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Moving Averages Two Lines V1 5 *
This is the default thinkorswim MovAvgTwoLines indicator modified. The two lines can now be different average types. Additional features include a cloud, vertical lines and arrows; all with on/off switches in the input parameters. Cloud color can be changed in the Globlals option. For now the moving average types are the ones I use, EMA, SMA & WMA; might add more to the list later on.


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Details: Moving Averages Two Lines V1
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March 1st, 2014
Size: 2.32 KB
Downloaded: 517 times

Keywords: movingaverage thinkorswim
Multiple Keltner Channels (amaMultiKeltner) 5 *
Version 1.6 November 25, 2017

The Multiple Keltner Channels are a generalized version of the Keltner Channels.

Standard Keltner channels are built from a simple moving average (SMA) and two channels lines above and below. The two lines above and below are drawn at a distance from the center line, a distance which is a multiple of the simple moving average of the ranges of the past N bars.

The generalized concept has the SMA replaced with any of 30 moving averages. The volatility measure used to calculate the distance of upper and lower line from the center line can be derived from an average range (AR) or average true range (ATR). You may select different lookback periods for the moving average that serves as the center line and the moving average which is applied to the range or true range.

The Multiple Keltner Channels come with an additional smoothing option for center line and channel lines. The additional smoothing is obtained by further smoothing all plots with a 3-period simple moving average (SMA).



Moving averages available for calculating the center line:

- Adaptive Laguerre Filter
- ADXVMA
- Butterworth Filter
- DEMA
- Distant Coefficient Filter
- Double Weighted Moving Average (DWMA)
- Exponential Hull Moving Average (EHMA)
- EMA
- Gaussian Filter
- HMA
- Holt EMA
- Laguerre Filter
- LinReg
- Moving Mean TPO
- Moving Median
- Moving Median TPO
- Range Weighted Moving Average (RWMA)
- Sine Weighted Moving Average (SWMA)
- SMA
- SuperSmoother
- TEMA
- Tillson T3
- TMA
- Triple Weighted Moving Average (TWMA)
- Wilder's Average
- WMA
- ZerolagHATEMA
- ZerolagTEMA
- ZLEMA

Moving averages colored according to slope: You may also use this indicator to display any of the above listed moving averages and color them according to slope. The slope is not based on a geometrical concept, as this would not be compatible with the scalability of modern charting applications. The indicator adjusts slope to bar volatility such that the indicator may be used across all instruments and bar types with the same settings. The slope is shown as upsloping, downsloping or flat. The degree of flatness which is still considered as being flat may be adjusted via the neutral threshold parameter. When you set that parameter to zero, the slope will not show any flat sections, but the moving average will always be identified as upsloping or downsloping. Channel lines may be unselected, if you just wish to display the selected moving average.

Volatility measures: The standard Keltner channel uses the range. This indicator also for substituting the range with the average true range. The average true range is used as default option to facilitate the application of the Multiple Keltner Channels to other indicators.

Applying the Multiple Keltner Channels to indicators: When an indicator is used as input series, the range will always return the value 0. However, the average true range will return the absolute amount of the difference of two neighbouring data points of the selected input series. Therefore the indicator may only be applied to other indicators, as long as the offset formula is set to "True_Range".

Paint Bars: The Multiple Keltner Channel indicator comes with paint bars. The paint bars are colored according to the slope of the center line. The paint bars may be displayed without the indicator plots. The colors of the paint bar will then show the slope of the moving average selected as center line.

Sound Alerts: In case that the sound alerts are active, the indicator will alert you when the trend derived from the slope of the center line changes. Currently, there are no sound files included with the zip file, but it is easy to create them and copy them to the NinjaTrader sounds directory.


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Details: Multiple Keltner Channels (amaMultiKeltner)
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November 25th, 2017
Size: 81.22 KB
Downloaded: 1733 times

Keywords: channel keltner keltnerchannel movingaverage range slope truerange volatility
Multiple Moving Average Crosses (amaMultiMACross) 5 *
Version 2.2 March 8, 2020

The Multiple MA Cross indicator plots a fast and a slow moving average and colors the area between the two moving averages. Both the fast and the slow moving average may be selected from a collection of over 30 different moving averages.

The indicator is primarily designed as a trend filter to show whether the market is in an uptrend or in a downtrend. The indicator comes with two different trend definitions - cross and thrust. The trend is exposed as a double series and can be accessed via the NinjaTrader strategy builder or the market analyzer. Directly accessing the trend via the market analyzer requires a separately coded market analyzer column, which is not yet included with the install file.

Trend definition "MA Cross": The current trend changes to "uptrend" when the fast moving average crosses the slow moving average from below. The current trend changes to "downtrend" when the fast moving average crosses the slow moving average from above.

Trend definition "Thrust": The current trend changes from “downtrend” to “uptrend” with the first bullish thrust bar that plots above the upper moving average. A bullish thrust bar is a bar that closes above the prior bar’s high and has a larger range than the prior bar. The current trend changes from “uptrend” to “downtrend” with the first bearish thrust bar that plots below the lower moving average. A bearish thrust bar is a bar that closes below the prior bar’s low and has a larger range than the prior bar.

Moving averages available as fast and slow moving average:

- Adaptive Laguerre Filter
- ADXVMA
- Butterworth Filter
- DEMA
- Distant Coefficient Filter
- Double Weighted Moving Average (DWMA)
- Exponential Hull Moving Average (EHMA)
- EMA
- Gaussian Filter
- HMA
- Holt EMA
- Laguerre Filter
- LinReg
- Moving Mean TPO
- Moving Mean VWTPO
- Moving Median
- Moving Median TPO
- Moving Median VWTPO
- Range Weighted Moving Average (RWMA)
- Sine Weighted Moving Average (SWMA)
- SMA
- SuperSmoother
- TEMA
- Tillson T3
- TMA
- Triple Weighted Moving Average (TWMA)
- VWMA
- Wilder's Average
- WMA
- ZerolagHATEMA
- ZerolagTEMA
- ZLEMA

Applying the Multi MA Cross to indicators: The Multi MA Cross is designed to be applied to other indicators which may be selected as input series. However, some of the moving averages listed above will not support this feature. In case that a selected moving average does not support the feature the indicator will display an error message asking you to select a different moving average for the fast or the slow moving average. These are the moving averages that may not be selected when an indicator is chosen as input series: Mean TPO, Mean VWTPO, Median TPO, Median VWTPO, RWMA, VWMA, ZerolagHATEMA. These moving averages may only be applied to price.

Paint Bars: The MultipleMA Cross indicator comes with paint bars. The paint bars are colored according to the trend, where the trend maybe determined via the "MA Cross" or the "Thrust" option. The paint bars may be displayed without the indicator plots.


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Details: Multiple Moving Average Crosses (amaMultiMACross)
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January 8th, 2018
Size: 87.10 KB
Downloaded: 3538 times

Keywords: cross median movingaverage slingshot trend trendfilter
NonLinear Moving Averages collection 5 *
Attached is a collection of 7 NonLinear Moving Averages and their functions for easy use in backtesting. Every indicator also contains an option to color the line to signal up and downtrends, and the user can specify these colors.

This pack include the following moving averages:
  • KAMA (Kaufman Adaptive Moving Average),
  • VIDYA (Variable Index Dynamic Average),
  • MAMA (MESA Adaptive Moving Average),
  • Ehlers Filter,
  • Median-MA Difference Filter,
  • FRAMA (Fractal Adaptive Moving Average),
  • NonLinear Laguerre Filter.
If you want to import a specific indicator, uncheck the other ones while importing them in MultiCharts.


The example screenshot just shows one nonlinear moving average to give an idea.


Source: John Ehler's presentation 'Building Trading Systems on NonLinear Filters' at the TradeStationWorld 2005 Expo.


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Details: NonLinear Moving Averages collection
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January 22nd, 2012
Size: 49.54 KB
Downloaded: 478 times

Keywords: ehler fractals frama kama laguerre ma mama median movingaverage nonlinear vidya
Smitty Moving Average Channel 5 *
This indicator plots a Moving Average channel on your chart along with a background color channel and optional plot colors according to the slope of the moving averages.

The Moving Average selection includes these Ninjatrader system indicators:

DEMA,EMA,HMA,LinReg,SMA,TEMA,TMA,VWMA,WMA, and ZLEMA

It also includes the Smitty SMMA indicator so that you can select a Smoothed Moving Average.

Version 1.00


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Details: Smitty Moving Average Channel
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September 5th, 2021
Size: 20.44 KB
Downloaded: 768 times

Keywords: channel dema ema hma linreg movingaverage slope sma tema tma vwma wma zlema smma
SuperSmoother Filter 5 *
Exported using NT Version 7.0.1000.2


These are the 2 pole and 3 pole Super Smoother Filters, which were described by John F. Ehlers in his book "Cybernetic Analysis for Stocks and Futures". Ported from Easy Language to NinjaTrader.

The chart shows that the 2 pole super smoother filter (yellow) gives a better approximation for price while the 3 pole filter (spring green) offers superior smoothing.


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Details: SuperSmoother Filter
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February 11th, 2011
Size: 2.31 KB
Downloaded: 1196 times

Keywords: movingaverage signalprocessing supersmoother
SuperTrend U11 (amaSuperTrendU11) 5 *
Version 2.3*) November 16, 2017

The SuperTrend indicator is an application of the concept of MAE (maximum adverse excursion), which was introduced by John Sweeney in the mid-nineties. It is a Stop-And-Reverse (SAR) indicator based on breakouts from a modified Keltner channel.

The SuperTrendU11 is an enhanced version of the original SuperTrend indicator that comes with the following modifications:

- You may select between 36 different moving averages for the baseline.
- The baseline is calculated one bar ago to avoid recalculating with each incoming tick.
- You may select from 4 different volatility measures - average true range, average range, residual mean absolute deviation and residual root mean square deviation
- Average true range and average range can be calculated from 30 different moving averages.
- All volatility measures are also calculated one bar ago.

In fact there is no point in moving a trailing stop towards the current price intra-bar. Therefore a trailing stop should always be calculated from the prior bar and not the last price.

When you import the install file to NinjaTrader, it will also install the following moving averages:

- Moving Median
- Moving Median TPO
- Moving Median VWTPO
- Moving Mean TPO
- Moving Mean VWTPO
- Adaptive Laguerre Filter
- ADXVMA
- Butterworth Filter
- Distant Coefficient Filter
- Double Weighted Moving Average (DWMA)
- Exponential Hull Moving Average (EHMA)
- Gaussian Filter
- Holt EMA
- Laguerre Filter
- Range Weighted Moving Average
- SuperSmoother
- Sine Weighted Moving Average
- Tillson T3
- Triple Weighted Moving Average (TWMA)
- ZerolagHATEMA
- ZerolagTEMA

It will also install debugged versions of MAX and MIN, as the in-built versions supplied with NT8 do not work correctly with Renko bars (RemoveLastBarSupported).

The SuperTrend U11 can be set to revert intra-bar or at the bar close. With default settings the stop line is only broken, when there is a bar close beyond the stop. The indicator further comes with paint bars and sound alerts.

The SuperTrend is a trend indicator, which can be used in various ways. It is best used as a trailing stop or as a trend filter. It can also be used as a stop-and-reverse indicator, but will only work as such in trending markets. Typically it will allow for profitable results while the market is trending and then give the money back in sideways markets.

Note: The SuperTrend U11 has the trend exposed as a public property. This property can be accessed programmatically. However, it cannot be currently accessed via the market analyzer. In order to access the Trend series via the market analyzer, a specific MarketAnalyzerColumn is required. The MarketAnalyzerColumn is not yet included with the install file, as it has led to freezes with NT 8.0.8.0. The bug has been confirmed by NinjaTrader developers and only fixed with the latest release NT 8.0.9.0. (issue #12054). The market analyzer column and sound files for the SuperTrend U11 will be available with a future update.

*) Unfortunately, the forum software always renames zip files to match the original file name. Therefore the zip file refers to a prior version of the amaSuperTrendU11. Be assured that the zip file contains the indicator version referenced in the headline.


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Details: SuperTrend U11 (amaSuperTrendU11)
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October 21st, 2017
Size: 88.94 KB
Downloaded: 3644 times

Keywords: atr average averagetruerange mad median movingaverage movingmedian range rms sar supertrend trailing trailingstop
Visual EMA Multi-Timeframe 5 *
Exported using NT Version 7.0.1000.11

Indicator will only run on NT 7.0.1000.4 or later.

The VisualEMA is a MTF (multi-timeframe) version of the Exponential Moving Average. It will plot on any chart and allows to calculate the moving average

- from minute bars
- from second bars
- from tick bars
- from range bars
- from volume bars

For example you can display an hourly EMA on a 277 tick chart, or display a 12-period EMA calculated from a 100 tick chart on a 5 range chart.

The indicator has three modes to display the moving average:

StrategicMode: The first bar series collects the values from the secondary series without any lag on historical data, but a 1-tick lag on real-time data. This mode does not repaint, but shows the values originally recovered from the secondary bar series. On the chart the indicator in Strategy Mode is plotted yellow.

FirstTickMode: To avoid the lag for similar bars with identical time stamps, the indicator repaints the indicator value for the prior bar, after the first tick of the current bar has been registered. The one-tick repainting reduces the lag. On the chart the FirstTick Mode is shown in red.

Visual Mode: To make it easier to use the indicator visually, the indicator interpolates the distance between two consecutive bars of the secondary bar series. The interpolation algorithm works in real-time and simulates the CalculateOnBarClose = false mode for the indicator relative to the secondary bar series. It repaints the current leg of the indicator back to the prior bar of the secondary series. The interpolation adapts itself to equidistant or non-equidistant charts. The Visual Mode is shown in aqua.

This indicator comes as a protected assembly, so you cannot directly access the code.

Update August 30, 2011: 1-Tick Repainting for VisualMode and FirstTickMode was only enabled for fixed period bars. It is now also available for other bar types.
Update September 6, 2011: Bug fixed. VisualMode interpolation could be a few ticks off on real-time data.
Update November 9, 2011: Indicator entirely recoded, robustness and speed improved, lag reduced.
Update November 23, 2011: Indicator was lagging with CalculateOnBarClose = true setting. Lag is eliminated.
Update January 5, 2012: Option added to select color according to the slope of the VisualEMA. Paintbars added as a trendfilter.
Update August 15, 2012: Code updated to allow for displacement of indicator.
Update September 29, 2012: Renko option removed. Indicator could not always be called from a strategy, bug removed.

Please remove prior versions of the indicator, before installing the new release:
(1) Remove old assembly via File -> Utilities -> Remove NinjaScript Assembly.
(2) Shut down NinjaTrader and restart it.
(3) Install new file via File -> Utilities -> Import NinjaScript.


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September 29th, 2012
Size: 47.89 KB
Downloaded: 6947 times

Keywords: ema movingaverage mtf multi-timeframe
Visual SMA Multi-Timeframe 5 *
Exported using NT Version 7.0.1000.11

Indicator will only run on NT 7.0.1000.4 or later.

The VisualSMA is a MTF (multi-timeframe) version of the Simple Moving Average. It will plot on any chart and allows to calculate the moving average

- from minute bars
- from second bars
- from tick bars
- from range bars
- from volume bars

For example you can display an hourly SMA on a 235 tick chart, or display a 11-period SMA calculated from a 500 tick chart on a 7 range chart.

The indicator has three modes to display the moving average:

StrategicMode: The first bar series collects the values from the secondary series without any lag on historical data, but a 1-tick lag on real-time data. This mode does not repaint, but shows the values originally recovered from the secondary bar series. On the chart the indicator in Strategy Mode is plotted yellow.

FirstTickMode: To avoid the lag for similar bars with identical time stamps, the indicator repaints the indicator value for the prior bar, after the first tick of the current bar has been registered. The one-tick repainting reduces the lag. On the chart the FirstTick Mode is shown in red.

Visual Mode: To make it easier to use the indicator visually, the indicator interpolates the distance between two consecutive bars of the secondary bar series. The interpolation algorithm works in real-time and simulates the CalculateOnBarClose = false mode for the indicator relative to the secondary bar series. It repaints the current leg of the indicator back to the prior bar of the secondary series. The interpolation adapts itself to equidistant or non-equidistant charts. The Visual Mode is shown in aqua.

This indicator comes as a protected assembly, so you cannot directly access the code.

Update August 30, 2011: 1-Tick Repainting for VisualMode and FirstTickMode was only enabled for fixed period bars. It is now also available for other bar types.
Update September 6, 2011: Bug fixed. VisualMode interpolation could be a few ticks off on real-time data.
Update November 9, 2011: Indicator entirely recoded, robustness and speed improved, lag reduced.
Update November 23, 2011: Indicator was lagging with CalculateOnBarClose = true setting. Lag is eliminated.
Update January 5, 2012: Option added to select color according to the slope of the VisualSMA. Paintbars added as a trendfilter.
Update August 15, 2012: Code updated to allow for displacement of indicator.
Update September 29, 2012: Renko option removed. Indicator could not always be called from a strategy, bug removed.

Please remove prior versions of the indicator, before installing the new release:
(1) Remove old assembly via File -> Utilities -> Remove NinjaScript Assembly.
(2) Shut down NinjaTrader and restart it.
(3) Install new file via File -> Utilities -> Import NinjaScript.


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September 29th, 2012
Size: 48.34 KB
Downloaded: 7070 times

Keywords: movingaverage mtf multi-timeframe sma
Zerolag TEMA (amaZerolagTEMA) 5 *
Version 1.0 March 17, 2017

The Zerolag TEMA and Zerolag HATEMA were presented by Sylvain Vervoort in “THE QUEST FOR RELIABLE CROSSOVERS” Technical Analysis of Stocks & Commodities, May 2008. The Zerolag TEMA is a version of the triple smoothed moving average which is less smooth, but more responsive to market movements. For further details read article by Sylvain Vervoort.

Sylvain Vervoort suggested to use the typical price as input series for the Zerolag TEMA. I have not hardcoded the typical price as input series. Please select the typical price as input series via the indicator dialogue box.


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Details: Zerolag TEMA (amaZerolagTEMA)
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October 30th, 2017
Size: 4.95 KB
Downloaded: 367 times

Keywords: filter iir movingaverage tema zerolag
 

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