Note this is a multi-part download. After download and before extracting you need to rename this file to "ES 12-20.7z.002"
Dowload and unzip file in NT 8 replay folder Documents\NinjaTrader 8\db\replay
Once all files have been downloaded and renamed, right-click on the first one and select "extract here"
Make sure to use the "extract here" function as shown, and not the "Extract to" function, to avoid the creation of a folder within a folder
The archive will create a folder with the relevant front month and a series of .nrd files inside (one per day)
Note: the archive contains only the dates with the most volume for this contract, meaning, this is data relevant only to when the contract becomes the front month.
December 20th, 2020
Size: 256.00 MB
Downloaded: 109 times
2291
xplorer
Added at the request of BMT member....(ver NT 7.0.1000)
This indicator creates a moving average "channel" between two moving averages, one calculated from the the High, and one caclulated from the Low. NOTE: Many moving average Channel calculate from the Close/Median.
- The channel colors are configurable, as is the 'opacity' of the channel, and the number of bars included in the MA calculation.
- The channel paints behind the bars, leaving them visible.
- The 'high/low' lines can be colored individually or left transparent with just the channel painting.
- Allows selection of various Moving Averages...(SMA, EMA, WMA, HMA, VMA, TEMA, ZLEMA, SMMA).
NOTE: This indicator differs from a StdDev "envelope" where the channel is calculated on a standard deviation from the center line. These channels contract and expand proportionately with price.
October 30th, 2016
Size: 11.30 KB
Downloaded: 2073 times
1766
Sim22
February 7 2014
version 1.3
Added a close position button and renamed flatten button to flatten account to be more precise.
////////////////////////////////
February 6 2014
version 1.2
Fixed a minor bug where it would not save button colors in settings when loading up new charts with script.
///////////////////////////////////////////
February 5 2014
version 1.1
First a big thanks to vvhg & Xav1029 for some awesome scripts and great ideas which I added to mine.
I completely rearranged the chart trader removing buttons I never use. The ONLY buttons left from the original panel are Buy & Sell Market. Those are the only two which will engage the ATM strategies.
In the custom strategies & entries I added break even +1 and nudge stop to previous low or high, both which will adjust stops accordingly once in a position. The flatten button will get you out of all positions in every chart.
The trail button will engage once pressed if you are in a position and trail via an EMA or SMA. Anything goes wrong the flatten button will get you out and cancel everything. Still doing more testing for bugs.
A nice added feature is the green box below the current profit/loss display, which will tell you the spread from level 2 data and cumulative bid and ask volumes. The box color will change from green to yellow to red if spread gets too large.
This script is still in beta, trade at your own risk. It should show you how easy it is to customize the chart trader to your liking. Sky is the limit in terms of juggling buttons and adding new stuff.
enjoy
/////////////////////////////////////
A big thanks to all the contributors.
Unsure where I originally found this script. I modified it to add two buttons to chart trader for entering buy and sell stops.
It will do so 1 tick above or below the bid/ask. It will insert an 8 tick stop loss & target. If you go on indicator settings and put the ticksTarget to 0, it will only add a stop loss to position.
Hope this helps some of you.
PS. Wishing NT8.0 will eventually let us add/modify ATM within an indicator.
February 5th, 2014
Size: 10.04 KB
Downloaded: 1242 times
1511
alexJetski
NT 8 Market Replay data for ES
Contract: ES 12-19 - Part 1 of 3
Download instructions:
Note this is a multi-part download. After download and before extracting you need to rename this file to "ES 12-19.7z.001"
Dowload and unzip file in NT 8 replay folder Documents\NinjaTrader 8\db\replay
Once all files have been downloaded and renamed, right-click on the first one and select "extract here"
Make sure to use the "extract here" function as shown, and not the "Extract to" function, to avoid the creation of a folder within a folder
The archive will create a folder with the relevant front month and a series of .nrd files inside (one per day)
Note: the archive contains only the dates with the most volume for this contract, meaning, this is data relevant only to when the contract becomes the front month.
December 20th, 2019
Size: 250.00 MB
Downloaded: 156 times
2132
xplorer
Calculates average volume and volatility for each hour on each day.
You must run it from Monday to any Friday (more weeks the better) on 60 minute TF.
It creates an excel file in NT root.
September 21st, 2010
Size: 2.79 KB
Downloaded: 124 times
637
baruchs
NT 8 Market Replay data for CL
Contract: CL 01-21
Download instructions:
dowload and unzip file in NT 8 replay folder Documents\NinjaTrader 8\db\replay
The file will create a folder with the relevant front month and a series of .nrd files inside (one per day)
Make sure to use the "extract here" function as shown, and not the "Extract to" function, to avoid the creation of a folder within a folder.
Note: the archive contains only the dates with the most volume for this contract, meaning, this is data relevant only to when the contract becomes the front month.
December 20th, 2020
Size: 175.37 MB
Downloaded: 51 times
2294
xplorer
I have worked with long terms seasonals for a while as part of developing a futures portfolio system - hopefully for institutional clients at some point.
Although never used for the system, it was an attempt to almost eliminate optimization by applying a universal seasonal indicator to every instrument. It actually works, and well, the results were not good enough for me and so although I use it as a visual indicator, it is not part of any entry rule algorithm.
Ideally, this would be coded in arrays but I lack the skills to work with them in a context that combines text and numbers. Over my pay grade coding-wise!
In any case, it tracks the percentage move each week (this only works on weekly charts) and then puts them together in such a way that when an RSI of those values is plotted it instantly reveals whether or not there are regular or particular seasonal patterns.
In the picture attached you will see signals generated from a different seasonal system (part of my portfolio system) that has 59% successful trades going back over more then 20 years with 7% max drawdown. Not bad. But on the picture you can see the signals and compare how the indicator reads at the same time. As you can see, they are often in agreement. And this indicator will plot automatically on any weekly chart instantly revealing whether or not there are significant seasonal tendencies.
I suspect the same type of approach could be used for daily and intraday charts, albeit with the latter you might be looking for days-of-the-week, and/or hours of the day type behavior. Again, ability to code in arrays is key.
For those not using Tradestation, I paste in the code below.
Note on the picture: there is also an Equity indicator that shows current account balance from starting balance input, current trade P/L, current drawdown from maximum account high, and during DD's the histogram bars get progressively darker. It can also assume compounding in terms of the percentage drawdowns (i.e. of starting balance or the current balance after many years).
The ATR indicator shows either $$ or percentage of instrument ATR and also includes a money-management formula recommending nr. of contracts to trade.
If anyone wants either of these, let me know and I will gladly post them here.
PS. I am hoping some enterprising coder will want to translate this into Ninja script and/or use this as an kick starter to look into day-of-week or time-of-day type analysis. It's not rocket science, but you need to be good at coding arrays which I am not.
+++++++++++++++++++++
Pasted in Code
Indicator:
+++++++++++++++++++++
{***************************************
Written by: ccl-trading-systems.com
Description: Seasonal Indicator without Loop but using new Function
****************************************}
inputs: Rsilen(9),RunorNew(false),highline(70),lowline(30);
vars: runline(0),av(0),slow(0),count(0),slower(0),newrun(0),rsiline(0);
If currentbar >=43 then Begin
runline = VSeasRun2;
if (runline > 0 and runline[1] > 0) or (runline < 0 and runline[1] < 0) then newrun = runline + newrun[1] else newrun = runline;
If RunorNew then slow = averagefc(runline,3) else slow = averagefc(newrun,3);
rsiline = rsi(slow,rsilen);
vars: color(0);
Color = month(d); if color = 1 then color = darkgray;
{***************************************
Written by: ccl-trading-systems.com
Description: Seasonal Indicator without Arrays, last 10 times attempt
****************************************}
If TDN = 1 then begin TDNTot1 = TDNTot1 + Sday; Count1 = Count1+1; TDNAv1 = TDNTot1/Count1; end;
If TDN = 2 then begin TDNTot2 = TDNTot2 + Sday; Count2 = Count2+1; TDNAv2 = TDNTot2/Count2; end;
If TDN = 3 then begin TDNTot3 = TDNTot3 + Sday; Count3 = Count3+1; TDNAv3 = TDNTot3/Count3; end;
If TDN = 4 then begin TDNTot4 = TDNTot4 + Sday; Count4 = Count4+1; TDNAv4 = TDNTot4/Count4; end;
If TDN = 5 then begin TDNTot5 = TDNTot5 + Sday; Count5 = Count5+1; TDNAv5 = TDNTot5/Count5; end;
If TDN = 6 then begin TDNTot6 = TDNTot6 + Sday; Count6 = Count6+1; TDNAv6 = TDNTot6/Count6; end;
If TDN = 7 then begin TDNTot7 = TDNTot7 + Sday; Count7 = Count7+1; TDNAv7 = TDNTot7/Count7; end;
If TDN = 8 then begin TDNTot8 = TDNTot8 + Sday; Count8 = Count8+1; TDNAv8 = TDNTot8/Count8; end;
If TDN = 9 then begin TDNTot9 = TDNTot9 + Sday; Count9 = Count9+1; TDNAv9 = TDNTot9/Count9; end;
If TDN = 10 then begin TDNTot10 = TDNTot10 + Sday; Count10 = Count10+1; TDNAv10 = TDNTot10/Count10; end;
If TDN = 11 then begin TDNTot11 = TDNTot11 + Sday; Count11 = Count11+1; TDNAv11 = TDNTot11/Count11; end;
If TDN = 12 then begin TDNTot12 = TDNTot12 + Sday; Count12 = Count12+1; TDNAv12 = TDNTot12/Count12; end;
If TDN = 13 then begin TDNTot13 = TDNTot13 + Sday; Count13 = Count13+1; TDNAv13 = TDNTot13/Count13; end;
If TDN = 14 then begin TDNTot14 = TDNTot14 + Sday; Count14 = Count14+1; TDNAv14 = TDNTot14/Count14; end;
If TDN = 15 then begin TDNTot15 = TDNTot15 + Sday; Count15 = Count15+1; TDNAv15 = TDNTot15/Count15; end;
If TDN = 16 then begin TDNTot16 = TDNTot16 + Sday; Count16 = Count16+1; TDNAv16 = TDNTot16/Count16; end;
If TDN = 17 then begin TDNTot17 = TDNTot17 + Sday; Count17 = Count17+1; TDNAv17 = TDNTot17/Count17; end;
If TDN = 29 then begin TDNTot18 = TDNTot18 + Sday; Count18 = Count18+1; TDNAv18 = TDNTot18/Count18; end;
If TDN = 29 then begin TDNTot19 = TDNTot19 + Sday; Count19 = Count19+1; TDNAv19 = TDNTot19/Count19; end;
If TDN = 20 then begin TDNTot20 = TDNTot20 + Sday; Count20 = Count20+1; TDNAv20 = TDNTot20/Count20; end;
If TDN = 21 then begin TDNTot21 = TDNTot21 + Sday; Count21 = Count21+1; TDNAv21 = TDNTot21/Count21; end;
If TDN = 22 then begin TDNTot22 = TDNTot22 + Sday; Count22 = Count22+1; TDNAv22 = TDNTot22/Count22; end;
If TDN = 23 then begin TDNTot23 = TDNTot23 + Sday; Count23 = Count23+1; TDNAv23 = TDNTot23/Count23; end;
If TDN = 24 then begin TDNTot24 = TDNTot24 + Sday; Count24 = Count24+1; TDNAv24 = TDNTot24/Count24; end;
If TDN = 25 then begin TDNTot25 = TDNTot25 + Sday; Count25 = Count25+1; TDNAv25 = TDNTot25/Count25; end;
If TDN = 26 then begin TDNTot26 = TDNTot26 + Sday; Count26 = Count26+1; TDNAv26 = TDNTot26/Count26; end;
If TDN = 27 then begin TDNTot27 = TDNTot27 + Sday; Count27 = Count27+1; TDNAv27 = TDNTot27/Count27; end;
If TDN = 28 then begin TDNTot28 = TDNTot28 + Sday; Count28 = Count28+1; TDNAv28 = TDNTot28/Count28; end;
If TDN = 29 then begin TDNTot29 = TDNTot29 + Sday; Count29 = Count29+1; TDNAv29 = TDNTot29/Count29; end;
If TDN = 30 then begin TDNTot30 = TDNTot30 + Sday; Count30 = Count30+1; TDNAv30 = TDNTot30/Count30; end;
If TDN = 31 then begin TDNTot31 = TDNTot31 + Sday; Count31 = Count31+1; TDNAv31 = TDNTot31/Count31; end;
If TDN = 32 then begin TDNTot32 = TDNTot32 + Sday; Count32 = Count32+1; TDNAv32 = TDNTot32/Count32; end;
If TDN = 33 then begin TDNTot33 = TDNTot33 + Sday; Count33 = Count33+1; TDNAv33 = TDNTot33/Count33; end;
If TDN = 34 then begin TDNTot34 = TDNTot34 + Sday; Count34 = Count34+1; TDNAv34 = TDNTot34/Count34; end;
If TDN = 35 then begin TDNTot35 = TDNTot35 + Sday; Count35 = Count35+1; TDNAv35 = TDNTot35/Count35; end;
If TDN = 36 then begin TDNTot36 = TDNTot36 + Sday; Count36 = Count36+1; TDNAv36 = TDNTot36/Count36; end;
If TDN = 37 then begin TDNTot37 = TDNTot37 + Sday; Count37 = Count37+1; TDNAv37 = TDNTot37/Count37; end;
If TDN = 38 then begin TDNTot38 = TDNTot38 + Sday; Count38 = Count38+1; TDNAv38 = TDNTot38/Count38; end;
If TDN = 39 then begin TDNTot39 = TDNTot39 + Sday; Count39 = Count39+1; TDNAv39 = TDNTot39/Count39; end;
If TDN = 40 then begin TDNTot40 = TDNTot40 + Sday; Count40 = Count40+1; TDNAv40 = TDNTot40/Count40; end;
If TDN = 41 then begin TDNTot41 = TDNTot41 + Sday; Count41 = Count41+1; TDNAv41 = TDNTot41/Count41; end;
If TDN = 42 then begin TDNTot42 = TDNTot42 + Sday; Count42 = Count42+1; TDNAv42 = TDNTot42/Count42; end;
If TDN = 43 then begin TDNTot43 = TDNTot43 + Sday; Count43 = Count43+1; TDNAv43 = TDNTot43/Count43; end;
If TDN = 44 then begin TDNTot44 = TDNTot44 + Sday; Count44 = Count44+1; TDNAv44 = TDNTot44/Count44; end;
If TDN = 45 then begin TDNTot45 = TDNTot45 + Sday; Count45 = Count45+1; TDNAv45 = TDNTot45/Count45; end;
If TDN = 46 then begin TDNTot46 = TDNTot46 + Sday; Count46 = Count46+1; TDNAv46 = TDNTot46/Count46; end;
If TDN = 47 then begin TDNTot47 = TDNTot47 + Sday; Count47 = Count47+1; TDNAv47 = TDNTot47/Count47; end;
If TDN = 48 then begin TDNTot48 = TDNTot48 + Sday; Count48 = Count48+1; TDNAv48 = TDNTot48/Count48; end;
If TDN = 49 then begin TDNTot49 = TDNTot49 + Sday; Count49 = Count49+1; TDNAv49 = TDNTot49/Count49; end;
If TDN = 50 then begin TDNTot50 = TDNTot50 + Sday; Count50 = Count50+1; TDNAv50 = TDNTot50/Count50; end;
If TDN = 51 then begin TDNTot51 = TDNTot51 + Sday; Count51 = Count51+1; TDNAv51 = TDNTot51/Count51; end;
If TDN = 52 then begin TDNTot52 = TDNTot52 + Sday; Count52 = Count52+1; TDNAv52 = TDNTot52/Count52; end;
If TDN = 53 then begin TDNTot53 = TDNTot53 + Sday; Count53 = Count53+1; TDNAv53 = TDNTot53/Count53; end;
If TDN = 54 then begin TDNTot54 = TDNTot54 + Sday; Count54 = Count54+1; TDNAv54 = TDNTot54/Count54; end;
vars: runline(0),runlineav(0);
If TDN = 1 then begin Runline = TDNAv1; runlineav = averagefc(tdnav1,10); end;
If TDN = 2 then begin Runline = TDNAv2; runlineav = averagefc(tdnav2,10);end;
If TDN = 3 then begin Runline = TDNAv3; runlineav = averagefc(tdnav3,10);end;
If TDN = 4 then begin Runline = TDNAv4; runlineav = averagefc(tdnav4,10);end;
If TDN = 5 then begin Runline = TDNAv5; runlineav = averagefc(tdnav5,10);end;
If TDN = 6 then begin Runline = TDNAv6; runlineav = averagefc(tdnav6,10);end;
If TDN = 7 then begin Runline = TDNAv7; runlineav = averagefc(tdnav7,10);end;
If TDN = 8 then begin Runline = TDNAv8; runlineav = averagefc(tdnav8,10);end;
If TDN = 9 then begin Runline = TDNAv9; runlineav = averagefc(tdnav9,10);end;
If TDN = 10 then begin Runline = TDNAv10; runlineav = averagefc(tdnav10,10); end;
If TDN = 11 then begin Runline = TDNAv11; runlineav = averagefc(tdnav11,10); end;
If TDN = 12 then begin Runline = TDNAv12; runlineav = averagefc(tdnav12,10); end;
If TDN = 13 then begin Runline = TDNAv13; runlineav = averagefc(tdnav13,10); end;
If TDN = 14 then begin Runline = TDNAv14; runlineav = averagefc(tdnav14,10); end;
If TDN = 15 then begin Runline = TDNAv15; runlineav = averagefc(tdnav15,10); end;
If TDN = 16 then begin Runline = TDNAv16; runlineav = averagefc(tdnav16,10); end;
If TDN = 17 then begin Runline = TDNAv17; runlineav = averagefc(tdnav17,10); end;
If TDN = 18 then begin Runline = TDNAv18; runlineav = averagefc(tdnav18,10); end;
If TDN = 19 then begin Runline = TDNAv19; runlineav = averagefc(tdnav19,10); end;
If TDN = 20 then begin Runline = TDNAv20; runlineav = averagefc(tdnav20,10); end;
If TDN = 21 then begin Runline = TDNAv21; runlineav = averagefc(tdnav21,10); end;
If TDN = 22 then begin Runline = TDNAv22; runlineav = averagefc(tdnav22,10); end;
If TDN = 23 then begin Runline = TDNAv23; runlineav = averagefc(tdnav23,10); end;
If TDN = 24 then begin Runline = TDNAv24; runlineav = averagefc(tdnav24,10); end;
If TDN = 25 then begin Runline = TDNAv25; runlineav = averagefc(tdnav25,10); end;
If TDN = 26 then begin Runline = TDNAv26; runlineav = averagefc(tdnav26,10); end;
If TDN = 27 then begin Runline = TDNAv27; runlineav = averagefc(tdnav27,10); end;
If TDN = 28 then begin Runline = TDNAv28; runlineav = averagefc(tdnav28,10); end;
If TDN = 29 then begin Runline = TDNAv29; runlineav = averagefc(tdnav29,10); end;
If TDN = 30 then begin Runline = TDNAv30; runlineav = averagefc(tdnav30,10); end;
If TDN = 31 then begin Runline = TDNAv31; runlineav = averagefc(tdnav31,10); end;
If TDN = 32 then begin Runline = TDNAv32; runlineav = averagefc(tdnav32,10); end;
If TDN = 33 then begin Runline = TDNAv33; runlineav = averagefc(tdnav33,10); end;
If TDN = 34 then begin Runline = TDNAv34; runlineav = averagefc(tdnav34,10); end;
If TDN = 35 then begin Runline = TDNAv35; runlineav = averagefc(tdnav35,10); end;
If TDN = 36 then begin Runline = TDNAv36; runlineav = averagefc(tdnav36,10); end;
If TDN = 37 then begin Runline = TDNAv37; runlineav = averagefc(tdnav37,10); end;
If TDN = 38 then begin Runline = TDNAv38; runlineav = averagefc(tdnav38,10); end;
If TDN = 39 then begin Runline = TDNAv39; runlineav = averagefc(tdnav39,10); end;
If TDN = 40 then begin Runline = TDNAv40; runlineav = averagefc(tdnav40,10); end;
If TDN = 41 then begin Runline = TDNAv41; runlineav = averagefc(tdnav41,10); end;
If TDN = 42 then begin Runline = TDNAv42; runlineav = averagefc(tdnav42,10); end;
If TDN = 43 then begin Runline = TDNAv43; runlineav = averagefc(tdnav43,10); end;
If TDN = 44 then begin Runline = TDNAv44; runlineav = averagefc(tdnav44,10); end;
If TDN = 45 then begin Runline = TDNAv45; runlineav = averagefc(tdnav45,10); end;
If TDN = 46 then begin Runline = TDNAv46; runlineav = averagefc(tdnav46,10); end;
If TDN = 47 then begin Runline = TDNAv47; runlineav = averagefc(tdnav47,10); end;
If TDN = 48 then begin Runline = TDNAv48; runlineav = averagefc(tdnav48,10); end;
If TDN = 49 then begin Runline = TDNAv49; runlineav = averagefc(tdnav49,10); end;
If TDN = 50 then begin Runline = TDNAv50; runlineav = averagefc(tdnav50,10); end;
If TDN = 51 then begin Runline = TDNAv51; runlineav = averagefc(tdnav51,10); end;
If TDN = 52 then begin Runline = TDNAv52; runlineav = averagefc(tdnav52,10); end;
If TDN = 53 then begin Runline = TDNAv53; runlineav = averagefc(tdnav53,10); end;
If TDN = 54 then begin Runline = TDNAv54; runlineav = averagefc(tdnav54,10); end;
April 9th, 2013 09:38 PM Spikeygirl Well worth the elite membership price! Great information, it will definitely lower the amount of time I use to develop
November 5th, 2019 09:05 AM zoticus Has anyone done anything similar for NT8 ?
July 6th, 2016 03:37 PM Kees66 Thank you!!!!
April 14th, 2016 11:00 PM 2bwize I Love this! Than You!!
February 14th, 2015 04:55 AM Bvend Excellent, thank you. Is there a possibility to make the sell stop work with defined ticks as the buy stop, because in s
im that I tested it in sell stop it throws the order on the current bar not on the previous.
July 1st, 2014 09:16 PM traderlange Brilliant indicator. I've added automated profit targets and loss params. I'm also adding a ton of trails and stop strat
egies. I'll send it to you when it's all good to go.