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jhlFractalDimension 5 *
Plots the fractal dimension of the input series.
See https://en.wikipedia.org/wiki/Fractal_dimension

Version 1: Previously included in jhlHurstExponent
Version 2: Includes corrected jhlMIN & jhlMAX for COBC == false


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March 19th, 2011
Size: 8.23 KB
Downloaded: 390 times
jhlTEMA
Triple Exponential Moving Average

Version 1.0


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March 6th, 2011
Size: 4.79 KB
Downloaded: 313 times
jhlSpearmanTC 5 *
Spearman Rank Correlation, with tie correction

Version 2:
Corrected tie correction algorithm

Note: It would be great if a math or statistics expert could verify this, I'm neither.


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February 16th, 2011
Size: 3.19 KB
Downloaded: 304 times
jhlSpearman
Spearman Rank Correlation, without tie correction.

Version 1


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February 15th, 2011
Size: 3.11 KB
Downloaded: 194 times
jhlMedian
Another implementation of Moving Median

Version 1


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February 15th, 2011
Size: 5.23 KB
Downloaded: 415 times
jhlLLMA
Aslan contributed LLMA here:
https://nexusfi.com/free_downloads/ninjatrader-7/indicators/738-download.html?view

I just stood on his shoulders and converted it to my style. This version uses much less memory, is simpler for me to follow, and has a startup phase where it has a pretty good estimate instead of no value set.
It can be constructed from my generic MA adaptor (jhlMA) with only a period specified, providing a default phase value of 0.

Version 1


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February 12th, 2011
Size: 15.66 KB
Downloaded: 335 times
jhlButterworth3 5 *
3 Pole Butterworth Filter

Version 2:
Corrected coefficients


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February 9th, 2011
Size: 4.64 KB
Downloaded: 412 times
jhlButterworth2
2 Pole Butterworth Filter. Adapted from code posted here:
https://nexusfi.com/elite-group-trading-methods/7943-moving-averages-how-do-you-use-them-8.html

Version 1


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February 9th, 2011
Size: 4.61 KB
Downloaded: 242 times
jhlDemandIndex 5 *
An implementation of James Sibbet's 'Demand Index'. Original sources on this formula seem hard to come by, this is based on thinkorswim's implementation.

Version 1.0


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February 8th, 2011
Size: 12.67 KB
Downloaded: 494 times
jhlTickSpeed 5 *
Intended for tick charts only. Shows the relative time taken to complete each bar. Version 1.


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November 10th, 2010
Size: 1.88 KB
Downloaded: 583 times
 



 
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