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Update: KR_Trender v4 for ToS

Here is my big update of previously posted KR_Trender_v3 for ToS (aka, the Rainbow_Trender). My goal is to put together a trend detection indicator (based on multi-EMAs - the most basic and enduring concept), that makes it simpler to visualize good trends to ride, and more reliable to take positions, "add to position" in case of possible continuation, and exit if trend is found to be slowing down.

pls feel free to try with different instruments, timeframes, and provide feedback. (good & bad all welcome)...

full post where this started here
https://nexusfi.com/stocks-etfs-trading/21886-how-do-you-define-bullish.html

RedK

So what represnts an ideal trend, when is a "Full Trend Alignment" detected?
this is based on the calculation of an average "score" of price relative to 3 EMA's of different lengths, and of these EMA's each to the next longer one. to explain in chart terms: a full up trend is detected when the price (P, i use HLC3 by default) moves and stays above EMA10, AND the EMA10 crosses above EMA20 AND EMA20 crosses above EMA40. otherway around for an established down trend. now I don't have to plot all these EMAs on my price charts . i can also add more weight to score of price action relative to fast EMA for reduced lag of signal

Note: the EMAs are hardcoded in the study. i set only one in the study settings, and then it takes half length of it as the faster EMA, and double length as the slower length .. i thought of making all 3 lengths adjustable from study settings, but preferred to keep this part simple. for bigger timeframe trend, i can set to 100, knowing it will take 50, 100 and 200 EMAs into the calc

Key changes for v4:
Simplify visulaization: removed vertical lines (found them nice but confusing), replaced with Chart Labels.

Better position decision making:
Added visual clue when a full trend alignment is detected (small green/red squares)

Chart Labels reflecting:

Trend Status Up, Down, or Retracing (Trend is slowing down or possibly reversing)
Strength of price move: Weak, Medium, and Strong
Position Recommendatoin: Long, Short, Break (this is where things get interesting. The position recommendation is made more strict. KR_Trender will only give a go "Long" or "Short" if a full trend alignment is detected (the Green/Red small squares) AND the move is sustained or getting stronger (in either directions up or down). otherwise, the recommendation is a "Break !" which means i should close the position, or add to it if other PA analysis tells me there's a chance of trend continuation.

Other changes:
exposed settings for desired Trend Level. i would keep it between 30 & 40, but you can try different values. also we still have an optional weight for score of fast price action relative to the 3 EMA's

Please do not share outside of BMT.. feel free to send me any feedback if you find this helpful in capturing trends (or not, or if you think i should simplify or add something i missed)

Category The Elite Circle

Details: Update: KR_Trender v4 for ToS
Category: The Elite Circle

August 7th, 2012
Size: 4.19 KB
Downloaded: 431 times

Keywords: momentum redk stochastic thinkorswim tos trend trender

Momentum BB Lines

This is the conversion of the NinjaTrader 7 "Momentum BB Lines" indicator to MultiCharts.

According to FatTails, the developer of the NinjaTrader indicator:

Quoting

The Momentum BB Lines is an indicator, which is similar to the MACD BB Lines. However, it is not based on the MACD, but on a smoothed, balanced momentum.

The balanced momentum is obtained, when the input value one period ago is replaced with a triangular momentum. This avoids that wide ranging bars which drop out of the momentum calculation have an impact on the momentum line.

The balanced momentum is exponentially smoothed with a selectable smoothing period. The BB Lines are Bollinger Bands, which use the same period for the standard deviation as is used for the balanced momentum before smoothing. The Bollinger Bands are applied to the smoothed momentum.

Different colors can be selected for a rising and falling smoothed momentum and for dots outside and inside the Bollinger Bands.

Since the Momentum BB Lines indicator uses multiple colors, I've chosen to hard code these in the indicator to prevent cluttering of the MultiCharts status line. Changing the code to different colors is quite easy, and here you can find a list of RGB colors to use.

This indicator also includes the Momentum Modified indicator that was included in the original NinjaTrader indicator.

If you like this indicator, please go over to this page and give the original author of this indicator (FatTails) a thanks.

Category MultiCharts

Details: Momentum BB Lines
Category: MultiCharts

February 7th, 2012
Size: 12.21 KB
Downloaded: 565 times

Keywords: bollinger momentum oscillator

Momentum BB Lines

Exported using NT Version 7.0.1000.8

The Momentum BB Lines is an indicator, which is similar to the MACD BB Lines. However, it is not based on the MACD, but on a smoothed, balanced momentum.

The balanced momentum is obtained, when the input value one period ago is replaced with a triangular moving average. This avoids that wide ranging bars which drop out of the momentum calculation have an impact on the momentum line.

The balanced momentum is exponentially smoothed with a selectable smoothing period. The BB Lines are Bollinger Bands, which use the same period for the standard deviation as is used for the balanced momentum before smoothing. The Bollinger Bands are applied to the smoothed momentum.

Different colors can be selected for a rising and falling smoothed momentum and for dots outside and inside the Bollinger Bands.

The indicator has an option to plot paint bars showing whether the smoothed momentum is sloping up or down and whether it is outside or inside the Bollinger Bands.

Category NinjaTrader 7 Indicators

Details: Momentum BB Lines
Category: NinjaTrader 7 Indicators

February 6th, 2012
Size: 10.67 KB
Downloaded: 1687 times

Keywords: bband bollinger momentum momentumbblines triangular

Momentum Smoothing V1

This indicator is based on tradestations free momentum indicator but I added a feature that is a histogram by default, smooths the histogram, adds a moving average to the histogram and reference lines in the suubgraph.

Category The Elite Circle

Details: Momentum Smoothing V1
Category: The Elite Circle

January 4th, 2012
Size: 8.99 KB
Downloaded: 1165 times

Keywords: momentum smoothing tradestation

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

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

jhlCMO

Chande Momentum Oscillator. This should return the same values as the standard supplied version; its advantage being ~4-6K less memory consumption. It does not iterate (neither does the supplied) so is reasonable to use with CalculateOnBarClose == false. Version 1.0.

Category NinjaTrader 7 Indicators

Details: jhlCMO
Category: NinjaTrader 7 Indicators

July 6th, 2010
Size: 4.01 KB
Downloaded: 195 times

Keywords: fluxsmith momentum oscillator chande

MomStop (momentum stop) V2

This is momentum stop indicator so it pick a reversal point based on price action. It uses nothing but price so I guess it is also a PA indicator.
template is here
https://nexusfi.com/traders-hideout/3500-momentum-stop-indicator.html

4/15/2010

-add more reversals

- add option to filter out bad signals using bar range

- add trade entry buy/sell line so that you can track the entry point visually

Category NinjaTrader 6.5 Indicators

Details: MomStop (momentum stop) V2
Category: NinjaTrader 6.5 Indicators

April 12th, 2010
Size: 2.69 KB
Downloaded: 1843 times

Keywords: cory momentum stop momstop

Price Momentum Oscillator

This is a price momentum oscillator for ThinkorSwim. It is computed by taking the rate of change over N bars, then smooths that with an averaging function. In this case, it uses the Hull Moving average with a given period M.

It can be used as an indicator of relative strength, internal strength or price movement.

The indicator is a txt file, so you can either copy/paste the content into a new study in ToS or rename the file to a .ts extension and import it.

Category The Elite Circle

Details: Price Momentum Oscillator
Category: The Elite Circle

April 6th, 2010
Size: 271 bytes
Downloaded: 209 times

Keywords: momentum oscillator price thinkorswim

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