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SessionVWAP Bimonthly/Quarterly/Annual (amaNMonthlyVWAP)
Version 2.0 August 11, 2017 N-Monthly VWAP is the volume-weighted average price (VWAP) of a security for the selected N-month period. The VWAP gives a fair reflection of the market conditions throughout the selected period and is one of the most popular benchmarks used by large traders.session only. The VWAP further comes with volume-weighted standard deviation bands or quarter range bands. Although the VWAP uses volume information, it is best set to “Calculate” = “On price change”. It is not necessary to recalculate it with each incoming tick.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
1901
Fat Tails
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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.session only. The VWAP further comes with volume-weighted standard deviation bands or quarter range bands. Although the VWAP uses volume information, it is best set to “Calculate” = “On price change”. It is not necessary to recalculate it with each incoming tick.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.session only. The VWAP further comes with volume-weighted standard deviation bands or quarter range bands. Although the VWAP uses volume information, it is best set to “Calculate” = “On price change”. It is not necessary to recalculate it with each incoming tick.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.session only. The VWAP further comes with volume-weighted standard deviation bands or quarter range bands. Although the VWAP uses volume information, it is best set to “Calculate” = “On price change”. It is not necessary to recalculate it with each incoming tick.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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Relative Ranges (amaRelativeRanges)
Version 1.1 July 21, 2017 Relative Ranges indicator measures the range of a minute bar or a daily bar against the average range for the same time of the day over the preceding n days. The indicator comes with two different options to calculate the relative range:All_Days: Today's ranges are compared to the average ranges of the N preceding business days. The default value is N = 40. With the setting "All_Days" the indicator requires the use of proper trading hours templates which match the trading day of the instrument traded. Trading hours templates that cut the week into arbitrary sessions - such as the session template 24/7 - cannot be handled by the indicator and will trigger an error message.Day_Of_Week: Today's ranges are compared to the average range calculated for the same day of the week over the N preceeding weeks. The default value is N = 8. With the setting "Day_Of_Week", all session templates can be handled.Relative Ranges: The relative ranges are shown as a percentage of the average volume calculated over the reference period.Cumulated ratio: Compares the cumulated ranges of the current day to the average ranges of the selected reference period.Holidays: Holidays as selected via the indicator dialogue box may be excluded from all calculations.Default settings: Relative range bars between 80% and 120% of the normal range are shown as white bars. Higher relative range bars are shown as blue bars, lower relative range bars are shown as red bars.Category NinjaTrader 8 Indicators and More
1893
Fat Tails
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Relative Volume (amaRelativeVolume)
Version 1.1 July 21, 2017 Relative Volume indicator measures the volume of a minute bar or a daily bar against the average volume for the same time of the day over the preceding n days. The indicator comes with two different options to calculate the relative volume:All_Days: Today's volume is compared to the average volume of the N preceding business days. The default value is N = 40. With the setting "All_Days" the indicator requires the use of proper trading hours templates which match the trading day of the instrument traded. Trading hours templates that cut the week into arbitrary sessions - such as the session template 24/7 - cannot be handled by the indicator and will trigger an error message.Day_Of_Week: Today's volume is compared to the average volume calculated for the same day of the week over the N preceeding weeks. The default value is N = 8. With the setting "Day_Of_Week", all session templates can be handled.Relative Volume: The relative volume is shown as a percentage of the average volume calculated over the reference period.Cumulated ratio: Compares the cumulated volume of the current day to the average cumulated volume of the selected reference period.Holidays: Holidays as selected via the indicator dialogue box may be excluded from all calculations.Default settings: Relative volume bars between 80% and 120% of the normal volume are shown as white bars. Higher relative volume bars are shown as blue bars, lower relative volume bars are shown as red bars.Category NinjaTrader 8 Indicators and More
1892
Fat Tails
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Donchian Channel with Trendfilter
Exported using NT version 7.0.1000.27colors are selected. If you want to show the fast trend only, you need to use identical colors for fast/slow uptrend and fast/slow downtrend. If you want to show the slow trend only, you would need to use the same colors for slow uptrend/fast downtrend and fast uptrend/slow downtrend. Both trendseries are exposed as public BoolSeries and can be called in an automated strategy.colors or via paint bars. The indicator also has an option to display the channels or the midband individually. If you just need the paint bars, you can disable all plots.colors will now align, when indicator is displaced. Category NinjaTrader 7 Indicators
1271
Fat Tails
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Keltner Universal V4
Exported using NT version 7.0.1000.27colors will now align, when indicator is displaced. Category NinjaTrader 7 Indicators
625
Fat Tails
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Bollinger Universal V4
Exported using NT version 7.0.1000.27colors will now align, when indicator is displaced. Category NinjaTrader 7 Indicators
626
Fat Tails
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Opening Range V42 MTF
Exported using NT Version 7.0.1000.26Indicator will only run on NT 7.0.1000.5 or later session . This version is a multi-timeframe (MTF) version of the standard OpeningRange V42 indicator. The indicator adds a secondary minute bar series to the chart, which is used to calculate the opening range. It has the following advantages over the standard version:For tick, range and volume charts : The standard indicator may not display the opening range correctly, if the last bar expands the opening range and closes after the opening period. The MTF version of the indicator will display the opening range correctly, even if the primary bar series does not contain the necessary information for its calculation. An example is shown on the chart attached.Use with minute charts: You want to use this indicator with minute charts, if the opening period is not an integer multiple of the bar period. Example: You trade 7 min charts and your opening period is 30 minutes.session template. The opening time will align itself to the start time of the RTH session , as specified via indicator settings. The hybrid setting assumes that you want to use the 3rd intraday session as RTH session for FOREX and currency futures and the second session for all other instruments.Example ES: Select a session template with the following sessions: Session 1 (night session ) 15:30 - 8:30 Central Time, Session 2 (RTH) 8:30 - 15:15 Central Time. Select second session for opening range. Select length of opening period : The opening period can be selected via indicator dialogue box.Select Offset : With an offset of 00:00, the indicator aligns to the start of the selected session . If you enter a positive value for the offset, the opening range will be shifted forward from the session start. For example if you open a chart for ES with the session template US CME Index Futures, then the session (and the trading day) starts at 5:00 PM Central Time. To display an opening range for the regular session , you need to enter an offset of 15:30, because the regular session starts 15 hours and 30 minutes after the start of the trading day.Display regular open or one-minute-range : The indicator allows to either display the regular open or the range of the first minute of trading after the start time selected for the opening range.Developing range : Prior to the completion of the opening range, the indicator plots the developing range in gray to show that the range is still incomplete. Night Session or Pre-Session Range : This is different for each instrument and refers to the electronic session prior to the session selected for the opening range.European Session Range : You can select start and end time of the European Session in CET (Central European Time). The European Session is pre-configured for the time between 8:00 AM and 1:00 PM CET.Asian Session Range : You can select start and end time of the Asian Session in TST (Tokyo Standard Time). The Asian Session is pre-configured for the time between 9:00 AM and 3:00 PM TST.session start. Drop down property added for time zones. Custom plot added. Category NinjaTrader 7 Indicators
937
Fat Tails
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