Pepe, your tools are still amazing! I still use your channel tool, vertical scale and dom. I think the channel tool has had some small mods over the years but it is still the best channel tool ever made for NT. And even with NT8 the fixed scale still isn't as good as your vertical scale. Do you maybe have an itch to update the channel tool for NT8? I have been considering migrating to NT8 but my meager coding skills are not up to the challenge of converting your tools.
The Price/Volume Tools Version 2018.03.19.618 for NinjaTrader Version 7.0.1000.x. is available upon request.
The Price/Volume Tools Version 2018.04.01.618 for NinjaTrader Version 7.0.1000.x. is available upon request.
Could I please get access to the recent Price/Volume tool files? I have used similar tools in Trade Navigator but would like to use these in Ninja Trader but cannot figure out how to download them. Any help would be appreciated. Thank you!
Just finished reading and cataloging this great thread! I'm extending much appreciation and gratitude for prior contributors. Thank you! In the spirit of passing it forward, I'm currently using Tradingview as my charting platform which up to now has provided for my needs. It has unparalleled drawing tools and allows for drawing templates by which I've been able to stream-line annotating Jack's RDBMS. It does have it's limitations which up to now has not been that much of an issue. I'll continue to use it and I'll be porting over what I can to NT8 from the public code I've been able to find in this thread. My main goal is having a PRV tool which due to Tradingview's architecture is either not easily programmable in their scripting environment or just not possible. The documentation and support for their scripting (Pinescript) is limited. I've looked into TN where Spydertrader has his PVfiles but since it's encapsulated, knowing the logic is more important than the utility for me. In my DD with Jack's RDBMS, I've found degapping is a requirement. There is an elegance to the sequences that even without degapping, the methodology works to a certain extent. I don't quite understand how this it other than the power of logic when used as a foundation. Anyone working with RDBMS when debriefing comes to a realization of the cascading of ID's that come from the accurate and inaccurate assignments of measurements to the volume sequences. The following script is my workaround on programmatically degapping. I initially started with mentally degapping which was pretty productive in building a certain capacity and it also required a lot of concentration with also a steady flow of errors. The workaround was to address bar color. By working with bar color then any price case extreme points could be used easily on a bar-by-bar basis. The geometry still requires 'mental adjustment' and it was a quick solution for a perplexing dilemma. It's hard to believe it's been a decade since these methods were being actively used. However it's comforting to know that they all still work in the variety of market environments since then. Pretty amazing stuff !
OMG !! Pepe !! I'm honored and humbled that you'd reply. I just finished documenting all the various versions and permutations of your source effort but haven't started digging into your code yet. Losttrader, nkhoi, Palinuro, bigmoose, et al, have worked with it and revised it substantially over the course of the thread. My next step was going into the code base itself. Thank you for posting! I see it on the Daily, is it possible on the 5m !?! If so, would you generously share or kindly point me in the right direction? Thanks so much! edit: When I was exploring it the finest resolution on TV was 1m which trading on the 5m seems like a lot of room for error.
Hi, Sure. The "Prorata script" in TradingView is a bit more difficult to code as this platform doesn't have any functions to get the current time of the bar nor the chart period, so one needs to get a bit "creative" in order to code it... But, it should work with any security and in any timeframe. You need to change the name of the current ES contract inside the script after the rollover because the script needs to know it in order to apply the correct session time. Fell free to use it as you like and I hope it serves you well. It will change bar colours too...but modify it if you need. In TradingView, open tab "Pine Editor", create new "Blank Indicator Script" and paste the "Prorata_script.txt" text file code in it.