Final Market Balance
Final MarketBalance is a unique way to view prices, bid, ask and volume together on the same chart while showing the relation between market powers as they change during the trading session.
TPO and Volume Profile Chart
Provides a complete TPO (AKA MarketProfile) and Volume chart solution that is integrates fully with NinjaTrader Chart Trader, other indicators and chart drawing tools.
- Complete TPO and Volume Chart Implementation.
- Fully integrated with NinjaTrader Chart Trader , other indicators (applicable only for some indicators) and chart drawing tools. Use NinjaTrader Chart tool bar, Context Menu and Hot Keys for Fast Access to Operations.
- Flexible Session Hours Configuration (e.g. Globex, RTH) Using NinjaTrader 7 Session Manager.
- Splits Sessions into Multiple Profiles and Merges Multiple Sessions to One Profile.
- HVN/LVN, 2nd Value Area, Single Print, Long term profiles and more
TPO and Volume Profile Chart – Range Select
Manual draw and adjust profiles.
- Manually draw custom sessions on any chart.
- Draw multiple sessions, Delete and adjust any session.
- Easy session modification with mouse drag & drop.
- Automatically save and reload plotted sessions.
Market Profile Lines
Show Volume histogram and Developing Value area and POC (Point of control).
- Volume Distribution.
- See Value Area/POC as they develop.
- See Previous Value Area/POC Values projected.
- Highly configurable.
Delta Divergence & Accumulated Delta
Delta describe the net difference between the buying and selling entering the market. It is calculated by subtracting the volume transacted at the bid price from the volume transacted at the ask price. Trades that occur at the ask price are trades that initiated by aggressive buyers. Trades that occur at the bid price are considered to be initiated by aggressive sellers. Thus, a positive delta would reflect more aggressive buying as the result of motivated buyers lifting the ask. A negative delta would reflect more aggressive selling as the result of motivated sellers hitting the bid. Delta Divergence Indicator show the delta of each bar as Histogram Accumulated Delta show the development of delta over the session or between sessions.
- Show Delta or Accumulated Delta.
- Filter to see only large transactions (Blocks).
- Show historical data.
mzFootprint for NinjaTrader 8
- Two-sided Footprint – independent Left and Right Footprints for each bar
- Footprint styles: Bid x Ask, Volume, Delta, TradesNumber
- Optional Tape Reconstruction (aggregation of order flow)
- Filters: Trade/Reconstructed trade volume filter (min/max) and Display filter
- Bar Statistics: Volume, Delta, Min/Max Delta, Delta %, COT (read about COT)
- Patterns search: Imbalance and Absorption with quantity filters, Unfinished Auction
- Automatic Support/Resistance Zones based on Imbalance and Absorption patterns with Alerts
- LVN based on clusters’ values
- Statistic Grid: Trades, Volume, Buy/Sell volume, Delta, Delta %, Absolute Delta Average, Delta cumulative, Min/Max Delta, Delta change, COT Low/High
- ‘Ticks per level’ option which sets the level of aggregation for individual price levels, if price levels should be merged (watch video)
- Levels of Value Area and POC for Bars and Sessions
- Cluster styles: Brick, Histogram
- Cluster scale parameter to scale clusters by bar values, by values inside chart view area or by all loaded data.
- Cluster data sources for scale, color, and gradient (watch video).
- Color mode option – Solid, Saturation, Heatmap, GrayScaleHeatmap, and Custom for better presentation
- Custom Levels with Alerts
- Notifications: Bar Volume/Bar Delta/Bar Trades number/Cluster (footprint) value/Imbalance/Absorption via Ninja alerts or via email (for some events)
- Proprietary settings window with the On-The-Fly adjustments of parameters. Chart reloading is not required anymore!
- Read More…….
Cluster Chart Styles
Cluster data sources for scale, color, and gradient
mzVolumeProfile for NinjaTrader 8
- Custom ranged, preconfigured periodic profiles (Session, Bar, Bars (each N bars), Daily, Weekly, Monthly, Quarterly, Yearly) and Composite profiles
- TPO or Market Profile
- Unlimited number of profiles on the chart
- Price aggregation
- Full ladders and volume profile statistics: Total volume, bid/ask volume, POC/dPOC, VAH/VAL/dVAH/dVAL, Delta
- VWAP with two standard deviations
- Up to 3 Stacked Volume Profiles, e.g. composite, monthly, etc.
- Profile presentations: Ladders, Area, Contour
- Custom levels with alerts
- Notifications/alerts (e.g. on volume, on delta etc.) – not implemented yet
- Buy/Sell trade attribution by last Bid/Ask info or UpDown tick.
- Supported modes: Tick replay – on/off; Calculate: OnEachTick/OnBarClose
- Read More….
mzBigTrade for NinjaTrader 8
- Tape Reconstruction
- Filtering by: Trade size (min/max), Iceberg order size, DOM pressure (min/max), DOM support (min/max) with ANY/ALL combination
- Extra filters: Aggressive trades (initiative/stop runs) and Smart/Predatory trades
- Two algorithms for Iceberg orders searching: Hard and Soft
- Liquidity pushing/pulling indication
- Market-Limit orders search
- Variety of trades visualization: Line, Bubble, Box, Bar
- Popup hints with detailed trade information
- Levels with Alerts
- Notifications via Ninja Alerts and emails
- Proprietary settings window with On-The-Fly adjustments of parameters. Chart reloading does not require anymore!
- Read More…