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ACR or Average "Clock" Range 5 *
Note: If you find bugs, have feature requests, or anything else, post in THIS thread.

This indicator was inspired by the typical ATR(Average True Range). The ATR simply reports the AVERAGE range of the last n-bars.

This indicator reports the average n-bars, OF A SPECIFIC time. The ACR line will show the AVERAGE volatility of a specific CLOCK TIME. As this is all just an average, it is all calculated at the start of the session, so the Projection can be displayed for the rest of the session. I find that this lends itself to an easier planning of the day around expected movement for various instruments.

This may show users the times of day where price is most likely to move. Helpful for users that focus on larger bars.

You can put this on whatever bar size you want, but must be used on TIME CHARTS. It doesn't make much sense to put on M1 charts imo.

This indicator operates OnEachTic().

The Period sets how many days to look back to capture a range. I.e., an M30 bar @ 9:30, with a period of 5, will display the average range of of that 9:30 bar over the past 5 periods.

Configuration Days is used to get a count of the bars in session, this is mainly useful for people with unreliable data, or putting this on fast charts. Should be able to leave on default.

NOTE: This indicator builds off of your session template, and assumes each session has an equal number of bars in it. If you have custom templates where each day has a different # of bars, this indie may not be of use.

NOTE: Installing this indicator will create a folder called "BTMM," that's where the indicator will be.

---EDIT - V2 9April2020---
Fixed Bug where the indicator was not saving properly with session or chart templates.


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April 7th, 2021
Size: 3.82 KB
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Keywords: acr atr average range session
gbMovAvgX5 5 *
gbMovAvgX5, Ver 1.0, TraderGB, April 7, 2021

Description: Five moving averages with optional trend shading.

Notes:
1) This indicator was requested by one of the members on one of the forums.
2) Trend changes when fastest moving average crosses slowest moving average.
3) Choose from different averages: DEMA, DSMA, EMA, HMA, SMA, TEMA, TMA, VWMA, WMA, ZLEMA.
4) Each average can be of a different type.


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Details: gbMovAvgX5
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April 7th, 2021
Size: 18.74 KB
Downloaded: 203 times

Keywords: average moving
View the winning 'starred entries' gbRMMA 5 *
Winning Entry August 1st, 2021 to September 1st, 2021 [1 votes]

gbRMMA (Ver 1.0) by TraderGB

This is a very modified version of the original Rainbow Multiple Moving Average (RMMA). It allows many averages of a given type based on user input.

Modifications:
1) Put input parameters within indicator (original indicator got input params from file).
2) Added more moving averages/filters to choose from.
3) Added deviation bands where you can choose between StdDev or ATR and multiples for bands 1/2/3.
4) Added mid-point plot of all averages. StdDev/ATR bands are based off this central point.
5) Ability to hide average lines.
6) Ability to color averages based on Up/Down colors or use Rainbow colors.
7) Ability to color background based on these trend rules:
* SlopeFull - Looks for all averages trending in the same direction before flipping trend direction.
* SlopeHalf - Looks for the number averages rising vs falling to determine trend direction.
8) Ability to show/hide the mid-point.
9) Ability to color bars based on if close is above/below mid-point.
10) Ability to show/hide bands.
11) Many color/opacity options.


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March 12th, 2021
Size: 88.74 KB
Downloaded: 191 times

Keywords: average moving rainbow rmma
Moving Average Cross Over Background Color - v1.3 5 *
This indicator was created at the request of @ssubterfuge


This indicator displays a change in chart background color when two moving averages of your choice cross over. Or you can choose to display a shaded rectangle instead of the chart background color shading. A third option is that you can display both, the background and the rectangle shading simultaneously.

You can select an offset, by a number of bars, to start displaying after the moving averages have crossed.

There is an option to plot the moving averages selected.

The available moving averages you can select include:
EMA,
SMA,
HMA,
WMA,
DEMA,
TMA,
TEMA,
ZLEMA,
VMA

UPDATED (2021 Feb 11 - Version 1.1): Allow you to select one moving average type for the slow MA and a different moving average type for the fast MA.

UPDATED (2021 Feb 15 - Version 1.2): Added VMA to the list of available moving average types.

UPDATED (2021 Mar 11 - Version 1.3): Added KAMA & MAMA to the list of available moving average types.


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Details: Moving Average Cross Over Background Color - v1.3
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February 4th, 2021
Size: 23.46 KB
Downloaded: 450 times

Keywords: average background color crossover moving
ADR with Projection Lines V2 4 *
Note: If you find bugs, have feature requests, or anything else, post in THIS thread.

IMPORTANT: Read before install. This is an Average DAILY range indicator, so you MUST have at least the number of days you are setting your ADR to compute an ADR. This includes weekends that don't have data. So if it does not work, MAKE sure you have enough days loaded. E.g., if you are trying to display a 14-day average, but only have 10 actual days of data(excluding weekends), the indicator will return a null value(∞).
------------------------------------------------------------

This indicator will display an ADR on your screen. It will also display projections of that ADR as the day progresses.

As the range is extended, the lines will adjust until the ADR is achieved... The lines will then LOCK in place, change color and remain FIXED for the rest of the session. The image attempts to show this.

The lines produced are projections, NOT predictions. The lines are simply the result of subtracting the ADR from the CURRENT daily High to plot the LOW projection, and the opposite to plot the HIGH projection. This is why the lines will adjust and shrink as the range expands.

Setting "AutoScaleLines" to true, will autoscale so that the lines are always in view on your chart. I.e., this will shrink the bars.

The on-Screen text should be self-explanatory, but the label of "complete" simply describes the current day's range as a percentage of the ADR. E.g., a value of 50% tells you the CURRENT day's range is 1/2 the ADR.

You can either on-screen display, lines or both.

The indicator will update in real-time, on each tic.

Note, installing this indicator will create a folder in your indicators called "BTMM", that's where the indicator will be.

->UPDATE(26Nov2020): V2 of Indicator. Added new Parameter called Last-Bar SmartFit. This parameter will push the ADR(the lines) to the LOD(Low of Day) or HOD(High of Day), on the LAST bar in the session. This will occur when the ADR is NOT achieved on that day.

It works by putting the range on whichever came FIRST(LOD or HOD). THis is mostly visual, as I like to see visually, by how much the ADR was missed. Mostly just an easier way to see historical data. This adjustment will ONLY occur on the LAST bar of the session.

THIS image below attempts to explain what the new parameter is doing.


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Details: ADR with Projection Lines V2
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November 21st, 2020
Size: 5.08 KB
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Keywords: adr average daily range session
Kaufman AMA with Trend Change
This indicator is the Kaufman Adaptive Moving Average, a/k/a KAMA, but which changes color when the indicator changes direction. This is a direct descendant of the Mov Avg Adaptive indicator that comes with MultiCharts.

I like single line indicators that change color when a trend changes, so this is my implementation of the KAMA with those attributes. The screenshot here is actually from TradeStation, but it looks and functions the same in MC.

Indicator Name: Mov Avg Adaptive Color Change
Inputs: Same as a normal KAMA, plus:
  • UsePlotColoring >>> set to true for coloring; false to turn it off
  • UpTrendColor >>> self explanatory
  • DownTrendColor >>> self explanatory
Small Difference in Original Calculation:
I added the Round2Fraction function to the MAA calculation, to round to the nearest minimum move for the chart. This helps filter out minor fluctuations when the indicator is practically flat, that may show a change in trend that isn't there. I don't believe this fundamentally changes anything, from my observations.

Import the PLA and apply to a chart. You're all set!

I posted a TradeStation version in that section, as the syntax is slightly different.


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Category: MultiCharts 


September 30th, 2020
Size: 5.55 KB
Downloaded: 79 times

Keywords: adaptive average kama kaufman moving
Kaufman AMA with Trend Change
This indicator is the Kaufman Adaptive Moving Average, a/k/a KAMA, but which changes color when the indicator changes direction. This is a direct descendant of the Mov Avg Adaptive indicator that comes with TradeStation.

I like single line indicators that change color when a trend changes, so this is my implementation of the KAMA with those attributes.

Indicator Name: Mov Avg Adaptive Color Change
Inputs: Same as a normal KAMA, plus:
  • UsePlotColoring >>> set to true for coloring; false to turn it off
  • UpTrendColor >>> self explanatory
  • DownTrendColor >>> self explanatory

Small Difference in Original Calculation:
I added the Round2Fraction function to the MAA calculation, to round to the nearest minimum move for the chart. This helps filter out minor fluctuations when the indicator is practically flat, that may show a change in trend that isn't there. I don't believe this fundamentally changes anything, from my observations.

Import the ELD and apply to a chart. You're all set!

I am posting a MultiCharts version in that section, as the syntax is slightly different.


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Details: Kaufman AMA with Trend Change
Category: TradeStation 


September 30th, 2020
Size: 14.23 KB
Downloaded: 90 times

Keywords: adaptive average kama kaufman moving
Zerolag HATEMA (amaZerolagHATEMA) 5 *
Version 1.1 July 17,2017

The ZerolagHATEMA and ZerolagTEMA were presented by Sylvain Vervoort in “THE QUEST FOR RELIABLE CROSSOVERS” Technical Analysis of Stocks & Commodities, May 2008. The Zerolag HATEMA is based on a TEMA that uses Heikin-Ashi candles as input series. In a second step Sylvain Vervoort applied zero-lag techniques to the HATEMA to compensate for its lag. For further details, please read the article by Sylvain Vervoort.

This indicator does not depend on the selected input series, as it uses open, high, low and close of each candle. As a consequence this indicator may not be used with any other input series than price.


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October 30th, 2017
Size: 5.36 KB
Downloaded: 451 times

Keywords: average filter heikinashi iir moving tema zerolag hatema
SuperTrend U11 (amaSuperTrendU11) 5 *
Version 2.3*) November 16, 2017

The SuperTrend indicator is an application of the concept of MAE (maximum adverse excursion), which was introduced by John Sweeney in the mid-nineties. It is a Stop-And-Reverse (SAR) indicator based on breakouts from a modified Keltner channel.

The SuperTrendU11 is an enhanced version of the original SuperTrend indicator that comes with the following modifications:

- You may select between 36 different moving averages for the baseline.
- The baseline is calculated one bar ago to avoid recalculating with each incoming tick.
- You may select from 4 different volatility measures - average true range, average range, residual mean absolute deviation and residual root mean square deviation
- Average true range and average range can be calculated from 30 different moving averages.
- All volatility measures are also calculated one bar ago.

In fact there is no point in moving a trailing stop towards the current price intra-bar. Therefore a trailing stop should always be calculated from the prior bar and not the last price.

When you import the install file to NinjaTrader, it will also install the following moving averages:

- Moving Median
- Moving Median TPO
- Moving Median VWTPO
- Moving Mean TPO
- Moving Mean VWTPO
- Adaptive Laguerre Filter
- ADXVMA
- Butterworth Filter
- Distant Coefficient Filter
- Double Weighted Moving Average (DWMA)
- Exponential Hull Moving Average (EHMA)
- Gaussian Filter
- Holt EMA
- Laguerre Filter
- Range Weighted Moving Average
- SuperSmoother
- Sine Weighted Moving Average
- Tillson T3
- Triple Weighted Moving Average (TWMA)
- ZerolagHATEMA
- ZerolagTEMA

It will also install debugged versions of MAX and MIN, as the in-built versions supplied with NT8 do not work correctly with Renko bars (RemoveLastBarSupported).

The SuperTrend U11 can be set to revert intra-bar or at the bar close. With default settings the stop line is only broken, when there is a bar close beyond the stop. The indicator further comes with paint bars and sound alerts.

The SuperTrend is a trend indicator, which can be used in various ways. It is best used as a trailing stop or as a trend filter. It can also be used as a stop-and-reverse indicator, but will only work as such in trending markets. Typically it will allow for profitable results while the market is trending and then give the money back in sideways markets.

Note: The SuperTrend U11 has the trend exposed as a public property. This property can be accessed programmatically. However, it cannot be currently accessed via the market analyzer. In order to access the Trend series via the market analyzer, a specific MarketAnalyzerColumn is required. The MarketAnalyzerColumn is not yet included with the install file, as it has led to freezes with NT 8.0.8.0. The bug has been confirmed by NinjaTrader developers and only fixed with the latest release NT 8.0.9.0. (issue #12054). The market analyzer column and sound files for the SuperTrend U11 will be available with a future update.

*) Unfortunately, the forum software always renames zip files to match the original file name. Therefore the zip file refers to a prior version of the amaSuperTrendU11. Be assured that the zip file contains the indicator version referenced in the headline.


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Sine Weighted Moving Average (amaSWMA) 5 *
Version 1.0 September 1, 2017

The Sine Weighted Moving Average (SWMA) is a FIR filter that applies weights to each bar of the lookback period in the shape of the bulge in a sine curve from 0 to pi. As a consequence the middle prices of the lookback period have the greatest weight.

The sine weighted moving average is quite similar to a triangular moving average.

I have coded it because it comes as a default moving average with other software packages and has been requested by users.


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Details: Sine Weighted Moving Average (amaSWMA)
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October 21st, 2017
Size: 2.53 KB
Downloaded: 354 times

Keywords: average filter fir moving sine sineweighted
 



 
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