README.md

Linus Indicator Collection

Indicator collections for NinjaTrader 8 and TradingView.

NinjaTrader 8

Copy the relevant folders under NT8/ into Documents\NinjaTrader 8\bin\Custom\, then compile NinjaScript.

Indicators

• NTLAggressionDelta - per-bar aggressive volume delta.
• NTLAggressorRatio - smoothed aggressive buy/sell ratio.
• NTLBookmap - historical limit-order-book liquidity heatmap. [WIP]
• NTLOFI - order-flow imbalance histogram.
• NTLCOFI - cumulative order-flow imbalance.
• NTLCumulativeDelta - cumulative bid/ask or uptick/downtick delta.
• NTLMarketDepth - current bid/ask depth histogram.
• NTLMarketVolume - per-bar market-volume histogram.
• NTLRangeVolumeProfile - bars-back range volume profile.
• NTLTwap - time-weighted average price.
• NTLVividBars - Außenstab, inside-bar, and outside-bar candle coloring.
• NTLVolumeFilter - thresholded large-volume trade markers.
• NTLVolumeProfile - session volume profile.
• NTLVwap - volume-weighted average price.

Chart styles

• NTLFootprintChartStyle - footprint-style price buckets.
• NTLSimpleHighLowChart - high/low line chart style.
• NTLTpoChartStyle - filled TPO profile chart style. [WIP]
• NTLTpoLettersChartStyle - outline-letter TPO profile chart style. [WIP]

Drawing tools

• NTLAnchoredVwap - anchored VWAP with deviation bands.
• NTLFixedRangeVolumeProfile - fixed-range volume profile.

Screenshots

Bookmap

Footprint and depth

TPO

Volume Filter

Volume Profile, VWAP, VividBars, and order-flow indicators

TradingView

TradingView scripts are stored under TV/. (probably outdated)

Requirements

• NinjaTrader 8.
• Tick Replay for tick/order-flow indicators that reconstruct historical trades.
• Real-time bid/ask data for order-flow tools.
• Level II data for depth and Bookmap tools.

License

See LICENSE.txt.

Disclaimer

These tools are for educational and analysis purposes only. Trading involves risk. Past performance does not guarantee future results.