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Submitted by Zondor
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RJay's jtRealstats_v2 for Ninjatrader 7

NEW! Updated on March 1 because of run time errors in NT7B10. Cleaned up the code in the OnMarketDepth method, and removed list row creation from Plot method.

The Histogram Width Factor gives you full control of that width, and is a double, not an integer. For the ES you might want to go as low as 0.15. Also note that the bar opacity is on a scale of 0 to 255.

The histogram will auto scale according to the width of the chart, to always leave some space to the left of the longest histogram bar regardless of your Histogram Width Factor setting.

You can also select the number of rows to display with MaxRows, under Level II Settings. For most instruments, you can get a maximum of ten levels of bid and ask.

Thanks to John Thom for the original version and to RJay for the updated version. All I did was make it run in NT7. I am a strong advocate of migrating to NT7 ASAP.

NinjaTrader 7.0: Yes - Zondor

Category The Elite Circle

Details: RJay's jtRealstats_v2 for Ninjatrader 7
Category: The Elite Circle

January 27th, 2010
Size: 9.92 KB
Downloaded: 2031 times

BuySellVolumeTotal with Data Persistence

Feb 18: Version Update

NEW! Version G35 updated on Feb 18. (If you already have an older version, please remove it before importing this latest version, or the import may fail. The installer was prepared by NT7. If the import into NT6.5 fails, remove the info.xml file from the zip folder and try the import again.) All volumes now display as integers. In zero centered mode, trades above the ask and below the bid are overlaid on the buy and sell bars in colors you can select. Set those colors to transparent if you do not want to see those trades. In the new BelowBidAndAboveAsk filtermode, ONLY the volumes of trades meeting those criteria are shown.

Zero-Centered display option shows buy volume above, and sell volume below, the zero line. PaintSpecialColor setting assigns a different color to bars having buy and sell volume within 5% of each other. The buy, sell, and total volumes can be set to any desired widths without hiding each other. You can choose to show the actual values from the zero line of buy and sell volume, or show the bar composition, where the buy and sell volumes are stacked to equal the total volume.

This screen shot has FIVE instances of the indicator showing the different display options. If you change the colors, note that BuyVolume and BuyVolume2 should be the same color.

For data persistence it is best to have an environment variable named GOMFOLDER, which designates a destination folder that can be located and named any way you choose. If there is no GOMFOLDER Environment Variable, the data files will be stored in your My Documents folder. You also need a GomRecorderIndicator that is "Recording OK". You can turn on recording from the settings panel of THIS indicator without having to run a separate GomRecorder.

Only Total Volume will be plotted for periods when the GomRecorder was not "Recording OK".

Gomi made this possible, with his outstanding, incredible, generous contributions. Note the "Recording Off" text in the lower left corner of the indicator windows. That shows that this indicator is a subclass of the GomRecorder Indicator.

Many thanks to ZTrade101 for great ideas and inspiring feedback, and to RJay for valuable insights into market action.

I recommend running CalcuateOnBarClose=false. Ninjatrader 7 is more efficient, so is preferred to keep CPU usage reasonable.

NinjaTrader 6.5: YES
NinjaTrader 7.0: YES (sam028)

Category The Elite Circle

Details: BuySellVolumeTotal with Data Persistence
Category: The Elite Circle

January 22nd, 2010
Size: 13.94 KB
Downloaded: 1112 times

Stochastics of Price and of CD Volume for NT7

These are the common stochastics indicators with a few minor changes. THEY ARE FOR NINJATRADER 7 ONLY.

The main value of these is that they show: how to implement multi-color plotting in NT7; how to serialize colors for use as parameters; and how to use the dataseries objects exposed by GOMCD as input to other indicators.

The stochastic of price is the common, garden variety stochastic oscillator. I changed it to oscillate between -100 and +100 instead of between 0 and 100, and used the new PlotColors() method of NT7 to give different colors for rising and falling. Once the color changes, it stays changed.

The stochastic of CD is based on the CUMULATIVE DELTA OF VOLUME. It is not based on price AT ALL. For it to work, you need to have installed the GomCD indicator. If you are running a GomRecorder and have set up a GOMFOLDER, this plot will refresh historically, and will not disappear when you make changes to the chart. This is a good code sample for those who would want to use the GomCd to give inputs to other custom indicators.

For both of these, the colors of the rising and falling plots "K" are ColorRising and ColorFalling, the first two parameters all the way at the top of the list. Changing the color of Plot "K" will not do anything. However, that is where you can adjust the line weight and style of that plot.

COMPATIBILITY:
NinjaTrader 6.5: NO
NinjaTrader 7.0: YES

Category NinjaTrader 7 Indicators

Details: Stochastics of Price and of CD Volume for NT7
Category: NinjaTrader 7 Indicators

January 21st, 2010
Size: 26.92 KB
Downloaded: 683 times

Keywords: stochstic non-repaint delta zondor nt7 multi-color cumulative

BMT Wave

Inspired by websouth, I wrote this indicator.

This is for VIP Users Only. So please don't distribute or post elsewhere.

The inspiration came from websouth's template, which I started a discussion on here:
websouth's shared Price Action templates

The indicator works a little different than websouth's implementation, because he was using the displacement chart feature which puts lines behind (historical) price. Within the indicator, I just painted the line using historical data, but it still plots real-time.

At any rate, it is a very interesting indicator. Sometimes it is a thing of beauty, others the visual aesthetics are not appealing but that usually means chop. If the indicator looks like shit then the price action is probably shit, too.

All colors are fully configurable, as is the shading, and opacity. You can also control the historical period rate.

Attached are a few screens plus the indicator. It's the top panel stuff.

I look forward to your input

Mike

Optimized by Zondor for NT7: 6/17/2010

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES

Category The Elite Circle

Details: BMT Wave
Category: The Elite Circle

December 3rd, 2009
Size: 4.56 KB
Downloaded: 1421 times

Keywords: bmt wave zondor

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