Search
futures io


Categories Help    

Search Results
Searching for entries matching average, looking in keywords for any words
Found 24 matching entries

Sort by

Entries
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 
 
Suggest other entries I might like
Details: jhlMMA
Category: NinjaTrader 7 Indicators 


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

Keywords: average fluxsmith moving modified
ALMA (moving Average) 4 *
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 
 
Suggest other entries I might like
Details: ALMA (moving Average)
Category: NinjaTrader 7 Indicators 


March 21st, 2010
Size: 2.36 KB
Downloaded: 978 times

Keywords: moving average alma
Adaptive Laguerre Moving Average 5 *
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 
 
Suggest other entries I might like
Details: Adaptive Laguerre Moving Average
Category: The Elite Circle 


February 5th, 2010
Size: 4.16 KB
Downloaded: 1596 times

Keywords: average itguy laguerre
Average Time Per Bar 5 *
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 
 
Suggest other entries I might like
Details: Average Time Per Bar
Category: NinjaTrader 6.5 Indicators 


September 22nd, 2009
Size: 2.70 KB
Downloaded: 438 times

Keywords: average time joeblow
 



 
Category
 



Copyright © 2021 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada), info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.