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gbRevEngRSITrend 5 *
gbRevEngRSITrend, Ver 1.0, TraderGB, May 29, 2021

Description:
Uses the Reverse Engineered RSI indicator to determine trend. Fifty on the RSI marks the point where the average of up closes is equal to the average of down closes. If the RSI is above this point the average of the up closes is greater that the down closes and vice versa. Instead of using 50 as the point of demarcation, this indicator accounts for noise by defining upper and lower boundaries above and below 50 (default of 52 for upper and 48 for lower). An uptrend is signaled when a low is printed above the upper boundary plot and a downtrend when a high is printed below the lower boundary plot.

Plots for standard deviation or ATR bands are an additional option that can be employed. The upper deviation plot is a multiple of the StdDev or ATR added to the upper boundary plot. The lower deviation plot uses this same deviation value and subtracts it from the lower boundary plot.


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May 30th, 2021
Size: 10.87 KB
Downloaded: 905 times

Keywords: reverse rsi trend engineered
gbWRBHiddenGap 5 *
gbWRBHiddenGap, Ver 1.0, TraderGB, May, 27 2021

Description:
Wide Range Body/Bar (WRB) Hidden Gap indicator by M. A. Perry of TheStrategyLab.com (wrbtrader on Futures.io)

Note, WRB can stand for either "Wide Range Body" or "Wide Range Bar", but they are separate items:
* Wide Range Bar interval represents the price area between the High and Low...often called the range of the interval.
* Wide Range Body interval represents the price area between the Close and Open...often called the body of the interval.

Only a small percentage of WRB Hidden GAP intervals qualify as a WRB Zone.
Following the instructions in chapter 2 in the WRB Analysis Free Study Guide. -M.A. Perry






Parameters:
* Lookback: Number of bars to evaluate for wide-ness (default = 3, Range: 3 to 20 max)
* WRBType: Look for wide-ness based on: body range, bar range, or both body and bar range (default = Body)
* GapType: If a hidden gap is found, draw rectangle around: BarRange, BodyRange, or GapRange (Default = GapRange)

From Chapter 1 of the Tutorial:
WRB Analysis is an analysis of changes in volatility and supply/demand. Simply, WRB helps traders to understand and exploit changes in volatility as a way to identify key price areas where there has been an important change in supply/demand between buyers and sellers prior to the appearance of any trade signals. Thus, WRB Analysis is primarily designed to improve the understanding of the price action prior to the appearance of any trade signal and improve the performance of a trade signal strategy. In addition, WRB Analysis is not a trade signal and it must be embedded (merged) within a trade signal strategy if you want to improve the performance of your trade signal strategies.

Included sound files for alerts (place in NT sound folder):
HiddenGapUp.wav
HiddenGapDown.wav

Notes:
* Version 1.0 of this indicator is based off chapters 1-3. I don't have the advanced section of this tutorial and any additional items from there are not included.

References:
* WRB Analysis Tutorials, M. A. Perry, 2014, chapters 1-3 (free download at TheStrategyLab.com).
* There are also chapters 4-12 which are for sale at TheStrategyLab.com (advanced section of tutorial).


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May 27th, 2021
Size: 126.59 KB
Downloaded: 630 times
gbAvgHiLoPivot (Important Update Ver 1.1) 5 *
gbAvgHiLoPivot, Ver 1.1, TraderGB, June, 1 2021 Thanks to BobC for testing [ Important Update Ver 1.1...see updates below ]

Description:
This is an original indicator born out of curiosity and experimentation. It simply averages the pivot swing highs as one plot and does the same for the pivot swing lows. Once adjusted, the two plots should provide a solid reference to compare price action against. The swing size is adjustable and you get to choose how many of the most recent pivots you want to average. It’s a SMA of two of the most important data points of the price structure, the swing highs and swing lows.

Parameters:
* Span: defines the swing size (default = 7). The smaller the number the smaller the swings and the larger the number the larger the swings.
* PivotsToAvg: the number of the most recent pivots to average (default = 5, range from 1 to 99).

Plots:
* AvgPivotHi is the average of the last N swing pivot highs.
* AvgPivotLo is the average of the last N swing pivot lows.
* AvgPivotHiLo is the average of both the last N swing pivot highs and lows.



If trend shading is enabled, the following trend rules apply:
* To change to an UP trend: 2 consecutive lows must print above the average swing high plot, AvgPivotHi.
* To change to an DOWN trend: 2 consecutive highs must print below the average swing low plot, AvgPivotLo.

Suggestion:
* Set Span and PivotsToAvg to where the indicator hugs the price action in an up/down trend.
* Play around with the settings to discover the indicators benefits and limitations.

Included sound files for alerts (place in NT sound folder):
AvgHiLoSwingTrendUp.wav
AvgHiLoSwingTrendDown.wav

Updates:
2021-06-01 (Ver 1.1): Corrected bug in script where array list disallowed duplicate pivot values for both pivot highs and lows. This would cause the average to be incorrect if there was say two or more pivot highs or lows with the same value within the number of PivotsToAvg.
2021-06-24: Up loaded missing WAV files (look within zip file for WAV files).


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May 24th, 2021
Size: 243.89 KB
Downloaded: 1226 times
gbVolumeReversal 5 *
gbVolumeReversal, Ver 1.1, TraderGB, May 23, 2021 [ Updated ]

Description: This was my attempt to reverse engineer through trial-and-error Mark Leibovit’s volume reversal and volume sequential indicator. The calculations for this are unpublished and remain proprietary. This was first done about six years ago when I had access to the indicator with recent price action and simply messed around with price and volume until matching all the signals. Within this indicator I put a divergence signal, which is not part of Leibovit’s work. I personally don’t use this indicator, but some may find it useful.

References:
The Trader’s Book of Volume, The Definitive Guide to Volume Trading, Mark Leibovit, 2011, p 255-262
The Encyclopedia of Technical Market Indicators, Robert W. Colby, CMT, 2003, p 778-780

Updates:
Ver 1.1, 2021-05-27: Included options for each of the two text labels be optional (requested by chartman). Note, if you have 'Show Sequential VR Text' checked but not "Show Sequential VR", Sequential VR text will not appear.


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May 23rd, 2021
Size: 4.71 KB
Downloaded: 1271 times
Market Replay CL 06-21 (NT8)
NT 8 Market Replay data for CL

Contract: CL 06-21



Download instructions:
dowload and unzip file in NT 8 replay folder Documents\NinjaTrader 8\db\replay
The file will create a folder with the relevant front month and a series of .nrd files inside (one per day)

Make sure to use the "extract here" function as shown, and not the "Extract to" function, to avoid the creation of a folder within a folder.



Note: the archive contains only the dates with the most volume for this contract, meaning, this is data relevant only to when the contract becomes the front month.


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Details: Market Replay CL 06-21 (NT8)
Category: NinjaTrader Market Replay Data 


May 20th, 2021
Size: 225.43 MB
Downloaded: 45 times
gbPriceActionSwingKeltnerTrend 5 *
gbPriceActionSwingKeltnerTrend, Ver 1.0, TraderGB, May 19, 2021

Description: This is a modified version of gbPriceActionSwing requested by TraderG so it could be used in Market Analyzer. It provides a single plot called KeltnerTrend to indicate trend direction. It also colors the background based on trend direction. In addition, it provides sound alerts as an option.

If KeltnerTrend = 1 the trend is up
If KeltnerTrend = -1 the trend is down

Note, the option 'Show Plot' must be checked to show this on a chart or if using Market Analyzer.

Important Notes:
1) If you use this indicator with Market Analyzer, make sure you check 'Show Plot'.
2) If you use this indicator on a sub-panel of a chart and want to see the plot, check 'Show Plot'.
3) If you use this indicator for background color only, uncheck 'Show Post' and put it on the price-panel.

This comes with two wav files: KeltnerTrendUp.wav and KeltnerTrendDown.wav
If you choose to use these wav files, place them in the NT sound folder.


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May 19th, 2021
Size: 282.74 KB
Downloaded: 827 times
gbCloseOverCloseTrendMap 5 *
gbCloseOverCloseTrendMap, Ver 1.0, TraderGB, May 19, 2021

Description: Compares the current close to the closes of each of the last N-bars, where N is the number entered for Lookback. The top line of the trend map is colored green if the current close closed above the close one bar back and red if it closed below. The second line of the trend map follows the same color scheme but for two bars back, etc. This is done for N-bars back. I don't really care about a close that's the same as a close N-bars ago so I just assigned these to the downtrend.

The separate plot above the trend map is an indication of the trend. It switches to an uptrend if the current close is above all N previous closes and switches to a downtrend if the current close is below all N previous closes.

There is a separate transparent plot called TrendValue that can be used for those wanting to include this in Market Analyzer. A value of 1 indicates an uptrend and a value of -1 indicates a downtrend.






This script is dynamic with respect to the number of plots that appear in the trend map. If you enter 5 for the Lookback, you will get 5 lines in the trend map. If you enter 10, you get 10 lines, etc. The indicator allows a Lookback of 20 max, which I consider more than enough. But, if you do want more plots, feel free to modify the code to allow Lookback to take a higher max value. Keep in mind that there will be a plot for whatever number you choose. For example, if you change it to a max of 100 and enter 100 as the Lookback, you'll get 100 plots. I wouldn't go to crazy here so use whatever you think makes sense for your application of the indicator.

The order of the closes in the trend map are in descending order from the top down. This means that the top line of the trend map will be the Close status 1 bar back. The second line will be the Close status for 2 bars back, etc. The last line will always be the most distant Close. For example, if you enter 10 for the Lookback, the last line of the trend map will be the status of the current Close relative to the Close 10 bars back.

Special Note: Although this indicator has in its name "CloseOverClose" it actually uses 'Input' rather than 'Close' as the input series. What this means is that you can feed most indicators into gbCloseOverCloseTrendMap to get a trend map of that indicator. For example, instead of using Close as the input series, let’s say we use the Fisher transform to get a trend map of the Fisher transform. You can do this same thing with a moving average or any other indicator that seems logical for doing this. In a generic sense, the indicator is just comparing the current output with the output of 1-bar ago, 2-bars ago...N-bars ago. The detail of all these comparisons is shown in the trend map and summarized in the overall trend plot.


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May 19th, 2021
Size: 3.66 KB
Downloaded: 708 times
gbFisherTransformMTF 5 *
gbFisherTransformMTF, Ver 1.0, TraderGB, May 17, 2021

Description: Multiple timeframe Fisher transform. Option to blend chart and additional timeframes and assign weighting.

Paramters:
Period - Period for Fisher transform on both timeframes (chart and additional timeframe).

Timeframe Paramters:
Enable - Enables additional timeframe Fisher transform (default = true). If false, it uses only chart timeframe.
Bar Type - Type of bar to use: Month, Week, Day, Minute, Range, Second, Tick, Volume, Renko, Delta (default = Range)
Bar Value - Bar value to use (default = 6)
Avg with Chart Timeframe - If true, averages the chart and addition timeframe Fisher transforms (default = true)
Weight for MTF - Weight given to additional Fisher transform when blending with chart timeframe (range: 0 to 1, default = .5 which gives equal to both)

Notes:
1) Delta bars are included in this indicator but can only be used if you have them installed.


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May 17th, 2021
Size: 7.92 KB
Downloaded: 460 times
tiyfTradePlanFactory 5 *
The indicator name is tiyfTradePlanFactory. Once installed in Ninjatrader, you'll find it within a folder named TrendIsYourFriend in the indicator panel.

I have created a thread dedicated to it. Every new update will be described there. So if you want to ask any question or just give your feedback then go ahead and visit this page :

I have made a small video to describe how to use it. (link to the video is in the thread)

https://nexusfi.com/elite-circle/57090-tiyftradeplanfactory-indicator.html

Have fun.

Changelog:

yyyy-MM-dd - reasons
---------------------------------------------
2021-05-03 Version 1: first time released on Futures.io
2021-05-04 Version 1a: added the [NinjaScriptProperty] attribute to the 'Indicator_Version' property to expose it to the user
2021-05-05 Version 1b:
- the highlighted or dimmed settings will no more be applied to a user drawn rectangle
- modified the default list of prefix "S&D, Fib, MM, MP, Vwap"
- changed the location of the Indicator_Version value. It is now part of the parameter name to avoid problems when the user has created templates with prior version of the indicator
2021-05-07 Version 1c: when the user click on a rectangle the indicator displays its Tag name at the upper left of the chart
2021-05-08 Version 1d: a selected rectangle will also display the distance it is from the last bar close
2021-05-11 Version 1e: new button added to forecast levels
2021-05-12 Version 1f:
Forgot to reset the count of forecasted areas when a new category of Rectangles was Highlighted.
- changed the method for evaluating the average gap between rectangles. New method is more logical.
2021-05-13 Version 1g:
The Highlight and Forecast functions have been reworked to ease the job of forecasting
- it is no more necessary to load a trade plan to use the forecast option
- If there is no trade plan loaded, The highlight button will display the "Rect" prefix only
2021-05-15 Version 1h: Added the ability to save multiple forecasts in a file
2021-05-16 Version 1i: forgot to dispose of the new button Forecast in the State.Terminated event.
- Modified the tooltip message associated to the Add prefix button when the save button displays "Save Forecast".
2021-05-17 Version 1j: Removed the required step to reset/erase a previous forecast before generating a new one
- the indicator can now sniff out if a series of user drawn rectangles have been modified (Rect. moved/added/removed)
- any selected rectangle (no more restricted to rectangles from a loaded TP) will display the distance it is from the last bar close
2021-08-09 Version 1k: I have modified the method to assign a unique name or version number to the indicator (see method DisplayName)

---------------------------------------------


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May 11th, 2021
Size: 12.84 KB
Downloaded: 1402 times
gbHiLoIntradayDaily 5 *
gbHiLoIntradayDaily, Ver 1.0, TraderGB, May 11, 2021

Description: Plot of daily high, low, midpoint, and upper/lower quarters. Sounds alert when a new daily high or low is made.

Includes two WAV files: NewDailyHigh.wav and NewDailyLow.wav
This is to be placed in the NT8 sound folder (usually C:\Program Files (x86)\NinjaTrader 8\sounds).


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May 11th, 2021
Size: 122.25 KB
Downloaded: 512 times
 



 
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