Market Analyzer: VWAP and cell conditons...

[bosstrading.com.au]

Hi,

No problems creating columns for session, week and month orderflow VWAP; and columns for moving averages.

However:
Is it possible to create cell conditions to change colour based on the last trading price trading above/below VWAP?

If so:
What are the settings?

Also:
How do you set conditions for cells to change colour based on the last trading price trading above/below the moving average?


Thank you

[NinjaTrader_BrandonH]

Hello bosstrading.com.au,

Thanks for your post.

Unfortunately, cell conditions for an indicator column must be manually input and cannot be set to a specific plot of an indicator.

This means that when you create a cell condition for a Market Analyzer Indicator Column, you must type the value in manually for your condition, such as 4300. Then, if the price crosses above/below that manually set value of 4300, the condition would be true and the cell color would change.

See the ''Understanding cell conditions' section of this help guide page for more information about creating cell conditions for a Market Analyzer Column: https://ninjatrader.com/support/help...lter_condi.htm

We are tracking interest in an internal feature request ticket for the ability to create Market Analyzer cell conditions based on dynamic variables or other columns and I have added your vote.

This request is being tracked under the number SFT-4891.

As with all feature requests, interest is tracked before implementation is considered, so we cannot offer an ETA or promise of fulfillment. If implemented, it will be noted on the Release Notes page of the Help Guide.

Release Notes — https://ninjatrader.com/support/help...ease_notes.htm

[tunabomb]

I have the exact same request.

[NinjaTrader_BrandonH]

Hello tunabomb,

Thanks for your notes.

I have added your vote to this feature request.

[tunabomb]

Sam028 at NexusFi gave me permission to post his script that changes the cell in the Market Analyzer column if last price is above or below the EMA 8 of some different time periods. Wondering if

someone can see if VWAP can be substituted for the EMA 8. Thanks

Joe

EMA8.cs

#region Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.SuperDom;
using NinjaTrader.Gui.Tools;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;

#endregion

//This namespace holds MarketAnalyzerColumns in this folder and is required. Do not change it.
namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
public class EMA8 : MarketAnalyzerColumn
{
double ema;
private MovingAverageTimeFrame timeframe;

public enum MovingAverageTimeFrame {
Minutes_1,
Minutes_5,
Minutes_15,
Hours_1,
Hours_2,
Hours_4,
}

protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"";
Name = "EMA8";
Calculate = Calculate.OnPriceChange;
}
else if (State == State.Configure)
{
}
}


protected override void OnBarUpdate()
{
if (CurrentBar < 9)
return;
ema = EMA(Close,EMA_Period)[0];
//ema = EMA(Closes[1],EMA_Period)[0];
if(Close[0]>ema)
CurrentValue = 1.0;
else if(Close[0]<ema)
CurrentValue = -1.0;
else
CurrentValue = 0.0;
}

region Properties
[NinjaScriptProperty]
[Display(Name="Moving Average Time Frame", Order=1, GroupName="Parameters")]
public MovingAverageTimeFrame Timeframe
{ get; set; }

[Range(1, int.MaxValue)]
[NinjaScriptProperty]
[Display(Name="EMA_Period", Description="Period for EMA", Order=2, GroupName="Parameters")]
public int EMA_Period
{ get; set; }

#endregion

}
}

[NinjaTrader_BrandonH]

Hello tunabomb,

Thanks for your notes.

The OrderFlowVWAP() system indicator method could be used instead of the EMA() system indicator method in the script.

See this help guide documentation for more information about OrderFlowVWAP(): https://ninjatrader.com/support/help...flow_vwap2.htm