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DeltaMomentum - broke in 8.0.17.0

This is my take on something Gomi produced (and likely others). However my spin was I wanted to look at how big each of the pushes was - I call them bulges. I was looking to try and spot exhaustion, divergence, flush combinations.

To do this the indicator looks at consecutive red/green bars (and allows a specified number in the other direction without switching) to calculate the size of each bulge and runs some stats. It calculates a running threshold and treats that as 100%. If a bulge in excess of 100% is spotted it marks the bulge yellow dots and at the end prints its percentage size on the main chart area.

In the end I found it more useful to mark the bulge sizes relative to the previous ones on the same side (buy/sell). Magenta means the bulge is greater than the previous two and white means less than previous two. Watch for sequences of Magenta - Red/Green and then White. This can mean a move is over and ready to turn.

The indicator does colour bars according to some fuzzy bias logic. Basis for this is when bulge sizing switches from one side to the other and this can be seen when a white cross marks a bulge. The magenta bar simply says that a magenta bulge is in progress. Frankly I never found it that useful. In the end I preferred the bias colouring of my CDCycleMTF indicator mentioned in the Delta thread (although I still monitor this bias under the bonnet of my VacuumBar indicator).

As always you need Tick Replay and Math.Net.

Enjoy

Category The Elite Circle

Details: DeltaMomentum - broke in 8.0.17.0
Category: The Elite Circle

December 10th, 2018
Size: 30.27 KB
Downloaded: 732 times

DOM_Bands_v2 by ZTrade101 updated for NT7

The upper plot is the total number of shares or contracts offered for sale in the Level 2 order book. The lower plot is the total number of shares or contracts bid to buy in the Level 2 Order Book. The yellow plot is the bids minus the offers.

Maxrows is the user setting that controls how many rows of the order book are counted. In panel 2 we have the totals for all ten of the bid and all ten of the ask rows. In panel 3, with Maxrows set at 5, we see the totals for the 5 inside rows of bid and ask.

This will work in realtime or market replay mode. Changing any chart settings deletes existing plots, and there is no backfill. This limitation is because of the way Ninjatrader stores data. I started working on a DOMRecorder indicator to correct this. May take a while.

Thanks ZTrade for the idea of this indicator, and for the original implementation which worked fine in NT6.5 but had problems because of undocumented changes in NT7.

NinjaTrader 7.0: Yes - Zondor

Category The Elite Circle

Details: DOM_Bands_v2 by ZTrade101 updated for NT7
Category: The Elite Circle

February 1st, 2010
Size: 3.32 KB
Downloaded: 1151 times

Keywords: dom tape zondor ztrade101

Ed's Levels Histogram V2.3 Updated

Ed's Levels Histogram V4V2.3 Updated

This is a port of Ed's Levels V4 from NT7.

Shows a histogram of the bid-ask levels, as appears on the DOM display.

Please see here for the Eds levels thread and my latest beta update (V4V4.2). This update will hopefully reduce multi-threading issues.

The options are self explanatory, however, you can adjust the positioning of the plot by setting "Buffer Right" and "Margin %".

I have added some more features including:

* A vertical column showing the current Bid/Ask pressure.

* A vertical column showing the current bar delta.

* Triangle symbols showing the current average of the bid and ask. (These fill if the average is > 1st standard deviation of the other).

* Standard deviation coloring.

Caveat:

Occasionally when starting with market replay an error is printed, although in practice this rarely occurs and generally works seamlessly.

Category NinjaTrader 8 Indicators and More

Details: Ed's Levels Histogram V2.3 Updated
Category: NinjaTrader 8 Indicators and More

October 30th, 2016
Size: 11.30 KB
Downloaded: 2071 times

Fibs of Pivots spreadsheet, v2b

Overview:
-Works on SC versions in the 800s and later. Should also work in earlier versions. Does not currently work in the New Spreadsheets version.
-This Sierra Chart spreadsheet study draws 5 fibs between pivots.
-It only uses whole pivots, no mid pivots.
-It displays 3 sets of 5 fibs; the middle set is between the pivots with the current price, the upper set is above the next upper pivot, the lower set is below the next lower pivot.
-The 3 sets will move together with the current price which will always be somewhere in the middle set.
-It will only draw the fibs of pivots for the current period. There are no historical fibs drawn. If you want to see historical fibs, scroll the chart into the past and go to Chart >> Replay Chart.
-When price is between R3 and R4 (or between S3 and S4), fibs will not display above R4 (or below S4). If price is above R4 (or below S4), no fib lines will display at all.

Instructions:
-Unzip the attached file, put the contents in your Sierra Chart \data folder.
-Focus your chart, click on Analysis >> Fibs of Pivots v2b-
-When asked 'Clear existing studies on chart?' , choose No.
-If necessary, add a pivot points study to your chart and, if you are NOT using another spreadsheet study on your chart, move the pivot points study to the first position in the Studies to Graph list.
-If you ARE using another spreadsheet study on your chart, do not move the pivot points study to the first position in the Studies to Graph list. Instead you'll have to locate the correct columns for each pivot then carefully and accurately edit the following cells to reference the pivots accordingly, using a row 3 reference of each column:
H11 = R4
H12 = R3
H13 = R2
H14 = R1
H15 = PP
H16 = S1
H17 = S2
H18 = S3
H19 = S4
-You can edit the values in cells H4-H8 to your fib% preferences, but each value should mirror the opposite %, as follows (see spreadsheet for example):
H4=1-H8
H5=1-H7
H6 should stay 50%
H7=1-H5
H8=1-H4
-It is recommended that you use the Fibs of Pivots v2b-.StdyCollct file because it loads the correct spreadsheet study and contains the correct settings.
-If you only use the Fibs of Pivots v2b.scwbf file, add the Spreadsheet Study study, name it Fibs of Pivots v2b in the Spreadsheet Name field, set the Chart Region to 1, set the Scale to Same as Region, check Draw Study Underneath Main Price Graph, set the Chart Data Output Sheet Number to 1, and move your Pivot Points study to the top of the Studies to Graph list.

Category Sierra Chart

Details: Fibs of Pivots spreadsheet, v2b
Category: Sierra Chart

August 30th, 2012
Size: 46.64 KB
Downloaded: 241 times

FootPrint Chart for NT8

Updates 7/14/2016:
- complied on NT8b12, may not work in earlier versions
- thanks to Sim22 for some great code modifications to make the chart more stable and kill some bugs

This is a standard footprint chart that shows bid/ask market orders or volume/delta bars. It doesn't have a lot of the bells and whistles that some other (paid) versions have, but I find it sufficient for my needs.

Candlestick bars can be shown to the left of the footprint bars and/or as an outline in the footprint bar. It also allows to indicate the close and high volume bars in the footprint.

If you find any bugs or have any enhancement suggestions, please PM me.

NOTES:

You must turn on Tick Replay otherwise the chart will not show historical bar values. Charts that do not support Tick Replay (Renko for example) will not work. Line charts will also not show the footprint bars.

Charts with a high Days to Load value (15+) will take more time to initially load as there's a lot of values to historically calculate before the chart can be displayed.

I suggest using a fixed width font (Consolas, Lucida, etc.) for the Bar Font as the numbers line up and makes the chart more readable.

There's no easy to way that I found to auto scale the bar width and spacing based on the font size, so these are manual adjustments via Bar Spacing and Bar Width. Bar Spacing controls the spacing between the bars and Bar Width controls how wide the bars are. If you change the font from the default Consolas 12px, you may need to increase or decrease these values to adjust the bars.

The chart will attempt to auto scale to compress the footprint bars so there's little to no spacing between the bars. The scaling is based on the chart window size, so if you size the window small, it may not look great if there's a lot of bars on the chart. If you don't like the auto scaling, you can turn it off in the indicator properties via Visual->Auto scale.

Credits: The OnMarketData algorithm to calculate volume values was taken from the 'bid ask for ninja8' indicator by @zohar.

Category NinjaTrader 8 Indicators and More

Details: FootPrint Chart for NT8
Category: NinjaTrader 8 Indicators and More

July 5th, 2016
Size: 7.39 KB
Downloaded: 4127 times

Footprint Chart for NT8

A clean and simple Footprint Chart.

How to enable Tick Replay.

Version 1.6 | May 2017 (Latest)

- multi-threading optimization
- performance optimization

Version: 1.5 | Nov. 2016

- minor optimization of indicator visuals.
- minor optimization of code and logic.

Version: 1.4 | Nov. 2016

- value area has been added
- further optimizations

Version: 1.3 | Nov. 2016

- fixed a bug in the profile
- minor optimization of code and logic.

Version: 1.2 | Nov. 2016

- a simple volume profile has been added

Version: 1.1 | Nov. 2016 || Please update

- major improvement in calculating historical values
- added a background cell to the current bid and ask values.
- minor optimization of indicator visuals.
- minor optimization of code and logic.

Category NinjaTrader 8 Indicators and More

Details: Footprint Chart for NT8
Category: NinjaTrader 8 Indicators and More

November 21st, 2016
Size: 10.45 KB
Downloaded: 6687 times

Keywords: chart delta footprint

FootPrintV2 Chart for NT8

Winning Entry April 1st, 2024 to May 1st, 2024 [1 votes]
Winning Entry March 1st, 2024 to April 1st, 2024 [1 votes]

All important information can be found here: FootPrintV2 Chart for NT8

Updates:

2024-04-05:

Added Depth Profile
Added Midas (AVWAP)
Small Fixes

2023-08-28:

The indicator doesn't need tick replay anymore.
Performance optimization
Cumulative Delta optimization
Visual optimization
Minor Bugfixes

2023-08-08:

A few minor changes

2022-09-21:

Added Cumulative Delta Values on Swing Highs and Swing Lows

2022-09-22:

Renamed "Bars" mode into "Profile" mode
Added a per bar Delta Profile in "Numbers" mode

2022-09-23:

Reorganized the top-menu
Added configurable Hotkeys to toggle FootPrint and Map
Added a real Delta-Mode to the map with opacity based on Delta value
Changed the TapeStrip Filter for manual size input
Fixed a few minor issues

2022-09-27:

The Auto-Scroll in fixed ChartScale has been improved

2022-10-01:

Added text rows for Delta, Volume and Cumulative Delta

2022-11-02:

Changed the FootPrint Resize- and Scale-Behaviour
The indicator now remembers fixed and automatic scale properties when switching between modes.

2022-11-03:

Improved Fixed Scale Auto-Scrolling
Improved opacity and readability

2022-11-04:

Improved Fixed Scale Auto-Scrolling
Added stacked imbalances
Added Volume and Delta per Bar

2022-11-07:

Alerts for stacked Imbalances have been added

Category NinjaTrader 8 Indicators and More

Details: FootPrintV2 Chart for NT8
Category: NinjaTrader 8 Indicators and More

September 28th, 2022
Size: 31.15 KB
Downloaded: 3853 times

Keywords: footprint profile v2 volume

gbAvgDailyRangeZones

gbAvgDailyRangeZones, Ver 1.0, TraderGB, April 7, 2021 A big thanks to BobC for beta testing.

Description: Average daily range zones based on daily ATR and percentage of standard deviation of daily ATR(1) over lookback period.

Important Note: Do NOT put this on an intraday chart with Tick Replay on. It will attempt to download 300 days of tick data. Trust me, you don't want that. It doesn't matter if you set 'Daily Bar Lookback' at a low value. If you do want to put this on an intraday chart with Tick Replay on, I suggest that you go into the code and change the second data series from 300 to something that is acceptable to you and recompile. Sorry, I didn't consider this issue during design and is something that just slipped through the testing process. My apologies.

Following are the calculations for this indicator:

Open = ETH Open
ATR = ATR(Daily, Lookback)[1]
Breadth = StdDev(ATR(Daily, 1), Lookback)[1] * StdDevBreadthMultiple (used to define zone width)

Upper Outer Zone: Open + ATR * 1.00 +/- Breadth
Upper Mid Line : Open + ATR * 0.75
Upper Inner Zone: Open + ATR * 0.50 +/- Breadth
Open Zone : Open +/- Breadth
Lower Inner Zone: Open - ATR * 0.50 +/- Breadth
Lower Mid Line : Open - ATR * 0.75
Lower Outer Zone: Open - ATR * 1.00 +/- Breadth

Features:
1) Can have up to 300 days of daily bars for calculations while only having 1-2 days of intraday bars on the chart (default=252 days)
2) Option to adjust breadth of zones with StdDev Breadth Multiple (default=.2, 0=no zones)
3) Option to show ATR% for day relative to ATR over lookback period. Also, shows days range.

Notes:
1) Only applies to intraday bar charts

Please DM me if you find any issues.

Category NinjaTrader 8 Indicators and More

Details: gbAvgDailyRangeZones
Category: NinjaTrader 8 Indicators and More

April 7th, 2021
Size: 8.01 KB
Downloaded: 519 times

gbBuySellPressure

gbBuySellPressure, Ver 1.0, TraderGB, June 4, 2021

Make sure you have Tick Replay on when using this indicator.

Description: This is the stock NT8 BuySellPressure indicator with the following modifications (requested by cshrum):
1) Re-scaled between -100 and +100 (was between 0 and 100)
2) Buy pressure appears above zero and sell pressure appears below zero
3) Changed line sytle from line to bar
4) Added addtional reference lines (+50 to +100 and -50 to -100)
5) Added divergence marker on price panel (optional)
6) Added divergence marker on pressure panel (optional)

Category NinjaTrader 8 Indicators and More

Details: gbBuySellPressure
Category: NinjaTrader 8 Indicators and More

June 4th, 2021
Size: 3.25 KB
Downloaded: 472 times

gbDWAP

gbDWAP, Ver 1.0, TraderGB, June 24, 2021

Description:
gbDWAP is the Delta Volume Weighted Average Price. I was interested in what it would look like if regular volume in VWAP was replaced with the 'absolute value' of the delta volume. Note, since delta volume can be either positive or negative, the absolute value is used rather than the signed value. The Typical price is used in the calculation for this indicator.

The attached chart shows VWAP (Yellow), DWAP-BidAsk (Cyan), and DWAP-UpDownTick (Pink) side-by-side so you can see how they appear relative to one another. At this point, this indicator is only an experiment born out of curiosity and I have not studied it much to determine what value it may have, if any. My initial thought is that it adds no additional value over VWAP.

Notes:
1) Make sure you enable Tick Replay for this indicator.
2) This indicator requires that you have the NT8 OrderFlowCumulativeDelta indicator. If you have the NinjaTrader Lifetime license you should have this.

Parameters:
* DeltaType: Base the DWAP on either BidAsk or UpDownTick

Category NinjaTrader 8 Indicators and More

Details: gbDWAP
Category: NinjaTrader 8 Indicators and More

June 25th, 2021
Size: 2.49 KB
Downloaded: 610 times

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