Collection of Daves Indicators for NinjaTrader

October 27th, 2014, 10:30 PM

Zxeses

Ahh I gotcha now, ok, so no, I dont know of any tick data for commodities like oil, beans and metals, we only have use of the stock tick data which is really only good for the index futures. If anyone knows of one Id love to hear more about that myself :-)

So CQG does offer those symbols for indecies?

October 27th, 2014, 10:36 PM

Cachevary

So CQG does offer those symbols for indecies?

Aye, but youll need to pay the exchange fees before your broker will turn on the feed for ya. Mine charges $5 for NYSE which gives me ^TICK and ^TICKDJ and the $5 for Nasdaq ^TICKQ

You get those and all the associated other indexes and volume indexes.

If you dont have those subscribed, this indicator will output nothing.

October 27th, 2014, 10:38 PM

Zxeses

Aye, but youll need to pay the exchange fees before your broker will turn on the feed for ya. Mine charges $5 for NYSE which gives me ^TICK and ^TICKDJ and the $5 for Nasdaq ^TICKQ

You get those and all the associated other indexes and volume indexes.

If you dont have those subscribed, this indicator will output nothing.

I'm subscribed but i'm still not getting a plot, though

October 28th, 2014, 12:41 AM

RickW00716

I'm subscribed but i'm still not getting a plot, though

Create a new chart of that symbol -- no indicator involved -- and verify that is working correctly.

Mike

October 28th, 2014, 08:49 AM

Big Mike

Create a new chart of that symbol -- no indicator involved -- and verify that is working correctly.

Mike

I've opened charts of TICK TICKDJ TICKQ TRIN TRINQ and they all plot fine...I was wondering if this indicator only plots in real time?

Thank you

October 28th, 2014, 10:07 AM

Zxeses

Aye, but youll need to pay the exchange fees before your broker will turn on the feed for ya. Mine charges $5 for NYSE which gives me ^TICK and ^TICKDJ and the $5 for Nasdaq ^TICKQ

You get those and all the associated other indexes and volume indexes.

If you dont have those subscribed, this indicator will output nothing.

does your indicator only work in CQG? i have Kinetick data with all the necessary subscriptions but i still can't get it to plot.

Thank you

October 28th, 2014, 10:25 AM

RickW00716

does your indicator only work in CQG? i have Kinetick data with all the necessary subscriptions but i still can't get it to plot.

Thank you

Sadly for some reason on the open today it was not working for me either, I'm going to re-write this indicator today and post an update.

October 28th, 2014, 10:43 AM

Zxeses

Sadly for some reason on the open today it was not working for me either, I'm going to re-write this indicator today and post an update.

Sounds good

In my opinion anything we can do with the TICK is very beneficial in reading the stock index futures.

Thanks for your work

October 28th, 2014, 10:52 AM

is it possible to have an indicator that takes the difference between the high of a NYSE TICK bar and the low of the NYSE TICK bar and plots the result and also ongoing totals?

Example: for the TICK on a 1 minute chart: first bar H- +100, L- -200. result is -100
second bar H- +200 L- -50. result is +150 and ongoing total is +50.

thank you

Do you think this could be useful for the TICK?

October 28th, 2014, 02:38 PM

I've updated DavesBetterTick to v1.1 and also updated the template file in the post above.

This version

1) Fixes the disappearing act the plot line did when incoming data is missing on Bar Update (It just uses the last available data) and checks for bad calculations (NaN's) and removes those results from the plot.
2) Added the ability to change Indicators and set their respective weights.

-- Logarithms dont work so well with really high numbers that dont change much, such as the Dow at 16914 changing to 16920 doesnt even register on the chart, I'm working on a solution for that, but not in this version, this was intended for TICK data and it works perfectly for it.

Note: Download links in the QuickSummary are updated to point to the latest version

Current version as of this posting is v1.1 - Direct Link

Collection of Daves Indicators for NinjaTrader

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Collection of Daves Indicators for NinjaTrader