Attached is a collection of 7 NonLinear Moving Averages and their functions for easy use in backtesting. Every indicator also contains an option to color the line to signal up and downtrends, and the user can specify these colors.
This pack include the following moving averages:
- KAMA (Kaufman Adaptive Moving Average),
- VIDYA (Variable Index Dynamic Average),
- MAMA (MESA Adaptive Moving Average),
- Ehlers Filter,
- Median-MA Difference Filter,
- FRAMA (Fractal Adaptive Moving Average),
- NonLinear Laguerre Filter.
If you want to import a specific indicator, uncheck the other ones while importing them in MultiCharts.
The example screenshot just shows one nonlinear moving average to give an idea.
Source: John Ehler's presentation 'Building Trading Systems on NonLinear Filters' at the TradeStationWorld 2005 Expo.
Category MultiCharts
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