I added the code (finally) to pull the expiry date from the chart and automatically add it to the indicator, so it no longer needs the user to manually input the date.
This indicator is for equities traders, to compare current performance with the 'other 3' equities and an average of all 4.
It adds data series for ES, NQ, RTY and YM, shows % change for each since the session open (24 hr session, not just the day session) as well as a simple moving average of all 4. The SMA period is user-configurable. Default is 10.
Hope you version 1 users find and download this one.
****
In reply to the comment about getting it to work in a strategy, I have never tried and am not a programming guru, but it seems likely that the 4 equity data series have to be loaded in the initializing sections of the strategy, which is before you call the indicator. The indicator can't load the data series for the strategy because it gets called after the strategy is initialized.
That'd be my guess. That you have to load the 4 data series in the strategy itself for the indicator to access them when it's called.
Good luck!
****
It is my first attempt to build and share indicator, so be lenient.
I have found this indicator's logic in TradingView and looked for it's analog here and NT forums.
Unfortunately I didn't find it, so decided to build it myself.
It is just volume weighted, TradingView Code:
I added Histogram Multiplier variable to set Difference Histogram more easy to view.
I just multiplies Difference Histogram on set value.
I don't researched all NT indicator methods yet, so it seems I have made a lot of surplus actions and rows,
such as new data series for every calculation step. I would be grateful if you could tell me how to make it
easier and more elegant.
March 1st, 2019
Size: 3.50 KB
Downloaded: 458 times
2045
makhmout
NT 8 Market Replay data for CL
Contract: CL 03-19
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.
February 22nd, 2019
Size: 244.21 MB
Downloaded: 124 times
2044
xplorer
Due to a breaking change in NT 8.0.17.0 I have re-released all of the indicators described elsewhere as there are a number of inter-dependencies. This seems far easier than breaking them apart - for me anyway (hope you agree). There are a number of sub-indicators, but the main ones are:
February 5th, 2019
Size: 531.89 KB
Downloaded: 1866 times
2043
Stevea94
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
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.
January 28th, 2019
Size: 20.11 KB
Downloaded: 745 times
2040
deachne
Exported using Ninja Trader 64-Bit 7.0.1000.39
It's been a while since I've uploaded anything here as I've been distracted by moving my indicators over to NT-8,
As I work through that learning curve, I wanted to share one of the updates to a NinjaTrader-7 indicator I posted here some time ago.
The attached indicator was based on combining the irSessionSupportAndResistance indicator and the irLabel indicator that gave us the ability to show a price on a hand drawn "Ray"
March 31st, 2019 05:52 PM gringa Just started using this last week, so am in the watch-and-see mode for the time being. So far I like what I am seeing. T
hanks!
February 17th, 2019 11:03 AM flamboyant
January 28th, 2019 03:09 PM delta9100 wait for nt8
March 24th, 2019 09:12 AM bobc635 It has become all too frequent that I cannot connect on the weekends...Replay data is a great alternative. Thanks for d
May 5th, 2020 11:46 PM podowitz Rated 5 stars for its promise and all the hard work...and also doing something for N7, which I still use. Would it be po
ssible to code an up arrow on the screen when MACD crosses above its signal line, and a down arrow when it crosses below
its signal line? (Not crosses above or below zero line, but actual crosses of the indicator parameters.) I don't like l
ooking at panel indicators; I prefer to watch price and indicator action right on the chart. Can this be done?
Thanks,
Steve.
March 19th, 2019 05:47 AM romus
March 10th, 2019 02:34 PM gringa thanks! looks very promising!