NinjaTrader 7 Indicators

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NinjaTrader 7 Indicators

Indicators in this section are compatible with NinjaTrader 7

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jhlButterworth3

3 Pole Butterworth Filter

Version 2:
Corrected coefficients

Details: jhlButterworth3

February 9th, 2011
Size: 4.64 KB
Downloaded: 412 times

Give NT 7 preference over other applications that are running.

Name: SetNinjaTradersPriorityHigh Version 1.1

Exported with: NT 64-bit 7.0.1000.27
To Import Indicator Into NT 7:
1. Download the attached file by clicking on the blue downward arrow or the NT Chart image. Save the file. Do not open it.
2. From the Control Center window select the menu File > Utilities > Import NinjaScript.
3. Navigate to the folder that contains the .zip file download by your browser.
4. Select the downloaded .zip file then click the Open button.

Updated: Oct 22, 2015 8:30AM File & Text- New Priority value of BelowNormal. New parm Show NT Priority. Priority changed only when required. New parameter Debug message to Output Window.

Author: James R. Walker

NT 8 Version available https://nexusfi.com/local_links.php?catid=27&linkid=1665

All the applications running on your computer equally share your computer's resources. The NinjaTrader application runs at Normal Priority with all the other applications. Especially during fast markets, when other applications are running on your computer, NT is not processing incoming data as quickly as your computer would allow and possibly losing trade data from your market data service. By default, this Indicator sets NinjaTrader's Process Priority to High, giving it preference over other applications that are running.

This Indicator allows you to set NT's Process Priority to one of four values: High, Above Normal, Normal, or BelowNormal. You may want to use High during your trading day and Normal at other times. You could also set it to BelowNormal to do backtesting in the background while you use your computer for other tasks.

Adding this Indicator to one chart in your Workspace will set NinjaTrader's Process Priority until you exit NT. The Indicator will check before setting the Priority and do nothing if Priority is already set to the Priority specified in its parameter.

Quoting from https://www.eightforums.com/tutorials/23830-processor-priority-level-set-processes-windows-8-a.html : "Windows 8 shares the processor time between all running processes based upon their priority level. If a process has a higher priority, it gets more processor time compared to a process having a lower priority. . . . The changes you make to the priority level of the current instance of an application or process are only temporary and not set permanently. Once you close the application or restart the PC, Windows 8 will automatically set the priority back to default for the process or application."

Parameters:
Priority - Select High, Above Normal, Normal, or BelowNormal for NinjaTrader's Process Priority. The Default is High.

HideIndicatorName - Prevent display of indicator's name at top of chart if true. Default is false.

ShowNTPriority - Display NT's Priority at top of chart. Default is true.

To have nothing displayed at top of chart set HideIndicatorName parameter to true and ShowNTPriority to false.

Details: Give NT 7 preference over other applications that are running.

October 20th, 2015
Size: 2.77 KB
Downloaded: 410 times

Ray with alert

This is a very handy indicator that adds an alert to the Ray. I got it from the NT forum. Alerts can be changed, see :
https://nexusfi.com/traders-hideout/6146-using-different-wav-files.html

Details: Ray with alert

October 23rd, 2010
Size: 4.21 KB
Downloaded: 408 times

Ratio2Instrument

This indicator plots the ratio between two instruments. The default quantity is 1 (1*x/1*y, for example), though that can be changed in the dialog.

Attached is a monthly chart of the Gold/Oil ratio as an example.

Version 3.12 posted 16 May 2010 by MXASJ.

Details: Ratio2Instrument

May 16th, 2010
Size: 2.70 KB
Downloaded: 407 times

Keywords: mxasj ratio

jhlAMA

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.

Details: jhlAMA

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

Keywords: fluxsmith ama

ADXVMAColorBands

Hello Traders, I thought that I uploaded this a few years ago...

I have added color and Volatility Channels (Keltner-ish) to the popular ADXVMA. You can select your colors for an Up trend, Down trend or Neutral. The Volatility Bands can be colored and set to the multipliers that you prefer. In the picture, the ADXVMA is set to 5 periods and the bands are set to 1.618 for the inner band and 3.14 for the outer band.

When the center line is yellow, the trend is not defined. I have found that a touch of the band with a yellow center will reject. I hope that this helps you with the chop.

Trade Well...
Bob

Details: ADXVMAColorBands

July 26th, 2018
Size: 5.84 KB
Downloaded: 396 times

ZTrend

Stocks either go up or down. The degree (measured as standard deviation) at which the trend occurs varies by period.

Closing price and not price change is typically used to calculate standard deviation (or dispersion from mean). However, using the standard deviation of closing price does not illustrate price movement from mean. Therefore, a price change percentage of 0% is your staring point.

The equation below will provide a "number" indicating how strong a trend is. The number is the price change per standard deviation for the given period. It works well on a list of stocks that is sortable.

A stock with a strong upward trend will have a higher value and vice versa in a down trend.

This is a modified z-value calculation using zero as a starting point.

prc_chg = (close[0]-close[1]) / close[0]
z-value = mean(prc_chg, period) / SD(prc_chg, period)

The higher or lower the "z-value", the stronger the trend (for the given period).

Details: ZTrend

January 9th, 2011
Size: 5.54 KB
Downloaded: 394 times

Bollinger Bandwidth

The Bollinger Bandwidth study is a technical indicator based upon Bollinger Bands� study, expressing the distance between upper and lower bands as percentage of the middle band value (SMA/EMA around which the bands are plotted). The main plot is accompanied with two additional ones: Bulge and Squeeze. Bulge plot displays the highest bandwidth value reached on the specified period, and, similarly, Squeeze plot shows the lowest bandwidth value.

This indicator was modeled after the first class Think or Swim Trading Platform.

This indicator is shown in the lower panel.

Details: Bollinger Bandwidth

March 1st, 2014
Size: 11.60 KB
Downloaded: 390 times

Keywords: 7 bandwidth bollinger indicator ninjatrader

jhlFractalDimension

Plots the fractal dimension of the input series.
See https://en.wikipedia.org/wiki/Fractal_dimension

Version 1: Previously included in jhlHurstExponent
Version 2: Includes corrected jhlMIN & jhlMAX for COBC == false

Details: jhlFractalDimension

March 19th, 2011
Size: 8.23 KB
Downloaded: 390 times

Advanced Williams Percent R

This indicator created High Low bars of the standard WilliamsR indicator then applies a low fluctuation no lag smoothing ling (Light Blue) and a Signal Line (Maroon) to the smoothing line. It also draws a dot at the end of the calculation range to show you what prices are included in the calculation. The No Lag calculation is based on Ahrens Moving Average, tweaked to calculate off of the highs and lows not the open and close providing less variance to the indicator.

It will show the variance that takes place on the WilliamsR and smooth it to show you a more accurate number. I hope you like it, and if you do please leave a comment to show your appreciation.

Cheers,

Details: Advanced Williams Percent R

January 15th, 2014
Size: 9.64 KB
Downloaded: 388 times

Trend Direction

Here is the normalized version for NT7 from bizman 7 contribution...

btw.. what are does numbers and where they come from?

exported with NT7, but should work in NT6.5

Details: Trend Direction

August 8th, 2010
Size: 6.45 KB
Downloaded: 388 times

Keywords: bizman70 rbci

Sidhu Moving Average

Well Sidhu Moving Average takes best from all the different Adaptive moving averages and combines it into One Average.It utilizes FantailVMA1, FantailVMA3, Kaufman AMA and Chande 's VMA.While these averages have their own merits , however i wasnt satisfied using just anyone of these because one excelled at smoothing, the other at reponsiveness so i decided to adopt the middle path.This gave birth to SidhuMA.Its has option to select any one average to all the four different averages and what it does is, it plots the half of it on chart i.e (( Avg1 + Avg2 +Avg3+Avg4)/2) with WMA as smoothing factor.

The different averages can also be plotted on the chart along with the SidhuMA, just change the default color from transparent to whatever you like.

This average gives you the best that is out there!

P.S :Special thanks to the creator of FantailVMA for doing an amazing job!

Details: Sidhu Moving Average

September 4th, 2012
Size: 20.45 KB
Downloaded: 384 times

HIGH VOLUME ALERT

A simple indicator that shows the high volume. You can change the volume alert depending the time frame used.

Details: HIGH VOLUME ALERT

July 9th, 2017
Size: 2.70 KB
Downloaded: 381 times

nfsCandles

This is a very simple/simplistic indicator that adjusts the outline, wick and bar body color all to the same color and it works with normal candles or HeikenAshi (HA) Candles.

Details: nfsCandles

December 2nd, 2012
Size: 5.06 KB
Downloaded: 379 times

Keywords: candle outline

jhlLaguerreRSI

Laguerre RSI, based on description by John Ehlers (https://www.mesasoftware.com/Papers/TIME%20WARP.pdf)

Version 1

Details: jhlLaguerreRSI

October 8th, 2010
Size: 2.40 KB
Downloaded: 371 times

Cumulative Session

This is a trivial indicator that plots the cumulative total of all Input values since the beginning of each session.
Useful for plotting of ^TICK as shown above.
Version 1.0 Feb 6, 2016
Generated with NT version 7.0.1000.30

Details: Cumulative Session

February 6th, 2016
Size: 1.82 KB
Downloaded: 362 times

Keywords: dalebru ^tick

GHPBarTimer

I know I have seen an indicator like this before on BMT, but I was asked to create this by someone recently so I figured I would post it for the rest of BMT. This indicator is meant for not time based bar types such as Renko or Range. It will report the average time of the bars over the last period in Sec. It will also present the time of the current bar for comparison. If the Sec are less than the alarm limit, it will paint that bar Green and a gray strip into the primary chart.

Summary:
Red Trace: Average time in Bars/Sec over period
Light Blue: Time of current bar in seconds
Green/Gray Strip: Alarm limit reached

VERSION:
00: Initial release

Details: GHPBarTimer

July 30th, 2014
Size: 2.36 KB
Downloaded: 358 times

Keywords: average bar time timer alarm

Fibonacci Count

Highlight Fibonacci Count from swing point

Details: Fibonacci Count

April 18th, 2017
Size: 7.99 KB
Downloaded: 346 times

Read values from a text file and use them as variables.

This indicator will read values from a .txt file, I've set the location of the file in the root directory, but you can change that to what ever you want.(c:\MyTextFile.txt)

I've set it up to hold 4 values:

EMAMin#12
EMAMax#24
StartTime#21:00
EndTime#09:00

You can add/remove any of the lines, but remember to change the Properties in the C# code.
When you add values you need to make sure the name/values are separatored by a hash (#)

It was written in Ninja7, but I'm sure it will work in Ninja6

Hope you like it?

Details: Read values from a text file and use them as variables.

September 3rd, 2010
Size: 2.57 KB
Downloaded: 346 times

Keywords: read values textfile external

The Adam Theory of Markets for NT7

This is an indicator based on a read many years ago by THIS book.

The indicator simply plots a reflection that is flipped about the X AND Y axis, which is a forward projection of the path of price.

You can set the lookback period, which is how many bars back to plot the forward projection. There are also "Entry Arrows" which simply paint based on the conditions in the book.

Basic idea is to capture trends and not chase the tops/bottoms.

I have the pdf, and you can likely find it online pretty easily if need be. Details of the theory is best found there.

My Take: Absolutely nothing special about this, as anything publicly available or sold is likely rubbish. But just cleaning out some things on my PC so figured I'd post in case anyone else was ever interested in such a thing.

Details: The Adam Theory of Markets for NT7

April 21st, 2017
Size: 2.62 KB
Downloaded: 337 times

Keywords: theory adam

Rainbow Tool for NT7 - Latest before site was taken down.

Hi,

I have the latest version before this awesome tool was deleted and the site was taken down.
Sad to see, i really like the CTRL and Alt function to be able to see SL and Targets preview before i took the trade.

I wish there was a way to convert this to NT8, i really miss this tool.

It has some bugs, like the built in drawing calc tool, it calcs wrong of 1 Tick, not a big deal but still.

Tried it again now and it doesn't seem to work as well as it did in earlier versions of NT7

IF someone could get a hold of the source code to this that would be a killer to convert for NT8, would really love to see that happen.

IF SO PM RIGHT AWAY

Enjoy, whats left of this great neet tool

/Mberg

Details: Rainbow Tool for NT7 - Latest before site was taken down.

October 26th, 2018
Size: 1015.52 KB
Downloaded: 336 times

Keywords: nt7 rainbow

jhlLLMA

Aslan contributed LLMA here:
https://nexusfi.com/free_downloads/ninjatrader-7/indicators/738-download.html?view

I just stood on his shoulders and converted it to my style. This version uses much less memory, is simpler for me to follow, and has a startup phase where it has a pretty good estimate instead of no value set.
It can be constructed from my generic MA adaptor (jhlMA) with only a period specified, providing a default phase value of 0.

Version 1

Details: jhlLLMA

February 12th, 2011
Size: 15.66 KB
Downloaded: 335 times

TimeLinesIndPanel NT v 7

the TimeLines NT v 7 indicator coded to display on the indicator panel -
not coded by me

Details: TimeLinesIndPanel NT v 7

August 20th, 2011
Size: 2.58 KB
Downloaded: 334 times

Keywords: time v-lines indicator-panel

MousePanToolbar - version 1.00

The features of this indicator have been incorporated into a new version of MousePan - which I recommend over this version.

The combined version lets you use the tool bar and the keyboard, which has advantages if you use chart trading.

***** Depreciated code - see above ******

This is a variation of the MousePan indicator for NT7, which is enabled or disabled using a modification to the charts toolbar. Unlike MousePan, there is no keyboard shortcut needed to pan the chart.

This is useful if you like to use a fixed scale on charts to avoid NT zooming in too much when the range is low, since that would make small movements look large.

If you need to modify a drawing on the chart, turn off panning by clicking "Pan" on the toolbar and then enable panning when done.

When enabled, the chart can be moved up or down by dragging with the mouse held over the chart (hold the left mouse button down to drag).

*** Be aware that enabling chart pan with this indicator may cause problems if you use chart trading unless you turn off panning before modifying orders on the chart. If so, you may prefer to use MousePan which is enabled momentarilty with a control key on the keyboard.

Details: MousePanToolbar - version 1.00

February 28th, 2013
Size: 3.54 KB
Downloaded: 333 times

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.

Details: jhlChaikinMoneyFlow

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

Keywords: flow fluxsmith money chaikin

Volatility of a EMA (VEMA)

I know we all have seen it. When you have a indicator calculating on tick and not on bar close, that EMA will bounce around until bar settlement. It may have gave a signal, it might have not.

This indicator will plot the high and low of the range of a EMA that takes place intra-bar. This way you actually know what the EMA did while the bar is building and not have to rely on the bars settlement.

To use, you must set CalculateBarOnClose to false. If you don't, then you have a regular EMA.

Hope someone finds this helpful.

Cheers,

SodyTexas

Details: Volatility of a EMA (VEMA)

November 5th, 2013
Size: 2.25 KB
Downloaded: 325 times

True Slope Indicator V1

THERE IS A NEW VERSION OF THIS INDICATOR. FIND IT AT:
https://nexusfi.com/download/ninjatrader-7/indicators/1922-download.html?view

At various times, I have wanted an indicator that showed the slope of a line between two price points on a chart. I looked here on the forum for one and found a number of people discussing it, generally attempting to measure the slope of a line they'd drawn on the chart, and realizing that, if the chart is resized in any way, the slope is changed, blowing its usability.

I finally looked at the question independent of the chart. Treating the problem as that of measuring the leftmost angle of a right triangle, with the hypotenuse formed by the price at the starting point and the price at the end point and the right angle at the lower right, I finally found a usage for the trigonometry classes I'd had.

If you know the length of two sides of a right triangle, you can calculate the angles using the inversions of the sine, cosine and tangent functions, the arcsin, the arccos and the arctangent.

Taking the difference in price between the starting bar and the ending bar, converted to ticks, as the height of the side opposite the angle and the number of bars as the length of the side parallel to the bottom of the chart, the leftmost angle can be calculated and it will stay the same regardless how the chart is resized. This gives the 'real' angle, or slope, of a line drawn from the price on the starting bar to a price on the ending bar. Fortunately, the C# programming language contains the arctan function, Atan(), so it was possible to build the math without my brain exploding.

I wrote a NinjaTrader indicator that allows you to choose whether to start on Open, Close, High, Median or Low, to choose whether to end on Open, Close, High, Median or Low and the period, or number of bars, you want to measure. I have uploaded the .cs file, zipped. Just import it, as usual. All the math is contained within the indicator.

No line is drawn on the chart (since it calculates for every bar, you'd potentially have a bazillion confusing lines). Instead a new panel is created with the angle at each bar plotted, between +90 and -90, which would be the angle if you measured price change on one bar.

The usability of this indicator is not as immediately obvious as I expected it to be. However, you can see that, where the plot makes a kind of 'plateau' or trough, price is continuing steeply up or down. With a long period, areas that are usually called 'chop' can be seen, as the angle maintains a value closer to zero.

This is not a lagging indicator, regardless how long the period is. Price movement on the current bar is immediately reflected in the angle. Relatively short periods can be used, for example, in automated trading to help guard against sudden unfavorable price spikes, an intra-day nemesis.

I have not tested moving averages of the angle, but those may also be useful, though will add a lag, of course.
(11/25/15) I have found myself using a Linear Regression Channel of the angle indicator and comparing to an LRC of price.)

I may also make an indicator that averages high-to-high, low-to-low, median-to-median and high-to-low angles in an attempt to emulate what the human brain does when we look at a chart. We see all this detailed activity, but the brain sort of fuzzes the image allowing us to immediately see, price going up, price going down, price going nowhere. Seeing the forest, rather than the trees.

If it seems to do the trick, I will post that, as well.
(11/25/15) After further exploration, I realized that the Linear Regression Channel indicator that comes with NinjaTrader does this already, and better than I could.

I hope those of you looking for an angle/slope indicator will find this of some use.

(Double-checked math. It is correct and you can use it with confidence. Understand that the 2 period minimum actually goes BACK 2 bars, so this version minimally measures 3 bars, including bar 0. 11/19/15)

Details: True Slope Indicator V1

November 15th, 2015
Size: 2.53 KB
Downloaded: 323 times

Choppy Market Index V1

Ranging or trending? From 'Tackling trending and ranging markets with CMI', by Daniel Fernandez, currencytrader.com 8/11.

This indicator shows the change in price of an instrument as a percentage of the range over the same time period. If price started the period at one extreme of the range and ended at the other extreme, percentage will be 100. If it started and ended at the same price, percentage will be zero. Also shows when current price is above or below that of the 'Signal period' by coloring the CMI line green or red. In addition, there is an SMA of the CMI line. Basically, when the value is low, price isn't really going anywhere and when it's high, price is moving steadily. Overall period, signal period and SMA period are all user-configurable.

This indicator is certainly similar to some others, but I have found that it has helped me identify tops and bottoms better than the various included-with-Ninjatrader indicators that I have tried. So, I thought I'd offer it to the community, in case it's of use to anyone else.

This description is right from the currencytrader.com article:
Ranging: enter long when Smooth < 40 and CMI is red; enter short when Smooth < 40 and CMI is green. Trending: enter long when Smooth > 60 and CMI is green; enter short when Smooth > 60 and CMI is red. Exit all trades when CMI crosses 50. Divides difference between Close[0] and Close[CMIPeriod] by difference between MAX(High, CMIPeriod) and MIN(Low, CMIPeriod). Adds SMA(SMAPeriod) of that value. Colors CMI plot green when Close[0] > Close[SignalPeriod] and red when Close[0] < Close[SignalPeriod].

Fernandez's default values are 60, 20, 10. (CMI, Signal, SMA)

Details: Choppy Market Index V1

December 22nd, 2017
Size: 7.78 KB
Downloaded: 320 times

jhlEMA

Should return the same values as the standard EMA. Designed to be a reusable component with low memory overhead.

Version 2:
Further reduced memory footprint
Defaults to CalculateOnBarClose = false
Updated with new JHL.Utility.MA

Details: jhlEMA

July 3rd, 2010
Size: 4.51 KB
Downloaded: 314 times

ClasterVolumeIndicator Template Chart

ClasterVolumeIndicator Template Chart

Details: ClasterVolumeIndicator Template Chart

August 27th, 2014
Size: 2.92 KB
Downloaded: 313 times

jhlTEMA

Triple Exponential Moving Average

Version 1.0

Details: jhlTEMA

March 6th, 2011
Size: 4.79 KB
Downloaded: 313 times

OIF CLose Position With Button

FOR CHART TRADERS: This indicator is a sample of how to automate the exit of a position with a chart indicator

Version 1.1
Exported with NT 7.0.1000.11
(1.0 did not connect the Parm to the Button correctly)
(1.0 did not have MA plots
(1.1 now detects the account with the position, SIM and REPLAY overridden by live account)
(1.1 does not toggle exit button when position is closed, 1.0 did)

The method of closing the position is through an OIF file written into the "My Documents\NinjaTrader 7\Incoming" folder.

In this exmaple, when the Exit button is White
a long position is exited on a CrossUnder EMA13 x SMA20
a short position is exited on a CrossOver EMA13 x SMA20

NOTE: Change the variable OIF_Folder to point to your My Documents folder.
THE ATI INTERFACE OPTION MUST BE SELECTED ON CONTROL CENTER / FILE

This indicator creates a Exit button on the toolbar
When the Exit is enabled, the button is White
When the Exit is disabled, the button is Gray

Details: OIF CLose Position With Button

October 29th, 2012
Size: 6.69 KB
Downloaded: 310 times

True Slope Indicator V5

After explicitly and laboriously adding various moving average types, linear regression, etc. to subsequent versions of my slope angle indicator, I finally realized that, in the indicator code, Input[0] refers to whatever price or indicator data series the user puts in the "Input series" field of the indicator parameters window. Duh. I reiterate: duh.

So, in this version (V5) I removed all the explicit options and changed the code to calculate using the Input series. Now, it'll simply use the values of whatever you put in the Input series field.

What it no longer will do, however, is allow you to measure the angle between High and Low or Median and Close or whatever. Now it'll just do High to High, Low to Low, etc. I may, in the future, add back the option to choose differing price values to start and end on, but you can still use V1 for that, if desired.
Or, if someone wants to merge the two versions, feel free. Just let me know so *I* can use it!

In the screen shot, you can see two instances of it. The upper plot shows the angle between Low[3] and Low[0]. The lower plot shows the angle between SMA(50)[3] and SMA(50)[0].

I drew the vertical lines to show that the plot crosses zero, meaning a perfectly flat slope, a little later than where the SMA slope is visually flat. That's due to the period of the measurement being 3 bars. A 1 bar period shows the zero slope much closer to its real location, but you tend to get a much choppier line. Another trade-off. Still, the indicator can be useful for measuring extreme slopes or generally flat periods, which was my original intent.

I do want to mention that any negative value means slope is downward. Likewise any positive value means slope is upwards. So, even where the slope curve is rising, if it's still below zero, the slope you're measuring is descending, just not as steeply.

I hope this indicator is of some greater use to the community than V1.

Details: True Slope Indicator V5

October 25th, 2017
Size: 2.00 KB
Downloaded: 309 times

PivotsPlus

Hello Traders, after using the original PivotsPlus on several chart types, I found that the settlement value was somewhat dependent on chart type, so I changed the lookup of the value to use a synthesized 1min chart making the value independent of the chart type. There are constraints that will prevent the indicator from working on some extreme chart types, but it works for the ones that I have tried (minute, range, tick, unirenko). Let me know of any difficulties that you may experience.

Here is the original post description...Hello Traders, I have added several important levels to the standard NT Pivots indicator. The additions are yesterdays high, low, mid, cash close, RMS High and Low values as well as todays high and low values. The indi also calculates upper and lower bands around the Pivot, R1 and S1. All plots are available to set the weight, color and type of plot. The plot labels can be adjusted xx bars left of the right margin with the 'Width' parameter.

Trade Well...
Bob

Details: PivotsPlus

December 26th, 2014
Size: 9.42 KB
Downloaded: 308 times

jhlSpearmanTC

Spearman Rank Correlation, with tie correction

Version 2:
Corrected tie correction algorithm

Note: It would be great if a math or statistics expert could verify this, I'm neither.

Details: jhlSpearmanTC

February 16th, 2011
Size: 3.19 KB
Downloaded: 304 times

jhlRVI

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')

Details: jhlRVI

August 12th, 2010
Size: 4.62 KB
Downloaded: 301 times

jhlWMA

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

Version 3:
Even faster calculation

Details: jhlWMA

July 3rd, 2010
Size: 4.82 KB
Downloaded: 300 times

jhlWilliamsPercentR

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.

Version 1

Details: jhlWilliamsPercentR

October 31st, 2010
Size: 6.21 KB
Downloaded: 290 times

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.

Details: jhlPFE

July 9th, 2010
Size: 6.47 KB
Downloaded: 289 times

Keywords: efficiency fluxsmith polarized fractal

g3ASR - Average Session (Daily) Range

This is your standard Average Daily Range (ADR) calculated intrasession.

It starts calculating average from day/session 1 and increases the window until reaching specified Period parameter.

[v1.0]

Details: g3ASR - Average Session (Daily) Range

April 22nd, 2015
Size: 2.41 KB
Downloaded: 288 times

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