July 4th, 2012
Size: 190.00 MB
Downloaded: 272 times
1218
patbateman
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.
June 5th, 2014
Size: 26.31 KB
Downloaded: 282 times
1557
andby
Notice: This indicator has been deprecated and will no longer supported as it has been replaced by Version 2 posted here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:
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.
When changing the histogram bar sizes use odd numbers as the bars are painted from the midpoints.
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.
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.
The indicator is installed in a folder named “Cheech”.
Version 1.1 Enhancements
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.
User defined volume offset from Zero line will create a Zero Zone with optional region painting.
Reorganized Indicator Parameters.
Version 1.1 Notes:
If EMAs are too close together set the indicator panel properties Type Parameter to Logarithmic
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
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.
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
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
November 25th, 2019
Size: 161.72 KB
Downloaded: 255 times
2121
logindejavu27
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.
February 23rd, 2016
Size: 4.63 KB
Downloaded: 1921 times
1709
Sim22
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.
November 30th, 2022 09:56 AM zoomie Spectacular...Thank you
November 11th, 2022 12:52 AM chrisumerie Great work. Many thanks.
November 11th, 2022 12:51 AM chrisumerie
April 8th, 2022 01:28 PM Djt1102 When I upload this onto my chart nothing loads in the new panels, do I need a specific data connection for this to load?
March 6th, 2022 06:11 AM augusta THANK YOU VERY MUCH
July 24th, 2021 10:10 PM Abusamjad91 Thank you so much!!!
October 15th, 2019 03:30 PM Flyboy1966 Thank you very much, between using this about every day I only have to reset the db every so often. Actually sometimes I
also reboot my computer even tho I always reboot before I start my day.....
August 30th, 2019 04:04 AM Flyboy1966 I will try this, however just deleting some of the cache seems to allow NT 8 to work my charts flawlessly..... Many than
ks. In the past I have just tryed things (including this) and then forgotten about it. So the next time NT screws up I'm
scrambling to find out how to solve all over again. This time I bookmarked this page..... Would you say I'm a bit slow.
... Lol's
April 12th, 2019 10:04 AM Botts
April 4th, 2019 12:43 PM Maxie I use it every day after close, thanks