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"Playing the opening range breakout" - Toby Crabel

"Playing the opening range breakout" by Toby Crabel. This is a collection of Stocks & Commodities articles. It's a good summary if you don't want to read his entire book.

Category Educational

Details: "Playing the opening range breakout" - Toby Crabel
Category: Educational

August 9th, 2010
Size: 1.51 MB
Downloaded: 877 times

"Visual" EMA

Hi All,

I think I have successfully tweaked the script from EMAon5minData to achieve MTF EMA.

The story is that I have read the post by @TakingStock12 (https://nexusfi.com/download/vip_elite_circle/2229-download.html) and @michaelf post with request here (https://nexusfi.com/elite-circle/1261-want-your-ninjatrader-indicator-created-free-1607.html) to whic @cory supplied modified version of indicator - so great thanks to @cory as well.

Then I have tried to tweak the definitions in the script and came up with VisEMA, VisSMA and VisWMA versions.
From my trials - they work with Tick, Range and Renko charts as well!

Please try - and let others know - any further enhancements welcome!

Cheers!

Category The Elite Circle

Details: "Visual" EMA
Category: The Elite Circle

June 15th, 2020
Size: 161.78 KB
Downloaded: 327 times

"Visual" SMA

Hi All,

I think I have successfully tweaked the script from EMAon5minData to achieve MTF EMA.

The story is that I have read the post by @TakingStock12 and @michaelf post with request to which @cory supplied modified version of indicator - so great thanks to @cory as well.

Then I have tried to tweak the definitions in the script and came up with VisEMA, VisSMA and VisWMA versions.
From my trials - they work with Tick, Range and Renko charts as well!

Please try - and let others know - any further enhancements welcome!

Cheers!

Category The Elite Circle

Details: "Visual" SMA
Category: The Elite Circle

June 15th, 2020
Size: 161.91 KB
Downloaded: 237 times

"Visual" WMA

Category The Elite Circle

Details: "Visual" WMA
Category: The Elite Circle

June 15th, 2020
Size: 162.01 KB
Downloaded: 316 times

3 Bar Trailing Stop

Exported using NT Version 7.0.1000.22

This is a trailing stop calculated from the prior 3 bars. It is similar to the trailing stop developed by Larry Williams, but not identical. The indicator plots a channel with an upper and lower stopline. When price reaches out beyond the upper channel line, all short positions should be exited. When price breaks through the lower channel line, that is a signal for exiting long positions.

Formula: The upper channel line is calculated as the larger of the prior bar's high + 1 tick and the upper line of a 2-period Keltner Channel displaced by 2 bars. The lower channel is calculated as the smaller of the prior bar's low - 1 tick and the lower line of a 2-period Keltner Channel displaced by 2 bars. The Keltner Channel is built from the average true range instead of the simple range, which was used for the original Keltner Channel.

Parameters: The midband of the Keltner Channel can be calculated from the typical price (default setting), the close, the median or the weighted price. The multiplier used for calculating the channel width can be selected.

Reverse Intra-bar = false: This is the default setting of the indicator. A logical signal will be generated when the signal bar closes outside the channel. The position may be reversed at the open of the next bar.

Reverse Intra-bar = true: This is a different setting. The signal will be generated with the first tick that has plotted outside the channel. In this case the position may be reversed intra-bar.

Accessing the trend: The indicator comes with a BoolSeries that holds the trend derived from the last channel breakout. The BoolSeries can be accessed by other indicators or automated strategies.

Channel shading: The area between the Keltner Channels can be shaded according to the current trend.

Paintbars: The trend can also be displayed via paint bars.

Category NinjaTrader 7 Indicators

Details: 3 Bar Trailing Stop
Category: NinjaTrader 7 Indicators

April 27th, 2014
Size: 5.46 KB
Downloaded: 1462 times

Keywords: keltner stop trailing trend

ACD Daily Pivot

ACD Daily Pivot for TradeStation v1.0

Works on at least TradeStation 9.0 and later

Description:
Plots the ACD daily pivot. Allows the option of choosing either the ETH session or RTH session range.

Usage:
The indicator plots the daily pivot as described in Mark Fisher's book, The Logical Trader. Fisher's subscription service uses the RTH high and low to calculate the daily pivot along with the exchange close. This indicator does that and at the same time allows the option to use the ETH session high and low instead of the RTH session. The close used by the indicator is always the exchange close which is usually reset by the exchange, and is usually different than the last print for the session, between the ETH session close and the next ETH session open.

Works on the following chart types:

Time Only. It might work on the other chart types but it might be inaccurate.

Input Parameters:
For session start times, use the bar time of the first bar in the session. This would vary depending upon the interval of the time chart. For instance, for CL, in a 1 min chart, the first RTH session start bar would be 801 whereas in a 5 minute chart, the first bar would be 805. To get theoretically accurate values, the correct session start and end times must be specified.

ETHStart- Time in HH24MM format (eg: 0800 for 8 AM and 1600 for 4 PM) specifying the ETH session start
ETHEnd- Time in HH24MM format (eg: 0800 for 8 AM and 1600 for 4 PM) specifying the ETH session end
RTHStart- Time in HH24MM format (eg: 0800 for 8 AM and 1600 for 4 PM) specifying the RTH session start
RTHEnd- Time in HH24MM format (eg: 0800 for 8 AM and 1600 for 4 PM) specifying the RTH session end
UseETH_1OrRTH_2- Specify 1 to use ETH session or 2 to use RTH session
ShowPivotPoint- Specify True to show the daily pivot point (in addition to the range), False to hide it.

Change Log:

02/15/2014 - v1.0 - Initial Upload

Category TradeStation (hidden)

Details: ACD Daily Pivot
Category: TradeStation (hidden)

February 15th, 2014
Size: 20.45 KB
Downloaded: 256 times

ACR or Average "Clock" Range

Note: If you find bugs, have feature requests, or anything else, post in THIS thread.

This indicator was inspired by the typical ATR(Average True Range). The ATR simply reports the AVERAGE range of the last n-bars.

This indicator reports the average n-bars, OF A SPECIFIC time. The ACR line will show the AVERAGE volatility of a specific CLOCK TIME. As this is all just an average, it is all calculated at the start of the session, so the Projection can be displayed for the rest of the session. I find that this lends itself to an easier planning of the day around expected movement for various instruments.

This may show users the times of day where price is most likely to move. Helpful for users that focus on larger bars.

You can put this on whatever bar size you want, but must be used on TIME CHARTS. It doesn't make much sense to put on M1 charts imo.

This indicator operates OnEachTic().

The Period sets how many days to look back to capture a range. I.e., an M30 bar @ 9:30, with a period of 5, will display the average range of of that 9:30 bar over the past 5 periods.

Configuration Days is used to get a count of the bars in session, this is mainly useful for people with unreliable data, or putting this on fast charts. Should be able to leave on default.

NOTE: This indicator builds off of your session template, and assumes each session has an equal number of bars in it. If you have custom templates where each day has a different # of bars, this indie may not be of use.

NOTE: Installing this indicator will create a folder called "BTMM," that's where the indicator will be.

---EDIT - V2 9April2020---
Fixed Bug where the indicator was not saving properly with session or chart templates.

Category NinjaTrader 8 Indicators and More

Details: ACR or Average "Clock" Range
Category: NinjaTrader 8 Indicators and More

April 7th, 2021
Size: 3.82 KB
Downloaded: 346 times

Keywords: acr atr average range session

ADE_FloorPivot_HLC_ADR

This indicator uses ADE and OOEL to plot Floor Pivots, Y_H/L/C and a label showing the average daily range. It requires some setup as described in the indicator itself. The screen shot looks poor- All lines, rectangles and labels have complete color, width, pattern and transparency control so you can dull them down or make them pop. Also have complete control of how many bars to the right your lines and labels display.

Updated to V2- Code is a little cleaned up and adds the ADR_H and ADR_L "marker" to the chart on the right side of the screen.

Category The Elite Circle

Details: ADE_FloorPivot_HLC_ADR
Category: The Elite Circle

October 22nd, 2015
Size: 231.51 KB
Downloaded: 840 times

ADR with Projection Lines V2

Note: If you find bugs, have feature requests, or anything else, post in THIS thread.

IMPORTANT: Read before install. This is an Average DAILY range indicator, so you MUST have at least the number of days you are setting your ADR to compute an ADR. This includes weekends that don't have data. So if it does not work, MAKE sure you have enough days loaded. E.g., if you are trying to display a 14-day average, but only have 10 actual days of data(excluding weekends), the indicator will return a null value(∞).
------------------------------------------------------------

This indicator will display an ADR on your screen. It will also display projections of that ADR as the day progresses.

As the range is extended, the lines will adjust until the ADR is achieved... The lines will then LOCK in place, change color and remain FIXED for the rest of the session. The image attempts to show this.

The lines produced are projections, NOT predictions. The lines are simply the result of subtracting the ADR from the CURRENT daily High to plot the LOW projection, and the opposite to plot the HIGH projection. This is why the lines will adjust and shrink as the range expands.

Setting "AutoScaleLines" to true, will autoscale so that the lines are always in view on your chart. I.e., this will shrink the bars.

The on-Screen text should be self-explanatory, but the label of "complete" simply describes the current day's range as a percentage of the ADR. E.g., a value of 50% tells you the CURRENT day's range is 1/2 the ADR.

You can either on-screen display, lines or both.

The indicator will update in real-time, on each tic.

Note, installing this indicator will create a folder in your indicators called "BTMM", that's where the indicator will be.

->UPDATE(26Nov2020): V2 of Indicator. Added new Parameter called Last-Bar SmartFit. This parameter will push the ADR(the lines) to the LOD(Low of Day) or HOD(High of Day), on the LAST bar in the session. This will occur when the ADR is NOT achieved on that day.

It works by putting the range on whichever came FIRST(LOD or HOD). THis is mostly visual, as I like to see visually, by how much the ADR was missed. Mostly just an easier way to see historical data. This adjustment will ONLY occur on the LAST bar of the session.

THIS image below attempts to explain what the new parameter is doing.

Category NinjaTrader 8 Indicators and More

Details: ADR with Projection Lines V2
Category: NinjaTrader 8 Indicators and More

November 21st, 2020
Size: 5.08 KB
Downloaded: 882 times

Keywords: adr average daily range session

Advanced Williams Percent R

This indicator created High Low bars of the standard WilliamsR indicator then applies a low fluctuation no lag smoothing ling (Light Blue) and a Signal Line (Maroon) to the smoothing line. It also draws a dot at the end of the calculation range to show you what prices are included in the calculation. The No Lag calculation is based on Ahrens Moving Average, tweaked to calculate off of the highs and lows not the open and close providing less variance to the indicator.

It will show the variance that takes place on the WilliamsR and smooth it to show you a more accurate number. I hope you like it, and if you do please leave a comment to show your appreciation.

Cheers,

Category NinjaTrader 7 Indicators

Details: Advanced Williams Percent R
Category: NinjaTrader 7 Indicators

January 15th, 2014
Size: 9.64 KB
Downloaded: 388 times

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