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Submitted by Fat Tails
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William Blau Double Smoothed Stochastics

Exported using NT Version 7.0.1000.22

The indicator allows to display the Double Smoothed Stochastics - see Stocks & Commodities, January 1991. The Double Smoothed Stochastics as introduced by William Blau should not be confused with the better known Double Smoothed Stochastics (DSS) indicator by Walter Bressert.

Blau Double Smoothed Stochastics (DSS-B): The raw Stochastics is calculated as the percentage value for the close within the range created from the highest high and the lowest low over the lookback period. The DSS-B is obtained by separately double-smoothing both numerator and denominator of the raw Stochastics. The double-smoothed value for the numerator is then divided by the double-smoothed value for the denominator.

Stochastics Smoothing: William Blau twice applied an EMA to both numerator and denominator of the raw Stochastics. This indicator allows to use 30 different moving averages for the smoothing. The same moving average type is used for the first and the second average calculation.

Parameters: The lookback period for the raw Stochastics indicates the number of bars for which the highest high and lowest low is determined. The lookback period is comparable to all other Stochastics indicators. The default value is 14 bars. The double smoothing of numerator and denominator is done with two moving averages. The first smoothing is typically done with a faster moving average, the second with a slower moving average.

Signal line: William Blau did not use a signal line for the double smoothed indicators. I have added the signal line, because the cross of the signal line can be used as a trend indication. Moving average type and period for the signal line can be selected.

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

Trend definition: The indicator exposes the current trend via an IntSeries. The trend can be determined based on the DSS (rising & not oversold, falling & not overbought, neutral), the signal line (rising & not oversold, falling & not overbought, neutral)) or the DSS / 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 DSS / 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 modified. Histogram added.

Category NinjaTrader 7 Indicators

Details: William Blau Double Smoothed Stochastics
Category: NinjaTrader 7 Indicators

March 14th, 2014
Size: 168.82 KB
Downloaded: 1274 times

Keywords: blau ergodic oscillator double-smoothed momentum stochastics

Z-score (amaZScore)

Version 1.3 September 25, 2017

The Z-score or standard score is a numerical measurement of a value�s relationship to the arithemic mean of the data set. The Z-score is the signed number of standard deviations by which the current value of a data point is above the mean value or below the mean value as calculated for the selected lookback period.

For a normally distributed sample 95.8% of the z-scores of all data points fall within the range [-2, +2]. A Z-score of 0 indicates that the data point is identical with the arithmetic mean of the data set.

The Z-score is a normalized oscillator that can be used to identify extreme readings of the input series. The Z-score is calculated by dividing the absolute difference between a data point and the arithmetic mean by the standard deviation.

One of the main applications of the Z-score is that it can be used to normalize any oscillator. For example, the MACD is a non-normalized oscillator which does not pass the c-test introduced by William Eckhardt. However, when the Z-score is used to normalize the MACD, the resulting oscillator uses a normalized scale and will pass the c-test. The normalized MACD is obtained, when the MACD is used as the input series for the Z-score.

Category NinjaTrader 8 Indicators and More

Details: Z-score (amaZScore)
Category: NinjaTrader 8 Indicators and More

May 9th, 2018
Size: 2.54 KB
Downloaded: 916 times

Keywords: normalized oscillator standarddeviation volatility zscore

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

Zerolag TEMA (amaZerolagTEMA)

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.

Category NinjaTrader 8 Indicators and More

Details: Zerolag TEMA (amaZerolagTEMA)
Category: NinjaTrader 8 Indicators and More

October 30th, 2017
Size: 4.95 KB
Downloaded: 367 times

Keywords: filter iir movingaverage tema zerolag

ZeroLagHATEMA

Exported using NT Version 7.0.1000.2

The ZeroLagHATEMA is a Heikin-Ashi smoothed zerolagging moving average, which was presented by Sylvain Vervoort in the May 2008 edition of the TASC (Technical Analysis of Stocks and Commodities) magazine.

The original version of this indicator was coded for the Trader's Tips of TASC and is available as a NinjaTrader download.

This is an updated version for NT 7.0, which has a bug of the original indicator removed.

Category NinjaTrader 7 Indicators

Details: ZeroLagHATEMA
Category: NinjaTrader 7 Indicators

January 17th, 2011
Size: 5.45 KB
Downloaded: 894 times

Keywords: ashi ema zero zerolag zerolaghatema

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