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SessionVWAP Monthly (amaCurrentMonthVWAP)
Version 2.0 August 11, 2017 Current Month VWAP is the volume-weighted average price (VWAP) of a security for the current month. The VWAP gives a fair reflection of the market conditions throughout the trading month and is one of the most popular benchmarks used by large traders.Trading hours template: The trading hours template should be set to <instrument settings> or any other trading hours template that reflects the contractual trading hours of the instrument.Full_Session: The VWAP will be calculated for the full session as selected per trading hours template.Custom_Hours: You may select custom hours for calculating the VWAP in different time zones.Standard_Deviation: The volatility bands are calculated as a selectable multiple of the standard deviation, where the standard deviation is calculated for the selected session and week.Quarter_Range: The volatility bands are calculated as a selectable multiple of the quarter range for the current month.Accuracy: The indicator calculates both VWAP and volatility bands from the primary bars shown on the chart. All data points of each bar are used for the calculation in order to obtain the best possible result. However, accuracy also depends on the chart resolution. Accuracy increases as trading volume accumulates.Category NinjaTrader 8 Indicators and More
1900
Fat Tails
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SessionVWAP Weekly (amaCurrentWeekVWAP)
Version 2.0 August 11, 2017 Current Week VWAP is the volume-weighted average price (VWAP) of a security for the current week. The VWAP gives a fair reflection of the market conditions throughout the trading week and is one of the most popular benchmarks used by large traders.Trading hours template: The trading hours template should be set to <instrument settings> or any other trading hours template that reflects the contractual trading hours of the instrument.Full_Session: The VWAP will be calculated for the full session as selected per trading hours template.Custom_Hours: You may select custom hours for calculating the VWAP in different time zones.Standard_Deviation: The volatility bands are calculated as a selectable multiple of the standard deviation, where the standard deviation is calculated for the selected session and week.Quarter_Range: The volatility bands are calculated as a selectable multiple of the quarter range for the current week.Accuracy: The indicator calculates both VWAP and volatility bands from the primary bars shown on the chart. All data points of each bar are used for the calculation in order to obtain the best possible result. However, accuracy also depends on the chart resolution. Accuracy increases as trading volume accumulates.Category NinjaTrader 8 Indicators and More
1898
Fat Tails
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SessionVWAP Daily (amaCurrentDayVWAP)
Version 2.5 October 27, 2019 Current Day VWAP is the volume-weighted average price (VWAP) of a security for the current day’s trading session. The VWAP gives a fair reflection of the market conditions throughout the trading day and is probably the most popular benchmark used by large traders.Trading hours template: The trading hours template should be set to <instrument settings> or any other trading hours template that reflects the contractual trading hours of the instrument. Full_Session: The VWAP will be calculated for the full session as selected per trading hours template. Custom_Hours: You may select custom hours for calculating the VWAP in different time zones.Standard_Deviation: The volatility bands are calculated as a selectable multiple of the standard deviation, where the standard deviation is calculated for the selected session.Quarter_Range: The volatility bands are calculated as a selectable multiple of the quarter range for the current session.Accuracy: The indicator calculates both VWAP and volatility bands from the primary bars shown on the chart. All data points of each bar are used for the calculation in order to obtain the best possible result. However, accuracy also depends on the chart resolution. Accuracy increases as trading volume accumulates. Therefore it is recommended to select an early anchor point and only use VWAP and volatility bands once they have stabilized.Category NinjaTrader 8 Indicators and More
1897
Fat Tails
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Intelligent ZigZag for Minute/tic/Range/Vol Charts NT
There are many ZZs in existence. Category NinjaTrader 7 Indicators
1854
forrestang
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SessionVWAP Bimonthly/Quarterly/Annual V43
Exported using NT Version 7.0.1000.26 Category NinjaTrader 7 Indicators
1606
Fat Tails
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Fibs From Prior Sessions V43
Exported using NT Version 7.0.1000.26Indicators will only run on NT 7.0.1000.5 or later. Chart settings: Please set the right side margin under chart properties to 200 to allow for correct display of the labels. The colors are better adapted to dark chart backgrounds.Session templates : The indicators require the use of a correct session template for the instrument shown on the chart. With an ETH template retracements and expansions can be only calculated from the full session high and low. If you want to calculate retracements and expansions from the regular session, it is recommended to use a multi-session template that divides the day into the night session, regular session and after-session. ETH : If you set the indicator to ETH, the retracements will be calculated from the high and the low of the full trading day. To avoid inverted levels best calculate all fibonacci lines from intraday data.RTH : Please use a multi-session template. The retracements will be calculated from the selected RTH session. If the daily data supplied by your data supplier is regular session data, no multi-session template is required and you can display retracements and expansions calculated from the regular high and low by setting the indicator to "DailyBars".Auto setting for the 3 indicators : The Auto setting will preselect ETH for FOREX and all CME currency futures, but preselect RTH for all other instruments.Fibonacci Levels : The numerical values for the Fibonacci levels can be individually selected. If you need more than five retracement and expansion levels, you can add the indicator to your chart several times. If you do not wish to display some lines, please set the value for the Fibonacci ratio for these lines to zero, and the lines will not be plotted.Display Options : Prior day's close, fibonacci retracements and fibonacci expansions can be switched on and off separately. The indicator further allows to display all plots for the prior days with or without labels. The label font size can be selected.GLOBEX holiday sessions with settlement next day : The indicators are preconfigured for Globex holiday sessions without settlement for trade date next day or later. These trade dates are President’s Day, Martin-Luther-King Day, Memorial Day, Independence Day, Labour Day and Thanksgiving. The indicators will use double day sessions for these days for all GLOBEX and NYMEX traded instruments. Category NinjaTrader 7 Indicators
1114
Fat Tails
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SessionTWAP Monthly V43
Exported using NT Version 7.0.1000.26Indicator will only run on NT 7.0.1000.5 or later Time Weighted Average Price of the selected session. It can be used on all types of charts.Use with time-based charts : On minute and second chart, it will use an equal weight for all bars to calculate the average price of the selected session.Use with tick based charts : On tick based charts it will apply a weight to each bar, which is the smaller of (timestamp of current bar - timestamp of previous bar) and (timestamp of current bar - session start time). There is one specific case, where this may cause a problem. The technical break of CME index futures from 3:15 PM to 3:30 PM CT is not taken into account by the session template, if an ETH session is used. In this case the first bar after the break will be overweighted. To avoid that problem use the default setting for the technical break for Globex index futures, which will eliminate the impact of the technical break.ETH session : The TWAP will be calculated for the full session, if ETH is selected via indicator dialogue.RTH session : It is possible to display the TWAP for the RTH session or the night session. Set indicator to RTH and select the number of the session, for example "First" for the night session and "Second" for the RTH session.Volatility Bands : The indicators has three different modes to calculate volatility bands. For each of the modes multipliers can be selected.Variance_Price : The variance is calculated from the selected input values of the price bars and the last known value for the VWAP within the current session. This way of calculating the bands is similar to calculating Bollinger Bands with a variable period starting with the first bar of the session.Variance_Distance : The variance is calculated from the selected input values of the price bars and the value for the VWAP corresponding to price. It is a variance of the vertical distance of price from VWAP. This method corrects for a trend and produces slightly narrower bands on a trending day.Session_Range : The quarter range of the current session is used as a measure of volatility instead of the standard deviation.Public Holidays : For Globex instruments the indicator will display the ETH TWAP for the two-day-session including a public holiday. The indicator is preconfigured for the Globex holiday calendar.Colors : Different colors can be selected for rising and falling TWAP. Also colors and opacities can be selected for the areas between the inner bands, middle bands and outer bands. Category NinjaTrader 7 Indicators
1368
Fat Tails
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SessionTWAP Weekly V43
Exported using NT Version 7.0.1000.26Indicator will only run on NT 7.0.1000.5 or later Time Weighted Average Price of the selected session. It can be used on all types of charts.Use with time-based charts : On minute and second chart, it will use an equal weight for all bars to calculate the average price of the selected session.Use with tick based charts : On tick based charts it will apply a weight to each bar, which is the smaller of (timestamp of current bar - timestamp of previous bar) and (timestamp of current bar - session start time). There is one specific case, where this may cause a problem. The technical break of CME index futures from 3:15 PM to 3:30 PM CT is not taken into account by the session template, if an ETH session is used. In this case the first bar after the break will be overweighted. To avoid that problem use the default setting for the technical break for Globex index futures, which will eliminate the impact of the technical break.ETH session : The TWAP will be calculated for the full session, if ETH is selected via indicator dialogue.RTH session : It is possible to display the TWAP for the RTH session or the night session. Set indicator to RTH and select the number of the session, for example "First" for the night session and "Second" for the RTH session.Volatility Bands : The indicators has three different modes to calculate volatility bands. For each of the modes multipliers can be selected.Variance_Price : The variance is calculated from the selected input values of the price bars and the last known value for the VWAP within the current session. This way of calculating the bands is similar to calculating Bollinger Bands with a variable period starting with the first bar of the session.Variance_Distance : The variance is calculated from the selected input values of the price bars and the value for the VWAP corresponding to price. It is a variance of the vertical distance of price from VWAP. This method corrects for a trend and produces slightly narrower bands on a trending day.Session_Range : The quarter range of the current session is used as a measure of volatility instead of the standard deviation.Public Holidays : For Globex instruments the indicator will display the ETH TWAP for the two-day-session including a public holiday. The indicator is preconfigured for the Globex holiday calendar.Colors : Different colors can be selected for rising and falling TWAP. Also colors and opacities can be selected for the areas between the inner bands, middle bands and outer bands. Category NinjaTrader 7 Indicators
1366
Fat Tails
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SessionTWAP Daily V43
Exported using NT Version 7.0.1000.26Indicator will only run on NT 7.0.1000.5 or later Time Weighted Average Price of the selected session. It can be used on all types of charts. Use with tick based charts : On tick based charts it will apply a weight to each bar, which is the smaller of (timestamp of current bar - timestamp of previous bar) and (timestamp of current bar - session start time). There is one specific case, where this may cause a problem. The technical break of CME index futures from 3:15 PM to 3:30 PM CT is not taken into account by the session template, if an ETH session is used. In this case the first bar after the break will be overweighted. To avoid that problem use the default setting for the technical break for Globex index futures, which will eliminate the impact of the technical break.ETH session: The TWAP will be calculated for the full session, if ETH is selected via indicator dialogue.RTH session: It is possible to display the TWAP for the RTH session or the night session. Set indicator to RTH and select the number of the session, for example "First" for the night session and "Second" for the RTH session.RTH multi: The TWAP will be displayed starting from the open of the RTH session as specified and then continue through the after session.Volatility Bands: The indicators has three different modes to calculate volatility bands. For each of the modes multipliers can be selected.Variance_Price: The variance is calculated from the selected input values of the price bars and the last known value for the VWAP within the current session. This way of calculating the bands is similar to calculating Bollinger Bands with a variable period starting with the first bar of the session.Variance_Distance: The variance is calculated from the selected input values of the price bars and the value for the VWAP corresponding to price. It is a variance of the vertical distance of price from VWAP. This method corrects for a trend and produces slightly narrower bands on a trending day.Session_Range: The quarter range of the current session is used as a measure of volatility instead of the standard deviation.Public Holidays: For Globex instruments the indicator will display the ETH TWAP for the two-day-session including a public holiday. The indicator is preconfigured for the Globex holiday calendar. Colors: Different colors can be selected for rising and falling TWAP. Also colors and opacities can be selected for the areas between the inner bands, middle bands and outer bands. Category NinjaTrader 7 Indicators
934
Fat Tails
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SessionVWAP Daily V43
Exported using NT Version 7.0.1000.26Indicator will only run on NT 7.0.1000.5 or later Volume Weighted Average Price of the selected session. It can be used on all types of charts.ETH session: The VWAP will be calculated for the full session, if ETH is selected via indicator dialogue.RTH session: It is possible to display the VWAP for the RTH session or the night session. Set indicator to RTH and select the number of the session, for example "First" for the night session and "Second" for the RTH session.RTH multi: The VWAP will be displayed starting from the open of the RTH session as specified and then continue through the after session.Volatility Bands: The indicators has three different modes to calculate volatility bands. For each of the modes multipliers can be selected.Variance_Price: The variance is calculated from the selected input values of the price bars and the last known value for the VWAP within the current session. This way of calculating the bands is similar to calculating Bollinger Bands with a variable period starting with the first bar of the session.Variance_Distance: The variance is calculated from the selected input values of the price bars and the value for the VWAP corresponding to price. It is a variance of the vertical distance of price from VWAP. This method corrects for a trend and produces slightly narrower bands on a trending day.Session_Range: The quarter range of the current session is used as a measure of volatility instead of the standard deviation.Public Holidays: For Globex instruments the indicator will display the ETH VWAP for the two-day-session including a public holiday. The indicator is preconfigured for the Globex holiday calendar. Colors: Different colors can be selected for rising and falling VWAP. Also colors and opacities can be selected for the areas between the inner bands, middle bands and outer bands. Category NinjaTrader 7 Indicators
674
Fat Tails
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