By request I'm reposting jhlTSI with support for additional averaging methods for the signal line. I'm posting it as a new version instead of updating the original post, as more methods mean many more dependencies. If you're not interested in the additional averages you should download the earlier jhlTSI.
August 10th, 2010
Size: 26.87 KB
Downloaded: 276 times
601
fluxsmith
Variable Moving Average. An exponential moving average with the coefficient modified by the Chande Momentum Oscillator. Yields the same values as the distribution VMA with much less memory consumption.
Version 2:
Indicator is now named 'jhlVMA', not 'MyVMA'
No dependency on jhl.Utility
Supports rising vs falling plot colors
October 15th, 2010
Size: 6.40 KB
Downloaded: 420 times
675
fluxsmith
WilliamsPercentR, position of close as a percentage of range. I've scaled this from 0 to 100 instead of the traditional -100 to 0; it just makes more sense to me.
October 31st, 2010
Size: 6.21 KB
Downloaded: 290 times
708
fluxsmith
Weighted Moving Average. Weighting is linear from 1 .. n. Should return the same values as the standard supplied WMA, but intended to be a reusable component. Additionally, the standard WMA always iterates, this does not iterate on intrabar data, making it more efficient with CalculateOnBarClose == false.
Version 2:
Defaults to CalculateOnBarClose = false
Updated with new JHL.Utility.MA
Faster calculation