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Submitted by WoodyFox
Found 5 matching entries

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IV Percentile

The Implied Volatility (IV) Percentile indicator attempts to gauge IV. This is a simple oscillator that returns an IV value from 0 to 100 Percent that's within a selectable lookback period. The user can compare the IV value to either an adjustable axis Value or against a Simple Moving Average.

This is not to be confused with IV Rank which is similar in function but uses a more simplistic calculation.

I have used this indicator as a filter for several mechanical strategies.

Remember...

When the VIX is high, it�s time to buy. When the VIX is low, it�s time to go.

This indicator was compiled using NinjaTrader 8.0.23.1 64-bit

Category NinjaTrader 8 Indicators and More

Details: IV Percentile
Category: NinjaTrader 8 Indicators and More

January 16th, 2021
Size: 3.36 KB
Downloaded: 412 times

Expected Rolling Volume

This indicator compares current rolling volume for a user selected time frame and compares it to an expected volume for a user selected time frame over a user selected n period in days.

The standard settings are set to 10 minute rolling and 10 minute expected with a 13 day lookback period. So, basically the bar plot shows the current continuous rolling 10 minute volume and compares it to the line plot that is an average of every 10 minute time slot over the last 13 days.

You also have and option to exclude user selected days from the lookback period.

I find this works well with range or tick bars, but also works with time based bars.

Uploaded using NinjaTrader 8.0.15.1 64-bit

Category NinjaTrader 8 Indicators and More

Details: Expected Rolling Volume
Category: NinjaTrader 8 Indicators and More

October 30th, 2018
Size: 6.39 KB
Downloaded: 312 times

Keywords: expected relative rolling volume

BVA Version 2

BVA Version 2 (Bar Volume Accumulation), is for spotting Divergences in Volume and Price Action.

Example:
Higher High with less BVA, upward trend is loosing momentum.
Lower Low with less BVA, downward trend is loosing momentum.

Version 2 has current and historical values included for use in back testing and strategies. The rest of the code is the same as Version 1 that's posted in the Elite Download Section.

Note:
The plot values for testing have been set to transparent. If you want to see them on your chart, you must select a color for each plot.

Compiled using NT 8.0.12.0 64-bit (Multi-Broker)

Category NinjaTrader 8 Indicators and More

Details: BVA Version 2
Category: NinjaTrader 8 Indicators and More

March 5th, 2018
Size: 4.87 KB
Downloaded: 1272 times

BVA Version 1

NT-7 Version

BVA Version 1 (Bar Volume Accumulation), is for spotting Divergences in Volume and Price Action.

Example:
Higher High with less BVA, upward trend is loosing momentum.
Lower Low with less BVA, downward trend is loosing momentum.

Compiled using NT 7.0.1000.35 64-bit (Multi-Broker)

Category The Elite Circle

Details: BVA Version 1
Category: The Elite Circle

September 21st, 2017
Size: 5.46 KB
Downloaded: 973 times

BVA Version 1

NT-8 Version

BVA Version 1 (Bar Volume Accumulation), is for spotting Divergences in Volume and Price Action.

Example:
Higher High with less BVA, upward trend is loosing momentum.
Lower Low with less BVA, downward trend is loosing momentum.

Compiled using NT 8.0.9.0 64-bit (Multi-Broker)

Category The Elite Circle

Details: BVA Version 1
Category: The Elite Circle

September 21st, 2017
Size: 4.67 KB
Downloaded: 1248 times