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Visual EMA Multi-Timeframe

Exported using NT Version 7.0.1000.11

Indicator will only run on NT 7.0.1000.4 or later.

The VisualEMA is a MTF (multi-timeframe) version of the Exponential Moving Average. It will plot on any chart and allows to calculate the moving average

- from minute bars
- from second bars
- from tick bars
- from range bars
- from volume bars

For example you can display an hourly EMA on a 277 tick chart, or display a 12-period EMA calculated from a 100 tick chart on a 5 range chart.

The indicator has three modes to display the moving average:

StrategicMode: The first bar series collects the values from the secondary series without any lag on historical data, but a 1-tick lag on real-time data. This mode does not repaint, but shows the values originally recovered from the secondary bar series. On the chart the indicator in Strategy Mode is plotted yellow.

FirstTickMode: To avoid the lag for similar bars with identical time stamps, the indicator repaints the indicator value for the prior bar, after the first tick of the current bar has been registered. The one-tick repainting reduces the lag. On the chart the FirstTick Mode is shown in red.

Visual Mode: To make it easier to use the indicator visually, the indicator interpolates the distance between two consecutive bars of the secondary bar series. The interpolation algorithm works in real-time and simulates the CalculateOnBarClose = false mode for the indicator relative to the secondary bar series. It repaints the current leg of the indicator back to the prior bar of the secondary series. The interpolation adapts itself to equidistant or non-equidistant charts. The Visual Mode is shown in aqua.

This indicator comes as a protected assembly, so you cannot directly access the code.

Update August 30, 2011: 1-Tick Repainting for VisualMode and FirstTickMode was only enabled for fixed period bars. It is now also available for other bar types.
Update September 6, 2011: Bug fixed. VisualMode interpolation could be a few ticks off on real-time data.
Update November 9, 2011: Indicator entirely recoded, robustness and speed improved, lag reduced.
Update November 23, 2011: Indicator was lagging with CalculateOnBarClose = true setting. Lag is eliminated.
Update January 5, 2012: Option added to select color according to the slope of the VisualEMA. Paintbars added as a trendfilter.
Update August 15, 2012: Code updated to allow for displacement of indicator.
Update September 29, 2012: Renko option removed. Indicator could not always be called from a strategy, bug removed.

Please remove prior versions of the indicator, before installing the new release:
(1) Remove old assembly via File -> Utilities -> Remove NinjaScript Assembly.
(2) Shut down NinjaTrader and restart it.
(3) Install new file via File -> Utilities -> Import NinjaScript.

Category NinjaTrader 7 Indicators

Details: Visual EMA Multi-Timeframe
Category: NinjaTrader 7 Indicators

September 29th, 2012
Size: 47.89 KB
Downloaded: 6947 times

Keywords: ema movingaverage mtf multi-timeframe

Comments/ratings

Doppio June 23rd, 2011 09:21 AM

Magnificent!
And so fast at loading!
Thanks so much
Doppio

Trafford June 24th, 2011 05:49 PM

FatTails - Fantistico!

COTtrader July 4th, 2011 08:45 PM

Awesome!!!

jrs659 August 20th, 2011 12:30 PM

Thanks again,this is way to cool,,,,

rainbowchaser August 28th, 2011 07:15 PM

Thanks a lot Fat Tails. Was FlabbergaSTED WHEN DISCOVERING ALL THE iNDICATORS YOU POSTED. Thx for sharing.

kevinhenjum August 31st, 2011 07:31 AM

Your the man!

maumau August 31st, 2011 08:57 AM

Your generosity is greatly appreciated!
Thank you for all your efforts in the BMT forum.

lee123 August 31st, 2011 12:26 PM

No Comment

mea109 September 1st, 2011 01:28 AM

Innovation, as always !
Would you be kind enough to include slope up/down coloring ? Thank you

soumi71 September 2nd, 2011 05:30 PM

Thanks Harry for coding such smart indicators !

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