October 30th, 2010
Size: 6.77 KB
Downloaded: 526 times
706
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 7th, 2010
Size: 2.28 KB
Downloaded: 474 times
659
fluxsmith
I recently discovered that the formula used for my solution in this thread: https://nexusfi.com/ninjatrader-programming/5069-hurst-exponent.html
has an error. (I guess that means we'll call this version 2.) Here is a corrected HurstExponent indicator, which also includes a FractalDimension indicator.
Version 3: Includes corrected jhlMIN and jhlMAX for COBC == false
October 1st, 2010
Size: 3.35 KB
Downloaded: 898 times
653
fluxsmith
I came across "McGinley Dynamic" in a thread on this forum. On further investigation I found two entirely different formulas referred to by that name. This indicator implements a variation based on the following formula:
v[0] = v[1] + (Close[0] - v[1]) / (.618 * n * (Close[0] / v[1]) ^ 4)
Now that I can see the result, it doesn't appear to me to be any more useful as an average than an EMA of the same period. However I think it may make a good trigger line vs an EMA of the same period.
September 7th, 2010
Size: 2.12 KB
Downloaded: 287 times
634
fluxsmith
Relative Vigor Index, from John Ehlers, in Technical Analysis of Stocks & Commodities, January 2002. Signal is crossing of trigger line. Length should be the dominant cycle length.
Version 1.0
(BTW - This is a completely different indicator than NT's 'RVI')
August 12th, 2010
Size: 4.62 KB
Downloaded: 301 times
602
fluxsmith
William Blau's True Strength Index
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.