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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.


Category NinjaTrader 8 Indicators and More 
 
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Details: Zerolag HATEMA (amaZerolagHATEMA)
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October 30th, 2017
Size: 5.36 KB
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Keywords: average filter heikinashi iir moving tema zerolag hatema
Zerolag TEMA (amaZerolagTEMA) 5 *
Version 1.0 March 17, 2017

The Zerolag TEMA and Zerolag HATEMA were presented by Sylvain Vervoort in “THE QUEST FOR RELIABLE CROSSOVERS” Technical Analysis of Stocks & Commodities, May 2008. The Zerolag TEMA is a version of the triple smoothed moving average which is less smooth, but more responsive to market movements. For further details read article by Sylvain Vervoort.

Sylvain Vervoort suggested to use the typical price as input series for the Zerolag TEMA. I have not hardcoded the typical price as input series. Please select the typical price as input series via the indicator dialogue box.


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Details: Zerolag TEMA (amaZerolagTEMA)
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October 30th, 2017
Size: 4.95 KB
Downloaded: 302 times

Keywords: filter iir movingaverage tema zerolag
SuperSmoother Filter (amaSuperSmoother) 5 *
Version 1.0 March 12, 2017

These are the 2 pole and 3 pole Super Smoother Filters, which are derived from digital Butterworth Filters. They were first described by John F. Ehlers in his book "Cybernetic Analysis for Stocks and Futures". I have ported them from Easy Language to NinjaTrader.

The chart shows that the 2 pole super smoother filter (firebrick) gives a better approximation for price while the 3 pole filter (blue) offers superior smoothing.

To emulate the original SuperSmoother presented by John F. Ehlers, please select the PriceType "Median" as Input Series.


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Details: SuperSmoother Filter (amaSuperSmoother)
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October 21st, 2017
Size: 2.71 KB
Downloaded: 419 times

Keywords: butterworth filter iir poles supersmoother
Adaptive Laguerre Filter (amaAdaptiveLaguerreFilter) 5 *
Version 1.1 August 1, 2017

This is a four element Adaptive Laguerre Filter as described by John Ehlers in his paper "Time Warp - Without Space Travel".

The Laguerre Filter is a smoothing filter based on Laguerre polynomials. Its first term is an EMA, which is then further smoothened with a damping factor. The damping factor may take any value between 0 and 1. When the damping factor is set to 0, the Laguerre Filter becomes a finite impulse response (FIR) filter. When the damping factor is set to a value close to 1, the filter becomes dramatically smoother, but will have a significant lag.

The Adaptive Laguerre Filter is based on the simple Laguerre Filter, but uses a variable damping factor. The damping factor is adjusted such that low frequency components are delayed more than high frequency components. The resulting filter is an adaptive moving average and can be compared to the Kaufman Adaptive Moving Average (KAMA) or the Variable Index Dynamic Average (VIDYA).


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October 20th, 2017
Size: 9.89 KB
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Keywords: adaptive damping filter iir laguerre polynomials
Laguerre Filter (amaLaguerreFilter) 5 *
Version 1.0 March 6, 2017

This is a four element Laguerre Filter as described by John Ehlers in his paper "Time Warp - Without Space Travel".

The Laguerre Filter is a smoothing filter based on Laguerre polynomials. Its first term is an EMA, which is then further smoothened with a damping factor. The damping factor may take any value between 0 and 1. When the damping factor is set to 0, the Laguerre Filter becomes a finite impulse response (FIR) filter. When the damping factor is set to a value close to 1, the filter becomes dramatically smoother, but will have a significant lag.

The indicator that can be downloaded here is a four element Laguerre Filter. I have replaced the damping factor with a synthetic lookback period which allows for adjusting smoothness and lag. A lookback period of 1 corresponds to a simple 4-period triangular moving average.

LaguerreFilter(1) = TMA(4)

When the synthetic lookback period is increased, the filter becomes smoother but has a slower response to price changes.


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Details: Laguerre Filter (amaLaguerreFilter)
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October 20th, 2017
Size: 2.67 KB
Downloaded: 303 times

Keywords: damping filter iir laguerre polynomials
Gaussian Filter (amaGaussianFilter) 5 *
Version 1.1 September 5, 2017

Gaussian Filter as described by John Ehlers in his paper "Gaussian and Other Low Lag Filters".

https://www.mesasoftware.com/papers/GaussianFilters.pdf

You may set the number of poles in the filter to 1,2,3 or 4. A 1-pole filter will have a better approximation to price, whereas the 4-pole filter has superior smoothing.

To emulate the original Gaussian filter presented by John F. Ehlers, please select the PriceType "Median" as Input Series.


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Details: Gaussian Filter (amaGaussianFilter)
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September 5th, 2017
Size: 2.84 KB
Downloaded: 379 times

Keywords: filter gaussian iir movingaverage
Coral Trendfilter 5 *
Exported using NT Version 7.0.1000.16

This is an indicator adapted from a C# implementation for cTrader. It is a simple linear IIR filter. The indicator is widely available for MetaTrader 4 in Forex fora, but I have not checked the C# version against the original mq4 files.

When price is above the Coral filter, only consider a long position. When price is below the indicator, only consider a short position.

Detailed information on the indicator is available here:

https://www.forexfactory.com/showthread.php?t=127271

The indicator comes with a trend indication based on the slope of the linear filter. The neutral range can be adjusted via the threshold parameter. The trend can be displayed via paintbars. The trend state is exposed via an IntSeries() and be directly called from a strategy.


Category NinjaTrader 7 Indicators 
 
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Details: Coral Trendfilter
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October 27th, 2013
Size: 4.99 KB
Downloaded: 1410 times

Keywords: coral filter iir trendfilter
 


 
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