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NinjaTrader
Is it possible to make a volume indicator that shows volume of that time of day?
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Hello Drtro,
Thank you for your post.
It would be possible to created such an indicator that accumulated volume of the day through either a tick or minute series and stored that only between the defined time frames.
If you would like to take on learning NinjaScript, we have a fully documented help guide which will help you get started with Ninja Script. You will find language references to all of the methods and functions you will be using. You will also see a tutorial section which will help you create your first indicator and get you started with some of these concepts.
A link to our Help Guide can be found below: http://www.ninjatrader.com/support/h...stribution.htm
I am also linking you to the Educational Resources section of the Help Guide to help you get started with NinjaScript: http://www.ninjatrader.com/support/h..._resources.htm
You will find Reference Samples online as well as some Tips and Tricks for both indicators and strategies:
Click here to see our NinjaScript Reference Samples: http://www.ninjatrader.com/support/f...splay.php?f=30
Click here to see our NinjaScript Tips: http://www.ninjatrader.com/support/f...ead.php?t=3229
These samples can be downloaded, installed and modified from NinjaTrader and hopefully serve as a good base for your custom works.
There is a also a growing library of user submitted custom indicators (100+) that can be downloaded from our support form. Please look in the NinjaScript File Sharing section of our support forum as you may find what you are looking for there: http://www.ninjatrader.com/support/f...splay.php?f=37
Please let me know if you have any questions.
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I have coded a Relative Volume indicator which can be applied to minute charts. If you apply it to a 15 min chart, it allows you to compare each period of 15 minutes to the typical volume for that period. In the chart below
-> green volume bars represent a volume > 120% of average volume for that same period of the day over the last half year
-> red volume bars represent a volume < 80% of average volume for that same period of the day over the last half year
-> white volume bars are bars close to average volume over the last half year
Now you have asked about the cumulated volume of the current trading day until now. The indicator also shows the cumulated volume as a separate plot. However, it is not shown as an absolute value but as a percentage of average cumulated volume for that time of the day.
If you look at the chart below you will find that cumulated volume for 6E 12-15 today is significantly lower as usual. At 6:00 PM CET the cumulated volume runs at
-> 74% of the average volume of the last 130 trading days (26 weeks)
-> 82% of the average volume of the last 26 Mondays
Monday already is a low volume day, today's volume is even low compared to other Mondays.
The indicator can be downloaded from the free indicator library at www.lizardtrader.com.
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Originally posted by Harry View PostI have coded a Relative Volume indicator which can be applied to minute charts. If you apply it to a 15 min chart, it allows you to compare each period of 15 minutes to the typical volume for that period. In the chart below
-> green volume bars represent a volume > 120% of average volume for that same period of the day over the last half year
-> red volume bars represent a volume < 80% of average volume for that same period of the day over the last half year
-> white volume bars are bars close to average volume over the last half year
Now you have asked about the cumulated volume of the current trading day until now. The indicator also shows the cumulated volume as a separate plot. However, it is not shown as an absolute value but as a percentage of average cumulated volume for that time of the day.
If you look at the chart below you will find that cumulated volume for 6E 12-15 today is significantly lower as usual. At 6:00 PM CET the cumulated volume runs at
-> 74% of the average volume of the last 130 trading days (26 weeks)
-> 82% of the average volume of the last 26 Mondays
Monday already is a low volume day, today's volume is even low compared to other Mondays.
The indicator can be downloaded from the free indicator library at www.lizardtrader.com.
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Originally posted by federicoo View Post
Hello Harry,
I tried to download this indicator for NT8 but not succesful. Is it a free indicator or I must to pay some subscription?
BR,
Fede
The Relative Volume indicator for NinjaTrader 7 is a free download. The indicator for NinjaTrader 8 is available in our indicator library at www.lizardindicators.com. The indicator library contains 135 indicators for NinjaTrader 8. All indicators are maintained and regularly updated.To access the indicators you need to purchase a membership, which is available for a one-time fee of USD 150 (no recurring payments). As a member you may download any of the indicators (free downloads with no limitations for members).
Here is a link to the Relative Volume indicator: https://www.lizardindicators.com/ind...lative-volume/
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Originally posted by Harry View Post
Hello Fede,
The Relative Volume indicator for NinjaTrader 7 is a free download. The indicator for NinjaTrader 8 is available in our indicator library at www.lizardindicators.com. The indicator library contains 135 indicators for NinjaTrader 8. All indicators are maintained and regularly updated.To access the indicators you need to purchase a membership, which is available for a one-time fee of USD 150 (no recurring payments). As a member you may download any of the indicators (free downloads with no limitations for members).
Here is a link to the Relative Volume indicator: https://www.lizardindicators.com/ind...lative-volume/
Are all these 135 indicators global? I mean, can I use these to write my own strategies based on these?
BR
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