Variable Moving Average. An exponential moving average with the coefficient modified by the Chande Momentum Oscillator. Yields the same values as the distribution VMA with much less memory consumption.
Version 2:
Indicator is now named 'jhlVMA', not 'MyVMA'
No dependency on jhl.Utility
Supports rising vs falling plot colors
October 7th, 2010
Size: 2.28 KB
Downloaded: 474 times
659
fluxsmith
I recently discovered that the formula used for my solution in this thread: https://nexusfi.com/ninjatrader-programming/5069-hurst-exponent.html
has an error. (I guess that means we'll call this version 2.) Here is a corrected HurstExponent indicator, which also includes a FractalDimension indicator.
Version 3: Includes corrected jhlMIN and jhlMAX for COBC == false
Spread3 Price of 3 Instruments - For NinjaTrader 7 & higher
[Spread3] Calculates price of synthetic combination of 3 instruments Parameters are symbol of second & third instruments, and quantities of all instruments (positive for long, negative for short). PointValues from the instrument manager are optionally used as multipliers.
The primary chart instrument (BarsInProgress == 0) is the "clock" to which the other instruments are synchronized. You should make sure the most active instrument is the one selected as the primary instrument. The output of this indicator changes only when the OnBarUpdate is called for the primary instrument.
This indicator can be extended to 4 or more instruments. See my "Correlation" indicator for examples of how to do synchronized calculations with lookbacks
Kevin Doren 9/26/2010
2010.09.23 Spread6 Trader.Jon added support for N4 =4 decimal places && add to a total 6 supported symbols && reformated properties structures for readability
2010.09.27 updated to include changes from the new release of Spread3 .. exported as Spread6 from NT7b20
September 27th, 2010
Size: 10.19 KB
Downloaded: 663 times
645
Trader.Jon
Compiled from NinjaTrader (7.0.1000.2)
02/11/2011 (per request...doubled the number of zones, and now allow 0 and negative zone entries for folks using charts that require zones to have negative values
01/09/2011 (added configurable text)
Creates color zones on the primary chart...however only requires the entry of one price. The indicator will then create a symmetrical zone around that price level.
Ex: (enter 1.2850....with a tick setting of "1" and the zone will be 3 ticks wide with
one tick on each side of the selected price)
Colors for the region and the border are selectable from Indicator properties.
Opacity for the region color is selectable from Indicator properties.
The desired 'width' of the zone (in ticks) is selectable from indicator properties.
NOW automatically calculates 'ticksize' based on instrument and chart.
September 26th, 2010
Size: 4.88 KB
Downloaded: 1052 times
643
photog53
Compiled in NinjaTrader Live 7.0.10
01/09/11 Added configurable text...
Creates colored zones on the primary chart....by entering the top and bottom price area for the zone.
You may modify both the region and border color via indicator properties.
You may also modify the opacity of the 'zone'.
Colors are serialized so they will hold if saved as a template.
Use for Suppt/Resistance or simply as a visual 'trigger'.
Text is configurable (font/color)...and can be moved on the chart using textShift and textOffset parameters.