectangles have been modified (Rect. moved/added/removed)
- any selected rectangle (no more restricted to rectangles from a loaded TP) will display the distance it is from the last bar close
2021-08-09 Version 1k: I have modified the method to assign a unique name or version number to the indicator (see method DisplayName)

---------------------------------------------


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May 11th, 2021
Size: 12.84 KB
Downloaded: 1397 times
TSI Plus v.1 5 *
Hello All,

I asked Adrian over at Expert Trading Programmers to be build me a True Strength Indicator that would paint the bars when price was overbought / sold.

He did a great job creating it and I thought I would share it. I edited the install folder so that it would go to a folder called True Strength vs my name.

If there are any issues on the install let me know and I'll post the original zip.

The setting in the image are 14/3 and high low 45 / -45

If you need custom work done ETP are great to work with. Quotes and turn times are excellent.

NOTE: Try pairing it with VWAP and the STD levels.


Category NinjaTrader 8 Indicators and More 
 
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Details: TSI Plus v.1
Category: NinjaTrader 8 Indicators and More 


March 9th, 2024
Size: 4.77 KB
Downloaded: 507 times
Volume profile template for NT8 lifetime license 5 *
Hello,

I'm not sure if this is the right place but I wanted to share a template for NT8 lifetime license.
It incorporates a 3 day and 1 day volume profile along with vwap. In addition it incorporates SIM 22's ED's levels.

Add your favorite pivots for a better feel.

If this is located in the wrong area, I apologize.

brett

EDIT: The 3 day profile is from the Mind over markets: Dalton
Another good book is Anatomy of a Volume Profile Trader: Learn tips and strategies for trading the Volume Profile: Bruce Levy


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June 25th, 2020
Size: 15.28 KB
Downloaded: 1039 times
Vortex Indicator 5 *
Version 1.0

The Vortex Indicator consists of two oscillators that capture positive and negative trend movement.
A bullish signal triggers when the positive trend indicator crosses above the negative trend indicator or a key level.
A bearish signal triggers when the negative trend indicator crosses above the positive trend indicator or a key level. The Vortex Indicator is either above or below these levels, which means it always has a clear bullish or bearish bias.

Calculation of the Vortex Indicator can be divided into three parts. First, calculate the positive and negative trend movements based on the highs and lows of the last two periods. Positive trend movement is the distance from the current high to the prior low. The further the current high is from the prior low, the more positive the trend movement. Negative trend movement is the distance from the current low to the prior high. The further the current low is from the prior high, the more negative the trend movement. These periodic values are then summed based on the indicator setting, which is the usually 14 periods.

The second part involves the True Range, which was created by Welles Wilder. This indicator uses the current high, current low and prior close to measure volatility

The third part normalizes the positive and negative trend movements by dividing them by the True Range. In effect, the Vortex Indicator shows volatility-adjusted positive trend movement and volatility-adjusted negative trend movement. The end result creates to indicators that oscillate above/below 1.

Please Keep in mind that the Vortex Indicator is not designed as a standalone indicator.


Category MultiCharts 
 
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Category: MultiCharts 


April 26th, 2014
Size: 3.19 KB
Downloaded: 246 times
vvAggregatedTS 5 *
This indicator aggregates trades to approximate the original market orders that triggered these trades.

Columns:
1 Time (cutting off hours for easier visibility)
2 Size of the print
3 Price
4 # of penetrated price levels
5 Ticks
6 Dominant Limit

Special thanks go to (alphabetical order): Big Mike, ktrader, rounder8, Xav1029 and Zondor

Thread with detailed description and discussion is here:
https://nexusfi.com/elite-circle/22235-aggregated-time-sales.html


Current version: 6.3

Changelog:
(earlier changes can be found in post #1 in the thread)

April 16 2013: v5.8
Important Bug Fix: fixed rounding error that pretty much messed up everything, please ALL update to this version!
v5.9
Apparently v5.8 did not fix the issue, hence this update.

May 5 2013: v6.0
Fixed a bug that could result in large trace files.

June 10 2013: v6.1
Improved window position handling. Now has 5 modes:
Auto: Default location and size
Manual: location and size are set manually
DockRight: Docks to the right of the parent chart
DockLeft: Docks to the left of the parent chart
RememberPosition: this will remember position and size

Feb 07 2014: v6.2
Added option to show the Dominant Limit or Largest Limit in a print, setting for this is: Parameters-->#12
v6.3 Fixde a bug in the RememberPosition function.

vvhg


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February 7th, 2014
Size: 29.17 KB
Downloaded: 7923 times
vvDepthRadar 5 *
A little indicator that spawns a window showing the total depth over n levels. It can also warn when total depth drops below a threshold.

Thread for discussion is here: https://nexusfi.com/elite-circle/24373-vvhg-s-little-helpers-keeping-them-one-place.html

Current version: 1.0


vvhg


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Details: vvDepthRadar
Category: The Elite Circle 


February 15th, 2014
Size: 5.50 KB
Downloaded: 854 times
Wolf range drawing tool 5 *
For my trading i make use of two different fib retracement templates.
One template with the 50% and 61.8% retracements, and a 2nd template with the wolf range to determine the market geometry. Although ninja supports templates for the fibonacci levels, this requires me to select the correct fib. level template every time i want to draw one of them.

To make live easier i made a copy of the fib. retracement drawing tool, modified it so it uses the the wolff range settings by default. That way i don't have to switch templates anymore and i can just select the normal fib tool for my 50%/61.8% retracements and the wolf range drawing tool for drawing a wolf range

Offcourse you also adjust it and use other retracement templates as you like.

5-11-2018 : version 1.0.0.0


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November 5th, 2018
Size: 6.67 KB
Downloaded: 631 times
XavPackV3 5 *
XavPackV3

This file includes four simple TS based. "Buys" are at or above Ask price, "Sells" are at or below Bid price. XavVolumeV3 breaks total volume down into "Buys", "Sells", "Buys" above Ask, "Sells" below Bid, and Total Volume. It also lets you know if there were more buys or sells, and if volume is greater than a set value. XavVisualTapeV3 helps you see "Lot" trades, "Block" trades, and all the volume information from XavVolumeV2. "Lot" trades are continuous buys or sells that have the same time stamp. From my understanding of TS, "Lot" trades indicate big orders being filled against smaller orders, and "Block" trades indicate big orders being filled against big orders. XavFilteredTimeAndSalesV2 takes time and sales, groups trades into "Lots", and then filters them by a user defined size (Similar to how the CME used to report trades). It also alerts you when Lot trades are made, and can tell you how many price levels the trade went through. This information is plotted directly on the chart. XavDeltaVolume plots Buy/Sell Delta, and Above Ask/Below Bid Delta.

XavVolumeV3:
-A simple TS based volume indicator
-"Buy" Volume - trades at or above ask price (Plotted as positive)
- Above Ask Volume
-"Sell" Volume - trades at or below bid price (Plotted as negative)
-Below Bid Volume
- Total Volume - Buys plus Sells (Plotted as positive)
-HighVolume: Volume level that will change the color of the TotalVolume Plot if reached.


XavVisualTapeV3:
-A simple TS based indicator that looks for Buys above Ask, Sells below Bid, "Lot" trades, and "Block" trades
-BlockSize: Minimum size for Block trades.
-ChartDisplay: Displays above ask volume(black), lot buy volume(green), block buy volume(blue), block sell volume(blue), lot sell volume(red), below bid volume(black), Buy Volume, and Sell Volume around current bar(% of total volume in parentheses).
-HistoricalPlot: Keeps the ChartDisplay on all bars, not just current bar.
-LineWidth: Width of the PlotBlock and PlotLot lines
-LotSize: Minimum "Lot" trade size.
-PercentMode: Plots all values in indicator panel as a % of total volume
-PlotBlocks: Plots small horizontal lines where block trades occur.
-PlotLots: Plots small horizontal lines where lot trades occur.
-PlotOffset: Offset multiplier for ChartDisplay based on ATR(14).
-Sound Alerts: Plays selected sound file when a Lot trade, or Block trade occurs.
-BigLotSize: Minimum size for a bigger lot trade. Plots triangles where these trades occur


XavFilteredTimeAndSalesV2
-This indicator takes time and sales, groups similar trades("Lots"), and filters them.(Similar to how the CME used to report trades)
-Output is plotted directly on chart
-FilterSize: The minimum size "Lots" you want to display
-TradeRows: Number of rows to display
-LotSizes: Different levels for trade sizes that will make the trade bold, change the color, and play sound alert.
-FontSize: Font Size
-Precision: Decimal precision of price
-PriceLevels: If set to true, it will plot a "*" for each price level crossed by the trade.
-Colors and Sound Alerts are customizable

***New algorithm for grouping trades fixed the lag issue, and more accurately spots bigger trades. I changed the algorithm because I found out NT removes millisecond information from timestamps***

XavDeltaVolume
-Plots Buy/Sell Delta and AboveAsk/BelowBid Delta


***Some Lot and Block trades will be missed if you do not use time based charts(Range, Renko, Volume,... etc)***

***Set your right margin to around 250***

Please feel free to improve these indicators if there is anything you would like to add to them. I started a thread called XavPack Discussion were anyone can post comments or improvements.

Enjoy

Version Changes:
6/29/2012 - XavPackV1: Changed lot and block plots from dots and diamonds to horizontal lines.
6/30/2012 - Added color options. Added sound alerts. Added line levels.
7/1/2012 - XavPackV2: Added more options. Changed ChartDisplay features.
7/4/2012 - XavPackV2a: Added XavFilteredTimeAndSales to XavPack and a few minor code changes.
7/14/2012 - XavPackV3: XavVolumeV3- added HighVolume, added line levels, code cleaned up. XavVisualTapeV3 - Added PlotOffset, higher values on ChartDisplay are highlighted, cleaned up code, changed grouping algorithm. XavFilteredTimeAndSalesV2 - Changed algorithm, added sound alerts, added size levels, added price levels, cleaned up code, added font size. Added XavDeltaVolume to XavPack.


Category The Elite Circle 
 
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Details: XavPackV3
Category: The Elite Circle 


July 15th, 2012
Size: 17.25 KB
Downloaded: 1519 times
ZombiePack2 Indicators 5 *
Zombie Pack 2 includes Zombie BarTimer, Zombie Candles, Zombie Plain Candles, Zombie 21 Candles, Zombie EMA, Zombie KeltnerATR, Zombie MACD, Zombie NetPriceChange, Zombie Power Line, Zombie PriceInfo, and Zombie Setup Alerts indicators..
  • - Zombie BarTimer shows the remaining time on the current bar before it closes.
  • - Zombie Candles help visually identify the "buy/sell zone" as well as strong pullbacks
  • - Zombie Plain Candles provide classic candle colors with the ability to change to candle outline and body colors
  • - Zombie 21 Candles help visually identify the "buy/sell zone" as well as micro trends
  • - Zombie EMAs includes 5 different EMA period lines (8, 21, 34, 55, 89) which help identify the "buy/sell zone" plus an EMA stack showing which lines are positive or negative. The 21-period EMA crossing the 89-period EMA is what triggers a "buy/sell zone" change.
  • - Zombie KeltnerATR shows 3 line levels above and below the 21-EMA at a distance of 1 average true range(ATR) each
  • - Zombie MACD can draw attention early to a momentum shift
  • - Zombie NetPriceChange shows the percentage difference from previous session close price
  • - Zombie Power Line identifies the middle of a range and can draw attention early to a structure change
  • - Zombie PriceInfo provides PnL for any open positions and pricing for the current instrument
  • - Zombie Setup Alerts identify Zombie setups with dots and HalfLife setups with diamonds

Zombie2BarTimer v1.028
Zombie2Candles v1.028
Zombie2EMA v1.028
Zombie2KeltnerATR v1.028
Zombie2MACD v1.028
Zombie2NetPriceChange v1.028
Zombie2PlainCandles v1.028
Zombie2PowerLine v1.028
Zombie2PriceInfo v1.028
Zombie2SetupAlerts v1.028

Zombie21Candles v1.028
Zombie21EMA v1.028
Zombie21MACD v1.028


Change Log
06/27/2021 v1.028 - Renamed EnergyStack to MomentumStack and added FontSize property to SetupAlerts
06/25/2021 v1.027 - Added Zombie21MACD
06/23/2021 v1.024 - Updated default colors of Zombie2KeltnerATR
06/22/2021 v1.023 - Renamed Zombie21Candles to Zombie2PlainCandles & Updated Zombie21Candles to leverage micro trend rules
06/21/2021 v1.022 - Updated SetupAlerts to include "SetupWave" & added BarTimer,NetPriceChange,PriceInfo,& 21Candles
05/23/2021 v1.014 - Added KeltnerATR & PowerLine changes
05/13/2021 v1.012 - Improved line color changes
05/12/2021 v1.010 - Added MACD & improved PowerLine
04/22/2021 v1.008 - Improved setup alerts
04/16/2021 v1.007 - Added setup alerts
04/07/2021 v1.004 - Initial release

For further discussion:
https://nexusfi.com/elite-circle/57053-zombiepack2-indicators.html


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April 26th, 2021
Size: 50.78 KB
Downloaded: 802 times
ZombiePack3 Indicators 5 *
Zombie Pack 3 includes Zombie BarTimer, Zombie Candles, Zombie EMA, Zombie NetPriceChange, Zombie PowerLine, Zombie PriceInfo, Zombie Setup Alerts, and Zombie SMI indicators.
- Zombie3BarTimer shows the remaining time on the current bar before it closes.
- Zombie3Candles help visually identify the "buy/sell zone" as well as strong pullbacks.
- Zombie3EMA includes 5 different EMA period lines (8, 10, 21, 50, 200) which help identify levels and entries using the speedlines
- Zombie3NetPriceChange shows the percentage difference from previous session close price
- Zombie3PowerLine identifies the middle of a range and can draw attention early to a structure change
- Zombie3PriceInfo provides PnL for any open positions and pricing for the current instrument
- Zombie3SetupAlerts shows dots for "the 50" entry setup and diamonds for the "High/Low" entry setup
- Zombie3SMI can draw attention early to a momentum shift

Zombie3BarTimer v1.004
Zombie3Candles v1.004
Zombie3EMA v1.004
Zombie3NetPriceChange v1.004
Zombie3PowerLine v1.004
Zombie3PriceInfo v1.004
Zombie3SetupAlerts v1.004
Zombie3SMI v1.004


Change Log
07/23/2021 v1.004 - Added new High/Low scenario to Zombie3SetupAlerts
07/22/2021 v1.003 - Added Zombie3SetupAlerts
07/21/2021 v1.002 - Fixed Zombie3Candle condition issue
07/20/2021 v1.001 - Initial release


For further discussion:
ZombiePack Discussion


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July 20th, 2021
Size: 29.24 KB
Downloaded: 508 times
ZombiePack5 Indicators 5 *
Zombie Pack 5 includes Zombie BarTimer, Zombie Candles, Zombie Plain Candles, Zombie CCI, Zombie DMLine, Zombie EMA, Zombie KeltnerATR, Zombie NetPriceChange, Zombie Power Line, Zombie PriceInfo, Zombie Setup Alerts, Zombie TMA Bands, and Zombie ZigZag indicators. Zombie DMLine, Zombie TMA Bands, and Zombie ZigZag had significant contributions from other authors.
  • - Zombie BarTimer shows the remaining time on the current bar before it closes.
  • - Zombie Candles help visually identify the "buy/sell zone" as well as strong pullbacks
  • - Zombie Plain Candles provide classic candle colors with the ability to change to candle outline and body colors
  • - Zombie CCI helps identify the "buy/sell zone" as well as divergence
  • - Zombie DM Line helps identify support & resistance and can draw attention early to structure change
  • - Zombie EMAs includes 5 different EMA period lines (8, 21, 50, 100, 200) which help identify the major trend and potential levels of support & resistance
  • - Zombie KeltnerATR shows 3 line levels above and below the 21-EMA at a distance of 1 average true range(ATR) each
  • - Zombie NetPriceChange shows the percentage difference from previous session close price
  • - Zombie Power Line identifies the upper and lower levels of a range
  • - Zombie PriceInfo provides PnL for any open positions and pricing for the current instrument
  • - Zombie Setup Alerts identify Spike setups with diamonds and Bump setups with dots plus Zombie setups with dots and HalfLife setups with diamonds
  • - Zombie TMA Bands help with trend identification and overbought vs oversold (my preference over Keltner Bands)
  • - Zombie ZigZag helps identify swing highs & lows

Zombie5BarTimer v1.007
Zombie5Candles v1.007
Zombie5CandlesPlain v1.007
Zombie5CCI v1.007
Zombie5DMLine v1.007
Zombie5EMA v1.007
Zombie5EMAHisto v1.007
Zombie5KeltnerATR v1.007
Zombie5MACD v1.007
Zombie5NetPriceChange v1.007
Zombie5PowerLine v1.007
Zombie5PriceInfo v1.007
Zombie5RSI v1.007
Zombie5SetupAlerts v1.007
Zombie5SpeedLines v1.007
Zombie5TMABands v1.007
Zombie5ZigZag v1.007


Change Log
09/08/2021 v1.007 - Added EMAHisto, MACD, RSI, SpeedLines
08/19/2021 v1.003 - Added TMA bands
08/14/2021 v1.002 - Initial release

For further discussion:
ZombiePack Discussion


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August 14th, 2021
Size: 71.59 KB
Downloaded: 445 times
ZombiePack6 Indicators 5 *
Zombie Pack 6 includes Zombie BarTimer, Zombie Candles, Zombie DM LineI/II Zombie EMA, Zombie NetPriceChange, Zombie PowerLine, Zombie PriceInfo, Zombie Setup Alerts, Zombie WaveI/II, and Zombie ZigZag indicators. Zombie DMLine, and Zombie ZigZag had significant contributions from other authors.

- Zombie6BarTimer shows the remaining time on the current bar before it closes.
- Zombie6Candles help visually identify the "buy/sell zone" as well as strong pullbacks.
- Zombie6DMLineI/II helps identify support & resistance and can draw attention early to structure change
- Zombie6EMA includes 5 different EMA period lines (8, 10, 21, 50, 200) which help identify levels and entries using the speedlines
- Zombie6NetPriceChange shows the percentage difference from previous session close price
- Zombie6PowerLine identifies the middle of a range and can draw attention early to a structure change
- Zombie6PriceInfo provides PnL for any open positions and pricing for the current instrument
- Zombie6SetupAlerts shows dots for "the 50" entry setup and diamonds for the "High/Low" entry setup
- Zombie6WaveI/II shows the pullback and rollover areas
- Zombie6ZigZag highlights the market structure


Zombie6BarTimer v1.002
Zombie6Candles v1.002
Zombie6CandlesPlain v1.002
Zombie6DMLineI v1.002
Zombie6DMLineII v1.002
Zombie6EMA v1.002
Zombie6NetPriceChange v1.002
Zombie6PowerLine v1.002
Zombie6PriceInfo v1.002
Zombie6SetupAlerts v1.002
Zombie6WaveI v1.002
Zombie6WaveII v1.002
Zombie6ZigZag v1.002


Change Log
09/22/2021 v1.002 - Fixed reference issue with DM Line indicators
09/17/2021 v1.001 - Initial release


For further discussion:
ZombiePack Discussion


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September 22nd, 2021
Size: 66.03 KB
Downloaded: 409 times
ZombiePack7 Indicators 5 *
Zombie Pack 7 includes Zombie BarTimer, Zombie Candles Plain, Zombie Levels, Zombie NetPriceChange, Zombie PowerLine1/2, Zombie PriceInfo, Zombie TMA Bands, Zombie Trail, and Zombie ZigZag indicators. Zombie TMA Bands and Zombie ZigZag had significant contributions from other authors.

- Zombie BarTimer shows the remaining time on the current bar before it closes.
- Zombie Candles Plain provide classic candle colors with the ability to change to candle outline and body colors
- Zombie Levels includes horizontal lines for Pivot Points and Previous H/L/C
- Zombie Net Price Change shows the percentage difference from previous session close price
- Zombie PowerLine 1/2 identifies the middle of a range and can draw attention early to a structure change
- Zombie PriceInfo provides PnL for any open positions and pricing for the current instrument
- Zombie TMA Bands help with trend identification and overbought vs oversold (my preference over Keltner Bands)
- Zombie Wave 1/2 identifies pullback areas often of supply & demand zones
- Zombie Trail helps to identify new micro trends (includes setup alerts and sound file)
- Zombie ZigZag helps identify swing highs & lows

Zombie7BarTimer v1.006
Zombie7CandlesPlain v1.006
Zombie7Levels v1.006
Zombie7NetPriceChange v1.006
Zombie7PowerLine1 v1.006
Zombie7PowerLine2 v1.006
Zombie7PriceInfo v1.006
Zombie7TMABands v1.006
Zombie7Trail v1.006
Zombie7Wave1 v1.006
Zombie7Wave2 v1.006
Zombie7ZigZag v1.006


Change Log
11/17/2021 v1.006 - removed two unused files
11/16/2021 v1.005 - updated TMABand settings
11/14/2021 v1.004 - added Wave1/2
11/09/2021 v1.003 - Initial release
11/09/2021: Removed version no. on request


For further discussion:
ZombiePack Discussion


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Details: ZombiePack7 Indicators
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November 9th, 2021
Size: 55.93 KB
Downloaded: 396 times
ZombiePack8 Indicators 5 *
Zombie Pack 8 includes Zombie BarTimer, Zombie Candles Plain, Zombie Keltner ATR, Zombie Levels, Zombie NetPriceChange, Zombie PriceInfo, Zombie Trail, and Zombie ZigZag indicators. Zombie ZigZag had significant contributions from other authors.

- Zombie BarTimer shows the remaining time on the current bar before it closes.
- Zombie Candles Plain provide classic candle colors with the ability to change to candle outline and body colors
- Zombie Keltner ATR to help with trend identification and overbought vs oversold
- Zombie Levels includes horizontal lines for Pivot Points and Previous H/L/C
- Zombie Net Price Change shows the percentage difference from previous session close price
- Zombie PriceInfo provides PnL for any open positions and pricing for the current instrument
- Zombie Wave 1 & 2 identifies pullback areas often of supply & demand zones
- Zombie Trail 1 & 2 helps to identify new micro trends (includes setup alerts and sound file)
- Zombie ZigZag helps identify swing highs & lows

Zombie8BarTimer v1.001
Zombie8CandlesPlain v1.001
Zombie8KeltnerATR v1.001
Zombie8Levels v1.001
Zombie8NetPriceChange v1.001
Zombie8PriceInfo v1.001
Zombie8Trail1 v1.001
Zombie8Trail2 v1.001
Zombie8Wave1 v1.001
Zombie8Wave2 v1.001
Zombie8ZigZag v1.001


Change Log
12/03/2021 v1.001 - Initial release


For further discussion:
ZombiePack Discussion


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December 3rd, 2021
Size: 55.81 KB
Downloaded: 427 times
ZombiePack9 Indicators 5 *
Zombie Pack 9 includes Zombie AccountInfo, Zombie BarTimer, Zombie BBMACD, Zombie Candles, Zombie Candles Plain, Zombie EMA, Zombie EMA Cloud, Zombie Levels, Zombie NetPriceChange, Zombie PowerBox, Zombie PowerLine, Zombie PriceInfo, Zombie TradeMarkers, Zombie Trail, and Zombie ZigZag indicators. Zombie ZigZag & Zombie Trade Markers had significant contributions from other authors.

- Zombie AccountInfo shows the unrealized PnL, total PnL, and active orders/positions
- Zombie BarTimer shows the remaining time on the current bar before it closes.
- Zombie BBMACD helps identify the medium term trend
- Zombie Candles helps identify the medium term trend
- Zombie Candles Plain provide classic candle colors with the ability to change to candle outline and body colors (optional)
- Zombie EMA identifies the medium term trend
- Zombie EMA Cloud helps identify the medium term trend
- Zombie Levels includes horizontal lines for 100 levels and previous close
- Zombie Net Price Change shows the percentage difference from previous session close price
- Zombie PowerBox identifies the price range and can draw attention early to a structure change
- Zombie PowerLine identifies the medium term trend and pullback location
- Zombie PriceInfo provides PnL for any open positions and pricing for the current instrument
- Zombie Setup Tracker helps identify the amount of energy in the market and in which direction
- Zombie Trade Markers to help with trade review
- Zombie Trail helps to identify new micro trends (includes setup alerts, sound file, and candle colors)
- Zombie Wave 1/2 helps to identify short and long term trends
- Zombie ZigZag helps identify swing highs & lows

Zombie9AccountInfo
Zombie9BarCountDown
Zombie9BarTimer
Zombie9BBMACD
Zombie9Candles
Zombie9CandlesPlain
Zombie9CloudLines
Zombie9EMA
Zombie9EMACloud
Zombie9Levels
Zombie9NetPriceChange
Zombie9PowerBox
Zombie9PowerLine
Zombie9PriceInfo
Zombie9StingRay
Zombie9SetupTracker
Zombie9TradeMarkers
Zombie9Trail
Zombie9Wave1/2
Zombie9ZigZag

ZombiePack 9 v1.074

Change Log
12/14/2023 v1.074 - Added StingRay
09/30/2023 v1.072 - Added ZLines
08/3/2023 v1.070 - Added KLines
05/26/2023 v1.064 - Added bar count down
05/24/2023 v1.061 - Fixed issue with position average price
05/23/2023 v1.060 - Updated Keltner Channel
05/22/2023 v1.059 - Fixed issue with position average price
05/06/2023 v1.053 - Improved plots in two indicators
05/05/2023 v1.052 - Improved stability
03/27/2023 v1.040 - Improved performance
02/23/2023 v1.034 - Added Stacked and Boosted setups to Zombie9Candles
01/30/2023 v1.029 - Added support for zombie setups and creepers in the Zombie9Candles
01/19/2023 v1.028 - Added background color control to BBMACD & EMA
01/08/2023 v1.027 - Added TradeMarkers to support trade review (rfk)
10/30/2022 v1.025 - Added SetupTracker to support Creeper setups
10/20/2022 v1.022 - Optimization and bug fixes
10/14/2022 v1.021 - Changed several default settings
10/11/2022 v1.020 - Added AccountInfo indicator
09/27/2022 v1.018 - Changed several default colors and reduced default lines
09/15/2022 v1.016 - Updates to Zombie9Candles
08/26/2022 v1.015 - Changed several default values & added Zombie9Candles
05/23/2022 v1.010 - Added Zombie9BBMACD and changed several default values
04/11/2022 v1.009 - Added ZombieTracker and changed several default values
03/11/2022 v1.008 - Added Wave1 & Wave2 with color slope
02/22/2022 v1.005 - Fixed trail sound playing on alerts
02/20/2022 v1.004 - Changed several defaults and improved the EMA
02/04/2022 v1.003 - Changed several defaults and added PowerLine, Stochastic, MACD
01/25/2022 v1.001 - Initial release


For further discussion:



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Details: ZombiePack9 Indicators
Category: NinjaTrader 8 Indicators and More 


October 12th, 2023
Size: 190.63 KB
Downloaded: 2021 times
Zones from txt file 5 *
Exported using NT Version 7.0.1000.6

1. Extract ZIP file.
2. Import NinjaScript.
3. Drop levels.txt file on your hard drive and change line 29 accordingly, otherwise indicator will not work.

Txt file format:
[level][space][width in ticks][space][1 or 2]
where :
1 - 1st color (default red)
2 - 2nd color (default green)

Idea taken from RanchoDinero.


Category NinjaTrader 7 Indicators 
 
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Details: Zones from txt file
Category: NinjaTrader 7 Indicators 


September 21st, 2011
Size: 2.90 KB
Downloaded: 1104 times

Keywords: level levels zone zones
 



 
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