Search

Categories

Show

Help

Search Results

Searching for entries matching average, looking in keywords for any words
Found 27 matching entries

Page 1 of 3

Entries

Coral Filter

The Forex Coral Filter now for Multicharts.net V1

Category MultiCharts

Details: Coral Filter
Category: MultiCharts

April 27th, 2023
Size: 2.28 KB
Downloaded: 36 times

Keywords: average coral filter forex

True Range Adjusted Exponential Moving Average (TRAdj EMA)

Traders' Tip January 2023

In his article in this issue, �True Range Adjusted Exponential Moving Average (TRAdj EMA),� author Vitali Apirine presents how a security�s true range, which measures volatility, can be incorporated into a traditional exponential moving average. The trend-following indicator, called the true range adjusted exponential moving average (TRAdj EMA), applied with different lengths, can help define turning points and filter price movements. By comparing the indicator with an exponential moving average of identical length, the trader can gain insight into the overall trend.

Multicharts.net
V1

https://traders.com/Documentation/FEEDbk_docs/2023/01/TradersTips.html#item4

Category The Elite Circle

Details: True Range Adjusted Exponential Moving Average (TRAdj EMA)
Category: The Elite Circle

February 14th, 2023
Size: 1.51 KB
Downloaded: 284 times

Keywords: average truerange

jprBollingerBands

This is an add on to the standard Bollinger Bands Script. The enhancement allows the user to choose from any of the following Moving Averages.

EMA,
SMA,
HMA,
WMA,
DEMA,
TMA,
TEMA,
VWMA,
ZLEMA

Category NinjaTrader 8 Indicators and More

Details: jprBollingerBands
Category: NinjaTrader 8 Indicators and More

October 3rd, 2021
Size: 16.63 KB
Downloaded: 323 times

Keywords: average bands bollinger moving deviation

ACR or Average "Clock" Range

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.

Category NinjaTrader 8 Indicators and More

Details: ACR or Average "Clock" Range
Category: NinjaTrader 8 Indicators and More

April 7th, 2021
Size: 3.82 KB
Downloaded: 343 times

Keywords: acr atr average range session

gbMovAvgX5

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.

Category NinjaTrader 8 Indicators and More

Details: gbMovAvgX5
Category: NinjaTrader 8 Indicators and More

April 7th, 2021
Size: 18.74 KB
Downloaded: 495 times

Keywords: average moving

gbRMMA

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.

Category NinjaTrader 8 Indicators and More

Details: gbRMMA
Category: NinjaTrader 8 Indicators and More

March 12th, 2021
Size: 88.74 KB
Downloaded: 397 times

Keywords: average moving rainbow rmma

Moving Average Cross Over Background Color - v1.3

This indicator was created at the request of @ssubterfuge
https://nexusfi.com/elite-circle/1261-want-your-ninjatrader-indicator-created-free-1656.html

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.

Category NinjaTrader 8 Indicators and More

Details: Moving Average Cross Over Background Color - v1.3
Category: NinjaTrader 8 Indicators and More

February 4th, 2021
Size: 23.46 KB
Downloaded: 892 times

Keywords: average background color crossover moving

ADR with Projection Lines V2

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.

Category NinjaTrader 8 Indicators and More

Details: ADR with Projection Lines V2
Category: NinjaTrader 8 Indicators and More

November 21st, 2020
Size: 5.08 KB
Downloaded: 878 times

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.

Category MultiCharts

Details: Kaufman AMA with Trend Change
Category: MultiCharts

September 30th, 2020
Size: 5.55 KB
Downloaded: 146 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.

Category TradeStation (hidden)

Details: Kaufman AMA with Trend Change
Category: TradeStation (hidden)

September 30th, 2020
Size: 14.23 KB
Downloaded: 151 times

Keywords: adaptive average kama kaufman moving

Page 1 of 3