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Volume Up Down Average 5 *
Discussion thread:
https://nexusfi.com/tradestation-multicharts-easylanguage-programming/10987-easylanguage-volume-up-down-average.html

I couldn't find an indicator that accomplished what I wanted, so I just made one. The indicator simply plots the Up volume and Down volume separately, as an average.

Simple concept - price closes above the typical (H+L)/2 then it's marked as up volume, and vice versa for down volume.

- If the up volume band is higher than the down volume band, then market is probably moving up.
- If both bands are declining, there is not much interest at these prices.
- If bands are moving towards each other, trend reversal.
- If bands are moving away from each other, trend continuation.

Anyway, don't read too much into it.

Here is the code, some screen shots, and a MultiCharts pla.


Category MultiCharts 
 
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Details: Volume Up Down Average
Category: MultiCharts 


May 23rd, 2011
Size: 3.14 KB
Downloaded: 553 times

Keywords: multicharts volume
RolloverVolume 5 *
RolloverVolume V2

I've updated this indicator to use a different approach. It now shows daily volume of various contracts months for an instrument. Highlights the contract with the highest volume, if another contract has higher volume then that on the chart. When this happens, then it's time to rollover.

- Make sure you choose an explicit session template for the chart. Do not choose <Use Instrument Settings>
- Make sure at least 3 valid future contract months are defined in your Instrument Manager default instrument list
- Add an optional comma separated list of future contracts for your instrument in 'Contracts List' parameter Ex: "CL 01-12, CL 02-12, CL 03-12". If blank, the next 3 future contracts will be used. These contracts must be defined in your default instruments list
- Add the current contract name to the parameter 'Current Contract'. If blank, the current chart contract will be used.

The indicator requires that your broker sends daily volume data as a separate message. I use it with Mirus and Interactive Brokers. I don't know if all brokers do this.

Warning:
This indicator uses un-supported code, namely using variables in the Add() method. This may have unpredictable results in NT behavior, like a frozen chart. I have put in code to try to prevent this, and tested successfully with various instruments. I can't guarantee this for every instrument and every configuration, so please test in your environment before using live.


Category NinjaTrader 7 Indicators 
 
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Details: RolloverVolume
Category: NinjaTrader 7 Indicators 


March 3rd, 2011
Size: 3.87 KB
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Keywords: contract expiry monpere rollover rollovervolume volume
RJay's Total Volume Splitter Suite NT7 5 *
A greater than "X" number of contracts in a single trade - indicator.

A lesser than "X" number of contracts in a single trade - indicator.

And a Between "X" and "Y" values number of contracts in a single trade - indicator.

These Indicators display total Market volume transacted, at or below Bid, and at or above Ask, for ranges specified.

Original thread - https://forum.bigmiketrading.com/elite-circle/650-rjays-total-delta-volume-splitter-suites.html

All three indicators are in the same zip file.

THESE INDICATORS ARE FOR NT7 ONLY !!!!

These indicators has the latest updates available.

Upload Date 12/15/2010


Category The Elite Circle 
 
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Details: RJay's Total Volume Splitter Suite NT7
Category: The Elite Circle 


December 15th, 2010
Size: 6.27 KB
Downloaded: 582 times

Keywords: rjay volume
RJay's Delta Volume Splitter Suite NT7 5 *
This Delta Volume Splitter Suite has 3 indicators.

A greater than "X" number of contracts in a single trade - indicator.

A lesser than "X" number of contracts in a single trade - indicator.

And a Between "X" and "Y" values number of contracts in a single trade - indicator.

These Indicators display The delta Market volume transacted, at or below Bid, and at or above Ask, for ranges specified.

Original thread - https://forum.bigmiketrading.com/elite-circle/650-rjays-total-delta-volume-splitter-suites.html

All three indicators are in the same zip file.

THESE INDICATORS ARE FOR NT7 ONLY !!!!

These indicators has the latest updates available.

Upload Date 12/15/2010


Category The Elite Circle 
 
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Details: RJay's Delta Volume Splitter Suite NT7
Category: The Elite Circle 


December 15th, 2010
Size: 6.32 KB
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Keywords: rjay volume
RJay's Total, Delta and Churn Tick Indicators NT7 5 *
These indicators, originally posted in a thread, are being relocated here in the download area for easy access.

Accompanying thread is here.

https://nexusfi.com/elite-circle/763-rjays-trader-volume-trader-tick-indicator-suites.html

All three indicators are in the same zip file.

THESE INDICATORS ARE FOR NT7 ONLY !!!!

These indicators has the latest updates available.

Upload Date 12/15/2010


Category The Elite Circle 
 
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Details: RJay's Total, Delta and Churn Tick Indicators NT7
Category: The Elite Circle 


December 15th, 2010
Size: 5.92 KB
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Keywords: rjay volume
RJay's Total, Delta and Churn Volume Indicators NT7 5 *
These indicators, originally posted in a thread, are being relocated here in the download area for easy access.

Accompanying thread is here.

https://nexusfi.com/elite-circle/763-rjays-trader-volume-trader-tick-indicator-suites.html

All three indicators are in the same zip file.

THESE INDICATORS ARE FOR NT7 ONLY !!!!

These indicators has the latest updates available.

Upload Date 12/15/2010


Category The Elite Circle 
 
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Details: RJay's Total, Delta and Churn Volume Indicators NT7
Category: The Elite Circle 


December 15th, 2010
Size: 6.04 KB
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Keywords: rjay volume
RJay's AboveBelowMarket Volume Indicator NT7 5 *
It appears that a number of large traders are choosing to place their trades, buying above and selling below the current best market prices.

With this volume indicator, you can clearly see them trading.

THIS INDICATOR IS FOR NT7 ONLY !!!!

This indicator has the latest updates available.

Upload Date 12/15/2010


Category The Elite Circle 
 
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Details: RJay's AboveBelowMarket Volume Indicator NT7
Category: The Elite Circle 


December 15th, 2010
Size: 2.15 KB
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Keywords: rjay volume
Big Mike's Volume Graph, Optimized 5 *
VIP Only, please do not distribute outside of the Elite Circle.

Mike's version, posted in June of 2009, was downloaded almost 700 times!

It colors the volume bars based on a sophisticated linear regression analysis without using bid ask volume data. It corresponds well with Delta Momentum generated from GomRecorder buy/sell volume.

I applied Richard's optimization method from his article, aboot the right way to call external indicators, at MoveTheMarkets.com. (eh?)

This greatly improves the performance, so much so that in NT7 it can run with CalculateOnBarClose = false. However, DO NOT run it this way. CoBC must be true for it to calculate correctly... for now.

.....click on Magnifier for screen shot


Category The Elite Circle 
 
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Details: Big Mike's Volume Graph, Optimized
Category: The Elite Circle 


May 25th, 2010
Size: 7.88 KB
Downloaded: 1563 times

Keywords: optimzied volume zondor graph
VPA Volume 5 *
This is the VPA study of ToS for the volume histogram. See this link for more details:

https://nexusfi.com/everything-else-programming/3477-vsa-volume-spread-analysis-thinkorswim.html

The other VPA download in this section is for the bar chart.


Category ThinkOrSwim 
 
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Details: VPA Volume
Category: ThinkOrSwim 


May 7th, 2010
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Keywords: spread volume vpa cbritton
VPA 5 *
This is the converted VPA indicator from NT to ToS. The discussion about the differences between the two can be found here:

https://nexusfi.com/everything-else-programming/3477-vsa-volume-spread-analysis-thinkorswim.html

This study is for the paintings on the bar graph as seen in the screen shot.

Signals summary:


On top of Bar:
  • Yellow Triangle
    High volume Downbar after an upmove on high volume indicates weakness.
  • Blue Circle
    Reversal possible, yesterday was high volume wide spread up bar, but today we reached 10 days high with low close wide spread down bar.
  • Red Triangle
    UpThrust confirmation.
  • Blue Triangle
    A Down Bar closing down after a Pseudo Upthrust confirms weakness.
  • Blue Square
    Psuedo UpThrust, A Sign of Weakness /OR/ A High Volume Up Bar closing down in a uptrend shows Distribution /OR/ No Demand.
On bottom of bar:
  • Aqua Triangle
    High volume upbar closing on the high indicates strength (in short term down trend).
  • Deep Pink Square
    Test for supply.
  • Green Square
    Strength bar (either strength is showing in down trend or a supply test in up trend).
  • Green Circle
    Stopping volume. Normally indicates end of bearishness is nearing /OR/ No supply.
  • Yellow Triangle
    An Upbar closing near High after a Test confirms strength.
  • Green Triangle
    The previous bar saw strength coming back, This upbar confirms strength.

On the median of the bar:
  • Turquoise circle
    Effort to Rise. Bullish sign.
  • Yellow circle
    Effort to Fall. Bearish sign.


Category ThinkOrSwim 
 
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Details: VPA
Category: ThinkOrSwim 


May 7th, 2010
Size: 21.89 KB
Downloaded: 1219 times

Keywords: spread volume vpa
 



 
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