NexusFi: Find Your Edge


Home Menu

 



Categories Help    






Some Random Entries


Show full/short entries Entries
Bar counter 5 *
This is modified version of a bar counter indicator that I found on this forum. In this version you can select a time frame on the chart to number your bar(I saw similar indicator around on the forum but it wouldn't work for some reason for me). It is much easier to share screenshots and refer to the bars with 2 digits instead of 3 digit numbers if you are using globex charts.

v1-fixed issue where drawing on "every nth" bar wasn't working
v1.1 - fixed issue when sometimes first bar wasn't marked depending on the number in "mark every Nth bar" parameter, now first bar is always marked. Changed some labels text.


Category NinjaTrader 7 Indicators 
 
Suggest other entries I might like
Details: Bar counter
Category: NinjaTrader 7 Indicators 


June 18th, 2014
Size: 2.45 KB
Downloaded: 482 times
SampleAdvancedAutomatedStratv1.1 5 *
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)

Use this thread for comments or requests:

https://nexusfi.com/programmers-paradise/2641-sample-advanced-automated-strategy-v1-0-a.html

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).


Category NinjaTrader 6.5 Strategies 
 
Suggest other entries I might like
Details: SampleAdvancedAutomatedStratv1.1
Category: NinjaTrader 6.5 Strategies 


February 9th, 2010
Size: 4.71 KB
Downloaded: 1614 times
Trade Size Analyzer for NT7 4 *
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.


Category The Elite Circle 
 
Suggest other entries I might like
Details: Trade Size Analyzer for NT7
Category: The Elite Circle 


June 3rd, 2011
Size: 19.09 KB
Downloaded: 1239 times
NT7 Market Replay Data - part 15/37
***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.

06/2011-12-2013


Category NinjaTrader Market Replay Data 
 
Suggest other entries I might like
Details: NT7 Market Replay Data - part 15/37
Category: NinjaTrader Market Replay Data 


January 15th, 2014
Size: 953.67 MB
Downloaded: 177 times
Market Profile 5 *
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.

For More Information refer to : https://ninjatrader.com/support/forum/showthread.php?t=24539


COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: NO (sam028)


Category NinjaTrader 6.5 Indicators 
 
Suggest other entries I might like
Details: Market Profile
Category: NinjaTrader 6.5 Indicators 


January 19th, 2010
Size: 6.14 KB
Downloaded: 1993 times

Keywords: market profile fr5050
Gomi's Cumulative Delta Volume indicators from MultiCharts 4 *
Gomi's Cumulative Delta Volume indicators from MultiCharts.

The collection consists of:
GomCD
GomCDHA
GomDeltaMomentum
GomDeltaVolume

NOTE; These are Up/Down Volume Type and not Bid/Ask


Category The Elite Circle 
 
Suggest other entries I might like
Details: Gomi's Cumulative Delta Volume indicators from MultiCharts
Category: The Elite Circle 


April 22nd, 2011
Size: 21.19 KB
Downloaded: 1505 times
LineBreakWicked Bar Timer 4 *
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)


Category The Elite Circle 
 
Suggest other entries I might like
Details: LineBreakWicked Bar Timer
Category: The Elite Circle 


June 12th, 2011
Size: 5.55 KB
Downloaded: 818 times
Tick Counter
Tick Counter next to the last bar for Multicharts.Net. Be sure to uncheck "skip identical ticks"


Category MultiCharts 
 
Suggest other entries I might like
Details: Tick Counter
Category: MultiCharts 


December 19th, 2021
Size: 1.49 KB
Downloaded: 43 times

Keywords: counter tick
atgPairsDiversion 5 *
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.


Category The Elite Circle 
 
Suggest other entries I might like
Details: atgPairsDiversion
Category: The Elite Circle 


September 13th, 2015
Size: 19.27 KB
Downloaded: 827 times
ZeroLagMACD 4 *
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.


Category MetaTrader 4 Indicators 
 
Suggest other entries I might like
Details: ZeroLagMACD
Category: MetaTrader 4 Indicators 


January 7th, 2011
Size: 3.17 KB
Downloaded: 662 times
 



 
Category
 




© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top