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Searching for entries matching average, looking in keywords for any words
Found 27 matching entries

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Moving Average Compilation

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

Details: Moving Average Compilation
Category: The Elite Circle

September 20th, 2011
Size: 25.79 KB
Downloaded: 593 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 (hidden)

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

February 21st, 2011
Size: 2.01 KB
Downloaded: 172 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

Details: jhlATR
Category: NinjaTrader 7 Indicators

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

Keywords: atr average fluxsmith range true

jhlMMA

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.

Version 1.0.

Category NinjaTrader 7 Indicators

Details: jhlMMA
Category: NinjaTrader 7 Indicators

July 3rd, 2010
Size: 4.23 KB
Downloaded: 189 times

Keywords: average fluxsmith moving modified

ALMA (moving Average)

Hello,

In attempt to create a new kind of Moving Average with some friends/colleagues (because i was a little bit tired of the classical set of MA everybody's use for the last 10 years), we've created this new one (ALMA)..

The ALMA can give some excellent results if you take the time to tweak the parameters (don't need to explain this part, it will be easy for you to find the right setting in less than hour)..

Arnaud L.

Compatibility:
NinjaTrader 7.0: YES - ZTrade101

Category NinjaTrader 7 Indicators

Details: ALMA (moving Average)
Category: NinjaTrader 7 Indicators

March 21st, 2010
Size: 2.36 KB
Downloaded: 992 times

Keywords: moving average alma

Adaptive Laguerre Moving Average

A special class of filters which "warps" short data arrays to provide extremely responsive, but very smooth movement.

This indicator also includes coloring based on slope, alerts both audio and visual chart markers. All parameters are configurable and by changing the signal mode from between 1-4 you can make the alerts happen faster.

This works on all instruments, the buffer ticks (used to determine crossovers) are based on the instruments digits so ES one tick is 0.25 where as EURUSD would be .0001

(I commissioned this indicator and it is not copyrighted feel free to modify the code)

NinjaTrader 6.5: YES - ZTrade101
NinjaTrader 7.0: YES - ZTrade101

Category The Elite Circle

Details: Adaptive Laguerre Moving Average
Category: The Elite Circle

February 5th, 2010
Size: 4.16 KB
Downloaded: 1632 times

Keywords: average itguy laguerre

Average Time Per Bar

Modified on Dec 23, 2009...fixed a few bugs...

I use range and volume bars. Many times it takes an inordinate amount of time to build a bar but it isn't obvious unless you do some basic math to find out. So, I created this indicator that works on any chart that is not time based. Really if you think about it you don't need this indicator on a time based chart.

It has two parameters. One is used to declare the number of bars you want to use to calculate the average time per bar and is called "Period". The second parameter is called "MaxLevel" which is used to set the level that you consider to be the acceptable level. For example, I base everything on 5 minutes so my "MaxLevel" is set to 5. So, if the average time per bar plot is below the "MaxLevel" line, I consider the market to be moving in an acceptable manner. Anything over the "MaxLevel" line is considered too slow for trading.

That about covers it. Pretty simple stuff.
Good luck and I hope you find it useful. In fact, I'm curious if anyone actually finds it to be useful. Please let me know.

Mike Winfrey

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: NOT TESTED [feedback]

Category NinjaTrader 6.5 Indicators

Details: Average Time Per Bar
Category: NinjaTrader 6.5 Indicators

September 22nd, 2009
Size: 2.70 KB
Downloaded: 441 times

Keywords: average time joeblow

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