Indicator Visualvolume for Ninjatrader with Aggregated Time and Sales

[Chernyshev 10]

Good afternoon, Who cares type indicator Visual Volume with modifications to filter (bid / ask), aggregated band on the chart to Ninyatrader. write to spectrader76@gmail.com.

 

Installation and use of indicators.

 

Indicator CustomTicks - retains historical data, so when you restart NinjaTrader platform tick marks on the chart do not disappear.

 

Installation

 

● NinjaTrader - File - Utilities - Import NinjaScript - select the file indicator (. Zip)

● Add the tool you want us to: Tools - Instrument manager - choose from the list (eg 6E EURO-Fx) -> Edit -> Session template: defalut 24/7

● The schedule - set light, when it is necessary to set the path to the file (C: \ ticks.txt) and specify tick: C_Step. For currency: 0.0001 gold 0.1, etc.

 

To use the indicator to be done in the settings display the file path (which must be created before), which will be recorded in history (eg C: \ ticksRT.txt). If used in various markets, you need to specify different files (eg the euro C: \ ticks6E.txt, for gold C: \ ticksGC.txt). The same should be true to indicate S_Step (see above).

 

 

An indicator:

1. S_FILE_TXT - file path for saving and reading of teak.

2. S_fix_period - time distance between ticks in the chain

3. S_part_vol - minimum tick size in the chain.

4. S_price_range - the maximum price range between ticks in the chain

5. S_STEP - tick to market - for the S & P: 0.25, 0.0001 for the euro, etc.

6. S_SUM_vol_limit - minimum amount of ticks in the chain

7. S_tick_count - the minimum number of ticks in the chain

8. S_time_from / to - you can set a specific time to show ticks

9. C-email - to be sent by email

10. isSend - false / true - enable / disable the sending by email

11. Play_signal - beep when a tick.

12. S_aggregation - aggregation in direction (bid \ ask), on time and at a price (in the range, or at the same price.) Color of the triangle indicates the direction (bid \ ask).

13. S_width_bar_count - corresponds to the width of the ellipse.

The indicator has the following filters.

 

1) Part_Vol - a minimum limit on the volume of each tick.

 

2) Fix period - a limit on the maximum possible distance between ticks in time (seconds). This means that the chain of 1000 = 100 100 500 300, the distance between each tick no more than this to Fix period. In essence, this parameter controls the speed of the set. The smaller Fix period, the more intense the chain ticks.

 

3) Price range - the price range of consolidation (chain) of ticks. As an example, take the same chain:

1000 = 500 100 +100 +300. Assume that ticks had the following prices:

 

Teak in 100 lots - at 100

Teak in 100 lots - at a price of 102

Teak 500 lot - at the price of 103

Teak 300 lot - at the price of 105

 

From this we can do the calculation: the minimum price - 100, maximum - 105. The difference of 5 points. This is the value on which you can put a limit in the Price range. If there is a limit Price range 4 points, and the price distance between ticks - 5, then such consolidation will not be displayed. On the contrary, if the consolidation of ticks fit into the price range Price range - it will appear, subject to the remaining terms.

 

4) Ticks count - the minimum limit to the number of ticks in the chain of ticks.

 

5) Summary limit - a limit on the amount of consolidation. If you set a limit for the amount of, for example, in 1000 the lot, it will only see the consolidation that is greater than or equal to the sum of 1000 lot of ticks.

 

6) Aggregation - makes it possible to filter on the direction until the tick (bid \ ask), indicating that the limit orders that stop price and then opposing market orders deploying ee.No important for us to see just limit orders.

 

The indicator is a visualizer, and detects in real time and in history, places where ticks, and you can keep track of how large infusions, and intensity, which is more efficient because large electronic items divided by the algorithm, and 1000 lot may consist of 200 * Lot 5, or 2 * 500 or 1000 * Lot 1 lot. Plus filtering ask / bid, so you can see Limit sale / purchase (the weakness of one of the parties). The naked eye is difficult to find such clusters.

[Chernyshev 10]

Good afternoon, Who cares type indicator Visual Volume with modifications to filter (bid / ask), aggregated band on the chart to Ninyatrader. write to spectrader76@gmail.com.

 

Installation and use of indicators.

 

Indicator CustomTicks - retains historical data, so when you restart NinjaTrader platform tick marks on the chart do not disappear.

 

Installation

 

● NinjaTrader - File - Utilities - Import NinjaScript - select the file indicator (. Zip)

● Add the tool you want us to: Tools - Instrument manager - choose from the list (eg 6E EURO-Fx) -> Edit -> Session template: defalut 24/7

● The schedule - set light, when it is necessary to set the path to the file (C: \ ticks.txt) and specify tick: C_Step. For currency: 0.0001 gold 0.1, etc.

 

To use the indicator to be done in the settings display the file path (which must be created before), which will be recorded in history (eg C: \ ticksRT.txt). If used in various markets, you need to specify different files (eg the euro C: \ ticks6E.txt, for gold C: \ ticksGC.txt). The same should be true to indicate S_Step (see above).

 

 

An indicator:

1. S_FILE_TXT - file path for saving and reading of teak.

2. S_fix_period - time distance between ticks in the chain

3. S_part_vol - minimum tick size in the chain.

4. S_price_range - the maximum price range between ticks in the chain

5. S_STEP - tick to market - for the S & P: 0.25, 0.0001 for the euro, etc.

6. S_SUM_vol_limit - minimum amount of ticks in the chain

7. S_tick_count - the minimum number of ticks in the chain

8. S_time_from / to - you can set a specific time to show ticks

9. C-email - to be sent by email

10. isSend - false / true - enable / disable the sending by email

11. Play_signal - beep when a tick.

12. S_aggregation - aggregation in direction (bid \ ask), on time and at a price (in the range, or at the same price.) Color of the triangle indicates the direction (bid \ ask).

13. S_width_bar_count - corresponds to the width of the ellipse.

The indicator has the following filters.

 

1) Part_Vol - a minimum limit on the volume of each tick.

 

2) Fix period - a limit on the maximum possible distance between ticks in time (seconds). This means that the chain of 1000 = 100 100 500 300, the distance between each tick no more than this to Fix period. In essence, this parameter controls the speed of the set. The smaller Fix period, the more intense the chain ticks.

 

3) Price range - the price range of consolidation (chain) of ticks. As an example, take the same chain:

1000 = 500 100 +100 +300. Assume that ticks had the following prices:

 

Teak in 100 lots - at 100

Teak in 100 lots - at a price of 102

Teak 500 lot - at the price of 103

Teak 300 lot - at the price of 105

 

From this we can do the calculation: the minimum price - 100, maximum - 105. The difference of 5 points. This is the value on which you can put a limit in the Price range. If there is a limit Price range 4 points, and the price distance between ticks - 5, then such consolidation will not be displayed. On the contrary, if the consolidation of ticks fit into the price range Price range - it will appear, subject to the remaining terms.

 

4) Ticks count - the minimum limit to the number of ticks in the chain of ticks.

 

5) Summary limit - a limit on the amount of consolidation. If you set a limit for the amount of, for example, in 1000 the lot, it will only see the consolidation that is greater than or equal to the sum of 1000 lot of ticks.

 

6) Aggregation - makes it possible to filter on the direction until the tick (bid \ ask), indicating that the limit orders that stop price and then opposing market orders deploying ee.No important for us to see just limit orders.

 

The indicator is a visualizer, and detects in real time and in history, places where ticks, and you can keep track of how large infusions, and intensity, which is more efficient because large electronic items divided by the algorithm, and 1000 lot may consist of 200 * Lot 5, or 2 * 500 or 1000 * Lot 1 lot. Plus filtering ask / bid, so you can see Limit sale / purchase (the weakness of one of the parties). The naked eye is difficult to find such clusters.

 

practical application of indicator of CustomTicks - [ame=http://www.youtube.com/watch?v=JIqjPeGIEf8]практичеÑкое применение индикатора CustomTicks - YouTube[/ame]

[Chernyshev 10]

Good afternoon, Who cares type indicator Visual Volume with modifications to filter (bid / ask), aggregated band on the chart to Ninyatrader. write to spectrader76@gmail.com.

 

Installation and use of indicators.

 

Indicator CustomTicks - retains historical data, so when you restart NinjaTrader platform tick marks on the chart do not disappear.

 

Installation

 

● NinjaTrader - File - Utilities - Import NinjaScript - select the file indicator (. Zip)

● Add the tool you want us to: Tools - Instrument manager - choose from the list (eg 6E EURO-Fx) -> Edit -> Session template: defalut 24/7

● The schedule - set light, when it is necessary to set the path to the file (C: \ ticks.txt) and specify tick: C_Step. For currency: 0.0001 gold 0.1, etc.

 

To use the indicator to be done in the settings display the file path (which must be created before), which will be recorded in history (eg C: \ ticksRT.txt). If used in various markets, you need to specify different files (eg the euro C: \ ticks6E.txt, for gold C: \ ticksGC.txt). The same should be true to indicate S_Step (see above).

 

 

An indicator:

1. S_FILE_TXT - file path for saving and reading of teak.

2. S_fix_period - time distance between ticks in the chain

3. S_part_vol - minimum tick size in the chain.

4. S_price_range - the maximum price range between ticks in the chain

5. S_STEP - tick to market - for the S & P: 0.25, 0.0001 for the euro, etc.

6. S_SUM_vol_limit - minimum amount of ticks in the chain

7. S_tick_count - the minimum number of ticks in the chain

8. S_time_from / to - you can set a specific time to show ticks

9. C-email - to be sent by email

10. isSend - false / true - enable / disable the sending by email

11. Play_signal - beep when a tick.

12. S_aggregation - aggregation in direction (bid \ ask), on time and at a price (in the range, or at the same price.) Color of the triangle indicates the direction (bid \ ask).

13. S_width_bar_count - corresponds to the width of the ellipse.

The indicator has the following filters.

 

1) Part_Vol - a minimum limit on the volume of each tick.

 

2) Fix period - a limit on the maximum possible distance between ticks in time (seconds). This means that the chain of 1000 = 100 100 500 300, the distance between each tick no more than this to Fix period. In essence, this parameter controls the speed of the set. The smaller Fix period, the more intense the chain ticks.

 

3) Price range - the price range of consolidation (chain) of ticks. As an example, take the same chain:

1000 = 500 100 +100 +300. Assume that ticks had the following prices:

 

Teak in 100 lots - at 100

Teak in 100 lots - at a price of 102

Teak 500 lot - at the price of 103

Teak 300 lot - at the price of 105

 

From this we can do the calculation: the minimum price - 100, maximum - 105. The difference of 5 points. This is the value on which you can put a limit in the Price range. If there is a limit Price range 4 points, and the price distance between ticks - 5, then such consolidation will not be displayed. On the contrary, if the consolidation of ticks fit into the price range Price range - it will appear, subject to the remaining terms.

 

4) Ticks count - the minimum limit to the number of ticks in the chain of ticks.

 

5) Summary limit - a limit on the amount of consolidation. If you set a limit for the amount of, for example, in 1000 the lot, it will only see the consolidation that is greater than or equal to the sum of 1000 lot of ticks.

 

6) Aggregation - makes it possible to filter on the direction until the tick (bid \ ask), indicating that the limit orders that stop price and then opposing market orders deploying ee.No important for us to see just limit orders.

 

The indicator is a visualizer, and detects in real time and in history, places where ticks, and you can keep track of how large infusions, and intensity, which is more efficient because large electronic items divided by the algorithm, and 1000 lot may consist of 200 * Lot 5, or 2 * 500 or 1000 * Lot 1 lot. Plus filtering ask / bid, so you can see Limit sale / purchase (the weakness of one of the parties). The naked eye is difficult to find such clusters.

practical application of indicator of custom ticks - [ame=http://www.youtube.com/watch?v=JIqjPeGIEf8]практичеÑкое применение индикатора CustomTicks - YouTube[/ame]

[Laser1000 0]

It is free?