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jhlTSF
Time Series Forecast. Returns the same values as the NT supplied version, but does not iterate on intrabar updates. Also has cleaner startup values when the bars available are fewer than the specified period. Displays a trend colored plot. Category NinjaTrader 7 Indicators
555
fluxsmith
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jhlPFE
Polarized Fractal Efficiency. This does not return similar values to the NT supplied PFE, which does not implement the formulas I've found by this name. My indicator's waveform is similar enough to thinkorswim's to conclude that I have implemented the algorithm represented correctly. This indicator does not iterate. Version 1.0. Category NinjaTrader 7 Indicators
553
fluxsmith
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jhlADX
Returns the same values as the NT supplied ADX, but has at least a 12K memory advantage. Both do not iterate, so are reasonable to use with CalculateOnBarClose == false, although they are somewhat computationally intense. Version 1.0. Category NinjaTrader 7 Indicators
549
fluxsmith
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jhlAMA
Adaptive Moving Average, from the book 'Smarter Trading' by Perry J. Kaufman. A range from slow to fast for EMA period is selected based on 'Efficiency' (a signal to noise ratio, see jhlEfficiency). The resulting EMA factor is then squared, which will bias the long end of the range towards zero movement (a 30 slow period becomes 479.5 periods when the EMA factor is squared). For any given slow period n, the effective maximum period is (n + 1) squared / 2 - 1. Version 1.0. Category NinjaTrader 7 Indicators
539
fluxsmith
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jhlChaikinMoneyFlow
Chaikin Money Flow, returns the same values as the distribution version, but has a ~2-4K memory advantage depending on usage. Version 1.0. Category NinjaTrader 7 Indicators
538
fluxsmith
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jhlCMO
Chande Momentum Oscillator. This should return the same values as the standard supplied version; its advantage being ~4-6K less memory consumption. It does not iterate (neither does the supplied) so is reasonable to use with CalculateOnBarClose == false. Version 1.0. Category NinjaTrader 7 Indicators
536
fluxsmith
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jhlStdDev
Standard Deviation. Returns the same values as the standard supplied StdDev. However, the supplied StdDev iterates, this does not. Version 1.0. Category NinjaTrader 7 Indicators
531
fluxsmith
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jhlEfficiency
A signal to noise ratio. Returns the total delta for the period divided by the sum of each individual period's delta. Does not iterate, so can reasonably be used with CalculateOnBarClose == false. Might be known by other names, documented as 'Efficiency' in 'Smarter Trading' by Perry J. Kaufman. Version 1.0. Category NinjaTrader 7 Indicators
530
fluxsmith
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jhlATR
Average True Range. Should return the same values as the standard supplied ATR, but designed to be a space efficient reusable component. Version 1.0. Category NinjaTrader 7 Indicators
523
fluxsmith
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