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jhlButterworth3 5 *
3 Pole Butterworth Filter

Version 2:
Corrected coefficients


Category NinjaTrader 7 Indicators  		 
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February 9th, 2011
Size: 4.64 KB
Downloaded: 412 times
jhlChaikinMoneyFlow
Chaikin Money Flow, returns the same values as the distribution version, but has a ~2-4K memory advantage depending on usage. Version 1.0.


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July 6th, 2010
Size: 4.25 KB
Downloaded: 325 times

Keywords: flow fluxsmith money chaikin
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.


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

Keywords: fluxsmith momentum oscillator chande
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
jhlDMbgColor 5 *
Ooh the pretty colors... I've started following with some interest this thread,
https://nexusfi.com/journals-daily-charts-chart-reading/3514-perrys-trading-platform.html, and have created this indicator to give visual clues through background color for using ADX as described therein. Version 1.0.


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July 24th, 2010
Size: 4.62 KB
Downloaded: 569 times

Keywords: fluxsmith perry's trading platform
jhlEfficiency
A signal to noise ratio. Returns the total delta for the period divided by the sum of each individual period's delta. Does not iterate, so can reasonably be used with CalculateOnBarClose == false. Might be known by other names, documented as 'Efficiency' in 'Smarter Trading' by Perry J. Kaufman. Version 1.0.


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July 5th, 2010
Size: 2.58 KB
Downloaded: 207 times

Keywords: fluxsmith efficiency signal noise
jhlEMA
Should return the same values as the standard EMA. Designed to be a reusable component with low memory overhead.

Version 2:
Further reduced memory footprint
Defaults to CalculateOnBarClose = false
Updated with new JHL.Utility.MA


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July 3rd, 2010
Size: 4.51 KB
Downloaded: 314 times
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
jhlHMA 4 *
Hull Moving Average. This returns the same values as the supplied HMA, but has a significant memory consumption advantage. Additionally the supplied always iterates, this does not iterate on intrabar updates (but must for new bars), so it's reasonable to use UpdateOnBarClose == false.

Version 2
Built on more efficient WMA
Updated with new JHL.Utility.MA
Added Up/Down coloring


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July 7th, 2010
Size: 7.27 KB
Downloaded: 465 times
jhlHoltEMA 5 *
This is a type of double smoothed exponential average, different from DEMA. More information here:
[COLOR=#0000ff]https://nexusfi.com/ninjatrader-programming/4416-fluxsmiths-indicators-6.html#post65443[/COLOR]

Version 1

Used the nt7 version provided by fluxsmith and modified by Mike Winfrey for use with nt6.5


Category NinjaTrader 6.5 Indicators  		 
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October 16th, 2010
Size: 4.05 KB
Downloaded: 186 times
 

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