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Submitted by Fat Tails
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Generic EMA

Exported using NT Version 7.0.1000.3

This is a generalized EMA, which allows you to use it with fractional periods. The minimum period required is 1.0.

This generalization is possible, as the integer period of an EMA is an artificial construct, which was adapted following the work of Jack K. Hutson, who compared simple and exponential moving averages. The generalized formula for an EMA is

EMA[0] = (1 - k) * EMA[1] + k * Price[0] , where 0 < k <= 1

The period n translates into k = 2/(n+1), so that n >= 1 is required not to violate the allowed range for k. Fractional values for n are possible.

The chart shows a fast EMA with a period of 12.7 and a slow EMA with a period of 38.3. The indicator which can be downloaded here, does not shade the region, a dual MA indicator will be released later.

Category NinjaTrader 7 Indicators

Details: Generic EMA
Category: NinjaTrader 7 Indicators

February 16th, 2011
Size: 1.93 KB
Downloaded: 867 times

Keywords: ema movingaverage

Moving Median

Exported using NT Version 7.0.1000.3

Besides the average there are other statistical measures to describe the behavior of a sample of n values. One of these measures the median, which is the numeric value separating the higher half of the sample from the lower half of the sample. In case that the number n of the values of the sample is even, the median is defined as the mean of the two middle values.

The median is statistically more robust than any average, as it does not take into account outliers or black swans. A moving average can be replaced with the moving median for many purposes.

This indicator calculates the moving median by writing the last n values to an array, sorting the array and selecting the middle value - or in case that n is even, the two middle values of the sample.

The NinjaScript method GetMedian() is not used, because it is flawed.

Category NinjaTrader 7 Indicators

Details: Moving Median
Category: NinjaTrader 7 Indicators

February 13th, 2011
Size: 2.12 KB
Downloaded: 966 times

Keywords: median movingmedian

SuperSmoother Filter

Exported using NT Version 7.0.1000.2

These are the 2 pole and 3 pole Super Smoother Filters, which were described by John F. Ehlers in his book "Cybernetic Analysis for Stocks and Futures". Ported from Easy Language to NinjaTrader.

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

Category NinjaTrader 7 Indicators

Details: SuperSmoother Filter
Category: NinjaTrader 7 Indicators

February 11th, 2011
Size: 2.31 KB
Downloaded: 1196 times

Keywords: movingaverage signalprocessing supersmoother

Butterworth Filter

Exported using NT Version 7.0.1000.2

These are the 2 pole and 3 pole Butterworth Filters, which were described by John F. Ehlers in his book "Cybernetic Analysis for Stocks and Futures". Ported from Easy Language to NinjaTrader.

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

Category NinjaTrader 7 Indicators

Details: Butterworth Filter
Category: NinjaTrader 7 Indicators

February 10th, 2011
Size: 2.33 KB
Downloaded: 561 times

Keywords: butterworth movingaverage signalprocessing

ZeroLagHATEMA

Exported using NT Version 7.0.1000.2

The ZeroLagHATEMA is a Heikin-Ashi smoothed zerolagging moving average, which was presented by Sylvain Vervoort in the May 2008 edition of the TASC (Technical Analysis of Stocks and Commodities) magazine.

The original version of this indicator was coded for the Trader's Tips of TASC and is available as a NinjaTrader download.

This is an updated version for NT 7.0, which has a bug of the original indicator removed.

Category NinjaTrader 7 Indicators

Details: ZeroLagHATEMA
Category: NinjaTrader 7 Indicators

January 17th, 2011
Size: 5.45 KB
Downloaded: 894 times

Keywords: ashi ema zero zerolag zerolaghatema

SuperDrive

Exported using NT Version 7.0.1000.2

This is an improved version of the drive indicator.

The indicator detects both volatility and momentum and shows the relationsship between bullish momentum or bearish momentum and volatility.

Volatility is measured via the absolute value of the indicator. You will notice, how it moves up during the day session and moves down during the night session.

Momentum is measured as the difference between the two lines. Positive momentum is shown as green and negative momentum is shown as red. The momentum is measured via the enhanced momentum indicator, which is included.

The lines are smoothed with a Hull moving average for display.

Category NinjaTrader 7 Indicators

Details: SuperDrive
Category: NinjaTrader 7 Indicators

January 12th, 2011
Size: 11.63 KB
Downloaded: 2074 times

Keywords: drive momentum trendfilter volatility

Balanced Momentum

Exported using NT Version 7.0.1000.1

This is an improved version of the momentum indicator.

The n-period momentum is the difference between the close of the last bar and the close n bars ago. When a large bar n periods ago drops out of the momentum calculation, this can create a significant distortion, as it will show as a change in momentum, even if there was no or little price change for the last bar.

To eliminate this problem, the input value n bars ago was replaced with the triangular moving average SMA(SMA(Input, n+1), n+1)[0]. This modification does not change the usability of the momentum indicator, but simply eliminates the distortion.

Category NinjaTrader 7 Indicators

Details: Balanced Momentum
Category: NinjaTrader 7 Indicators

December 15th, 2010
Size: 3.54 KB
Downloaded: 1329 times

Keywords: momentum movingaverage tma triangular

SessionColors

Exported using NT 7.0.1000.1

This is a simple indicator that colors the background of your charts according to the current session template.

To use the indicator you first need to create a session template that reflects the different intraday sessions. The chart shows Crude Oil using the following session template (all times are EST for NYMEX)

Night session: 6:00 PM - 9:00 AM
RTH session: 9:00 AM - 2:30 PM
Evening session: 2:30 PM - 5:15 PM

Select the session template as your default template via instrument manager and display all charts with <instrument settings>. When toggling between instruments the chart will now select the appropriate session for your instruments automatically.

Category NinjaTrader 7 Indicators

Details: SessionColors
Category: NinjaTrader 7 Indicators

December 8th, 2010
Size: 2.12 KB
Downloaded: 1669 times

Keywords: backcolor session sessions

ThrustBars

Exported using NT version 7.0.0.23

This is a simple paint bar study to identify thrust bars.

An upthrusting bar (white) is a bar that closes above the high of the prior bar.

A downthrusting bar (yellow) is a bar that closes below the low of the prior bar.

All candle colors and candle outline colors can be selected by the user.

Category NinjaTrader 7 Indicators

Details: ThrustBars
Category: NinjaTrader 7 Indicators

November 23rd, 2010
Size: 2.91 KB
Downloaded: 1557 times

Keywords: candleoutlines insidebars paintbars thrustbars

Backadjusting Futures

This is a document that explains how to backadjust futures contracts.

Category Educational

Details: Backadjusting Futures
Category: Educational

September 1st, 2010
Size: 38.12 KB
Downloaded: 728 times

Keywords: backadjust merge rollover continuous

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