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Searching for entries matching moving, looking in keywords for any words
Found 19 matching entries

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jprBollingerBands

This is an add on to the standard Bollinger Bands Script. The enhancement allows the user to choose from any of the following Moving Averages.

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

Category NinjaTrader 8 Indicators and More

Details: jprBollingerBands
Category: NinjaTrader 8 Indicators and More

October 3rd, 2021
Size: 16.63 KB
Downloaded: 323 times

Keywords: average bands bollinger moving deviation

gbMovAvgX5

gbMovAvgX5, Ver 1.0, TraderGB, April 7, 2021

Description: Five moving averages with optional trend shading.

Notes:
1) This indicator was requested by one of the members on one of the forums.
2) Trend changes when fastest moving average crosses slowest moving average.
3) Choose from different averages: DEMA, DSMA, EMA, HMA, SMA, TEMA, TMA, VWMA, WMA, ZLEMA.
4) Each average can be of a different type.

Category NinjaTrader 8 Indicators and More

Details: gbMovAvgX5
Category: NinjaTrader 8 Indicators and More

April 7th, 2021
Size: 18.74 KB
Downloaded: 495 times

Keywords: average moving

gbRMMA

gbRMMA (Ver 1.0) by TraderGB

This is a very modified version of the original Rainbow Multiple Moving Average (RMMA). It allows many averages of a given type based on user input.

Modifications:
1) Put input parameters within indicator (original indicator got input params from file).
2) Added more moving averages/filters to choose from.
3) Added deviation bands where you can choose between StdDev or ATR and multiples for bands 1/2/3.
4) Added mid-point plot of all averages. StdDev/ATR bands are based off this central point.
5) Ability to hide average lines.
6) Ability to color averages based on Up/Down colors or use Rainbow colors.
7) Ability to color background based on these trend rules:

* SlopeFull - Looks for all averages trending in the same direction before flipping trend direction.

* SlopeHalf - Looks for the number averages rising vs falling to determine trend direction.

8) Ability to show/hide the mid-point.
9) Ability to color bars based on if close is above/below mid-point.
10) Ability to show/hide bands.
11) Many color/opacity options.

Category NinjaTrader 8 Indicators and More

Details: gbRMMA
Category: NinjaTrader 8 Indicators and More

March 12th, 2021
Size: 88.74 KB
Downloaded: 397 times

Keywords: average moving rainbow rmma

Moving Average Cross Over Background Color - v1.3

This indicator was created at the request of @ssubterfuge
https://nexusfi.com/elite-circle/1261-want-your-ninjatrader-indicator-created-free-1656.html

This indicator displays a change in chart background color when two moving averages of your choice cross over. Or you can choose to display a shaded rectangle instead of the chart background color shading. A third option is that you can display both, the background and the rectangle shading simultaneously.

You can select an offset, by a number of bars, to start displaying after the moving averages have crossed.

There is an option to plot the moving averages selected.

The available moving averages you can select include:
EMA,
SMA,
HMA,
WMA,
DEMA,
TMA,
TEMA,
ZLEMA,
VMA

UPDATED (2021 Feb 11 - Version 1.1): Allow you to select one moving average type for the slow MA and a different moving average type for the fast MA.

UPDATED (2021 Feb 15 - Version 1.2): Added VMA to the list of available moving average types.

UPDATED (2021 Mar 11 - Version 1.3): Added KAMA & MAMA to the list of available moving average types.

Category NinjaTrader 8 Indicators and More

Details: Moving Average Cross Over Background Color - v1.3
Category: NinjaTrader 8 Indicators and More

February 4th, 2021
Size: 23.46 KB
Downloaded: 892 times

Keywords: average background color crossover moving

Kaufman AMA with Trend Change

This indicator is the Kaufman Adaptive Moving Average, a/k/a KAMA, but which changes color when the indicator changes direction. This is a direct descendant of the Mov Avg Adaptive indicator that comes with MultiCharts.

I like single line indicators that change color when a trend changes, so this is my implementation of the KAMA with those attributes. The screenshot here is actually from TradeStation, but it looks and functions the same in MC.

Indicator Name: Mov Avg Adaptive Color Change
Inputs: Same as a normal KAMA, plus:

UsePlotColoring >>> set to true for coloring; false to turn it off
UpTrendColor >>> self explanatory
DownTrendColor >>> self explanatory

Small Difference in Original Calculation:
I added the Round2Fraction function to the MAA calculation, to round to the nearest minimum move for the chart. This helps filter out minor fluctuations when the indicator is practically flat, that may show a change in trend that isn't there. I don't believe this fundamentally changes anything, from my observations.

Import the PLA and apply to a chart. You're all set!

I posted a TradeStation version in that section, as the syntax is slightly different.

Category MultiCharts

Details: Kaufman AMA with Trend Change
Category: MultiCharts

September 30th, 2020
Size: 5.55 KB
Downloaded: 146 times

Keywords: adaptive average kama kaufman moving

Kaufman AMA with Trend Change

This indicator is the Kaufman Adaptive Moving Average, a/k/a KAMA, but which changes color when the indicator changes direction. This is a direct descendant of the Mov Avg Adaptive indicator that comes with TradeStation.

I like single line indicators that change color when a trend changes, so this is my implementation of the KAMA with those attributes.

Indicator Name: Mov Avg Adaptive Color Change
Inputs: Same as a normal KAMA, plus:

UsePlotColoring >>> set to true for coloring; false to turn it off
UpTrendColor >>> self explanatory
DownTrendColor >>> self explanatory

Small Difference in Original Calculation:
I added the Round2Fraction function to the MAA calculation, to round to the nearest minimum move for the chart. This helps filter out minor fluctuations when the indicator is practically flat, that may show a change in trend that isn't there. I don't believe this fundamentally changes anything, from my observations.

Import the ELD and apply to a chart. You're all set!

I am posting a MultiCharts version in that section, as the syntax is slightly different.

Category TradeStation (hidden)

Details: Kaufman AMA with Trend Change
Category: TradeStation (hidden)

September 30th, 2020
Size: 14.23 KB
Downloaded: 151 times

Keywords: adaptive average kama kaufman moving

Zerolag HATEMA (amaZerolagHATEMA)

Version 1.1 July 17,2017

The ZerolagHATEMA and ZerolagTEMA were presented by Sylvain Vervoort in �THE QUEST FOR RELIABLE CROSSOVERS� Technical Analysis of Stocks & Commodities, May 2008. The Zerolag HATEMA is based on a TEMA that uses Heikin-Ashi candles as input series. In a second step Sylvain Vervoort applied zero-lag techniques to the HATEMA to compensate for its lag. For further details, please read the article by Sylvain Vervoort.

This indicator does not depend on the selected input series, as it uses open, high, low and close of each candle. As a consequence this indicator may not be used with any other input series than price.

Category NinjaTrader 8 Indicators and More

Details: Zerolag HATEMA (amaZerolagHATEMA)
Category: NinjaTrader 8 Indicators and More

October 30th, 2017
Size: 5.36 KB
Downloaded: 535 times

Keywords: average filter heikinashi iir moving tema zerolag hatema

Sine Weighted Moving Average (amaSWMA)

Version 1.0 September 1, 2017

The Sine Weighted Moving Average (SWMA) is a FIR filter that applies weights to each bar of the lookback period in the shape of the bulge in a sine curve from 0 to pi. As a consequence the middle prices of the lookback period have the greatest weight.

The sine weighted moving average is quite similar to a triangular moving average.

I have coded it because it comes as a default moving average with other software packages and has been requested by users.

Category NinjaTrader 8 Indicators and More

Details: Sine Weighted Moving Average (amaSWMA)
Category: NinjaTrader 8 Indicators and More

October 21st, 2017
Size: 2.53 KB
Downloaded: 418 times

Keywords: average filter fir moving sine sineweighted

Moving Median (amaMovingMedian)

Version 2.0 October 15, 2017

The Moving Median is a central tendency which is calculated over a sliding window of price bars or indicator values. The median is the numeric value separating the higher from the lower half of the data set built from the input series over the selected window.

The moving median is a non-linear FIR (finite impulse response) filter that can be used like a moving average. Compared to all standard moving averages, it is a more robust central tendency, because it is less sensitive to outliers.

The moving median over a lookback period N is calculated by writing the last N values of the input series to an array, sorting the array and selecting the middle value of that array.

Category NinjaTrader 8 Indicators and More

Details: Moving Median (amaMovingMedian)
Category: NinjaTrader 8 Indicators and More

October 20th, 2017
Size: 2.47 KB
Downloaded: 558 times

Keywords: median moving movingmedian statistics

Range Weighted Moving Average (amaRWMA)

Version 1.0 March 12, 2017

The Range Weighted Moving Average (RWMA) is weighted moving average which uses the square of the range of the bar as weighting factor. The exact formula for the weighting factor has the bar range replaced with the number of tick levels covered by the bar.

Volatility is driven by volume and is approximately proportional to the square root of volume. Therefore it is possible to use the squared range as a proxy for volume. This is interesting when genuine volume figures are not available. This would be the case

- for FOREX data that comes without historical backfill for volume
- for instruments that are driven by other markets outside of the regular session

In these cases the VWMA may be distorted, whereas the RWMA will still return proper results.

Category NinjaTrader 8 Indicators and More

Details: Range Weighted Moving Average (amaRWMA)
Category: NinjaTrader 8 Indicators and More

October 20th, 2017
Size: 2.68 KB
Downloaded: 571 times

Keywords: average moving range rwma volatility vwma weighting

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