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Access denied - You must be an Elite Member to access this file, and be logged in. Market Strength/Weakness Snapshot Indicator 5 *
This indicator provides a quick visual of key market strength price concepts (various metrics contained in a table at the top middle of the screen). It is useful for determining the relative strength and weakness of different instruments using price relative to the following:

- Key volume profile concepts (price relative to the current day value area and POC and yesterdays value area and POC).

- vwap

- Initial balance range including extensions

- Retail Open (RTO) and yesterday's high and Low (YHL)

Attached picture shows a weak market.

See thread below for more details:

https://www.bigmiketrading.com/elite-circle/26322-volume-profile-market-profile-snapshot-indicator.html#post309193

update 1/14/2014

- Added initial balance and range extensions
- Added price relative to the Retail Open (RTO) above RTO open green up arrow, below retail open red down arrow.
- Added price relative to yesterday's high or low(YHL), price above yesterdays high green arrow and below yesterday's low red arrow and in between yellow dot.

To operate make sure the following supporting indicators are installed:

anaCurrentDayVWAPV42
anaIBRangeBandsV38
anaCurrentDayOHLV42
anaPivotsDailyV42
 
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Details: Market Strength/Weakness Snapshot Indicator


March 7th, 2013
Size: 42.50 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Volume Weighted MACD 3 *
After reading John Bollinger's book Bollinger on Bollinger Bands I thought to make one of the indicators he mentioned in the book. So here you have the VWMACD indicator with an EMA as a signal line. This indicator was developed by Buff Dormeier and popularized by this book. This one is for multicharts.
 
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Details: Volume Weighted MACD


February 23rd, 2013
Size: 6.08 KB


Keywords: multicharts vwmacd
Access denied - You must be an Elite Member to access this file, and be logged in. Reversal Bars 5 *
This is my first shot at a custom bar type, so please report any issues in the discussion thread: https://www.bigmiketrading.com/elite-circle/26005-reversal-bars.html

Bar Logic
-When a new bar is formed, price must move "Direction Size" ticks to establish a bar direction.
-Once a direction is established, if price pulls back "Reversal Size" ticks, a new bar is formed.
-The previous bar does not include the final reversal tick. The final reversal tick forms a new bar.
-The opens and closes of bars are actual ticks. No fake opens or closes.


If you prefer the version that requires Reversal Size to be breached, change:

 
Code
//reversalSize = bars.Instrument.MasterInstrument.Round2TickSize(bars.Period.Value * bars.Instrument.MasterInstrument.TickSize);    //This gives you tips of Reversal Size
reversalSize = bars.Instrument.MasterInstrument.Round2TickSize((bars.Period.Value - 1) * bars.Instrument.MasterInstrument.TickSize);    //This creates a new bar on Reversal Size
to:
 
Code
reversalSize = bars.Instrument.MasterInstrument.Round2TickSize(bars.Period.Value * bars.Instrument.MasterInstrument.TickSize);    //This gives you tips of Reversal Size
//reversalSize = bars.Instrument.MasterInstrument.Round2TickSize((bars.Period.Value - 1) * bars.Instrument.MasterInstrument.TickSize);    //This creates a new bar on Reversal Size
Log:
- 10/27/13 : Fixed code causing issues in market replay. Thanks @devdas.
 
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Details: Reversal Bars


February 22nd, 2013
Size: 1.85 KB
Access denied - You must be an Elite Member to access this file, and be logged in. vvTrendLineTrader 5 *
This is an experimental indicator that can enter and exit live positions. Use entirely at your own risk and with extreme caution! You have been warned, so don't blame me! I will not accept liability for anything!

This indicator can enter a position with a market order when price crosses a selected line.
It can also exit a position on a second line.
These operations have NO OCO LOGIC, so when one is executed the other one will remain armed.

The account can be set manually or the account set in ChatTrader will be used.
For this indicator to work correctly you must not disable the ChartTrader! Hiding the ChartTrader is no problem.

All logic is held locally, so if you lose connection, it can and will not execute. So never use this without a second "backup stop" held at the exchange or broker! Otherwise you will have a naked position on disconnect!

An armed buy line will show up as green, a sell line as red and a stop line as magenta. They are also labeled. Once they become inactive (either executed or expired) they will change back color to their original color before they have been armed.
Lines expire when the line ends in the past.
The buttons also change color on arm/disarm.

To arm a line:
1. select the line
2. press either the "Mkt" or the "Stp" button on the toolbar

To disarm a line:
Either (while no line is selected) press the "Mkt" or the "Stp" button on the toolbar, depending on which you want to disarm.
Or delete the line.

To switch the armed line:
1. Disarm the old line.
2. Arm the new line.

Armed lines can be manipulated just as normal lines.

Please only download if you understand the risks of using such an indicator and accept that you will use it entirely at your own risk!
Please also note that this is version 1.0 and not extensively tested yet!

Thread for discussion: https://www.bigmiketrading.com/elite-circle/24478-trendline-trader-ninjatrader.html#post281494

Current Version: v1.5

Changelog:

27. November 2012 v1.1
Now has a buy a sell and a stop button, so no confusion if a line sells or buys.
The bug with double entries should be gone too.
Added support to use buy@ask and sell@bid instead of market orders.

27. November 2012 v1.2
Fixed a bug where an error was thrown OnStartUp when starting the indicator without a connection, as there is no enabled account in that case (Account field greyed out in ChartTrader, even Sim101 not available)

04.Feb 2013 v1.3
Updated the strapping to ChartTrader.
Now has possibility to Buy/Sell Market, @Ask or @Bid.
Manual Account setting will affect all orders now.

12.Feb 2013 v1.4
Improved the handling of ChartTrader toggle, Button is now in the normal spot and the little "F" as well. If you use vvMiniTradePanel, please update that too.

13.Feb 2013 v1.5
Fixed bug that threw an error in OnTermination.

vvhg
 
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Details: vvTrendLineTrader


February 13th, 2013
Size: 6.85 KB
Access denied - You must be an Elite Member to access this file, and be logged in. CCI4Jeff_NT70 5 *
I have fixed the great looking CCI4Jeff indicator for NT7
Enjoy.
 
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Details: CCI4Jeff_NT70


February 11th, 2013
Size: 33.72 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Chart Trader Quantity Buttons 5 *
This indicator will add buttons to the Chart Trader which will allow you to quickly change the quantity of the contracts. The buttons can be set to a custom quantity.

Please watch the video on how to use and post any questions here: https://www.bigmiketrading.com/elite-circle/25561-chart-trader-custom-quantity-buttons.html#post296351

Updated:
2-4-13
1.3 - added the ability to change the color of the buttons.
 
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Details: Chart Trader Quantity Buttons


February 4th, 2013
Size: 3.32 KB
Access denied - You must be an Elite Member to access this file, and be logged in. BrooksHighLowCountBars 1 *
I found this entry on counting bars in the fashion of Al Brooks in BMT download section. The original poster, @pullbacktrader suggested if improvements could be made to do it so I did. The original file can be found here: https://www.bigmiketrading.com/download/vip_elite_circle/1092-download.html?view

The indicator itself looked pretty good so I decided to add some functionality to it which would make it more usable.

I added the following features to the code:
  • Shows history of the bar counts for high and lows
  • The ability to change the Font Size
  • The ability to change the Font Color
  • The ability to change the Tick Offset.
  • Used Google Translate to translate German text to English

The code looks pretty straight forward however I did not write it so something goes wrong with or enhancements need to be made then a dedicate thread should be started so coders with greater skill than I can make adjustments.

There are some other indicators which are related to Brooks which can be found here: https://www.bigmiketrading.com/local_links_search.php?action=show&literal=1&search=brooks&desc=1&keys=1
 
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Details: BrooksHighLowCountBars


February 4th, 2013
Size: 21.78 KB
Access denied - You must be an Elite Member to access this file, and be logged in. cumulative volume price divergence 5 *
Candlesticks are formed by accumulative volume delta. Sell volume is subtracted from buy volume, and is mathematically expressed as: buy (positive values) + sell (negative values).

Buy volume, price divergence: Occurs when price ticks below the starting point price (from indicator running time), and there is accumulated buy volume delta (more buying than selling volume). Current candle's outline and wick is a thick magenta color during this time.

Sell volume, price divergence: Occurs when price ticks above the starting point price (from indicator running time), and there is accumulated sell volume delta (more selling than buying volume). Current candle's outline and wick is a thick cyan color during this time.
 
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Details: cumulative volume price divergence


February 4th, 2013
Size: 3.57 KB
Access denied - You must be an Elite Member to access this file, and be logged in. Bootstrapped Monte Carlo Expectancy for Robust Optimization in NT7 5 *
Description:
This algorithm is a custom performance index for the Default or Genetic optimization methods in NinjaTrader 7. Optimization with this index maximizes the 20th percentile of noise-injected bootstrapped expectancy. This metric is designed for robustness against worst case conditions. Note that due to the mathematics, the solution is not deterministic (run it multiple times, and you will get slightly different solutions each time).

Installation:
Add this file to your ...\NinjaTrader 7\bin\Custom\Type\ directory, open any indicator or strategy, and compile.

Details (this math is in here):
1. For a given series of trades of length N, the top 10% are removed, creating a modified series of trades of length N*0.9.
2. This modified series of trades is sampled *with replacement* for 10*N*0.9 samples. This series becomes the bootstrapped trade series.
3. Gaussian noise is a given mean and standard deviation is added to each bootstrapped sample.
4. Expectancy for this bootstrapped + noise series is calculated.
5. Steps 2 through 4 are done 5000 times, with different sampling from the Gaussian noise. This creates a distribution of expectancy.
6. Finally, the performance index returns the 20th percentile of these 5000 runs (so, the 1000th worst expectancy) to the NT optimizer.

Discussion:
Removal of the 10% best performing trades is an attempt to be pessimistic by assuming that the best 10% trades observed in the past will never repeat. We do not want total system performance to hang a few high-yielding trades.

Injecting noise to the bootstrapped sample accomplishes two things. First, it adds uncertainty to each bootstrapped series, thereby simulating diversity in the bootstrapped series (hopefully the diversity we would measure in a much larger sample). Secondly, it makes each bootstrap series unique. This means that we way calculate a distribution from the ensemble of bootstrapped series.

Any percentile may be returned. We could return the mean. By returning a value to the left of the mean, the 20th percentile, we are maximizing 80% of the distribution.

Note: Because we are injecting randomly sampled noise to the bootstrapped series, the solution from this performance index is not deterministic!

Suggestions:
If you use this, you should be comfortable changing the parameters found at the top of the algorithm. Adjusting the value of the standard deviation of the noise may make or break the robustness and success of this algorithm.
 
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Access denied - You must be an Elite Member to access this file, and be logged in. Gold GC Tick Minute Data 02/08-02/13 - CQG Ninjatrader NT 7 5 *
Shutdown Ninjatrader
Unarchive in the db folder, and place the tick and minute data in the correct folders (Default location is in your Documents folder, not Program Files)
Open Ninjatrader

If you have problems, delete the .sdf file in the Ninjatrader documents folder.

Gold is easy to trade and a good place to start for new traders.

Avoid mini contracts, especially mini forex contracts. They are very expensive and make it unlikely to be a successful trader. Trade a normal forex account if your funds are small, because margins are adjustable, unlike Futures.
 
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Details: Gold GC Tick Minute Data 02/08-02/13 - CQG Ninjatrader NT 7


February 3rd, 2013
Size: 49.20 MB
 



 
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