This is a sample template for a fully automated strategy which does the following:
1. Only enters between 10:15 AM and 3:15 PM (EST) (allows for second time frame as well)
2. Shuts down if PnL is more than $1,000 or less than -$300
3. Enters limit orders for long and short based on signal
4. Covers three time frames but will only have one active position open at a time
5. Cancels entry order if market moves four ticks away from limit order without filling
6. Sets an initial stop at 12 ticks, then changes to breakeven at +4 ticks and trails, tick by tick, from there
7. Scales out of half position at +4 ticks (1st profit target) and covers second half position at +8 ticks (2nd profit target)
UPDATE:
v.1.1 - 2/23/10
1. Fixed CancelOrder() code.
2. Added arrows and chart name plots (since plots will only show on main chart, this lets you know which time frame just took the trade).
February 9th, 2010
Size: 4.71 KB
Downloaded: 1614 times
328
dsraider
Updated version V3 as of 8:14 AM PT June 3, 2011.
This is a simple application of the GomRecorder framework that gets the exact size reported for every trade, then sorts the trades into two types, (at or above the ask and at or below the bid). Then within each type the trades are sorted into four groups based on the volume per trade.
Note that the way the CME reports trade sizes nowadays may be misleading - I think that many single trades are being reported as multiple smaller trades.
The cutoffs for the size groups are user selectable.
Can display either relative volume in the trade groups, or relative number of trades.
There is a user setting to adjust the widths of all the bars.
I have added error trapping and updated calls to the methods of the GomRecorder.
The problem on Volume based charts seems to be fixed now. If you downloaded this before about 11:15 AM ET on June 3 you will not have the latest version and should download again.
June 3rd, 2011
Size: 19.09 KB
Downloaded: 1239 times
920
Zondor
***ONLY DOWNLOAD EACH PART ONE AT AT TIME. If you download in multiples, you will be throttled to slower speeds, and you will loose all of the data. Your download will also be more efficient. In order for everyone to have broad access to this kind of data, please be mindful of the bandwidth used!
***PLEASE ONLY DOWNLOAD IF YOU INTEND TO USE THIS ONLY. These large files require ample bandwidth, so please only use if necessary!
***THIS IS MARKET REPLAY DATA ONLY, NOT HISTORICAL DATA. COMPATIBLE WITH NINJATRADER 7 ONLY.
See original post (1/ 37) or the last post (37/37) for the list of the included data.
January 15th, 2014
Size: 953.67 MB
Downloaded: 177 times
1485
patbateman
Here is poor man's version of Market Profile. I saw it in the Ninja Trader support forum and thought might be helpful for people who like to see the market profile chart without paying for it. You need to open an intra-day chart (like a 5 minute chart) and then add the indicator. There are settings for begin and end of day session, and display options for just (POC, VAH, VAL) or TPO, etc.
April 22nd, 2011
Size: 21.19 KB
Downloaded: 1505 times
895
Laurus12
06/21/2011: (Ver 1.4) Added the option to show "repeat counter" on main chart beside price in the right margin (optional) and to only have the repeat counter pop up when the value goes over 1. (per request from members). NOTE: Will look at adding Minute based bars to the counter on next release...
None of the Ninja counters/timers will work with LineBreak or LineBreakWicked bars. For example, Bars.TickCount and Bars.PercentComplete return un-useable values for LineBreakWicked.
The standard Ninja supplied bar timers/bar counters also demand that a bar complete and then move on the next bar when total ticks/volume have been hit, but a LineBreakWicked chart can stay on the same bar for many ticks, until it completes by "breaking" the number of bars parameter.
This indicator works around these problems.
It works with either Tick or Volume based LineBreakWicked bar types.
Configurable.....
- Displays either either the ongoing "count" or the "count remaining" value
- Displays either actual count or the percentage
- Displays a graphics bar that visually shows the fill progress of the bar
Also
- Displays a second count (to the left) of how many times this LineBreakWicked bar has hit it's tick/volume "limit".
(Ex: how many times a 150tick LineBreakWicked actually went through 150 ticks before breaking a level and moving on)
Last but not least....
- The entire Bar Counter can be moved to TopLeft, TopRight, BottomLeft, BottomRight, or Center
- The entire Bar Counter can be 'shifted' up or down by xx pixels.
- Text Font and Plot colors are configurable
Original graphics code is based on the FancyBarTimer (by tobbe...2010)
TradeStation ShowMe and PaintBar studies for identifying and quantifying divergences between pairs of data series.
I wrote these studies with the intention of applying them to the S&P500 and the VIX, however they may be applied to any pair of data series.
To use, load a minute chart window with the SPY as data1 and the VIXY as data2. Make sure both series have the same bar settings ( ie, 5 minute and 5 minute ).
The paint bar study has a slightly weakened algorithm in order to give the viewer a “heads up” that the show me indicator may signal.
The example chart is 5 minute from 9/8/2015
Interpretation
A green dot under a bar is a long signal. It means the VIX is falling at a relatively greater quantity than the S&P is rising.
A red dot above bar is a short signal. It means the VIX is rising at a relatively greater quantity than the S&P is falling.
The studies work as follows:
The data series for data2 ( the VIX in our example ) is inverted by calculating the reciprocal of the close ( 1/close). This effectively flips the chart upside down.
The natural logarithmic returns for data1 and data2 are calculated and stored in a pair of data series for each.
The difference between the returns series are run through a pair of RSI oscillators in order to discover progressive divergences between them.
September 13th, 2015
Size: 19.27 KB
Downloaded: 827 times
1650
timendaGain
The Indicator ZeroLag MACD is an indicator Moving Average Convergence/Divergence, MACD with zero delay. The Indicator ZeroLag MACD in contrast with standard MACD gives the signals on several bars earlier, but divergences/convergence denominated more obviously.
May 30th, 2011 07:58 AM kman There seems to be a market profile/tpo program available for NT 7 but I cant find it.
Anyone know where it is?. The free one. Thanks!
February 19th, 2011 10:32 AM Ronin Downloaded this indicator to my NinjaT. 6.5 but it does not show in the 30 mins chart.Did it stoped working for some rea
son?
Please Advice.
December 9th, 2010 03:21 PM Rick Thanks !
October 28th, 2010 07:11 PM Default User
April 18th, 2010 10:15 AM RJay NT 7 version is now available at the thread link provided in description.
December 27th, 2011 03:51 PM bobc635 Thanks, looks interesting, have been using GOMs excellent work for quite a while, this could be a nice addition...
December 27th, 2011 09:47 AM Bobi Thank you, great indicator.
October 25th, 2011 02:41 AM Aragorn Nicely done. Great work.