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Submitted by fluxsmith
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jhlTSI
Implements William Blau's Trend Strength Index. Version 1.0


Category NinjaTrader 6.5 Indicators 
 
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Category: NinjaTrader 6.5 Indicators 


August 8th, 2010
Size: 8.74 KB
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jhlTSI
Implements William Blau's Trend Strength Index.

Version 2, see:
https://nexusfi.com/ninjatrader-programming/4416-fluxsmiths-indicators-8.html


Category NinjaTrader 7 Indicators 
 
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August 8th, 2010
Size: 11.63 KB
Downloaded: 186 times
jhlDMbgColor 5 *
Ooh the pretty colors... I've started following with some interest this thread,
https://nexusfi.com/journals-daily-charts-chart-reading/3514-perrys-trading-platform.html, and have created this indicator to give visual clues through background color for using ADX as described therein. Version 1.0.


Category NinjaTrader 7 Indicators 
 
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Details: jhlDMbgColor
Category: NinjaTrader 7 Indicators 


July 24th, 2010
Size: 4.62 KB
Downloaded: 569 times

Keywords: fluxsmith perry's trading platform
jhlTSF 5 *
Time Series Forecast. Returns the same values as the NT supplied version, but does not iterate on intrabar updates. Also has cleaner startup values when the bars available are fewer than the specified period. Displays a trend colored plot.
Version 1.1: Allows negative 'Forecast' parameters, corrects a coloring issue with intrabar updates.


Category NinjaTrader 7 Indicators 
 
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Category: NinjaTrader 7 Indicators 


July 12th, 2010
Size: 6.92 KB
Downloaded: 288 times

Keywords: fluxsmith forcast series time
jhlPFE
Polarized Fractal Efficiency. This does not return similar values to the NT supplied PFE, which does not implement the formulas I've found by this name. My indicator's waveform is similar enough to thinkorswim's to conclude that I have implemented the algorithm represented correctly. This indicator does not iterate. Version 1.0.


Category NinjaTrader 7 Indicators 
 
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Details: jhlPFE
Category: NinjaTrader 7 Indicators 


July 9th, 2010
Size: 6.47 KB
Downloaded: 288 times

Keywords: efficiency fluxsmith polarized fractal
jhlADX
Returns the same values as the NT supplied ADX, but has at least a 12K memory advantage. Both do not iterate, so are reasonable to use with CalculateOnBarClose == false, although they are somewhat computationally intense. Version 1.0.


Category NinjaTrader 7 Indicators 
 
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Category: NinjaTrader 7 Indicators 


July 8th, 2010
Size: 2.57 KB
Downloaded: 234 times

Keywords: adx fluxsmith
jhlHMA 4 *
Hull Moving Average. This returns the same values as the supplied HMA, but has a significant memory consumption advantage. Additionally the supplied always iterates, this does not iterate on intrabar updates (but must for new bars), so it's reasonable to use UpdateOnBarClose == false.

Version 2
Built on more efficient WMA
Updated with new JHL.Utility.MA
Added Up/Down coloring


Category NinjaTrader 7 Indicators 
 
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Category: NinjaTrader 7 Indicators 


July 7th, 2010
Size: 7.27 KB
Downloaded: 465 times
jhlAMA 5 *
Adaptive Moving Average, from the book 'Smarter Trading' by Perry J. Kaufman. A range from slow to fast for EMA period is selected based on 'Efficiency' (a signal to noise ratio, see jhlEfficiency). The resulting EMA factor is then squared, which will bias the long end of the range towards zero movement (a 30 slow period becomes 479.5 periods when the EMA factor is squared). For any given slow period n, the effective maximum period is (n + 1) squared / 2 - 1. Version 1.0.


Category NinjaTrader 7 Indicators 
 
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July 7th, 2010
Size: 4.75 KB
Downloaded: 402 times

Keywords: fluxsmith ama
jhlChaikinMoneyFlow
Chaikin Money Flow, returns the same values as the distribution version, but has a ~2-4K memory advantage depending on usage. Version 1.0.


Category NinjaTrader 7 Indicators 
 
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Details: jhlChaikinMoneyFlow
Category: NinjaTrader 7 Indicators 


July 6th, 2010
Size: 4.25 KB
Downloaded: 325 times

Keywords: flow fluxsmith money chaikin
jhlCMO
Chande Momentum Oscillator. This should return the same values as the standard supplied version; its advantage being ~4-6K less memory consumption. It does not iterate (neither does the supplied) so is reasonable to use with CalculateOnBarClose == false. Version 1.0.


Category NinjaTrader 7 Indicators 
 
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July 6th, 2010
Size: 4.01 KB
Downloaded: 195 times

Keywords: fluxsmith momentum oscillator chande
 



 
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