Search

Categories

Show

Help

Search Results

Searching for entries matching trendfilter, looking in keywords for any words
Found 6 matching entries

Entries

Multiple Moving Average Crosses (amaMultiMACross)

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.

Category NinjaTrader 8 Indicators and More

Details: Multiple Moving Average Crosses (amaMultiMACross)
Category: NinjaTrader 8 Indicators and More

January 8th, 2018
Size: 87.10 KB
Downloaded: 3522 times

Keywords: cross median movingaverage slingshot trend trendfilter

True Strength Index (TSI)

Exported using NT Version 7.0.1000.30

The True Strength Index was developed by William Blau and published in his book "Momentum, Direction and Divergence". This version of the TSI is an enhanced version of the NinjaTrader default indicator. It comes with the following improvements:

Momentum period: The original version of the indicator uses the price difference between the current and the prior close, which is the 1-period momentum. The updated version of the indicator also allows for selecting a momentum period greater than 1.

Triple Smoothing: The standard version of the indicator comes with double smoothing for momentum and absolute momentum. William Blau himself also used triple smoothing, This indicator lets you choose between double and triple smoothing. If you set the third smoothing period to 1, you will get double smoothing, and the indicator will display identical results with the NinjaTrader default indicator.

Smoothing with different moving averages: William Blau has suggested to use the EMA for double or triple smoothing. This indicator offers you a selection of more than 30 different moving averages for the smoothing. The default is set to EMA in line with the original indicator.

Signal Line: I have added a signal line for timing entries and exits. The signal line is obtained by smoothing the TSI with one of the selectable moving averages, similar to the signal line of the MACD. The default period for the signal line is 7.

Histogram: The indicator has an option to plot a histogram, which shows the difference between TSI and signal line.

Trend definition: The indicator exposes the current trend via an IntSeries. The trend can be determined based on the TSI (rising & not oversold, falling & not overbought, neutral), the signal line (rising & not oversold, falling & not overbought, neutral)) or the TSI / signal line crosses. All trend definitions are not straightforward, but require a higher close to switch to an uptrend, or a lower close to switch to a downtrend. Moreover the DSM / signal line cross will only show an uptrend, when not oversold and a downtrend when not overbought.

Paint bars: The paintbars can be used to plot the trend information. The trend states are uptrend, downtrend and neutral trend as explained above. It is possible to apply the indicator to the price panel and unselect the indicator plots. This allows to use the indicator as a "paintbar only" indicator.

Sound alerts: The indicator comes with sound alerts which are triggered when the trend changes. The sound files are included with the zip file and should be manually copied into the directory Documents -> program files (x86) -> NinajTrader 7 -> sounds.

Update March 13, 2014: Trend filter, paint bars, sound alerts and histogram added.
Update November 16, 2015: Momentum period added. Option added to select from different moving averages.

Note: The parameter structure of the indicator was changed. In case that you have used the prior version of the anaTSI as input series for other indicators or strategies, these indicators or strategies will only work, if you change the syntax of the indicator call to conform with the new parameter structure.

Category NinjaTrader 7 Indicators

Details: True Strength Index (TSI)
Category: NinjaTrader 7 Indicators

November 16th, 2015
Size: 86.86 KB
Downloaded: 2958 times

Keywords: blau momentum. trend truestrengthindex divergence smoothing trendfilter tsi

Donchian Channel with Trendfilter

Exported using NT version 7.0.1000.27

This is a generalized version of the Donchian Channel with a few options added:

- The Donchian Channel lines can be calculated from High/Low, Close, Typical or Weighted price. With the default option High/Low they will be calculated from the highest high and lowest low over the lookback period. With the other options the highest and lowest of the selected input series are used, which produces narrow channels.

- The indicator has an option to display outer channels, inner channes or midband individually.

- The indicator comes with a fast and a slow trend filter. The fast trendfilter changes direction, when the midband breaches the prior low of the upper band (trend change up) or when it breaches the prior high of the lower band (trend change down, as shown in the chart attached). The slow trendfilter changes direction, when the lower band breaches the prior low of the upper band (trend change up) or when the upper brand breaches the prior high of the lower band (trend change down, as shown in the chart attached.

- The indicator allows to display the fast trend, the slow trend or a combination of fast and slow trend, when appropriate colors are selected. If you want to show the fast trend only, you need to use identical colors for fast/slow uptrend and fast/slow downtrend. If you want to show the slow trend only, you would need to use the same colors for slow uptrend/fast downtrend and fast uptrend/slow downtrend. Both trendseries are exposed as public BoolSeries and can be called in an automated strategy.

- The trend can be displayed via the channel and midband colors or via paint bars. The indicator also has an option to display the channels or the midband individually. If you just need the paint bars, you can disable all plots.

Update October 4, 2012: Channel and paintbar colors will now align, when indicator is displaced.
Update July 5, 2015: Second channel added to indicator.

Category NinjaTrader 7 Indicators

Details: Donchian Channel with Trendfilter
Category: NinjaTrader 7 Indicators

July 6th, 2015
Size: 8.28 KB
Downloaded: 3012 times

Keywords: donchian paintbars trendfilter

Coral Trendfilter

Exported using NT Version 7.0.1000.16

This is an indicator adapted from a C# implementation for cTrader. It is a simple linear IIR filter. The indicator is widely available for MetaTrader 4 in Forex fora, but I have not checked the C# version against the original mq4 files.

When price is above the Coral filter, only consider a long position. When price is below the indicator, only consider a short position.

Detailed information on the indicator is available here:

https://www.forexfactory.com/showthread.php?t=127271

The indicator comes with a trend indication based on the slope of the linear filter. The neutral range can be adjusted via the threshold parameter. The trend can be displayed via paintbars. The trend state is exposed via an IntSeries() and be directly called from a strategy.

Category NinjaTrader 7 Indicators

Details: Coral Trendfilter
Category: NinjaTrader 7 Indicators

October 27th, 2013
Size: 4.99 KB
Downloaded: 1437 times

Keywords: coral filter iir trendfilter

ADXVMA - Recoded for NT7

Exported using NT Version 7.0.1000.10

Why code another version of the ADXVMA?

All previous versions of the ADXVMA are based on a dirty transcript from MetaTrader which has a number of bugs, inconsistencies or variables that are not being used. This is just an attempt to clean up the mess and come up with a proper version. These are the changes:

Initialization: Most versions are initialized with a value of 0 instead of Input[0], this usually creates false values for the first 100 or 200 bars.

Redundant variables: The transscripts from MetaTrader use 4 different variables for the period, although it is always the same period. A variable used for the shift in MetaTrader is carried around, although it always has the value 0.

Inefficient algorithms: The indicator mostly uses Wilder's smoothing for calculating exponential averages from the positive and negative Momentum. The smoothing constant k is calculated once and applied to the various steps required for smoothing. Searching the highest and lowest value for the last n+1 period was hidden in a complex algorithm.

Input Series: The prior versions can only be applied to the close, this version also accepts other input series, such as the high, low or the typical price of the selected instrument.

Trendfilter: The indicator can best be used as a trendfilter. The trend state, which can be positive, negative and neutral, is exposed via an IntSeries, which can then be accessed by other indicators and strategies. The trend can also be shown via a paintbar option.

Update June 11, 2012: Trendfilter and colors modified to avoid frequent trend changes.
Update July 3, 2012: Serialization of display options changed. This will make it simpler to call the indicator from other indicators or strategies.

Category NinjaTrader 7 Indicators

Details: ADXVMA - Recoded for NT7
Category: NinjaTrader 7 Indicators

July 3rd, 2012
Size: 8.56 KB
Downloaded: 3001 times

Keywords: adxvma average moving trendfilter vidya

SuperDrive

Exported using NT Version 7.0.1000.2

This is an improved version of the drive indicator.

The indicator detects both volatility and momentum and shows the relationsship between bullish momentum or bearish momentum and volatility.

Volatility is measured via the absolute value of the indicator. You will notice, how it moves up during the day session and moves down during the night session.

Momentum is measured as the difference between the two lines. Positive momentum is shown as green and negative momentum is shown as red. The momentum is measured via the enhanced momentum indicator, which is included.

The lines are smoothed with a Hull moving average for display.

Category NinjaTrader 7 Indicators

Details: SuperDrive
Category: NinjaTrader 7 Indicators

January 12th, 2011
Size: 11.63 KB
Downloaded: 2074 times

Keywords: drive momentum trendfilter volatility