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Wide Range Body and Hidden Gaps
Hello Traders, a few months ago, a trader that I met through BigMikes turned me on to The Strategy Lab.[URL="http://www.thestrategylab.com"] There is a lot of free material there to study. The more that I read, the more that I liked the concept, so I built an indi to show the Wide Range Body (WRB) and WRB Hidden Gap. The concept is to show increasing volatility and areas of support and resistance. I encourage you to read the free material. range restricted charts. It colors the candle of the WRB and paints a rectangle for the WRB Hidden Gap. It also draws a vertical line for a WRB in the event that you use it on a PnF chart since there is no candle to color. You can choose the colors and audio indications for the WRB and the WRB Hidden Gap and the line width for the WRB line. Category NinjaTrader 7 Indicators
1698
bobc635
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William Blau Double Smoothed Momentum
Exported using NT Version 7.0.1000.22Blau Double Smoothed Momentum (DSM-B) : The raw Stochastics is calculated as the percentage value for the close within the range created from the highest close and the lowest close over the lookback period. The term "Double Smoothed Momentum" is somewhat misleading. The DSM-B is obtained by separately double-smoothing both numerator and denominator of the raw Stochastics. The double-smoothed value for the numerator is then divided by the double-smoothed value for the denominator.Stochastics Smoothing : William Blau twice applied an EMA to both numerator and denominator of the raw Stochastics. This indicator allows to use 30 different moving averages for the smoothing. The same moving average type is used for the first and the second average calculation.Parameters : The lookback period for the raw Stochastics indicates the number of bars for which the highest close and lowest close is determined. The lookback period is comparable to all other Stochastics indicators. The default value is 14 bars. The double smoothing of numerator and denominator is done with two moving averages. The first smoothing is typically done with a faster moving average, the second with a slower moving average.Signal line : William Blau did not use a signal line for the double smoothed indicators. I have added the signal line, because the cross of the signal line can be used as a trend indication. Moving average type and period for the signal line can be selected.Histogram : The indicator has an option to plot a histogram, which shows the difference between DSM and signal line.Trend definition : The indicator exposes the current trend via an IntSeries. The trend can be determined based on the DSM (rising & not oversold, falling & not overbought, neutral), the signal line (rising & not oversold, falling & not overbought, neutral)) or the DSM / signal line crosses. All trend definitions are not straightforward, but require a higher close to switch to an uptrend, or a lower close to switch to a downtrend. Moreover the DSM / signal line cross will only show an uptrend, when not oversold and a downtrend when not overbought.Paint bars : The paintbars can be used to plot the trend information. The trend states are uptrend, downtrend and neutral trend as explained above. It is possible to apply the indicator to the price panel and unselect the indicator plots. This allows to use the indicator as a "paintbar only" indicator.Sound alerts : The indicator comes with sound alerts which are triggered when the trend changes. The sound files are included with the zip file and should be manually copied into the directory Documents -> program files (x86) -> NinajTrader 7 -> sounds. Category NinjaTrader 7 Indicators
1536
Fat Tails
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William Blau Double Smoothed Stochastics
Exported using NT Version 7.0.1000.22Double Smoothed Stochastics - see Stocks & Commodities, January 1991. The Double Smoothed Stochastics as introduced by William Blau should not be confused with the better known Double Smoothed Stochastics (DSS) indicator by Walter Bressert.Blau Double Smoothed Stochastics (DSS-B) : The raw Stochastics is calculated as the percentage value for the close within the range created from the highest high and the lowest low over the lookback period. The DSS-B is obtained by separately double-smoothing both numerator and denominator of the raw Stochastics. The double-smoothed value for the numerator is then divided by the double-smoothed value for the denominator.Stochastics Smoothing : William Blau twice applied an EMA to both numerator and denominator of the raw Stochastics. This indicator allows to use 30 different moving averages for the smoothing. The same moving average type is used for the first and the second average calculation.Parameters : The lookback period for the raw Stochastics indicates the number of bars for which the highest high and lowest low is determined. The lookback period is comparable to all other Stochastics indicators. The default value is 14 bars. The double smoothing of numerator and denominator is done with two moving averages. The first smoothing is typically done with a faster moving average, the second with a slower moving average. Signal line : William Blau did not use a signal line for the double smoothed indicators. I have added the signal line, because the cross of the signal line can be used as a trend indication. Moving average type and period for the signal line can be selected.Histogram : The indicator has an option to plot a histogram, which shows the difference between DSs and signal line.Trend definition : The indicator exposes the current trend via an IntSeries. The trend can be determined based on the DSS (rising & not oversold, falling & not overbought, neutral), the signal line (rising & not oversold, falling & not overbought, neutral)) or the DSS / signal line crosses. All trend definitions are not straightforward, but require a higher close to switch to an uptrend, or a lower close to switch to a downtrend. Moreover the DSS / signal line cross will only show an uptrend, when not oversold and a downtrend when not overbought.Paint bars : The paintbars can be used to plot the trend information. The trend states are uptrend, downtrend and neutral trend as explained above. It is possible to apply the indicator to the price panel and unselect the indicator plots. This allows to use the indicator as a "paintbar only" indicator.Sound alerts : The indicator comes with sound alerts which are triggered when the trend changes. The sound files are included with the zip file and should be manually copied into the directory Documents -> program files (x86) -> NinajTrader 7 -> sounds. Category NinjaTrader 7 Indicators
1457
Fat Tails
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Wolf range drawing tool
For my trading i make use of two different fib retracement templates. 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.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 Category NinjaTrader 8 Indicators and More
2015
erwinbeckers
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XavPackV3
XavPackV3 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: HighVolume : Volume level that will change the color of the TotalVolume Plot if reached.XavVisualTapeV3: 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 linesLotSize : Minimum "Lot" trade size.PercentMode : Plots all values in indicator panel as a % of total volumePlotBlocks : 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 occurXavFilteredTimeAndSalesV2 FilterSize : The minimum size "Lots" you want to displayTradeRows : Number of rows to displayLotSizes : Different levels for trade sizes that will make the trade bold, change the color, and play sound alert.FontSize : Font SizePrecision : Decimal precision of pricePriceLevels : If set to true, it will plot a "*" for each price level crossed by the trade.XavDeltaVolume Range , Renko, Volume,... etc)***XavPackV1 : Changed lot and block plots from dots and diamonds to horizontal lines.XavPackV2 : Added more options. Changed ChartDisplay features.XavPackV2a : Added XavFilteredTimeAndSales to XavPack and a few minor code changes.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
1205
Xav1029
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XavPriceActionTrend V2
This indicator identifies different market phases based on price action.Phases 1. Up-Trend: An up-trend is a confirmed range breakout to the up-side, a consolidation continuation, or a down-trend that pulls back Initial Range ticks over n-Periods.2. Up-Trend Consolidation: An up-trend consolidation period is when a new trend high has not been set in Consolidation Periods, but price has not pulled back Pull-Back Ticks.3. Up-Trend Pull-Back: An up-trend pull-back is when price has moved down Pull-Back Ticks from the trend high. If price pulls back Initial Range ticks over n-Periods, the market is considered to be in a new down-trend.4. Up-Trend Breakout: An up-trend breakout is when price moves Breakout Ticks above the current range high. If price remains above the range high for Confirmation Periods, the trend is considered an up-trend.5. Upper Range : If the current range is at least Tradeable Range wide, and price is in the upper Range Percentage of the range , the market is in the upper range phase.6. Range : The market is ranging if price is consolidating OR pulling back, BUT has not broken out of the previous high or low n-Periods from that high or low AND price has not moved Initial Range ticks over n-Periods in the same direction as a pull-back.7. Lower Range : If the current range is at least Tradeable Range wide, and price is in the lower Range Percentage of the range , the market is in the lower range phase.8. Down-Trend Breakout: A down-trend breakout is when price moves Breakout Ticks below the current range low. If price remains below the range low for Confirmation Periods, the trend is considered a down-trend.9. Down-Trend Pull-Back: A down-trend pull-back is when price has moved up Pull-Back Ticks from the trend low. If price pulls back Initial Range ticks over n-Periods, the market is considered to be in a new up-trend.10. Down-Trend Consolidation: A down-trend consolidation period is when a new trend low has not been set in Consolidation Periods, but price has not pulled back Pull-Back Ticks.11. Down-Trend: A down-trend is a confirmed range breakout to the down-side, a consolidation continuation, or an up-trend that pulls back Initial Range ticks over n-Periods.Parameters Periods, Initial Range , Tradeable Range , Pull-Back Ticks, Breakout Ticks, Confirmation Periods, & Consolidation Periods: See Above DescriptionColor Outlines: Colors candle outlines according to the current phase.Range Lines:range high and low. Note: This indicator updates the highs and lows based on price action. These lines could move in real time.Range Zone:Range Color rectangle during ranging periods from the current range start period to current bar,Zone Opacity: Opacity of the Range Zone rectangle.Message Parameters Phase Message: Draws a text box with the current phase in the in the selected position.Message Position: Positions phase message in desired corner. 1=Upper-Right, 2=Lower-Right, 3=Lower-Left, 4=Upper-LeftMessage Font: Font used for phase message.Font Size: Font size used for phase message.MTF Parameters MTF: If true, a custom MTF data-series is used to calculate market phases.Periods: Periods or value of custom MTF input series.Period Type: Type of periods used for custom MTF input series(Day, Minute, Range , Second, Tick, or Volume).Colors https://nexusfi.com/elite-circle/23149-xavpriceactiontrend-discussion.html Range Zones and Phase Message. Fixed 1 bar lag for range .range max and min public dataseries. Made message customizable. Category The Elite Circle
1269
Xav1029
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xcMovAvg2
(Ver 3.1.0) updated 04/01/2014 (UniRenko requirement not mine) This means 9 digits total...,NO SPACES Also.....refined the algorithm to smooth out the 'stairsteps' on the chart where the main chart continues to paint bars but the larger-time-frame on which xcMovAvg2 is running...has not yet painted it's new bar. range , (or other) smaller time frame chart. Category The Elite Circle
848
photog53
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xcStoch......(crosschart Stochastics)
05/24/2013) Range charts....or vice versa. You can plotRange bars.....and.....accepts BMT RangeNoGap Bars. (NOTE: For those who do not have the RangeNoGap bars installed, you may get a warning message in the Ninja Log informing you that "Custom2 could not be found". In this case Ninja simply uses the default value of the indicator. Ninja will work quite fine....but if you have occasion to check your logs, it will let you know that you don't have that bartype installed. CAUTION: if you plot a Stochastic from a very small/fast chart, on an extremely large/slow chart...the code will still work, but the "visual" effect will most likely not be helpful. The Stochastic from the fast time frame will go up and down so much that it will look like a fine tooth comb..... Category NinjaTrader 7 Indicators
1189
photog53
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xcStochMACD....(multi-timeframe)
...Created/Modified at the request of a BMT member...Range charts....or vice versa. You can plot any accepted bartype Stochastic on any other accepted bartype chart. Range , and Volume bars.....and.....accepts BMT RangeNoGap Bars. (NOTE: For those who do not have the RangeNoGap bars installed, you may get a warning message in the Ninja Log informing you that "Custom2 could not be found". In this case Ninja simply uses the default value of the indicator. Ninja will work quite fine....but if you have occasion to check your logs, it will let you know that you don't have that bartype installed. CAUTION: if you plot a Stochastic from a very small/fast chart, on an extremely large/slow chart...the code will still work, but the "visual" effect will most likely not be helpful. The Stochastic from the fast time frame will go up and down so much that it will look like a fine tooth comb..... Category NinjaTrader 7 Indicators
1416
photog53
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XTL - eXpert Trend Locator
XTL is an indicator that originally was introduced in eSignal Advanced Get. This a version that approximate in a good way the original version (which formula seems to be secret and not shared by eSignal company). It helps you to easily define in what kind of trend you are. range bar chart Category NinjaTrader 7 Indicators
1640
endystrike
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