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Searching for entries matching movingaverage, looking in keywords for any words
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ADXVMA (amaADXVMA)

Version 1.1 August 1, 2017

The Average Directional Index Variable Moving Average (ADXVMA) is a volatiltiy based moving average with the volatility being determined by the value of the ADX. The ADX provides levels of support during uptrends and resistance during downtrends. The indicator may also be used as a trendfilter. The trend can be positive, negative or neutral.

The ADXVMA that can be downloaded here may also be used with other input series than price. The trend can be shown via paint bars and is exposed as a public property.

Note: The ADXVMA 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 ADXVMA will be availabe with a future update.

Category NinjaTrader 8 Indicators and More

Details: ADXVMA (amaADXVMA)
Category: NinjaTrader 8 Indicators and More

October 21st, 2017
Size: 11.37 KB
Downloaded: 1637 times

Keywords: adaptive adx movingaverage resistance support vidya vma volatility

Balanced Momentum

Exported using NT Version 7.0.1000.1

This is an improved version of the momentum indicator.

The n-period momentum is the difference between the close of the last bar and the close n bars ago. When a large bar n periods ago drops out of the momentum calculation, this can create a significant distortion, as it will show as a change in momentum, even if there was no or little price change for the last bar.

To eliminate this problem, the input value n bars ago was replaced with the triangular moving average SMA(SMA(Input, n+1), n+1)[0]. This modification does not change the usability of the momentum indicator, but simply eliminates the distortion.

Category NinjaTrader 7 Indicators

Details: Balanced Momentum
Category: NinjaTrader 7 Indicators

December 15th, 2010
Size: 3.54 KB
Downloaded: 1329 times

Keywords: momentum movingaverage tma triangular

Butterworth Filter

Exported using NT Version 7.0.1000.2

These are the 2 pole and 3 pole Butterworth 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 filter (red) gives a better approximation for price, while the 3 pole filter (blue) offers superior smoothing.

Category NinjaTrader 7 Indicators

Details: Butterworth Filter
Category: NinjaTrader 7 Indicators

February 10th, 2011
Size: 2.33 KB
Downloaded: 561 times

Keywords: butterworth movingaverage signalprocessing

Double Weighted Moving Average (amaDWMA)

Version 1.0 March 6, 2017

The Double Exponential Moving Average (DEMA) was first presented by Patrick Mulloy in "Stocks & Commodities" in 1994. It attempts to offer a smoothed average with less lag than a straight exponential moving average.

The Double Weighted Moving Average (DWMA) replicates the DEMA formula, applying it to the WMA (weighted moving average) instead of the EMA.

Category NinjaTrader 8 Indicators and More

Details: Double Weighted Moving Average (amaDWMA)
Category: NinjaTrader 8 Indicators and More

September 4th, 2017
Size: 3.89 KB
Downloaded: 314 times

Keywords: dema dwma exponential movingaverage weighted

Exponential Hull Moving Average (amaEHMA)

Version 1.1 July 30, 2017

The Hull Moving Average (HMA) was developed by Alan Hull and is mainly used to identify the current market trend. The HMA is composed of three weighted moving averages (WMA).

The Exponential Hull Moving Average (EHMA) has those weighted moving averages replaced with exponential moving averages.

The Exponential Hull Moving Average exhibits an excellent balance between smoothing and lag (also see "Moving Averages for Financial Data Smoothing" by Aistys Raudys, Edmundas Malčius, and Vaidotas Lenčiauskas � Vilnius University, Faculty of Mathematics and Informatics)

Category NinjaTrader 8 Indicators and More

Details: Exponential Hull Moving Average (amaEHMA)
Category: NinjaTrader 8 Indicators and More

September 4th, 2017
Size: 2.48 KB
Downloaded: 698 times

Keywords: ehma exponential hma hull movingaverage

Gaussian Filter

Exported using NT Version 7.0.1000.11

This is Gaussian Filter, as described by John F. Ehlers in his publication "Gaussian and other Low Lag Filters". The number of poles can be selected between 1 and 4.

The chart shows that the 1 pole filter (yellow) gives a better approximation for price, while the 4 pole filter (blue) offers superior smoothing.

Update October 1, 2012: Small bug removed. Indicator will now correctly display when a period of 1 is selected.

Category NinjaTrader 7 Indicators

Details: Gaussian Filter
Category: NinjaTrader 7 Indicators

October 1st, 2012
Size: 2.25 KB
Downloaded: 1159 times

Keywords: gaussian movingaverage signalprocessing

Gaussian Filter (amaGaussianFilter)

Version 1.1 September 5, 2017

Gaussian Filter as described by John Ehlers in his paper "Gaussian and Other Low Lag Filters".

https://www.mesasoftware.com/papers/GaussianFilters.pdf

You may set the number of poles in the filter to 1,2,3 or 4. A 1-pole filter will have a better approximation to price, whereas the 4-pole filter has superior smoothing.

To emulate the original Gaussian filter presented by John F. Ehlers, please select the PriceType "Median" as Input Series.

Category NinjaTrader 8 Indicators and More

Details: Gaussian Filter (amaGaussianFilter)
Category: NinjaTrader 8 Indicators and More

September 5th, 2017
Size: 2.84 KB
Downloaded: 474 times

Keywords: filter gaussian iir movingaverage

Generic EMA

Exported using NT Version 7.0.1000.3

This is a generalized EMA, which allows you to use it with fractional periods. The minimum period required is 1.0.

This generalization is possible, as the integer period of an EMA is an artificial construct, which was adapted following the work of Jack K. Hutson, who compared simple and exponential moving averages. The generalized formula for an EMA is

EMA[0] = (1 - k) * EMA[1] + k * Price[0] , where 0 < k <= 1

The period n translates into k = 2/(n+1), so that n >= 1 is required not to violate the allowed range for k. Fractional values for n are possible.

The chart shows a fast EMA with a period of 12.7 and a slow EMA with a period of 38.3. The indicator which can be downloaded here, does not shade the region, a dual MA indicator will be released later.

Category NinjaTrader 7 Indicators

Details: Generic EMA
Category: NinjaTrader 7 Indicators

February 16th, 2011
Size: 1.93 KB
Downloaded: 867 times

Keywords: ema movingaverage

Holt EMA (amaHoltEMA)

Version 1.0 March 6, 2017

The Holt EMA is a trend corrected exponential moving average based on a double exponential smoothing model.

Holt�s paper, �Forecasting Seasonals and Trends by Exponentially Weighted Moving Averages� was published in 1957 in O.N.R. Research Memorandum 52, Carnegie Institute of Technology.

The tools developed by Holt & Winters are mainly used for forecasting time series.

Category NinjaTrader 8 Indicators and More

Details: Holt EMA (amaHoltEMA)
Category: NinjaTrader 8 Indicators and More

September 4th, 2017
Size: 2.56 KB
Downloaded: 432 times

Keywords: ema exponentialsmoothing forecast holtema movingaverage smoothing

Moving Averages Two Lines (White) V1

This is the same as the black version, with a change to the slow line to match the color of the cloud.

As in the black version "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 Globals option. For now the moving average types are the ones I use, EMA, SMA & WMA; might add more to the list later on."

Been liking the white background for charts, here is the tos link to my settings:
https://tos.mx/WX15Mg

Category The Elite Circle

Details: Moving Averages Two Lines (White) V1
Category: The Elite Circle

March 1st, 2014
Size: 2.42 KB
Downloaded: 1093 times

Keywords: movingaverage thinkorswim

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