Weighted Moving Average. Weighting is linear from 1 .. n. Should return the same values as the standard supplied WMA, but intended to be a reusable component. Additionally, the standard WMA always iterates, this does not iterate on intrabar data, making it more efficient with CalculateOnBarClose == false.
Version 2:
Defaults to CalculateOnBarClose = false
Updated with new JHL.Utility.MA
Faster calculation
Wikipedia calls this a 'Modified Moving Average'. Traders may know it as Welles Wilder's Moving Average, as it is the averaging method used in many of his indicators.
It's conceptually simpler than an EMA, the basic formula being:
average = (newValue + priorAverage * (n - 1)) / n
However, for any number of periods 'n', the outcome is identical to EMA(2 * n - 1). Since my basic indicators are all about efficient code reuse that is the implementation used here. Using the EMA formula is also slightly more CPU efficient than the formula above.
July 3rd, 2010
Size: 6.55 KB
Downloaded: 174 times
521
fluxsmith
Linear Regression Intercept. Returns slightly different values than the standard LinRegIntercept provided, which I believe to be incorrect (at least through NT7 Beta 18). Also unlike the provided version does not require iteration on intrabar updates. Version 1.0.
July 3rd, 2010
Size: 1.13 MB
Downloaded: 941 times
519
wgreenie
Linear Regression Slope. Should return the same values as the standard LinRegSlope. However, the standard version iterates on every update, making it especially inefficient for intrabar (tick) data. This version does not iterate on intrabar updates. Version 1.0.
July 3rd, 2010
Size: 4.51 KB
Downloaded: 314 times
517
fluxsmith
Exported with NT7.0.0.18
ChartTrader is a NinjaTrader strategy which acts as an alternative to the inbuilt Chart Trader.
Since the inbuilt chart trader and strategies cannot be used simultaneously i have built this strategy. One can place manual buy sell orders through chart trader.