This is a modified version of the default thinkorswim VWAP indicator combined with the thinkscripter Chart Period VWAP and Standard Deviation Bands (https://www.thinkscripter.com/indicator/chart-period-vwap-and-standard-deviation-bands) to have three standard deviations rather than the default one sd. Has other options to calculate the bands but they may or may not be accurate.
* The "standard" Band Type is the default thinkorswim VWAP indicator formula.
* Cloud color can be changed under the "Globals" option.
Update 3/7/2014
* Available Time Frame was: Day, Week, Month, Chart.
Available Time Frame now: Day, Week, Month, Year, Minute, Hour, Chart, "Opt Exp", Bar.
* Added option to hide cloud.
* Added option to hide SD lines.
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!
By now most of you probably have figured out my love for floating windows.
This is a little window with a few buttons that allows you to enter and exit trades.
Most stuff is pretty self-explanatory. The only thing worth mentioning is the Close button, which will first cancel all orders for the selected Instrument-Account combination and then close any open position for the selected Instrument-Account combination. Edit: Is now default NT behaviour when there is an open position, if flat it will cancel all working orders for that Instrument-Account combination.
Account, Instrument and Quantity are bootstrapped from ChartTrader, so if you want to change them, you will have to do it there. Edit: Now has dropdowns that always have the same value selected as ChartTrader, that means no matter where you change it the other one will also reflect that change. For that reason vvMiniTradePanel will enable ChartTrader when it starts up. You can hide, disable, show or enable it later. ChartTrader has to stay enabled, a warning will be shown if it is disabled. The Account can also be set manually, however, Quantity and Instrument will still be bootstrapped from ChartTrader.
In terms of size, location and some other settings it is quite configurable.
In order to use the advanced buttons (Lim or Stop +Offset buttons) the AT Interface has to be enabled (ControlCenter ->File ->AT Interface)!
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!
01.Feb.2013 v2.1
Fixed null reference bug in OnTermination.
Changed Close button logic, now exactly the same than the ChartTrader Close button.
05.Feb.2013 v2.2
Fixed bug where the first strategy change was not reflected by ChartTrader.
v2.3
Added dropdown for account selection.
Added Quantity up down for quantity selection.
v2.4
Fixed bug where quantity was not updated after strategy change.
06.Feb.2013 v2.5
Increased max value for quantity to 1m.
Fixed bug with quantity update.
Improved layout a bit, dropdows are larger now.
Put instrument label on Close button.
Added option to hide ChartTrader on startup.
v2.6
Fixed resizing issue.
v2.7
Fixed quantity increments for forex and stocks to NT defaults (.1m and 100).
Max quantity is now 50m for forex, 1m for stocks and 10,000 for futures.
07.Feb.2013 v2.8
Relocated show ChartTrader button so that it does not hide the "F" for unfixing the y scale.
12.Feb 2013 v2.9
Improved the handling of ChartTrader toggle, Button is now in the normal spot and the little "F" as well. If you use vvTrendLineTrader, please update that too.
05.Mar 2013 v3.0
Fixed a bug where button location got messed up on resize or minimize.
13.Mar 2013 v3.1
There was a problem with changing live orders as they might have the order state "Working" whereas the same order on an NT sim account has "Accepted". This version should now work correctly for live and sim.
02.Apr 2013 v3.2
Corrected quantity increment for currencies to 0.01M.
08.Apr 2013 v3.3
Added option to show reverse button.
15.Jul 2013 v3.4
Added functionality to "Close" button, left click same as ever, right click brings all targets to last traded price (i could do best offer too).
04.Nov 2013 v3.5
Fixed a bug (again) where button location got messed up on resize or minimize.
15.Feb2014 v3.6
Added some buttons to place stop or limit orders in an easy way. They are placed x ticks away from the current price, where x is a setting in the properties dialog.
Of course all this is optional, no need to have the buttons on there when you don't want them... To use the new buttons the AT Interface has to be enabled (ControlCenter ->File ->AT Interface)!
I build this indicator to help me identify possible data gaps after importing historical data.
At this point, v001 simply looks at the yearly and monthly changes to make sure that if there is a change that the change is predicted (ie, 2009 comes after 2008; month 1 after month 12; month 4 after month 3).
I could have gotten more fancy with for statements and such, but instead I opted for a simple if-else framework so you can easily see what's going on.
If there is a data gap (ie, current month is 4 but the previous month is 11; current year is 2009 but the previous year is 2007), the indicator gives you a text visual alert.
I set up tick offsets off the High for the alert, month and year labels.
At some point in the future I may add in daily checks (or less), as well, but for the time being this serves my needs.
I'm happy to answer any reasonable questions or consider any reasonable improvements.
Changelog:
(earlier changes can be found in post #1 in the thread)
April 16 2013: v5.8
Important Bug Fix: fixed rounding error that pretty much messed up everything, please ALL update to this version!
v5.9
Apparently v5.8 did not fix the issue, hence this update.
May 5 2013: v6.0
Fixed a bug that could result in large trace files.
June 10 2013: v6.1
Improved window position handling. Now has 5 modes:
Auto: Default location and size
Manual: location and size are set manually
DockRight: Docks to the right of the parent chart
DockLeft: Docks to the left of the parent chart
RememberPosition: this will remember position and size
Feb 07 2014: v6.2
Added option to show the Dominant Limit or Largest Limit in a print, setting for this is: Parameters-->#12
v6.3 Fixde a bug in the RememberPosition function.
Modifies the Window style of NinjaTrader windows.
This indicator has a global scope (inside NT) and can influence nearly every window of NT. Current Version is v3.1
Changelog:
Uploaded new version with increased scope, now all windows (exception: vendor indicators) can be modified.
this does also work together with the FocusTitlebar indicator, in that case set Chart changes disabled to TRUE.
Changed the name to vvHideTitleBar.
September 3 2012: v1.5
Removed bug which led to link button reappearing after workspace change.
14 Sept 2012 v2.0
Fixed issue where reloading charts or reconnecting applied the original style
Added hotkey Alt+B to switch between Standard and user selected style (only charts)
16 Sept 2012 v2.5
Bug fix: maximized windows are now treated correctly.
Toggling between Standard and user selected style now works for all windows.
Added the functionality of vvFocusTitleBar as an option, if chosen, charts and indicator windows will display the titlebar when they have focus.
Made the hotkey for toggling (Alt+b) global, so it will work regardless of which window has focus.
17 Jan 2013 v2.6
Added support for Jigsawtrading Depth&Sales Beta V4. Its border can now be manipulated too.
01 Feb 2014 v2.7beta
Hopefully fixes NT crashes on Windows8, lots of beta testers appreciated!
The only thing that changed is that I added some error handling blocks, so on Win7 and older it will behave exactly like v2.6.
Please note that this is a beta version that might still crash NT on Win8!
06 Feb 2014 v3.0 Changed hot key for toggle from Alt+B to Alt+W.
Fixed bug where indicator windows didn't get enabled again.
I expect it to work correctly on Win8 now.
v3.1
Disabled forcing Classic Theme for NT on Win8 machines as it messed with the buttons.
There is a known incompatibility with the indicator WorkSpaceChanger.
Added a close position button and renamed flatten button to flatten account to be more precise.
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February 6 2014
version 1.2
Fixed a minor bug where it would not save button colors in settings when loading up new charts with script.
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February 5 2014
version 1.1
First a big thanks to vvhg & Xav1029 for some awesome scripts and great ideas which I added to mine.
I completely rearranged the chart trader removing buttons I never use. The ONLY buttons left from the original panel are Buy & Sell Market. Those are the only two which will engage the ATM strategies.
In the custom strategies & entries I added break even +1 and nudge stop to previous low or high, both which will adjust stops accordingly once in a position. The flatten button will get you out of all positions in every chart.
The trail button will engage once pressed if you are in a position and trail via an EMA or SMA. Anything goes wrong the flatten button will get you out and cancel everything. Still doing more testing for bugs.
A nice added feature is the green box below the current profit/loss display, which will tell you the spread from level 2 data and cumulative bid and ask volumes. The box color will change from green to yellow to red if spread gets too large.
This script is still in beta, trade at your own risk. It should show you how easy it is to customize the chart trader to your liking. Sky is the limit in terms of juggling buttons and adding new stuff.
enjoy
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A big thanks to all the contributors.
Unsure where I originally found this script. I modified it to add two buttons to chart trader for entering buy and sell stops.
It will do so 1 tick above or below the bid/ask. It will insert an 8 tick stop loss & target. If you go on indicator settings and put the ticksTarget to 0, it will only add a stop loss to position.
Hope this helps some of you.
PS. Wishing NT8.0 will eventually let us add/modify ATM within an indicator.
March 17th, 2019 10:53 PM Aragorn Excellent for possibly helping us who never learned how to read the tape. Awesome. Thank-you
November 7th, 2018 07:03 AM romus Excellent!
December 2nd, 2016 09:10 AM gentech Many, many thanks for this work. Will there be a version for the NT8 platform? (I wish I had the skills of some of the c
ontributors here; I'd love to do some conversions myself and post for others to use.) Once again, thank you for sharing
your hard work with us.
February 25th, 2016 04:49 PM elyt Thanks, this is so useful. All the best
December 25th, 2015 09:24 AM lesterb Excellent, thank you !
May 19th, 2015 01:11 PM abdunbar thanks, looking for example of an indicator opening a separate window.
February 28th, 2014 09:37 AM wxsim1 superb indicator! now hopefully it can be implemented with account groups in the near future
January 26th, 2014 04:50 PM alexJetski awesome work, thanks so much.
December 18th, 2013 09:22 AM Ynotfutures I currently bury NT7's Dom and typically trade from my chart. This tool is much appreciated, its small and compact alway
s on top and easy to access thanks for your time and effort. And thanks for sharing.
November 25th, 2013 03:56 PM mdl060374 great! thanks
November 5th, 2019 09:05 AM zoticus Has anyone done anything similar for NT8 ?
July 6th, 2016 03:37 PM Kees66 Thank you!!!!
April 14th, 2016 11:00 PM 2bwize I Love this! Than You!!
February 14th, 2015 04:55 AM Bvend Excellent, thank you. Is there a possibility to make the sell stop work with defined ticks as the buy stop, because in s
im that I tested it in sell stop it throws the order on the current bar not on the previous.
July 1st, 2014 09:16 PM traderlange Brilliant indicator. I've added automated profit targets and loss params. I'm also adding a ton of trails and stop strat
egies. I'll send it to you when it's all good to go.
February 24th, 2014 01:35 AM zohar Perfect excellent very helpful to understand what's happening at a glance immediately see the market situation of the mo
ment. I adopted the indicator for all. Thank you
February 23rd, 2014 08:08 PM ceramictilepro hi Zondor, thank you for your comments. It works great for real time which is how I use it. Feel free to correct the cod
e to make a more valuable indicator
February 23rd, 2014 03:22 PM Zondor I THINK that this MAY work for real time, but the historical data generated by this coding approach is COMPLETELY WRONG
and will give meaningless results.
Due to the one second time stamps and lack of synchronization between the bid, ask, and last files. the bid and ask data
November 28th, 2020 04:38 AM Colin F The download file is a video not a NT8 archive.
November 7th, 2018 05:46 AM romus Great tool, Thank you!
March 5th, 2016 12:23 PM canariohkg36 it does not work
February 24th, 2016 12:22 AM Trade58 I appears that this issue was presented on April 4, 2015, but has not been resolved. The link still downloads a .TS movi
e file.
It would be helpful to locate a working VWAP indicator for NT7. The one located in the Ninja Forum is buggy and does not
print an accurate volume weighted average price.
From what we can determine, a standard VWAP indicator does not exist in either the Elite or non-elite sections.
April 4th, 2015 02:26 PM TraderWW I have problem installing it. The file format is .ts, which is a video file. Can you help?