Monday, December 2, 2013

Tuesday, November 26, 2013

Monday, November 11, 2013

Sunday, October 14, 2012

Wednesday, September 12, 2012

Sunday, May 20, 2012

Sunday, May 6, 2012

Sunday, October 24, 2010

Monday, September 6, 2010

Wednesday, July 21, 2010

Sunday, July 18, 2010

Thursday, April 29, 2010

Saturday, February 27, 2010

Tuesday, February 9, 2010

Volume Reversal Bar Type

  • This work on historical data as well as real time data
  • Each bar has a predefined direction, up or down
  • If bar is up and  the market trade x ticks (The interval setup) below the high volume node a new down bar is started
  • Once the down bar trade x ticks above the high volume node it is closed and a new up bar is starting to build.

Monday, February 1, 2010

Thursday, November 19, 2009

Trade Velocity for NinjaTrader

The indicator can display calculation based on
  • Speed per second - divides the volume by the number of seconds in the bar. Ex: A large volume that was created in little time will create a large "Speed" reading.
  • Speed per tick - divides the volume by the number of ticks in the bar. Ex: A large value reading for this statistic would indicate large orders were present.
  • Tick Momentum - multiplies the volume by the number of ticks in the bar, then divides by the time (in seconds) of the bar. Ex: So a large volume with lots of ticks that occurred in a short period of time will produce larger relative readings.
The volume is separated to
  • Up Volume - blue histogram
  • Down Volume - red histogram
  • Total Volume - blue line
The calculation is oriented to be used in a fast volume chart but may work on other chart types.

Tuesday, November 10, 2009

Wednesday, November 4, 2009

Sunday, November 1, 2009