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Klinger Volume Oscillator (KVO)

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."

Category NinjaTrader 7 Indicators

Details: Klinger Volume Oscillator (KVO)
Category: NinjaTrader 7 Indicators

April 5th, 2014
Size: 5.41 KB
Downloaded: 2130 times

Keywords: divergence klinger oscillator volume

Color histogram based on rising/falling volume

Color histogram based on rising/falling volume
VolumeUpDown indicator based on Rising or Falling volume
thanks to NinjaTrader_PatrickH from NT

Enjoy it!

Category NinjaTrader 7 Indicators

Details: Color histogram based on rising/falling volume
Category: NinjaTrader 7 Indicators

April 1st, 2014
Size: 1.74 KB
Downloaded: 222 times

Keywords: color histogram volume rising falling

K_DirecVolumeOsc_v1 for ToS

Here's a simple Directional Volume Oscillator that is based on feedback I received on latest K_betterVolume study posted herehttps://nexusfi.com/download/vip_elite_circle/1401-download.html?view

the idea is to separate the Directional Volume in a simpler oscillator-type plot (+100%/-100%) for better tracking of net volume as it moves between buying and selling modes.

see the screencap for how this is sometimes easier to follow than the full BetterVolume study, especially when you're watching the ET market hours (will usually have very little volume than normal hours).. BetterVolume still provides much more insight and label values. the core calc is the same.

i'll post some remarks on different settings and study/usage observations on same thread here https://nexusfi.com/elite-circle/27433-k_bettervolume-tos-thinkorswim-trading-platform-new-version-downloads.html, and also be happy to receive feedback.

Best,
K

Category The Elite Circle

Details: K_DirecVolumeOsc_v1 for ToS
Category: The Elite Circle

October 19th, 2013
Size: 2.18 KB
Downloaded: 930 times

Keywords: directional redk thinkorswim tos volume dvo

K_BetterVolume for ToS

Update 20 Oct 2013: a variation of this study that tracks only the net avg volume ratio has been posted here https://nexusfi.com/download/vip_elite_circle/1449-download.html?view
thx, K

Posted some examples on how to use in reading charts and action
https://nexusfi.com/elite-circle/27433-k_bettervolume-tos-new-version-downloads.html
Here's an interesting view of volume that I've been watching for a while. Added to the K_BetterVolume indicator I posted here a while back.
Instead of watching the classic volume bar by bar plot, I started watching the average buy vs sell for a period, which I found much more insightful. A stronger/more sustained price move is usually associated with a net volume avg forming in the same direction, also moves with no strong volume supporting them will possibly be short-lived- this simple way to view volume is especially useful when there's no easy way to track volume at bid/ask level, or if you don't want to go that deep...

Changes in this version:

A simple way to track Buy vs Sell volume for a given length of bars, "Directional Volume, or Volume Pressure or VXNet", which is the net of ratio of buy vs sell avg volume (WMA) to the overall volume average. inspired by a similar concept in one of Elder's study
added a volume buzz label calculation (the closest I could get to a VolBuzz calc in ToS, impossible to do in custom WatchLists or scans). By Changing the chart aggregation, I can check the VolBuzz (basically current bar's volume vs longer average volume of same time interval)
VXNet can be displayed on top of the "classic" volume plot, or separately .. changing plot settings enables to view it as a histogram, or just a simple green/red cloud.. see screencap for examples of how this study can be set
VXNet is zero-lag smoothed, however keep smoothing as small as possible (3 to 5) not to lose traction to actual volume trend change
informative labels, can be turned on or off - Dynamic coloring

Changes in V3 - May, 2013
--------------

Changed the Algo that calculates Sell / Buy volume to the same one developed by Barry Taylor at EminiWatch for TradeStation, and mentioned in our VSA for thinkorswim thread here https://nexusfi.com/thinkorswim-programming/3477-vsa-thinkorswim.html

this algo does test well and provides a better signal (sometimes up to 3 bar improvment) than taking the whole volume bar as a buy or sell volume based on the close vs open technique in prior version..

The Dynamics coloring of the info labels still there, provides visual clue for major volume spikes that deserve attention

code is commented.. TOS Study setup "baloon mini-guide" also included.

RedK

Category The Elite Circle

Details: K_BetterVolume for ToS
Category: The Elite Circle

May 16th, 2013
Size: 3.57 KB
Downloaded: 1118 times

Keywords: bettervolume redk thinkorswim tos volume

K_SVAPO_v1 for ToS

Got my hands on ToS again, and we're back in business..

- here's a come-back gift...

This is my own ToS port of SVAPO (Short-Term Volume and Price Oscillator), a trading system introduced by Sylvain Vervoort that combines both volume and price trends to identify tradable setups - full details on the concept, and trade rules that he suggests are herehttps://stocata.org/ta_en/proprietary.html

took the concept and re-wrote it for ToS, using my own preferred techniques for smoothing and averaging - to achieve less lag and make the final plot more "friendly and usable" - while maintaining the overall original concept. (let me know if interested in exact details of the differences). also changed the resulting oscillator to a restricted range -100/+100 - no longer need to use the StdDev upper/lower lines..

the code is commented - the full details of how the original SVAPO can be used for signal generation are on web site above.

I also added the option to view the resulting plot in a Stepped mode or with an Inverse Fisher Transform - we still get almost no lag as we don't use unnecessary smoothing here. you can see how the signal (in this case crossing the zero line) is in line with the K_TraderRibbon on top, sometimes ahead of it.

suggestions for use:
use K_SVAPO along with a long-term trend indicator. if you set K_SVAPO correctly, it will provide unambigious signals on ideal entry points when the price retraces before continuing the trend.
you can also use 2 K_SVAPO, one longer and one shorter to provide a similar combo. in that case, i suggest you change one of them to the "Stepper" for easier viewing

as usual, appreciate if you keep in the forum. all feedback & comments welcome, as i'm still testing this anyways,

RedK

Category The Elite Circle

Details: K_SVAPO_v1 for ToS
Category: The Elite Circle

March 11th, 2013
Size: 2.04 KB
Downloaded: 658 times

Keywords: k_svapo oscillator price redk svapo tos volume

BarChartDotComVolumes

This indicator displays the contract with the highest EndOFDay or IntraDay volume for a list of unlimited number of instruments. The volume data is fetched form BarChart.com.

I use it to identify when to switch contracts around contract Rollover time since I want to trade the contract with the highest volume. The conventional way traders generally do this is to load the current and next futures contracts in NT Market Analyzer, and watch all the volume there. This forces you to update the contracts list every month, and also takes up NT resources to continually process volume data for multiple contracts.

This indicator uses no NT resources, and you never have to update any contract lists with future contracts. You get the volume information on demand, for an unlimited number of specified contracts.

- Use the 'Symbols' parameter to specify which contracts you want to see.
- Press the 'Vol+' chart button to toggle the display of the text On/Off on the chart

Note: The coding may need to change in the future if/when Barchart.com makes changes to the format of the associated web page the data is fetched from.

Category NinjaTrader 7 Indicators

Details: BarChartDotComVolumes
Category: NinjaTrader 7 Indicators

December 16th, 2012
Size: 3.79 KB
Downloaded: 549 times

Keywords: barchart barchart.com contract highest monpere rollover volume

MVTC_Vol_Ver1

This volume indicator is based on Gail Mercer's article in the Sept. 2012 issue of TASC. It colors the volume bars based on whether the price bar is an up, down, outside, or inside price bar.

The logic is as follows:
- Up bar = current high > previous high and current low >= previous low (green vol bar)
- DownBar = current high <= previous high and current low < previous low (red vol bar)
- OutsideBar = current high > previous high and current low < previous low (gray vol bar)
InsideBar = current high <= previous high and current low >= previous low (transparent vol bar)

Any suggestions for improvement are welcomed.

Ron

Category The Elite Circle

Details: MVTC_Vol_Ver1
Category: The Elite Circle

August 28th, 2012
Size: 3.51 KB
Downloaded: 510 times

Keywords: color volume

K_betterVolume_V1 for ThinkOrSwim

This is my modified version of the default VolumeAvg study in ThinkOrSwim.

the way my simple mind interprets volume move, i expect to see the volume bar Red for "down-days" (closing below the Open) and Green for "up-days" (Closing higher than Open).

Default logic in ToS's VolumeAvg study is different where volume bar color is based on trend, so compares today's close to yesterday's - or prior period's - close. Green of closes higher, red if closes below.
this quick customization enables me to switch between the 2 logics (Day vs Trend), default is "Day", so the Volume bar is colored based on period's open/close. (see a comparison in screenshot). you can use with any period or aggregation.
A double moving average has been added as an extra. i can see short-term (7 day EMA by default) volume vs long-term EMA(200 by default). for a better clue on sudden shifts in volume.
you can change settings for the study (Fast Period, Slow, and Volume Bias logic).

hope other fellow traders will find this as useful as i do,
RedK

Category The Elite Circle

Details: K_betterVolume_V1 for ThinkOrSwim
Category: The Elite Circle

July 23rd, 2012
Size: 915 bytes
Downloaded: 160 times

Keywords: redk thinkorswim tos volume

Bar Time Indicator

Exported using NT Version 7.0.1000.9

Bar Time Indicator:
This indicator measures completion of a bar in seconds and colors a historhram based on how long it takes for the bar to complete. Red <= 10s, Cyan<=20, Blue<=30s, Orange=45s, Magenta<=60, and Black >60s. These numbers can be changed to one's liking.

Short time-bars mean a fluid market participation and movement, while tall or black bars mean a grinding and stagnating market, it is like watching grass grow (in relative terms) and time for a coffee or lunch break.

The indicator will work for any type of price bars except for real time bars (minute, hour, Day, etc.). But, it is best for short term and day trading with tick, volume, etc. bars. The indicator also draws a 60-Second horizontal line and a 9-period SMA of the time. High reading of the SMA gives a visual if the market is getting lazy. Best and less stressful is to trade when bars are short and colorful.

This indicator is intended for True Elite BMT Members, please use but do not steal to sell.

Enjoy!

Category NinjaTrader 7 Indicators

Details: Bar Time Indicator
Category: NinjaTrader 7 Indicators

March 30th, 2012
Size: 4.20 KB
Downloaded: 1346 times

Keywords: bars tick volume

Volume Up-DownTicks per minute standarized

This is an indicator I've developed myself to get a better view of the UpTicks (ticks with a price higher than the preceding tick) and DownTicks (ticks with a price lower than the preceding tick).

Some features from this indicator:

It plots the UpTicks minus DownTicks to get an idea of the buying pressure;
This is divided by the time it took to form a bar, so that on tick and point charts you'll get an truer picture of the volume;
This buying pressure per minute is divided by the standard deviation, which helps to identify little shifts in buying pressure that would normally get lost. (This also means that any buying pressure below or above a certain number of standard deviations can be seen as significant volume).

Especially these extreme values (which are signalled in yellow) are of importance to the trader. As an interpretation tip: also look at the price action of the bar after the extreme buying or selling pressure to get an idea of where the price might go to. So, combine it with regular price action and look at the trend in the histogram.

Category MultiCharts

Details: Volume Up-DownTicks per minute standarized
Category: MultiCharts

February 8th, 2012
Size: 9.09 KB
Downloaded: 718 times

Keywords: buysellpressure priceaction volume

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