SessionVolatilityBands V30

Livingston

Дата: Суббота, 15.01.2011, 15:46 | Сообщение # 1

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Exported using NinjaTrader 7

The indicator detects the Average Daily Ranges (ADR) for two selectable periods and uses them to calculate intraday targets, which are displayed as volatility bands. The upper target band is calculated by adding the average daily ranges for the two periods to the current session's low. The lower band is calculated by subtracting the average daily ranges from the current day's high.

All daily ranges and bands can be calculated and displayed for the full session or any intraday (RTH) session defined via the template. It is recommended to display both ETH and RTH volatility bands by applying the indicator to the chart twice with different settings.

The indicator also can display OHL and Dynamic Fib Lines for the current session.

Indicator Settings

BandRange: The default setting uses 100% of the ADR of the selected period. Instead of using 100% you can select any other percentage to calculate the intraday target bands.

BandType: For wide bands, the difference between today's expected and today's current range is added to the current high or subtracted from the current low, until the average daily range is exceeded. For narrow bands, half of the current day's expected range is added to or subtracted from today's current midline. This mehtod is also used for wide bands, once the current day's range exceeds the average daily range. Default setting is "Wide".

Include After-Session : If set to true, the volatility bands of an intraday session will be extended to the next session, the after-session, but not recalculated. Default value is "false".

Period(1) for the average daily range: This is the period used to calculate the shorter average daily range. Default value is 3 days, maximum selectable is 100 days.

Period(2) for the average daily range: This is period used to calcualte the longer average daily range. Default value is 10 days, maximum selectable is 100 days.

Session: Select between the full ETH and the RTH session. Default value is "ETH."

Session for RTH: Select the RTH session, for which you want to display the bands. For FOREX, you would select "First" for the Asian session, "Second" for the European session and "Third" for the US session, if you use a session template with 3 intraday sessions. For ES you would select "Second", if your session is divided into night and day session. Default value is "Second". This option only applies, if "RTH" has been selected under "Session". Added: A hybrid setting selects the third intraday session for FOREX and currency futures, and the second intraday session for all other futures contracts. Only select it, if you use triple session templates (Asian, European, US) for FOREX and Currency Futures.

ShowOHL: Global Setting to display Current Open, High, Low, Dynamic Fiblines for the selected session. Default value is "false".
Show Current Open: Selects or unselects Current Open.
Show Dynamic Fib Lines: Selects or unselects intraday Fibonacci retracements. Show Projection Bands: Selects or unselects projection bands.
Show Projection Labels: Selects or unselects projection band labels.
Show Range Data: Displays average daily ranges and current day's range for the selected session in the upper left or upper right corner of the chart.

Improved:
Indicator now calculates average daily ranges without using range data from holiday sessions.
FOREX / Currency Futures: Daily Ranges are now displayed in PIPS.

Прикрепления: SessionVolatili.zip (10.3 Kb)

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