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jhlHurstExponent

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

Category NinjaTrader 7 Indicators

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Category: NinjaTrader 7 Indicators

October 2nd, 2010
Size: 10.13 KB
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jhlLaguerreFilter

Laguerre filter, based on description by John Ehlers (https://www.mesasoftware.com/Papers/TIME%20WARP.pdf)

Version 1

Category NinjaTrader 7 Indicators

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October 7th, 2010
Size: 2.28 KB
Downloaded: 474 times

jhlLaguerreRSI

Laguerre RSI, based on description by John Ehlers (https://www.mesasoftware.com/Papers/TIME%20WARP.pdf)

Version 1

Category NinjaTrader 7 Indicators

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Category: NinjaTrader 7 Indicators

October 8th, 2010
Size: 2.40 KB
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jhlLinReg

Should return the same values as the standard provided LinReg. Unlike the standard LinReg this does not iterate for intrabar updates. Version 1.0.

Category NinjaTrader 7 Indicators

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July 3rd, 2010
Size: 6.55 KB
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jhlLinRegIntercept

Linear Regression Intercept. Returns slightly different values than the standard LinRegIntercept provided, which I believe to be incorrect (at least through NT7 Beta 18). Also unlike the provided version does not require iteration on intrabar updates. Version 1.0.

Category NinjaTrader 7 Indicators

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July 3rd, 2010
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jhlLinRegR2

R-Squared, Coefficient of Determination, the square of the Correlation Coefficient. This should return the same values as the standard supplied RSquared. Unfortunately both versions always iterate, so should probably be used with CalculateOnBarClose == true.
I believe my version to be slightly more CPU efficient, as it does not require a square root calculation used in the distribution version.
Version 1.0.

Category NinjaTrader 7 Indicators

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July 3rd, 2010
Size: 6.78 KB
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jhlLinRegSlope

Linear Regression Slope. Should return the same values as the standard LinRegSlope. However, the standard version iterates on every update, making it especially inefficient for intrabar (tick) data. This version does not iterate on intrabar updates. Version 1.0.

Category NinjaTrader 7 Indicators

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Details: jhlLinRegSlope
Category: NinjaTrader 7 Indicators

July 3rd, 2010
Size: 2.61 KB
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Keywords: fluxsmith linear regression slope

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

Category NinjaTrader 7 Indicators

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February 12th, 2011
Size: 15.66 KB
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jhlMAX

Maximum value seen in period. Should return the same values as the standard MAX, which as of b18 has been fixed to reduce iteration. With that fixed the only advantage this has over the standard is memory reduction when used as a component and not displayed. (Both versions are now efficient with CalculateOnBarClose == false.)

Version 2 - Corrected calculation errors when COBC == false && Input != High

Category NinjaTrader 7 Indicators

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July 4th, 2010
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jhlMcGinleyDynamic

I came across "McGinley Dynamic" in a thread on this forum. On further investigation I found two entirely different formulas referred to by that name. This indicator implements a variation based on the following formula:
v[0] = v[1] + (Close[0] - v[1]) / (.618 * n * (Close[0] / v[1]) ^ 4)

Now that I can see the result, it doesn't appear to me to be any more useful as an average than an EMA of the same period. However I think it may make a good trigger line vs an EMA of the same period.

Category NinjaTrader 7 Indicators

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September 7th, 2010
Size: 2.12 KB
Downloaded: 287 times

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