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Searching for entries matching fluxsmith, looking in keywords for any words
Found 14 matching entries

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jhlMMA

Wikipedia calls this a 'Modified Moving Average'. Traders may know it as Welles Wilder's Moving Average, as it is the averaging method used in many of his indicators.

It's conceptually simpler than an EMA, the basic formula being:
average = (newValue + priorAverage * (n - 1)) / n

However, for any number of periods 'n', the outcome is identical to EMA(2 * n - 1). Since my basic indicators are all about efficient code reuse that is the implementation used here. Using the EMA formula is also slightly more CPU efficient than the formula above.

Version 1.0.

Category NinjaTrader 7 Indicators

Details: jhlMMA
Category: NinjaTrader 7 Indicators

July 3rd, 2010
Size: 4.23 KB
Downloaded: 189 times

Keywords: average fluxsmith moving modified

jhlLinRegSlope

Linear Regression Slope. Should return the same values as the standard LinRegSlope. However, the standard version iterates on every update, making it especially inefficient for intrabar (tick) data. This version does not iterate on intrabar updates. Version 1.0.

Category NinjaTrader 7 Indicators

Details: jhlLinRegSlope
Category: NinjaTrader 7 Indicators

July 3rd, 2010
Size: 2.61 KB
Downloaded: 203 times

Keywords: fluxsmith linear regression slope

jhlSMA

Should return the same values as the standard SMA. Illustrates compositing by building from jhlSum. Version 1.0.

Category NinjaTrader 7 Indicators

Details: jhlSMA
Category: NinjaTrader 7 Indicators

July 3rd, 2010
Size: 4.00 KB
Downloaded: 176 times

Keywords: fluxsmith sma

jhlSum

Should return the same values as the standard 'SUM', hopefully with less memory overhead. Intended to be used as a component in more complex indicators. Version 1.0.

Category NinjaTrader 7 Indicators

Details: jhlSum
Category: NinjaTrader 7 Indicators

July 3rd, 2010
Size: 2.14 KB
Downloaded: 150 times

Keywords: fluxsmith sum

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