NinjaTrader 8 Indicators and More - AggregateM++ Mean Reversion Oscillator V1 NT8b9
futures io


Categories Help    

NinjaTrader 8 Indicators and More
Indicators and Files in this section are compatible with NinjaTrader 8


Entries
AggregateM++ Mean Reversion Oscillator V1 NT8b9 5 *
David Varadi's AggregateM++ Mean Reversion Oscillator V1 NT8b9

Quote from the link below:

"The Aggregate M indicator is based on the concept that in the long term the market trends, while in the short-term the market is noisy, and has a tendency to mean-revert. Why not combine the two concepts to keep life simple? The Aggregate M is supposed to reflect an adjusted median that is filtered for short term noise. The median is a far more accurate measure of central tendency than a simple average especially with noisy data. Taking a superior measure of trend and filtering out some of the noise by adjusting for short-term mean reversion creates an even better median. The Aggregate M is now both trend and mean-reversion rolled into one."

Full details here

Note: I have changed David's variable names and used percentage values instead of decimals.
Please read the comments within the code itself.


Remember this is for beta so please PM me with bugs rather than responding in comments. Thank you.


Category NinjaTrader 8 Indicators and More 
 
Suggest other entries I might like
Details: AggregateM++ Mean Reversion Oscillator V1 NT8b9
Category: NinjaTrader 8 Indicators and More 


March 26th, 2016
Size: 3.52 KB
Downloaded: 792 times
 


 
Category
 



Copyright © 2021 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada), info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.