Note: If you find bugs, have feature requests, or anything else, post in THIS thread.
Simple indicator that will plot up to 3, opaque boxes, n-hours beyond what your session start is. Useful for users that like to delineate a day into various sessions for observation.
AGAIN: The input for the box's start and end times is NOT a clock time, it is a decimal hours beyond whatever you session start is. If you input 5.25 for a start time, it will start the box at 5 hours and 15 minutes beyond your session's start time.
The input for the hours is a decimal, so you can tailor it to your needs. This indicator updates on-each-tic/real time, and will show the upcoming boxes for the current session, even if it is not active yet.
Note, installing this indicator will create a folder in your indicators called "BTMM", that's where the indicator will be.
-UPDATE(12Jan2022): Added stroke class to boxes. So now the OUTLINE of the box can be customized for a cleaner display.
-UPDATE(17Oct2020): Fixed description in 'properties' section for "start/end" times. This was just a visual bug, and does not impact functionality of indicator. Thanks to Romus for finding this bug.
This is a tool for use with the JPerl thread from a while ago on Traders Laboratory.
This is an update from these old versions THIS, and then THIS. All of this was done from scratch recently so there may be errors?
To find out more about the method or to see the videos, look HERE.
This indicator includes a Peak-Volume-Price(PVP) and its volume histogram. Also shown is the historical movement of the PVP. The PvP has several calculations for the 'Typical Price.' Which includes Close, HLC/3, OHLC/4, HL/2... AND the ability to use the volume counted, and evenly distributed amongst each price on that bar, this option does use more CPU cycles.
The Volume-Weighted-Average-Price(VWAP) is also there. It has the same 'typical price' calcs as the above, but w/o the ability of attaching evenly distributed volume amongst each price.
PRICE MODE(FOR FX): With both of these tools, the traditional volume calculations are there. But also has the ability to substitute in the price bars metrics, INSTEAD of the traditional volume. This might be useful for trading FX, as the typical volume tools look VERY similar to my way of using the bar's metrics instead of volume. To access the Price-Mode, set "Use Volume=false" in setup screen.
You can modify the profile to be drawn with rectangles which looks smoother, or with lines. The color is customizeable as is the amount of each session occupied by it, a percentage width option. The drawing of the profile does eat some CPU cycles, so if not necessary it can be disabled via "Show Volume Profile."
Updates to come as I am interested in studying this data in tabular form, so I'll post updates when I think about it.
Explanation on how to set this indicator up, and copy values into excel are here:
The specs for the indicator are as follows:
Quoting
1) Excel sheet : Columns
Date , Volume , High , Low and Closing Prices
2) Day types : Buying Day (1) , Selling Day (2), Sell Short Day (3)
3) Collect the data as stated in step 1) for the past 10 days . Lowest price of the 10 day's Low column can be named Buy Day (1)....from there naming is automatic .. Next day (2) is Sell day and following day (3) is sell short day
4) Ideally on Buy Day (1) , low needs to be made first . (Buy day column cell can turn green if this condition is true) . For other 2 days high needs to be made first (Buy day column cell can turn red if this condition is true)
5) Once Sequence is identified, it should continued for every day market Opens, even for few hours . Holidays should not be counted.
6) The (D) Decline Column : The difference between previous day high and today's low
7) The (R) Rally Column : The difference between previous day low and today's high
8) The (BH) buying High Column : The difference between today's high and previous day high
9) The (BU) buying Under Column : The difference between today's low and previous day low
This one starts at the beginning of each session and plots through the session. It includes a small bit of 'intelligence' in that it is made specifically to deal with ambiguous situations when a bar spans across the length of your desired ZigZag. In this case some ZZs don't know wether to plot an Up or Down move. This ZZ figures most of those situations out correctly. Although there are times it can be wrong if the desired ZZ is set too small for the volatility of the instrument.
Included are "real time" options so that the latest developing swing will plot Live, once it has reached the based threshold set by the user.
This will plot both the Swings INtraday, as well as the Daily Swing or Main Move. All of which can be toggled on off.
The ShowPreswings option when set to true, will plot swings that occur BEFORE the minimum ZZ length has occurred. An arrow will plot once that minimum swing length has occurred.
Many customizable options included with this, to include full customization of all of the lines, colors and widths, distance the labels and lines appear from the highs/lows etc.
This is an indicator based on a read many years ago by THIS book.
The indicator simply plots a reflection that is flipped about the X AND Y axis, which is a forward projection of the path of price.
You can set the lookback period, which is how many bars back to plot the forward projection. There are also "Entry Arrows" which simply paint based on the conditions in the book.
Basic idea is to capture trends and not chase the tops/bottoms.
I have the pdf, and you can likely find it online pretty easily if need be. Details of the theory is best found there.
My Take: Absolutely nothing special about this, as anything publicly available or sold is likely rubbish. But just cleaning out some things on my PC so figured I'd post in case anyone else was ever interested in such a thing.
This indicator will quickly create and format a Taylor Trading Book in Excel......with any data you have on a chart in NinjaTrader.
NOTE: You will need to install MS Office Interop Files for this indicator to work properly. Do not install without following the instructions at the link below. You will ALSO need the Excel sheet as well.
Information on installation, and the sheets needed can be found in THIS thread.
2May2012: The dlls are now posted in the 2nd post of the thread listed above in the 'Quick Links' section. So now all you will need to do is paste these dlls in the folder listed in Step2, then reference the dlls as shown in Step3, then install the indie as you would any other indicator.
Details about what the indicator is and does can be found at the above link. This version is a minor update, and the script was updated by @Zondor. Thanks to him for that!
He made some changes to the original for optimization, and cleaned the script up a bit. There is still plenty that could be done to make the indicator better which I have not done yet.
Note: This indie still uses the old version of FT's VWAP(version33).
January 4th, 2012
Size: 15.35 KB
Downloaded: 674 times
1081
forrestang
This is an update to the original I posted HERE. I am not updating as I want it to remain in the 'elite downloads.'
This indicator simply allows the user to choose between several MA types INDIVIDUALLY, for each Moving Average, and input periods.
The user also has the option to enable alerts or arrows.
---UPDATE 6Oct2011----- a few hours after initial upload
Someone requested to be able to INDIVIDUALLY select price type for each Moving Average Independent of each other. So that functionality is now there.
---UPDATE 7Oct2011-----
By request, added:
LLMA
LinReg
---UPDATE 7Oct2011 #2-----
Fixed a bug for the LLMA and LinReg
August 3rd, 2018 01:34 PM Darquer Well done. Thank you.
August 28th, 2017 01:36 PM moneylender888 NT has never had a decent zigzag. Amazing job! Thank you.
May 31st, 2017 01:13 PM mehtachandru very good indicator . its one i hv been looking for to identify a trend . The yellow dots trend line is good , can it be
changed adjusted made in two parts. One for start of session and the other after trend changes or mid session.
April 24th, 2017 12:21 PM Maxie it is a great indikatoe, thks
September 30th, 2021 09:21 PM golfman Here's a link to the image in my Dropbox - https://www.dropbox.com/s/1v14poe69uil17w/Future%20IO%20error.png?dl=0
Hope this one works.
Thx!
September 30th, 2021 09:20 PM golfman Hello,
I try to install this file & got this error message, can you please help & direct me so I can use this indicator.
Thanks in advance for your help.
Chas
January 4th, 2021 07:28 PM Andrewt thanks very much, very handy indi
January 4th, 2021 03:46 PM racecarjw Thank you for your generosity to share the work on your indicator.