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LowPassFilter for ThinkorSwim

A trend indicator / filter that filters noise out.

Recommend you use 2nd order or 3rd order parameters.
1st order is just a sma presmoothed with another sma.

So for the "Order" Parameter the options are 1, 2, or 3.

Maybe someone can look into the code fix the calculation of bars on the left side of the chart.

Category The Elite Circle

Details: LowPassFilter for ThinkorSwim
Category: The Elite Circle

June 24th, 2014
Size: 1.09 KB
Downloaded: 244 times

Keywords: filter lowpass thinkorswim trend

LowPassFilter v1

Category The Elite Circle

Details: LowPassFilter v1
Category: The Elite Circle

June 23rd, 2014
Size: 4.60 KB
Downloaded: 1386 times

Keywords: filter trend lowpass

Coral Trendfilter

Exported using NT Version 7.0.1000.16

This is an indicator adapted from a C# implementation for cTrader. It is a simple linear IIR filter. The indicator is widely available for MetaTrader 4 in Forex fora, but I have not checked the C# version against the original mq4 files.

When price is above the Coral filter, only consider a long position. When price is below the indicator, only consider a short position.

Detailed information on the indicator is available here:

https://www.forexfactory.com/showthread.php?t=127271

The indicator comes with a trend indication based on the slope of the linear filter. The neutral range can be adjusted via the threshold parameter. The trend can be displayed via paintbars. The trend state is exposed via an IntSeries() and be directly called from a strategy.

Category NinjaTrader 7 Indicators

Details: Coral Trendfilter
Category: NinjaTrader 7 Indicators

October 27th, 2013
Size: 4.99 KB
Downloaded: 1437 times

Keywords: coral filter iir trendfilter

Distance Coefficient Ehlers Filter

Exported using NT version 7.0.1000.11

This is a nonlinear FIR filter based on the work of John F. Ehlers. A short description of the methdology can be found here:

https://www.mesasoftware.com/Papers/Ehlers%20Filters.pdf

The filter follows the EasyLanguage code, which you will find under Figure 6 in the paper cited above. However, it uses a 4-period triangular moving average as input series, where the code example relies on the bar center.

The Distance Coefficient Ehlers Filter is already included with the Bollinger Bands Universal, Keltner Channel Universal, SuperTrend U11 and Heikin Ashi indicators, but I had not made it available so far as a separate download.

Update October 1, 2012: Small bug removed. Indicator will now correctly display when a period of 1 is selected.

Category NinjaTrader 7 Indicators

Details: Distance Coefficient Ehlers Filter
Category: NinjaTrader 7 Indicators

October 1st, 2012
Size: 5.80 KB
Downloaded: 574 times

Keywords: ehlers filter fir

Kaufman Efficiency Ratio

This indicator is ported from on FatTails' Kaufman Efficiency Ratio indicator for NinjaTrader 7.

The Kaufman Efficiency Ratio shows the amount of "trendiness" versus chop. When the Efficiency Ratio crosses above the chop line, there is a trend. If the Efficiency Ratio crosses below that, the market is range bound.

Efficiency Ratio's above the horizontal chop line cause this line to be coloured yellow to help with the interpretation of chop vs trend.

Category MultiCharts

Details: Kaufman Efficiency Ratio
Category: MultiCharts

January 21st, 2012
Size: 8.71 KB
Downloaded: 529 times

Keywords: filter kaufman trend rangebound

Ehlers Collection for NT 7

Exported using NT Version 7.0.1000.3

This is a collection of various filters by John Ehlers outlined in his books "Rocket Science for Traders" and "Cybernet Analysis for Stocks and Futures".

The following indicators are included:

- Adaptive Cyber Cycle
- Adaptive CCI
- Adaptive Center of Gravity
- Adaptive Laguerre Filter
- Adaptive Relative Vigor Indicator
- Dominant Cycle
- Dominant Cycle Oscillator
- Hilbert Sinewave Oscillator
- Hilbert Transform 2
- Instantaneous Trend
- Laguerre Filter
- Laguerre RSI
- Median Indicator
- Smoothed Adaptive Momentum

This collection of Ehlers indicators was originally submitted by Piersh. I have simply ported the indicators to NinjaTrader 7.

Category NinjaTrader 7 Indicators

Details: Ehlers Collection for NT 7
Category: NinjaTrader 7 Indicators

February 20th, 2011
Size: 35.71 KB
Downloaded: 2754 times

Keywords: adaptive cci centerofgravity cybercycle dominantcycle filter hilbert laguerre median momentum rvi sinewave transform trend

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