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Submitted by Fat Tails
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MultiPeriod Boxes 5 *
Exported using NinjaTrader 7.0.1000.8

This is a simple indicator that allows to display larger timeframe boxes on any chart. For example you can display 30 min or 60 min boxes on a 5 min chart.

The larger timeframe boxes are plotted behind the standard candles of the chart and are aligned to session times. Colors and opacity of the boxes and the box outline color can be selected.

The indicator has been tested to work on fixed period (minute), tick, range, Kagi, Renko and rangeNoGap charts. Due to its session logic in cannot be used on daily data.

Drawing boxes around candles is a standard feature of NinjaTrader. However, if your primary chart is built from ticks, adding boxes will cause NinjaTrader to switch to non-equidistant bar spacing.

This indicator basically allows you to draw those boxes without suffering from unevenly spaced bars. However, it is not a genuine multi-timeframe indicator which loads a secondary bar series. The boxes just regroup N candles as selected via indicator panel.


Category NinjaTrader 7 Indicators 
 
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Details: MultiPeriod Boxes
Category: NinjaTrader 7 Indicators 


December 13th, 2011
Size: 6.55 KB
Downloaded: 1487 times

Keywords: candles candlesticks mtf multi-timeframe
SessionVolatilityBands V38 5 *
Exported using NT Version 7.0.1000.7

This indicator is an old version and there will be no more maintenance. All the features have now been integrated with the SessionPivots indicator that can be downloaded here:

https://nexusfi.com/download/ninjatrader-7/indicators/371-download.html?view

The indicators that come with the SessionPivots package also allow to display weekly and monthly average ranges.

Indicator will only run on NT 7.0.1000.5 or later.

The indicator detects the Average Daily Ranges (ADR) for two selectable periods and uses them to calculate intraday targets, which are displayed as volatility bands. The upper target band is calculated by adding the average daily ranges for the two periods to the current session's low. The lower band is calculated by subtracting the average daily ranges from the current day's high.

All daily ranges and bands can be calculated and displayed for the full session or any intraday (RTH) session defined via the template. It is recommended to display both ETH and RTH volatility bands by applying the indicator to the chart twice with different settings.

The indicator also can display OHL and Dynamic Fib Lines for the current session.

Indicator Settings

Band Type: The bands will auto-adjust to the current day's high and low, until the expected daily range is exceeded for both of the lookback periods. In this case the bands will freeze and change color (Band Type "Freeze"), stop (Band Type "Stop") or further expand (Band Type "Expand", requires a second expansion target).

Default BandRange: The default setting uses 100% of the ADR of the selected period. Instead of using 100% you can select any other percentage to calculate the intraday target bands.

Expanded BandRange: This is required for the Band Type "Expand". The default setting uses 127% of the ADR of the selected period. Instead of using 127% you can select any other percentage to calculate the second level of the intraday target bands.

Include After-Session : If set to true, the volatility bands of an intraday session will be extended to the next session, the after-session, but not recalculated. Default value is "false".

Period(1) for the average daily range: This is the period used to calculate the shorter average daily range. Default value is 3 days, maximum selectable is 100 days.

Period(2) for the average daily range: This is period used to calcualte the longer average daily range. Default value is 10 days, maximum selectable is 100 days.

Session: Select between the full ETH and the RTH session. Default value is "ETH."

Session for RTH: Select the RTH session, for which you want to display the bands. For FOREX, you would select "First" for the Asian session, "Second" for the European session and "Third" for the US session, if you use a session template with 3 intraday sessions. For ES you would select "Second", if your session is divided into night and day session. Default value is "Second". This option only applies, if "RTH" has been selected under "Session". A hybrid setting selects the third intraday session for FOREX and currency futures, and the second intraday session for all other futures contracts. Only select it, if you use triple session templates (Asian, European, US) for FOREX and Currency Futures.

Show Current Open: Selects or unselects Current Open.

Show Dynamic Fib Lines
: Selects or unselects intraday Fibonacci retracements. Fib retracements will only be shown if Show High/Low is set to true.

Show High/Low
: Selects or unselects to show the current day's high and low.

Show Projection Bands:
Selects or unselects projection bands.

Show Projection Labels
: Selects or unselects projection band labels.

Show Range Data
: Displays average daily ranges and current day's range for the selected session in the upper left or upper right corner of the chart.

The indicator now calculates average daily ranges without using range data from Globex holiday sessions.

Update Jan 23 2011: Globex Holiday Calendar for 2011. Holiday sessions will only be applied to Globex instruments. Price markers are now correctly formatted for US interest rate futures and FOREX. FOREX ranges are displayed in PIPS.
Update June 2, 2011: New signature for GetNextBeginEnd() implemented.
Update June 20, 2011: The indicator now works with half-pip FOREX feeds. Indicator dialogue box improved.
Update June 25, 2011: Band colors were not serialized and therefore did not keep the selected color, when saved as part of a template or workspace.
Update July 11, 2011: Different band types are available. Once the daily target range has been exceeded, bands will change color and can be frozen, further expanded or cut off.
Update July 18, 2011: Serialization of the plots changed.
Update September 11, 2011: Expanded bands did not display correctly on days when both upper and lower range targets were hit. Bug removed.
Update September 24, 2011: ChartControl checked for null, indicator can now be called by strategies.


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Details: SessionVolatilityBands V38
Category: NinjaTrader 7 Indicators 


July 11th, 2011
Size: 13.43 KB
Downloaded: 3386 times

Keywords: dailyrange range session volatility
MultiPeriod Candles 5 *
Exported using NinjaTrader 7.0.1000.8

This is a simple indicator that allows to display larger timeframe candles on any chart. For example you can display 30 min or 60 min candles on a 5 min chart.

The larger timeframe candles are plotted behind the standard candles of the chart and are aligned to session times. Colors and opacity of the candles and the candle outline color can be selected.

The indicator has been tested to work on fixed period (minute), tick, range, Kagi, Renko and rangeNoGap charts. Due to its session logic in cannot be used on daily data.

Update December 3, 2010: Improved to work with all data feeds. Some data feeds fill and other do not fill the minute data, when no trade has occurred. The indicator will now select the correct intervals in both cases.
Update May 6, 2011: Bug fixed. On minute charts the first multi period candle after the session start contained one bar less than expected.
Update December 14, 2011: Indicator optimized following suggestion by Richard (Zondor).


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Details: MultiPeriod Candles
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May 10th, 2011
Size: 6.98 KB
Downloaded: 3259 times

Keywords: candles candlesticks multi timeframe
Awesome Oscillator 5 *
Exported using NT Version 7.0.1000.3

Bill William's Awesome Oscillator is quite similar to the raw MACD, but uses simple moving averages with a period of 34 and 5 instead of the exponential moving averages used for the MACD. The input value is the median of the bar, whereas the default MACD uses the close.

The histogram shown by the indicator is comparable to the raw MACD line. I have added a signal line to the raw oscillator, just to show that it can be used in a similar fashion as the MACD.

There are other NinjaTrader versions of the Awesome Oscillator

- which use an additional data series to allow for changing the plot colors (NT 6.5)
- which do not allow to change the parameters for the moving averages

This indicator can be used as a MACD, which is built from simple instead of exponential moving averages.


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Details: Awesome Oscillator
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March 8th, 2011
Size: 4.37 KB
Downloaded: 2208 times

Keywords: awesome macd oscillator
SuperDrive 5 *
Exported using NT Version 7.0.1000.2

This is an improved version of the drive indicator.

The indicator detects both volatility and momentum and shows the relationsship between bullish momentum or bearish momentum and volatility.

Volatility is measured via the absolute value of the indicator. You will notice, how it moves up during the day session and moves down during the night session.

Momentum is measured as the difference between the two lines. Positive momentum is shown as green and negative momentum is shown as red. The momentum is measured via the enhanced momentum indicator, which is included.

The lines are smoothed with a Hull moving average for display.


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Details: SuperDrive
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January 12th, 2011
Size: 11.63 KB
Downloaded: 2074 times

Keywords: drive momentum trendfilter volatility
SessionColors 5 *
Exported using NT 7.0.1000.1

This is a simple indicator that colors the background of your charts according to the current session template.

To use the indicator you first need to create a session template that reflects the different intraday sessions. The chart shows Crude Oil using the following session template (all times are EST for NYMEX)

Night session: 6:00 PM - 9:00 AM
RTH session: 9:00 AM - 2:30 PM
Evening session: 2:30 PM - 5:15 PM

Select the session template as your default template via instrument manager and display all charts with <instrument settings>. When toggling between instruments the chart will now select the appropriate session for your instruments automatically.


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Details: SessionColors
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December 8th, 2010
Size: 2.12 KB
Downloaded: 1669 times

Keywords: backcolor session sessions
ThrustBars 5 *
Exported using NT version 7.0.0.23



This is a simple paint bar study to identify thrust bars.


An upthrusting bar (white) is a bar that closes above the high of the prior bar.

A downthrusting bar (yellow) is a bar that closes below the low of the prior bar.

All candle colors and candle outline colors can be selected by the user.


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Details: ThrustBars
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November 23rd, 2010
Size: 2.91 KB
Downloaded: 1557 times

Keywords: candleoutlines insidebars paintbars thrustbars
Fibonacci Cluster V14 5 *
Fibonacci Cluster Version 14 for Ninja 7 (April 2010)

Exported using NT Version 7.0.0.17, will not run on NT 6.5

Indicator displays Fibonacci retracements and extensions for intraday and daily charts based on swing highs and lows.

Labels: Fib lines labeled A-E are calculated from 5-day primary swing highs or lows, those labeled S refer to a recent swing high and low of order 2 or 3, those labeled Y and Z are calculated from swing lows and today’s high and low, if applicable. Extensions from highs and lows that have been taken out are labeled X, you will also find additional support and resistance from prior swing highs and lows that have been taken out. An example: “D+ 76.4 (28 Jan)” means that prices touching this line have retraced 76.4% within a Fib retracement defined by the swing high from January 28 and the lowest low between this date and the end of the session of yesterday.

Multiple Lines: All Fib values are rounded to full ticks. If several Fib values are rounded to the same price, the indicator will display “Multiple Fíb” and display the number of Fib lines.

Lookback period: The indicator will only take into account Fib retracements within the look back period of the chart. You can increase or reduce the look back period of the indicator via indicator dialogue.

Filter: The filter can be set to values between 0 and 100. Default setting is 85. If a swing low defining a Fibonacci retracement occurred 100 days ago, all lows during the following 15 days will be ignored, only lows during the last 85% of the 100 day range will be used for Fib retracements. If you do not want to use the filter, you may set it to 100.

Select your lines: The indicator will display quite a number of lines, usually too many to use it for trading. It is therefore recommended to either use the short or the long end of the lookback period. If you want to use the short end, leave all lines A to Z selected, but reduce the lookback period of the indicator to 5 or 10 days. If you want to select the long end, set the lookback period to a minimum of 100 days, but unselect the Y and Z lines.


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Details: Fibonacci Cluster V14
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March 21st, 2010
Size: 34.13 KB
Downloaded: 3180 times

Keywords: confluence fibonacci pivots
 



 
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