Submitted by ivatan1962 09-11-2013 on the Ninjatrader Forum
Description
Market Profile, IB, Open Range, TPO, Price Histogram, Value Area, POC, Virgin POC, Volume Histogram.
Important: Not final version, tested with ES, not
sure it will work with other instruments.Please feel free to report any issues, suggestions, etc.
To Import
1. Download the attached file to your desktop
2. From the Control Center window select the menu File > Utilities > Import NinjaScript
3. Select the downloaded file
This is a new implementation of the Gann HiLo activator for NinjaTrader 7. The HiLo Activator was introduced by Robert Krausz with his FibonacciTrader and first described by him in "The New Gann Swing Chartist", which was published in the TASC magazine (Stocks & Commodities V16:2, pp 57-66) in 1998. The original HiLo Activator was a three day simple moving average calculated from the daily highs and the daily lows.
The HiLowActivator gives a reversal signal, when the bar closes below the low average in an uptrend or above the high average in a downtrend. The HiLoActivator should be used in conjunction with other indicators.
This NinjaTrader version has a few particularities:
- It calculates the indicator value from the prior bar, that is one period ago. This is the reason that I have called it U1 in line with the SuperTrend U11 indicator.
- With historical data and CalculateOnBarClose = true: Signals are generated for the current bar.
- With real-time data: The reversal signal is generated, when the first tick of the following bars confirms that the previous bar has been closed. It is recommended to use the One-tick repaint option with real-time data. The signal will then be shown for the bar which actually broke the stopline. The One-Tick repaint option is deactivated per default, to avoid any problems, if the indicator is called by a strategy.
Paintbars: The indicator has an option to display the trend via paintbars. Donwclose bars are filled, upclose bars are hollow. For the upclose bars an opacity can be selected for better visibility.
Arrows: The indicator has an option to display trend changes via an arrow.
Sound alerts: The indicator will alert to trend reversals and potential trend reversals. A potential trend reversal occurs when price touches the stop line intra-bar prior to the confirmation by a close on the other side of the stop line. The sound files are included with the indicator install file. Please unzip and copy them into the program files (x86)\ NinjaTrader 7\ sounds directory or whatever directory is used by NinjaTrader to store the sound files.
The HiLoActivatorU1 can calculate the stop line from the following moving averages:
- a moving median
- an ADXVMA
- a 2-pole Butterworth filter
- a 3-pole Butterworth filter
- a DEMA (double exponential MA)
- a DSMA (double simple MA)
- a DTMA (double triangular MA)
- a DWMA (double weighted MA)
- an Ehlers filter
- an EMA
- a 2-pole Gauss filter
- a 3-pole Gauss filter
- a 4-pole Gauss filter
- a HMA (Hull MA)
- a Holt EMA
- a Linear Regression indicator
- a SMA
- a 2-pole Supersmoother
- a 3-pole Supersmoother
- a TEMA (triple exponential MA)
- a TMA (triangular MA)
- a TSMA (triple simple MA)
- a TWMA (triple weighted MA)
- a VWMA(volume weighted MA)
- a WMA (weighted MA)
- a ZeroLagHATEMA
- a ZeroLagTEMA
- a ZLEMA
Before installing the indicator you need to update SuperTrendU11, Bollinger Universal & Keltner Universal, if you have them installed. Please remove old versions of those indicators first.
This is a generalized version of the Donchian Channel with a few options added:
- The Donchian Channel lines can be calculated from High/Low, Close, Typical or Weighted price. With the default option High/Low they will be calculated from the highest high and lowest low over the lookback period. With the other options the highest and lowest of the selected input series are used, which produces narrow channels.
- The indicator has an option to display outer channels, inner channes or midband individually.
- The indicator comes with a fast and a slow trend filter. The fast trendfilter changes direction, when the midband breaches the prior low of the upper band (trend change up) or when it breaches the prior high of the lower band (trend change down, as shown in the chart attached). The slow trendfilter changes direction, when the lower band breaches the prior low of the upper band (trend change up) or when the upper brand breaches the prior high of the lower band (trend change down, as shown in the chart attached.
- The indicator allows to display the fast trend, the slow trend or a combination of fast and slow trend, when appropriate colors are selected. If you want to show the fast trend only, you need to use identical colors for fast/slow uptrend and fast/slow downtrend. If you want to show the slow trend only, you would need to use the same colors for slow uptrend/fast downtrend and fast uptrend/slow downtrend. Both trendseries are exposed as public BoolSeries and can be called in an automated strategy.
- The trend can be displayed via the channel and midband colors or via paint bars. The indicator also has an option to display the channels or the midband individually. If you just need the paint bars, you can disable all plots.
Update October 4, 2012: Channel and paintbar colors will now align, when indicator is displaced.
Update July 5, 2015: Second channel added to indicator.
This is a fast version of the MACD BB Lines indicator. The MACD settings and the band period, the multiplier for the standard deviation, the dotsize and all colors can be selected.
Different colors can be selected for dots outside and inside the Bollinger Band.
Connector line added between the MACD dots.
Unlike previous indicators this indicator can also be used on multiseries charts or charts with equidistant bar spacing set to "false".
The default colours are adapted to dark backgrounds. Special thanks to Zondor for speed-optimizing the code.
UPDATED April 22, 2011 to add a histogram feature (difference between MACD and its AVERAGE line).
Version 4, exported using NT Version 7.0.0.22 includes these enhancements (all optional):
Background coloring (flooding):
Color background, only colors the background of the indicator.
Color ALL Backgrounds, colors all indicator panels, including the price bar panel.
With ALL set to True and Price bar coloring set to true, and the sounds options set to True, you can concentrate on the price bar panel, without having to watch the indicator panel.
Conservative mode: Set to "True", the indicator will color the price bars and background when the MACD crosses above or below the Zero line (Lime, above Zero, Red, below Zero. All colors are user-selectable).
Conservative mode: Set to "False", the indicator will color the price bars and background when the MACD crosses its BB Average line, giving you more opportunities for scalping within the current price move.
BB Violation dots: An option may be chosen to paint a "double dot" on the price bar screen when the MACD BB dot violates the Bollinger Band (exits outside the band). If it re-enters the band, the condition resets, so that the next time it exits the band, another "double dot" paints on the price bar chart.
Sounds: Sound options may be chosen to play when the BB dot exits the BB Band (up sound & down sound). Sound options may be set to play when the MACD crosses (up or down) on the Zero line (up sound & down sound).
Price Bar coloring (PaintBars): You can set the color of the UP bar, DOWN bar and the OUTLINE of each. To achieve "hollow" style UP bars, simply set the UP bar color to "transparent" and then set the Outline to any color of your choice. Defaults are Lime (up bar), Black (outline), Red (down bar), Black (outline).
In the attached example, I am using it on a 4 MedianRenko bar chart with the indicator set to:
# of Std Deviations = 0.05
Band Period = 10
Dot Size = 1
Fast MACD = 60
Slow MACD = 120
Smooth = 30
The defaults are:
# of Std Deviations = 1
Band Period = 10
Dot Size = 2
Fast MACD = 12
Slow MACD = 26
Smooth = 5
Thanks to Jeff Castille for suggesting these enhancements.
April 3rd, 2011
Size: 11.53 KB
Downloaded: 3002 times
883
TheWizard
Exported using NT Version 7.0.1000.10
Why code another version of the ADXVMA?
All previous versions of the ADXVMA are based on a dirty transcript from MetaTrader which has a number of bugs, inconsistencies or variables that are not being used. This is just an attempt to clean up the mess and come up with a proper version. These are the changes:
Initialization: Most versions are initialized with a value of 0 instead of Input[0], this usually creates false values for the first 100 or 200 bars.
Redundant variables: The transscripts from MetaTrader use 4 different variables for the period, although it is always the same period. A variable used for the shift in MetaTrader is carried around, although it always has the value 0.
Inefficient algorithms: The indicator mostly uses Wilder's smoothing for calculating exponential averages from the positive and negative Momentum. The smoothing constant k is calculated once and applied to the various steps required for smoothing. Searching the highest and lowest value for the last n+1 period was hidden in a complex algorithm.
Input Series: The prior versions can only be applied to the close, this version also accepts other input series, such as the high, low or the typical price of the selected instrument.
Trendfilter: The indicator can best be used as a trendfilter. The trend state, which can be positive, negative and neutral, is exposed via an IntSeries, which can then be accessed by other indicators and strategies. The trend can also be shown via a paintbar option.
Update June 11, 2012: Trendfilter and colors modified to avoid frequent trend changes.
Update July 3, 2012: Serialization of display options changed. This will make it simpler to call the indicator from other indicators or strategies.
Description
This is an indicator NinjaTrader_Ray published for the September 07 issue of Stocks & Commodities magazine. Converted it to NT7 by fixing the DrawRay code break.
To Import
1. Download the attached file to your desktop
2. From the Control Center window select the menu File > Utilities > Import NinjaScript
3. Select the downloaded file
Automatically draws a line representing the current trend and generates an alert if the trend line is broken. 0 = no signal, 1 = buy signal on down trend break, 2 = sell signal on up trend break
The True Strength Index was developed by William Blau and published in his book "Momentum, Direction and Divergence". This version of the TSI is an enhanced version of the NinjaTrader default indicator. It comes with the following improvements:
Momentum period: The original version of the indicator uses the price difference between the current and the prior close, which is the 1-period momentum. The updated version of the indicator also allows for selecting a momentum period greater than 1.
Triple Smoothing: The standard version of the indicator comes with double smoothing for momentum and absolute momentum. William Blau himself also used triple smoothing, This indicator lets you choose between double and triple smoothing. If you set the third smoothing period to 1, you will get double smoothing, and the indicator will display identical results with the NinjaTrader default indicator.
Smoothing with different moving averages: William Blau has suggested to use the EMA for double or triple smoothing. This indicator offers you a selection of more than 30 different moving averages for the smoothing. The default is set to EMA in line with the original indicator.
Signal Line: I have added a signal line for timing entries and exits. The signal line is obtained by smoothing the TSI with one of the selectable moving averages, similar to the signal line of the MACD. The default period for the signal line is 7.
Histogram: The indicator has an option to plot a histogram, which shows the difference between TSI and signal line.
Trend definition: The indicator exposes the current trend via an IntSeries. The trend can be determined based on the TSI (rising & not oversold, falling & not overbought, neutral), the signal line (rising & not oversold, falling & not overbought, neutral)) or the TSI / signal line crosses. All trend definitions are not straightforward, but require a higher close to switch to an uptrend, or a lower close to switch to a downtrend. Moreover the DSM / signal line cross will only show an uptrend, when not oversold and a downtrend when not overbought.
Paint bars: The paintbars can be used to plot the trend information. The trend states are uptrend, downtrend and neutral trend as explained above. It is possible to apply the indicator to the price panel and unselect the indicator plots. This allows to use the indicator as a "paintbar only" indicator.
Sound alerts: The indicator comes with sound alerts which are triggered when the trend changes. The sound files are included with the zip file and should be manually copied into the directory Documents -> program files (x86) -> NinajTrader 7 -> sounds.
Update March 13, 2014: Trend filter, paint bars, sound alerts and histogram added.
Update November 16, 2015: Momentum period added. Option added to select from different moving averages.
Note: The parameter structure of the indicator was changed. In case that you have used the prior version of the anaTSI as input series for other indicators or strategies, these indicators or strategies will only work, if you change the syntax of the indicator call to conform with the new parameter structure.
The indicator displays the Volume Weighted Average Price of the selected session. It can be used on all types of charts.
You can apply the indicators to charts with several intraday sessions. You can then select via indicator panel, for which session the VWAP shall be shown.
ETH session: The VWAP will be calculated for the full session, if ETH is selected via indicator dialogue.
RTH session: It is possible to display the VWAP for the RTH session or the night session. Set indicator to RTH and select the number of the session, for example "First" for the night session and "Second" for the RTH session.
Volatility Bands: The indicators has three different modes to calculate volatility bands. For each of the modes multipliers can be selected.
Variance_Price: The variance is calculated from the selected input values of the price bars and the last known value for the VWAP within the current session. This way of calculating the bands is similar to calculating Bollinger Bands with a variable period starting with the first bar of the session.
Variance_Distance:The variance is calculated from the selected input values of the price bars and the value for the VWAP corresponding to price. It is a variance of the vertical distance of price from VWAP. This method corrects for a trend and produces slightly narrower bands on a trending day.
Session_Range: The quarter range of the current session is used as a measure of volatility instead of the standard deviation.
Public Holidays: For Globex instruments the indicator will display the ETH VWAP for the two-day-session including a public holiday. The indicator is preconfigured for the Globex holiday calendar. If tFriday is a holiday with trade date Monday, it will then be integrated into the following week.
Colors: Different colors can be selected for rising and falling VWAP. Also colors and opacities can be selected for the areas between the inner bands, middle bands and outer bands.
For further details on updates, also see the SessionVWAP Daily V43.
Update January 25, 2012: Minor enhancements. Small bug removed, which had affected the plot colors.
Update February 23, 2013: Plot recoded & CPU efficiency improved, Globex holiday calendar for 2013 added.
Update March 30, 2013: Algorithm improved for both speed and accuracy. VWAP start time can be selected.
Update April 11, 2013: Plot modified for compatibility with charts built from multiple bar series.
Update May 10, 2013: Bug removed, which led to occasional false identification of the RTH session on charts built from ticks.
Update December 9, 2013: Holiday calendar added for 2014.
Update December 28, 2014: Holiday calendar added for 2015. Price markers improved for US interest rate futures.
This Indicator draws MTF Supply and Demand Zones based on the NinjaTrader Swing Indicator.
In addition to drawing the zones, it shows a strength value on the right side of each zone.
The strength value corresponds with the number of bars to the left of the swing which are above/below the swing.
This way you get an instant idea how important the current zone is in relation to other zones on the chart.
The indicator includes the ability to show and hide the zones, the lines and also the strength output.
There are a lot of ideas how to further improve this indicator with new features but i decided to keep it as simple as possible so other people are free to add their own features without crawling through 1000 lines of code.
Exported using NinjaTrader 7.0.1000.16
2013-12-08 - Added second strength attribute for bars on the right side of the swing.
2013-12-09 - The zones will now be properly extended on lower time frames, fixed small bug.
2013-12-09 - The indicator works now with COBC = true and COBC = false
2013-12-17 - Bug fixed in range-calculation of second BarSeries
This is a really cool handy tool for traders who like to draw objects on their charts, such as fibs, channels, trend lines, text, markers, shapes, etc. This indicator will place a drawing toolbar on the left side margin of the chart for drawing chart objects with a single click, a feature currently missing in NT7.
Exported with NinjaTrader 7.0.1000.10
credit: NT Forum
Revision V1 - October 5, 2012
- Added additional buttons for Snap Mode, and Stay in Draw Mode
- Added code to prevent termination of the indicator if there is not sufficient bars.
- Thanks to @dorschden for pointing out the bug.
October 5th, 2012
Size: 3.17 KB
Downloaded: 2771 times
1208
aligator
Exported using NT Version 7.0.1000.3
This is a collection of various filters by John Ehlers outlined in his books "Rocket Science for Traders" and "Cybernet Analysis for Stocks and Futures".
thanks for making vol stop v2 top of the month download here is ver 3 it seems to create nice s/r lines, specify the lenght in the parm section. use it to find turning point, triangle is text book signal, diamond is a more iffy signal, try bracket trade around the signal.
2/05/2010
- adapted for use with NT7
- fix triangle up vol not painted
- fix dot length so the number of dots plotted will be the same as the number you enter
- change a square dot to a round dot
ps. it's 100% safe to overwrite the old indicator
100% no re-paint certified
The Double Smoothed Stochastics (DSS) is an exponentially smoothed stochastics indicator applied to an exponentially smoothed stochastics. It has been popularized by Walter Bressert. The DSS can be used as a cycle indicator. Usually first a cycle analysis is performed. The DSS should then be applied with half the cycle period of the dominant cycle. Walter Bressert uses the indicator with default periods of 10 and 5, and calls them DBS10 and DBS5.
This indicator is a modified version of the Double Stochastics NinjaTrader default indicator. I have coded it for various reasons.
EMA period: The NinjaTrader default DSS uses an EMA period of 3. This setting cannot be changed. However, nearly all other versions of the DSS use an EMA period between 8 and 10. This version uses a default period of 9, which can be changed.
Coding Inefficiencies: The NinjaTrader default DSS is highly inefficient, when running with COBC = false, because both MAX and MIN methods are performed twice with every incoming ticks. I have changed the algorithm to increase the speed.
Signal Line: I have added a signal line to the DSS. The signal line is generated as an EMA of the DSS, in the same way as it is generated for the MACD.
Rising and Falling Colors: The indicator will plot in different colors, depending on whether the Double Stochastics is rising or falling.
You can put a slow and a fast Double Stochastics indicator on your chart, then use the slow one as trend filter and the fast one for timing the entry signals.
Update March 6, 2013: Code efficiency improved, signal line added.
Update March 7, 2013: Bug removed, indicator displayed false values with COBC = false.
Requested by VIP user. This ADXVMA adds the ability to not re-paint 1 bar back if the plot style is not a line. So if you use Lines, they will repaint to connect the plots (like normal). But if you use something else, like Dots, they will not repaint.
Mike
COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES (tested by sam028)
To Import
1. Download the attached file to your desktop
2. From the Control Center window select the menu File > Utilities > Import NinjaScript
3. Select the downloaded file
This indicator is an enhanced version of the NinjaTrader Regression Channel Indicator.
The indicator calculates the same values for the linear regression as the default NinjaTrader indicator does, but uses a modified Plot() method.
If you scroll the chart horizontally, this indicator will display the regression channel for the last bar painted on the chart, while the NinjaTrader indicator always displays the regression channel for the last bar of the data base.
To understand how it works, just put both indicators - the NinjaTrader default indicator and this indicator - on your chart and scroll horizontally, and you will notice the difference.
Update July 23, 2011: Indicator updated to work with non-equidistant bar spacing, as used by multi-series charts.
This is a simple Bollinger Band Squeeze. The Bollinger Band Squeeze compares directional volatility as measured by the standard deviation to non-directional volatility as measured by the average range.
The squeeze is a situation, where Bollinger Bands are inside a Keltner Channel. This indicator does not plot the Bollinger Bands and the Keltner Channels, but plots the distance of the Bollinger Band from the Keltner Channel and displays it as a histogram.
When the histogram has a positive value: This means that the Bollinger Bands are outside the Keltner Channel. Directional volatility is high or normal.
When the histogram has a negative value: This shows low directional volatility, which is called "the squeeze". For better visibility, the squeeze is reinforced with dots. When activated, sound alerts will inform you that the squeeze is on.
A squeeze is a good opportunity to enter a position, as it reflects a temporary period of balancing or indecision. To determine the direction of the expected breakout from the squeeze, other indicators should be used. In his book "Mastering the Trade", John F. Carter suggests a momentum indicator do determine the direction of the trade, but I do not think that this is sufficient to create a profitable system. You will need further indicators.
If you enter a trade during a squeeze, this usually leads to a good reward-to-risk ratio, as you will typically be able to use narrower stops during low volatility periods.
I tripped over this indicator (version NT 6.5) from Ninja Trader Support Forum. Thanks to Sam028 and Fat Tails we now have a compatible version for NT 7. Enjoy!
Updated 16th February 2015 : Zscore_v3
1. Added code to prevent 'out of valid range error' (picked up by Harry - thank you).
2. Changed condition for permission bar coloring.
3. Enabled option to show 1st Std Dev line.
4. Minor visual enhancements and tidied up the code.
For use in sideways or range bound markets.
You can save a few bob if you don't want to pay for a custom profile tool.
The z-score is used to compute the probability of occurrence of a value in a particular normally distributed range OR shows how many Standard deviations away from the mean is a value. If a value is 2 std dev from the mean and you have a nearly normal distribution then 95% of values within that distribution lie above/below your current value in other words there is a good probability that price will revert to the mean and this could be good place to look for a trade back to it or beyond it.
I have shown the volume profile for reference but you can see that this range is normally distributed.
The z-score indy is set to the range of your distribution in ticks. The yellow areas are turning points 2 std dev from the mean and offer the highest probability trades with the lowest risk but the red area turns out not to be worth trading and the z-score helps you stay away from the ambiguity this price action depicted in real time. (HL followed by a LH and then another HL).
v2.0 for NT7
v3.0 for NT7 (current)
Many have asked me for the custom Market Profile tool - you may find it here:
July 31st, 2014
Size: 6.94 KB
Downloaded: 2235 times
1577
Stocktrader
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.
I enhanced Cory's SMI2 and added a price bar coloring option, as well as background coloring option and the option to draw a vertical line on the price panel when trend changes. You can also put this indicator in panel 1 and turn off all the plots (Set all plots & alert line to TRANSPARENT) and just using the background colors to color the background of the price panel, if you desire. I altered the default settings and some of the plots so that it now looks more like the Eco2 (Ergodic) indicator, and is (I think) a little easier to read than Eco2.
March 23, 2010: Update
REPAINTING:
Fixed a "repainting" problem that other members discovered. Cleaned up the code. Changed the text that read "very over bought / very over sold" to "chop zone upper" & "chop zone lower". Removed the ChopFilter function, as it added nothing to help in keeping you out of chop.
ADDED TEXT ALERTS:
"POSSIBLE CHOP" when SMI dot enters the +20 / -20 zone
"LONG BREAKOUT" when SMI dot exits above the +20 zone
"SHORT BREAKOUT" when SMI dot exits below the -20 zone
Version 2.0
Note: improvement on the v1 is that the ray lines colors are kept in memory of NT so no more transparent lines when you boot NT.
Quoting
This is a modification of the Swings indicator in NT7. The standard indicator does not extend the lines all the way to the right while this one does.
No one else had written this, so this is my attempt.
This indicator places ray lines at the swing highs and lows and removes them once the lines are violated. If you wish to show the violated swing points, there is an option to replace the rays with short lines.
There is also an option to sound an audio alert when each price line is broken.
This indicator uses some enhancements in NT7 to read the data directly from the drawn objects which are not supported in NT6.5.
February 4th, 2011
Size: 3.75 KB
Downloaded: 2176 times
817
Ryanb
This is a custom zig-zag indicator I have modified ( original version was from here but cannot find reference).
The zig zag lines are transparent by default as well and the value numbers removed so that background objects do not hose charting. The only thing I use for PATS is the semaphore dots this creates to check and create new trend lines. In addition whenever a semaphore is painted this has an option to add an audio alert. This feature has been invaluable to my trading. If you follow Mack and PATS this simple indicator might provide value to you.
Plots text values of prior bar High/Low and a box around the current bar.
Picture says it all really.
Simple but very useful.
March 23rd 2010
v4.01 corrects an occasional error when plotting forex instrument breakouts
April 08 2010
v5 Major Overhaul. Added Breakout reversal detection.
thanks to other NT users for help with some 'issues'
v5.01 correct some misplotting and adds alerts...
Only available in the Elite Circle.
147 downloads and 1 comment is not reward enough!
v6 is now compatible with both 6.5 and 7
Clearly this has gone down well. v9 is way better but you will have to join the elite section guys and girls :-)
Search for HighLowv1065
March 18th, 2010
Size: 5.31 KB
Downloaded: 2154 times
378
Mindset
this indicator is based of the ribbon trader moving averages.
Trading it is simple.. when all four blocks are green its a BUY... when all four blocks are red its a SHORT
exit when they are not at all fours blocks
This indicator also keep you out of chop
June 9th, 2015
Size: 3.87 KB
Downloaded: 2137 times
1637
Qu4ntD3fy
Exported using NT Version 7.0.1000.22
This is a quick implementation of the Klinger Volume Oscillator as published by Stephen J.Klinger in the December 1997 issue of Technical Analysis of Stocks & Commodities. Here is a short recapitulation of how he trades the oscillator.
"The most powerful use of the KVO comes when the indicator reaches an extreme reading either above or below the center line and reverses direction. This signals an exhaustion of the prevailing trend and warns of an impending reversal in price.
The most reliable signals occur in the direction of the prevailing trend. Trades against the trend tend to be high-risk ventures.
The most important signal occurs when the KVO diverges from price action, especially on price extremes, either in
overbought or oversold territory. When a security makes a new high or low for a cycle and the KVO fails to confirm
this, the indicator is warning that the trend is losing momentum and nearing completion."
This indicator uses Linear Regression as main driver. It's based on a longer and shorter period LR used as a signal.
I find it most suitable for indicating when to add new contracts to already opened position or if you've missed trend break-out this can find you a nice entry.
Should you have market trending down, you enter when histogram reaches near 0 and you can either wait to change direction and go in the opposite direction or use some "fixed" near 0 detection method.
On the image you can see how nice have been identified places where to add to an existing position, or even enter market if not done so already.
Please check here for early trend change identification and how trading divergences possibilities.
Parameters:
- Adaptive period: you can select to use adaptive period proposed by John Ehlers for short period calculation
- Period multiplier: is to be used if you've selected adaptive period so from short period calculated will be derived long period value by multiplication
- Long LR period/Short LR period: are to be used as fixed values for Linear regression period
- Long/Short smoothing: is SMA smoothing applied to LinReg
Notes:
- Red/Green histograms are selected on Falling/Rising base respect to previous value.
- In debug mode you can see additional 2 lines plotted. Those are actual angle measure line for longer and shorter period LR.
The download file contains two indicators which can be used to explore the average range and volume of any intraday time period over a selected lookback period. The average takes into account the day of the week. For example the average volume displayed for any bar period on Wednesdays is only calculated from data taken from prior Wednesdays.
With default settings the indicators calculate average range and average volume from the prior 20 weeks (reference period). The result is then displayed for the last 2 weeks (display period) of the chart. The lookback period of the chart should be larger than the sum of reference and display period. With default setting the minimum lookback period would be 22 weeks + 1 day = 155 days.
The indicators can only be used with fixed period charts (for example 30 min or 60 min charts).
Please take into account that NinjaTrader cuts off the bars at the end of a session. Therefore the last bar of each session may show a comparatively low volume. The indicator does not convert this volume into a pro-forma volume by extrapolating the volume to a full bar.
Update September 16, 2014: Holiday calendar added, day of week is displayed below the histogram.
Detailed explanations how to use the indicator can be found here:
I extended the base RSqueeze indicator with the addition of the TTMS squeeze style. All of the original squeeze styles (Bollinger, PBF, CounterTrend) are still available in the "SqueezeStyle" drop down menu.
Exported using NinjaTrader 7.0.1000.21
Change Log (2-16-2014): RSqueezeV2
Addressed issues / concerns raised by Zondor in his comment.
1. Fixed the existing bug in the histogram plot color when CalculateOnBarClose is set equal to FALSE.
2. Cleaned up the code to improve efficiency.
3. Replaced RGaussianFilter() with anaGaussianFilter() to address a rounding error issue in the PBF and CounterTrend squeeze types.
4. Replaced TTMS squeeze code with call to anaSqueeze().
Change Log 10-20-2015 - Added Sound Alerts for Squeeze Breakouts.
This version 2 requires NinjaTrader 7 or higher. It will not work with Ninja Trader 6.5.
Once imported into NinjaTrader, the New Indicator Name is RSqueezeV2
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.
August 4th, 2015 01:30 PM essiar Good indicator but a bit buggy. Does not always sound the diamond alerts and I'm not sure why. Other than that, extremel
y useful.
August 3rd, 2015 01:18 PM zionj TNX, GREAT Indicator
July 5th, 2012 12:28 AM mmtrader4 This indicator is about as good as it gets. ADXVMA Alerts used along with anaSuperTrendU11 is as close to the grail as t
here is. So as to not clutter my chart, I use ADXVMA in a separate panel. It keeps me out of chop and warns of coming t
rend. If you'd like a screenshot or two let me know. (and I'll promise to pick a bad day to show how well it works even
on tough days)
a BIG THANKS!!
July 5th, 2012 12:26 AM mmtrader4 This indicator is about as good as it gets. ADXVMA Alerts used along with anaSuperTrendU11 is as close to the grail as t
here is. So as to not clutter my chart, I use ADXVMA in a separate panel. It keeps me out of chop and warns of coming t
rend. If you'd like a screenshot or two let me know. (and I'll promise to pick a bad day to show how well it works even
on tough days)
a BIG THANKS!!
May 26th, 2012 06:42 PM Fame787 Thanks for sharing. It's a good guide in day trading.
July 8th, 2017 01:22 PM Maxie A great indicator (still), I use it with 123-RossHook
May 4th, 2016 04:39 AM romus
May 11th, 2013 02:58 PM dnkhoward2 This thing is pretty amazing on practically all timeframes. Thanks
March 13th, 2013 01:33 PM nicosxm Could be interesting, but not sure of the exactitude for NT7 as I keep having to install and uninstall to re-install....
....possibly needs updating
March 17th, 2012 03:27 PM solondon very nice, applies to bigger time frames too as it uses fractal/swing high lows
I what to use your indicator in another one. How can I access Stop Volume from another script?
Please advice.
Luis
January 4th, 2016 11:09 PM kakelson5kids Please tell me how I can download your indicator
July 25th, 2015 12:39 AM ZenTrader2015 Can someone explain how to download this file as it seems to be in a different format than alot of other indis. Thank yo
u
January 12th, 2014 11:49 PM XxBrianxX
January 15th, 2013 03:11 PM bobc635 Thanks Cory.... I have been using your prev Vol stop V7 for quite a while now.... I am looking forward to seeing the re
May 6th, 2018 02:03 PM aehartle yeah i keep getting a cs file on download as well. i have tried to re-save as a zip, says it has imported correctly but
still nothing. Any help?
August 19th, 2017 09:00 PM mhamrin Not downloading into a zip but a .cs format. Is this file still functioning? Thanks!
October 11th, 2015 12:43 PM gpokc thanks for ths indicator.
October 6th, 2011 12:08 AM Default User
May 20th, 2010 12:04 AM chrisflow Neat! But it crashes my NT7 every time I try to use an input other than standard minute or range bars etc. i.e. it crash
April 1st, 2017 10:55 PM JLCtrader I was wondering if we could apply the Fractal on an indicator instead of price bar? Although we can select a different
panel to apply , it defaults to the price.
Thank you
July 22nd, 2015 06:07 AM taichitrader Very nice!
May 24th, 2012 02:57 AM rapid58 Thank you
May 24th, 2011 08:14 PM jake07 Nice design, with visuals giving a clear indication of shift in direction. 5 stars would be the rank, if the bars would
allow color settings, to match what is shown on the screen shot, as in light blue bars up and the red bars down. Any way
January 8th, 2016 06:27 PM dyst Wow, just found this one today. Tested it, and works perfectly fine in NT7.0 (unlike the one in Ninja forum which is out
dated). Thank u so much! Will save me lots of time drawing lines!
October 16th, 2015 02:17 PM paully859 Will give it a try
April 14th, 2013 12:04 PM alextrade1 nice indicator thanks
January 5th, 2011 08:22 PM danathetrader I will give it a try thanks...
October 31st, 2019 12:30 AM GwaiZaiTrader Thanks this indicator is great!!! I am trying to switch to NT8 and attempted to convert it with the methods outlined her
e and no errors were given. I imported it to NT8. No errors or logs were given during Ninjascript import, but the indica
tor cannot be found.
March 17th, 2016 08:28 AM no3putts Thank you!
November 25th, 2014 07:14 AM CelticTiger Excellent!!
May 15th, 2022 01:41 PM gringa I already love your indicator and can't wait to use it in the live market tomorrow. Being able to show the broken rays a
nd differentiate them from the unbroken ones is quite useful!
May 15th, 2022 12:24 PM gringa Just discovered this, looking forward to seeing it in action. Just what I was looking for to easily spot liquidity areas
. I really like that it differentiates open from closed swing points.
December 10th, 2014 01:22 AM GreenZone Looks useful. Thanks.
September 22nd, 2014 10:24 AM greathopes Thank you - Nice job
September 10th, 2018 01:19 AM marsel Hallo, do you have NT8 version for this TSI ?
Thank you
April 1st, 2016 09:56 PM usdivers I concur with Macguy, works great for confirming ES moves on the 5000 volume. Trued lower volume charts, however 5000 se
ems just about right, with lot less market noise.
February 25th, 2016 03:22 PM no3putts Thank you!
January 13th, 2016 03:36 PM macguy This is quite impressive on my $ES_F 5,000 volume charts. Can't thank you enough.
December 7th, 2015 04:06 PM gringa I just put this on a chart with DavesFibber, very clear signals ... thanks!
February 16th, 2016 10:46 AM no3putts Great, thank you!
August 10th, 2015 11:43 AM Tony09 Thanks, again Fat Tails,
Awesome indicator - Exactly what im looking for entry timing.
Regards
Tony
March 23rd, 2014 11:51 AM stefp799 I am a newcomer, and i want to thank you for offering this great rendition of this old timer indicator. I was an old Stu
dent of Walter Bressert and am very familiar with the whole theory. This indicator is just what i was looking for. Had l
ost it years ago...Not useful by itself..but very useful when you look at a higher fractal chart in conjunction. say 5 m
inute chart is your master chart, and you trade on a 510 tick chart for example...or better yet...Bressert will look at
a daily chart..and when the doublestoch is descending..will short all the opportunity offered by the smaller fractals, b
ut more precise charts.. When the doublestoch is in sync between many fractals..you get the most bang for your buck. Tha
October 6th, 2020 11:39 AM JadeL Amazing - thank you for sharing!
April 12th, 2017 10:39 PM romus Thank you
January 21st, 2017 06:18 AM sienna FatTails, a truly excellent indie. I am very very appreciative !!!!! Will you be developing this for NT8? Many Thanks !!
!!
March 25th, 2016 06:09 AM Florida99 Thank you Harry, you are very generous with your time and knowledge.
January 28th, 2020 08:19 AM PilotTrader Excellent tool for traders using the uniRenko bars!
Question: Is there an NT8 version of this anywhere? Thanks.
January 1st, 2019 08:07 PM beatnik Just what I needed. Been drawing a rectangle around the candle the size of my reversal candle. Thanks
April 26th, 2018 10:14 PM chuckclymer I am new to this forum and I am probably not commenting in the correct spot, but I am curious if this is available for N
T8? Thanks for the indicator!!!
September 23rd, 2017 01:31 PM longboat Thanks. Can somebody please code this for NT8?!!
February 29th, 2016 03:45 PM no3putts Many thanks, again and again and....
December 20th, 2015 09:40 PM romus
August 13th, 2014 10:00 AM tang
February 9th, 2014 06:15 PM bundwidower Fat Tails. You do not know what it means for beginners like me to have something to follow. Sorry I am unable to recipro
October 31st, 2018 10:54 PM mhamrin This is one of the finest indicators that I have found here...tinkered with it for a while...very robust. I'll be using
to make more money...
September 4th, 2016 07:52 AM ShaunG Much appreciated! I am a fellow student of Macks so I am quiet exited to see how this will enhance my trading from a vis
ual point of view. Many thanks again!
December 7th, 2013 05:45 PM awvcs
November 27th, 2013 03:59 AM aleks25
October 24th, 2013 03:08 AM Richie Z just coming into bare back riding, thanks for this wee indicator.
August 6th, 2018 12:31 PM Sakthi I started using this and seems good.. However, can someone explain what is the nos at the right now and how to interpret
the same?
Appreciate your response..
Cheers,
Shak..
March 19th, 2018 09:34 AM JOBB Love the indicator......but sometimes the zones just disappear for no reason...
Not when they are hit by price or anything..just poof...gone....
Any thoughts??
January 6th, 2018 12:36 PM blucal
November 23rd, 2017 02:07 AM moerfutures It is one of the main tools of three I use to successfully pull money from any market every single day... first is eds l
evels, but in RTrader they are even more detailed, and vp, the only thing I would like to see is a delta print above or
below the price at a specified number of levels to count. Thank you so much.. AWESOME
April 28th, 2020 11:31 AM augusta Thank you very much for your great indicator !
January 2nd, 2019 02:45 AM Flyboy1966 Hello and Happy New Year....
Any chance of a NT 8 release?
November 1st, 2018 03:34 PM n5rinivas
May 18th, 2018 12:52 PM DonaldMc Having a problem loading MLHarmonics into Ninja. After I download MKHamonics onto my computer. Then try to download in
to inja I receive this message "The NinjaScript Archive File does not contain any NinjaScript files." Is there any thin