NexusFi: Find Your Edge


Home Menu

 



Categories Help    






Search Results
Searching for entries matching replay, looking in title and description, keywords for any words
Found 386 matching entries

Sort by

Entries
06-12 - MARKET REPLAY - CL, ES, NG, TF part 7 of 13
Part 7 of 13

Category NinjaTrader Market Replay Data 
 
Suggest other entries I might like
Details: 06-12 - MARKET REPLAY - CL, ES, NG, TF part 7 of 13
Category: NinjaTrader Market Replay Data 


July 4th, 2012
Size: 190.00 MB
Downloaded: 309 times
06-12 - MARKET REPLAY - CL, ES, NG, TF part 8 of 13
Part 8 of 13

Category NinjaTrader Market Replay Data 
 
Suggest other entries I might like
Details: 06-12 - MARKET REPLAY - CL, ES, NG, TF part 8 of 13
Category: NinjaTrader Market Replay Data 


July 4th, 2012
Size: 190.00 MB
Downloaded: 295 times
06-12 - MARKET REPLAY - CL, ES, NG, TF part 9 of 13
Part 9 of 13

Category NinjaTrader Market Replay Data 
 
Suggest other entries I might like
Details: 06-12 - MARKET REPLAY - CL, ES, NG, TF part 9 of 13
Category: NinjaTrader Market Replay Data 


July 4th, 2012
Size: 190.00 MB
Downloaded: 272 times
Arrow Reader 5 *
As a Multicharts user, I am not too happy with their market replay functionality which got left behind in terms of integration with some more exotic features MC has released. For example, while in play-back you cannot place trades on the chart.
Consequently, my way to practice off-line sim-trades is just by scrolling a chart back to its first page of bars, and progressing the chart bar by bar to the right. I usually place arrows to mark entry/exit points in the market, and I do scale out.
It would be great to have an indicator (let's say), that would read the arrows I place on the bars and issue entry/partial exit/exit decisions that I could later analyze in Multichart's performance report.
Potential solution:
- Build such an indicator as described above (able to read some custom drawings such as arrows and issue signals)

Build such an arrow-reader indicator, which does:

- Read all arrows one by one, and enters long/short, depending on arrow orientation;
- Size is given by the number placed on the text attribute of the arrow
- The program can scale out - let's say, one enters long with 3 contracts and has 3 sell orders for 1 contract each later on.

Any suggestions for improvements welcome!


Category MultiCharts 
 
Suggest other entries I might like
Details: Arrow Reader
Category: MultiCharts 


June 5th, 2014
Size: 26.31 KB
Downloaded: 282 times
BuySellNetVolume-NT8_V1_21 (fpgBuySellNetVolume) 5 *
Notice: This indicator has been deprecated and will no longer supported as it has been replaced by Version 2 posted here

Updated Version 1.21 March 12, 2019

Exported with NT Version 8.0.17.2


Version 1.21 Corrections are described in Change Log


Previous Version 1.1 March 5, 2019
Exported with NT Version 8.0.17.1 (note this has been changed)

Notice(posted on 2/10/2019 at 1:45 PM MST)

It appears that something has changed in the latest NT update (8.0.17.1) that effected this indicator. The version here has been recompiled and re-exported using the latest release. No code changes were made. The version date (2/10/2019) and number (1.01) in the indicator parameters section reflect this change. If you have updated to the latest NT version and are having a problem or getting error messages either recompile the indicator or download and install the latest version.

I apologize for any confusion.


Summary

This indicator is an enhanced version of the NT8 BuySellVolume indicator. The enhancements are as follows:
  • 1. Buys and Sells are show above and below the zero line,
  • 2. The Net Volume (Buys-Sells) is plotted accordingly,
  • 3. Total volume is displayed using a separate color and is shown accordingly,
  • 4. A divergence marker (Bar close is opposite the Net Volume) can be indicated (not enabled by default),
  • 5. Tick Replay (TR) is supported and defaults to display a different color for the TR Net Volume bars,
  • 6. The width of the Buy/Sell, total, and Net histogram bars can be set individually, and
  • 7. Option to reverse the Histogram Buy/Sell and Net widths so that the Net bar displays on the inside of the Buys/Sell bar.

Notes:
  1. At times the Net volume is so small it can not be seen with the indicator region parameter set in Linear Mode. This can be rectified by setting it to Log mode as shown in the screenshot.
  2. When changing the histogram bar sizes use odd numbers as the bars are painted from the midpoints.
  3. For a divergence to be detected in addition to the Net number and bar direction being opposite it must pass a percentage check. If too many (too few) divergences are detected the percentage can be changed to reduce (increase) the number detected.
  4. When using the Tick Replay with a large number of historical days (Days to Load) there may be a delay in the time it takes to initialize.
  5. The indicator is installed in a folder named “Cheech”.

Version 1.1 Enhancements
  1. Fast and Slow EMA of Net Buy and Sells with optional midrange which when set the period is the midpoint of the Fast/Slow period settings.
  2. User defined volume offset from Zero line will create a Zero Zone with optional region painting.
  3. Reorganized Indicator Parameters.

Version 1.1 Notes:
  1. If EMAs are too close together set the indicator panel properties Type Parameter to Logarithmic
  2. NT will display the upper and lower boundary lines (the zero zone) under the following conditions; 1. tick replay is enabled, 2. real time data is available (data feed is connected and market is opened), or, 3. the Zero Zone region painting is enabled. When any of the aforementioned are satisfied the lines will appear.

Version 1.21 Notes:
1. The labels of the MA plots were mis-labled as SMAs when they are actually EMAs.

Please PM me with either problems or questions instead of using the comments/rating section.


Change Log

Date_______Description
2/2/2019..........Initial release
2/10/2019........Recompiled and exported using NT 8.0.17.1
3/05/2019........Additional Enhancements described above
3/12/2019........Correct minor error in MA calculations, some code optimization, and Typos in Labels
4/13/2019........Deprecated, replaced by version 2


Category NinjaTrader 8 Indicators and More 
 
Suggest other entries I might like
Details: BuySellNetVolume-NT8_V1_21 (fpgBuySellNetVolume)
Category: NinjaTrader 8 Indicators and More 


February 4th, 2019
Size: 7.94 KB
Downloaded: 754 times

Keywords: buysellnetvolume tickreplay
CamsVpR4 Volume Profile for NT8 5 *
CamsVp is a volume profile indicator for NinjaTrader 8 with added features of delta, footprint and imbalance. CamsVp has great flexibility in the selection of chart regions from which to generate a profile. The start and end of regions may be defined as window, date, current, bar and daily. There is also a handy mouse drawing tool to define regions. A region may be as small as one bar or as large as computer memory capacity. There is no limit as to the number of regions that can be drawn. Granularity can be chosen to minimize computer load especially for large time span profiles. CamsVp automatically configures itself according if a chart's Tick Replay feature is enabled. Calculation mode and bid/ask delta are affected. Scales may be mixed, for instance a volume profile can be shown with a Delta scale.

Detailed instructions and discussion thread is here:
https://nexusfi.com/elite-circle/42467-camsvp-volume-profile-indicator-discussion-thread.html

R4: added Enable CamsVpRegion to control cross talk using multiple instantiations on same chart. 11/8/2017
R3: added volume imbalance, changed display to Bid/Ask, value area boundary line, improved text alignment, scale and bar opacity, 8/6/2017
R2: fixed granular bar offset, added Day and Volume granularity, improved value area calculation, added VA smoothing, fixed Right orientation for regions Bar and Daily, 07/07/2017
R1: initial release, 6/19/2017


Category NinjaTrader 8 Indicators and More 
 
Suggest other entries I might like
Details: CamsVpR4 Volume Profile for NT8
Category: NinjaTrader 8 Indicators and More 


June 20th, 2017
Size: 11.45 KB
Downloaded: 4057 times

Keywords: ask bid delta footprint imbalance market profile volume
Convert Market Replay(NRD) to CSV and Import ticks format 5 *
This strategy allows you:
- convert market-replay(NRD) to CSV format (for each day separately)
- convert market-replay to NinjaTrader ticks import format (*.Last.txt, *.Ask.txt, *.Bid.txt)

How to use it:
1) Connect to Market Replay Connection
2) In strategy tab add MarketReplayDumpStrategy and select Contract you're trying to convert for example ES 09-19(make sure that you have any market replays for that contact). TimeFrame of strategy do not matter, same as DaysToLoad, but better select 1 day to load it faster.
3) Make sure folder from strategy settings exists
4) Enable the strategy and watch Output window

* Dump process can be multi-threaded, you can control that via MaxDegreeOfParallelism
* Creation of import data is single threaded since it is writing to one file
* Strategy will automatically detect life time of contact by expiration/rollover dates from NinjaTrader, and adds extra 3 days before and after
* Once conversion process is done strategy will disable itself
* When importing(Tools->Import->Historical Data) set "Time Zone of imported Data" to your NinjaTrader TimeZone(Tools->Options->General->Time Zone)
* Tested on 8.0.19.1 64-bit


Category NinjaTrader 8 Indicators and More 
 
Suggest other entries I might like
Details: Convert Market Replay(NRD) to CSV and Import ticks format
Category: NinjaTrader 8 Indicators and More 


November 25th, 2019
Size: 161.72 KB
Downloaded: 255 times
Delete your NinjaTrader 8 cache 5 *

Run the console app to delete all files and folders within the 'NinjaTrader 8> db> cache' folder.

The NT8 data cache folder saves pre-formatted data to suit your bars types, the purpose of which is to enable faster startup times.
Sometimes in certain circumstances your chart bars will be full of errors, so it doesn't hurt to clear the cache once in a while, or every day if you are having issues.

Use only if you are having problems with data, tick replay indicators or if you have modified your bars types.

This will NOT make a backup of your cache files, so use carefully!
It WILL, however, check for NT8 being open and advise you as such. It WILL check for your cache folder being empty and advise you as such.

This was built using an English speaking culture on Windows 10. It directs the delete command to:
'yourDocumentsFolder\NinjaTrader 8\db\cache'. This will not work on XP. Although I have tried to use code to work on all cultures, I have not tested it as such.

Thanks to bobc635 for suggesting this simple concept.

Tips:

* Extract the file to the desktop and run from there.
* If you wish to see inside the .exe file just download a free decompiler like DotPeek.



Category NinjaTrader 8 Indicators and More 
 
Suggest other entries I might like
Details: Delete your NinjaTrader 8 cache
Category: NinjaTrader 8 Indicators and More 


February 26th, 2017
Size: 26.20 KB
Downloaded: 1283 times
Delta Package V2 NT8b13 5 *


Delta Package V2


DeltaV3 is here

Updated to NT8b13 Oct 2016

Based on GOM delta indicators.

Includes:

* Both cumulative delta and bar delta.
* BidAsk.
* UpDown Tick.
* UpDown Tick with continuation.
* UpDown One Tick with continuation.
* Gom Hybrid.

Also other options:

* EOD/ new session reset to zero.
* Inverse delta - plot the 'Limit' orders.
* Size filter.
* Candle outlines.

Make sure you enable Tick Replay to use this historically! You will not need Gom recorder for this.

However, Tick replay will not work with some Renko bars due to RemoveLastBar()

Thanks to Zondor for his 'unGom' conversion.

Please report bugs to me via PM rather than in the comments. Thank you.



Category NinjaTrader 8 Indicators and More 
 
Suggest other entries I might like
Details: Delta Package V2 NT8b13
Category: NinjaTrader 8 Indicators and More 


February 23rd, 2016
Size: 4.63 KB
Downloaded: 1921 times
Delta Package V3 NT8.0.2 with COT, HA and strategy sample code 5 *

Delta Package V3 NT8.0.2 now with commitment of traders (COT) and heiken-ashi

Update Feb 2017: Changed "Show above / below EMA colors" to false to avoid confusion.

Minor fix 30 Dec: Added ability to change bar width manually. Note, if you have any custom built strategies using DeltaV3 then you will have to adjust your code as per the strategy sample included.

New: Sample code for use in a strategy is included. The strategy does not do anything, it simply shows how to access the delta values. It works, I've tested it. Make sure you use TickReplay on your host chart if you want historical values accessed within a strategy.

Includes everything from V2 here as well as these additions:

1. Commitment of traders: high, low and total.
2. EMA plot: Set to normal, gapless and reset at session open.
3. Heiken Ashi: Chose from the algorithms of Dan Valcu (standard) or Sylvain Vervoort.
4. Painbars based on delta values or above/below the ema.

Plus general improvements......

Make sure you enable Tick Replay to use this historically! You will not need Gom recorder for this.

However, Tick replay will not work with some Renko bars due to RemoveLastBar()

*Occasionally if the bid/ask plots don't look quite right, especially if you haven't connected for a few days, make sure you right-click on the chart and select "Reload all Historical Data".

** Please report bugs to me via PM rather than in the comments. Thank you.

Here is a picture of how you can use delta for your trading.

I am not affiliated with this person or website, but you can get some ideas here.




Category NinjaTrader 8 Indicators and More 
 
Suggest other entries I might like
Details: Delta Package V3 NT8.0.2 with COT, HA and strategy sample code
Category: NinjaTrader 8 Indicators and More 


November 8th, 2016
Size: 13.50 KB
Downloaded: 5303 times
 



 
Category
 




© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top