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Range Weighted Moving Average (amaRWMA) 5 *
Version 1.0 March 12, 2017

The Range Weighted Moving Average (RWMA) is weighted moving average which uses the square of the range of the bar as weighting factor. The exact formula for the weighting factor has the bar range replaced with the number of tick levels covered by the bar.

Volatility is driven by volume and is approximately proportional to the square root of volume. Therefore it is possible to use the squared range as a proxy for volume. This is interesting when genuine volume figures are not available. This would be the case

- for FOREX data that comes without historical backfill for volume
- for instruments that are driven by other markets outside of the regular session

In these cases the VWMA may be distorted, whereas the RWMA will still return proper results.


Category NinjaTrader 8 Indicators and More 
 
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Details: Range Weighted Moving Average (amaRWMA)
Category: NinjaTrader 8 Indicators and More 


October 20th, 2017
Size: 2.68 KB
Downloaded: 444 times

Keywords: average moving range rwma volatility vwma weighting
Moving Average Ribbon V1 5 *
Inspired by the "MovAvgExpRibbon" this is a similar study but with half the lines and clouds between the three zones. Each line is the double of the previous line. The colors are for a white background and would have to be changed in the code for a dark background.


Category ThinkOrSwim 
 
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Details: Moving Average Ribbon V1
Category: ThinkOrSwim 


January 26th, 2015
Size: 3.04 KB
Downloaded: 343 times

Keywords: average ma moving ribbon thinkorswim
GHPBarTimer 5 *
I know I have seen an indicator like this before on BMT, but I was asked to create this by someone recently so I figured I would post it for the rest of BMT. This indicator is meant for not time based bar types such as Renko or Range. It will report the average time of the bars over the last period in Sec. It will also present the time of the current bar for comparison. If the Sec are less than the alarm limit, it will paint that bar Green and a gray strip into the primary chart.

Summary:
Red Trace: Average time in Bars/Sec over period
Light Blue: Time of current bar in seconds
Green/Gray Strip: Alarm limit reached



VERSION:
00: Initial release


Category NinjaTrader 7 Indicators 
 
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Details: GHPBarTimer
Category: NinjaTrader 7 Indicators 


July 30th, 2014
Size: 2.36 KB
Downloaded: 355 times

Keywords: average bar time timer alarm
ADXVMA - Recoded for NT7 5 *
Exported using NT Version 7.0.1000.10

Why code another version of the ADXVMA?

All previous versions of the ADXVMA are based on a dirty transcript from MetaTrader which has a number of bugs, inconsistencies or variables that are not being used. This is just an attempt to clean up the mess and come up with a proper version. These are the changes:

Initialization: Most versions are initialized with a value of 0 instead of Input[0], this usually creates false values for the first 100 or 200 bars.

Redundant variables: The transscripts from MetaTrader use 4 different variables for the period, although it is always the same period. A variable used for the shift in MetaTrader is carried around, although it always has the value 0.

Inefficient algorithms: The indicator mostly uses Wilder's smoothing for calculating exponential averages from the positive and negative Momentum. The smoothing constant k is calculated once and applied to the various steps required for smoothing. Searching the highest and lowest value for the last n+1 period was hidden in a complex algorithm.

Input Series: The prior versions can only be applied to the close, this version also accepts other input series, such as the high, low or the typical price of the selected instrument.

Trendfilter: The indicator can best be used as a trendfilter. The trend state, which can be positive, negative and neutral, is exposed via an IntSeries, which can then be accessed by other indicators and strategies. The trend can also be shown via a paintbar option.

Update June 11, 2012: Trendfilter and colors modified to avoid frequent trend changes.
Update July 3, 2012: Serialization of display options changed. This will make it simpler to call the indicator from other indicators or strategies.


Category NinjaTrader 7 Indicators 
 
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Details: ADXVMA - Recoded for NT7
Category: NinjaTrader 7 Indicators 


July 3rd, 2012
Size: 8.56 KB
Downloaded: 2971 times

Keywords: adxvma average moving trendfilter vidya
Moving Average Ultra Grad
This is a double weighted moving average that uses shorter term averages to gradually change the color of the indicator.


Category TradeStation 
 
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Details: Moving Average Ultra Grad
Category: TradeStation 


January 7th, 2012
Size: 8.50 KB
Downloaded: 308 times

Keywords: average double moving trend weighted grad
Double Weighted Moving Average Color
Here is a double weighted moving average. The line changes color to show trend. Both MA lengths are selectable. Trend color is selectable. Version 1


Category TradeStation 
 
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Details: Double Weighted Moving Average Color
Category: TradeStation 


January 7th, 2012
Size: 6.68 KB
Downloaded: 303 times

Keywords: average double moving trend weighted
Lagged Moving Average Crossover 3 *
Simple strat that waits a certain number of periods before using the moving average crossover signal.

Here is the thread where it is discussed.
www.bigmiketrading.com/ninjatrader-programming/14365-ninja-trader-strategy-wait-10-bars-before-entering-into-trade.html


Category NinjaTrader 7 Strategies 
 
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Details: Lagged Moving Average Crossover
Category: NinjaTrader 7 Strategies 


October 26th, 2011
Size: 2.75 KB
Downloaded: 779 times

Keywords: average cross crossover moving over lagged
Moving Average Compilation 5 *
A compilation of many Moving Averages in a single indicator. You can select from:
SMA, simple
EMA, exponential
WMA, weighted
DEMA, double exponential
HMA, Hull
T3,
TEMA, triple exponential
TMA, triangular
VMA, variable
VWMA, volume weighted
ZLEMA, zero lag exponential

and use colors for rising and falling regions.

NinjaTrader 7.0.1000.6


Category The Elite Circle 
 
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Details: Moving Average Compilation
Category: The Elite Circle 


September 20th, 2011
Size: 25.79 KB
Downloaded: 584 times

Keywords: average
Candle Close Above/Below MA (EA)
This strategy will buy/sell when the candle closes above or below the specified moving average. For example, if candle closes above the moving average line, a buy order is placed. If the candle closes below the moving average, a sell order is placed. The moving average length can be set in the strategy inputs. A simple using average is used if the Simple option in the strategy inputs is set to True. If false, the calculation is based on an exponential average.


Category FXCM Strategy Trader 
 
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Details: Candle Close Above/Below MA (EA)
Category: FXCM Strategy Trader 


February 21st, 2011
Size: 2.01 KB
Downloaded: 163 times

Keywords: average moving
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 
 
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Details: jhlATR
Category: NinjaTrader 7 Indicators 


July 3rd, 2010
Size: 6.25 KB
Downloaded: 260 times

Keywords: atr average fluxsmith range true
 



 
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