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Kaufman AMA with Trend Change

This indicator is the Kaufman Adaptive Moving Average, a/k/a KAMA, but which changes color when the indicator changes direction. This is a direct descendant of the Mov Avg Adaptive indicator that comes with MultiCharts.

I like single line indicators that change color when a trend changes, so this is my implementation of the KAMA with those attributes. The screenshot here is actually from TradeStation, but it looks and functions the same in MC.

Indicator Name: Mov Avg Adaptive Color Change
Inputs: Same as a normal KAMA, plus:

UsePlotColoring >>> set to true for coloring; false to turn it off
UpTrendColor >>> self explanatory
DownTrendColor >>> self explanatory

Small Difference in Original Calculation:
I added the Round2Fraction function to the MAA calculation, to round to the nearest minimum move for the chart. This helps filter out minor fluctuations when the indicator is practically flat, that may show a change in trend that isn't there. I don't believe this fundamentally changes anything, from my observations.

Import the PLA and apply to a chart. You're all set!

I posted a TradeStation version in that section, as the syntax is slightly different.

Category MultiCharts

Details: Kaufman AMA with Trend Change
Category: MultiCharts

September 30th, 2020
Size: 5.55 KB
Downloaded: 146 times

Keywords: adaptive average kama kaufman moving

Kaufman AMA with Trend Change

This indicator is the Kaufman Adaptive Moving Average, a/k/a KAMA, but which changes color when the indicator changes direction. This is a direct descendant of the Mov Avg Adaptive indicator that comes with TradeStation.

I like single line indicators that change color when a trend changes, so this is my implementation of the KAMA with those attributes.

Indicator Name: Mov Avg Adaptive Color Change
Inputs: Same as a normal KAMA, plus:

UsePlotColoring >>> set to true for coloring; false to turn it off
UpTrendColor >>> self explanatory
DownTrendColor >>> self explanatory

Small Difference in Original Calculation:
I added the Round2Fraction function to the MAA calculation, to round to the nearest minimum move for the chart. This helps filter out minor fluctuations when the indicator is practically flat, that may show a change in trend that isn't there. I don't believe this fundamentally changes anything, from my observations.

Import the ELD and apply to a chart. You're all set!

I am posting a MultiCharts version in that section, as the syntax is slightly different.

Category TradeStation (hidden)

Details: Kaufman AMA with Trend Change
Category: TradeStation (hidden)

September 30th, 2020
Size: 14.23 KB
Downloaded: 151 times

Keywords: adaptive average kama kaufman moving

ADXVMA (amaADXVMA)

Version 1.1 August 1, 2017

The Average Directional Index Variable Moving Average (ADXVMA) is a volatiltiy based moving average with the volatility being determined by the value of the ADX. The ADX provides levels of support during uptrends and resistance during downtrends. The indicator may also be used as a trendfilter. The trend can be positive, negative or neutral.

The ADXVMA that can be downloaded here may also be used with other input series than price. The trend can be shown via paint bars and is exposed as a public property.

Note: The ADXVMA has the trend exposed as a public property. This property can be accessed programmatically. However, it cannot be currently accessed via the market analyzer. In order to access the Trend series via the market analyzer, a specific MarketAnalyzerColumn is required. The MarketAnalyzerColumn is not yet included with the install file, as it has led to freezes with NT 8.0.8.0. The bug has been confirmed by NinjaTrader developers and only fixed with the latest release NT 8.0.9.0. (issue #12054). The market analyzer column and sound files for the ADXVMA will be availabe with a future update.

Category NinjaTrader 8 Indicators and More

Details: ADXVMA (amaADXVMA)
Category: NinjaTrader 8 Indicators and More

October 21st, 2017
Size: 11.37 KB
Downloaded: 1630 times

Keywords: adaptive adx movingaverage resistance support vidya vma volatility

Adaptive Laguerre Filter (amaAdaptiveLaguerreFilter)

Version 1.1 August 1, 2017

This is a four element Adaptive Laguerre Filter as described by John Ehlers in his paper "Time Warp - Without Space Travel".

The Laguerre Filter is a smoothing filter based on Laguerre polynomials. Its first term is an EMA, which is then further smoothened with a damping factor. The damping factor may take any value between 0 and 1. When the damping factor is set to 0, the Laguerre Filter becomes a finite impulse response (FIR) filter. When the damping factor is set to a value close to 1, the filter becomes dramatically smoother, but will have a significant lag.

The Adaptive Laguerre Filter is based on the simple Laguerre Filter, but uses a variable damping factor. The damping factor is adjusted such that low frequency components are delayed more than high frequency components. The resulting filter is an adaptive moving average and can be compared to the Kaufman Adaptive Moving Average (KAMA) or the Variable Index Dynamic Average (VIDYA).

Category NinjaTrader 8 Indicators and More

Details: Adaptive Laguerre Filter (amaAdaptiveLaguerreFilter)
Category: NinjaTrader 8 Indicators and More

October 20th, 2017
Size: 9.89 KB
Downloaded: 601 times

Keywords: adaptive damping filter iir laguerre polynomials

Ehlers Collection for NT 7

Exported using NT Version 7.0.1000.3

This is a collection of various filters by John Ehlers outlined in his books "Rocket Science for Traders" and "Cybernet Analysis for Stocks and Futures".

The following indicators are included:

- Adaptive Cyber Cycle
- Adaptive CCI
- Adaptive Center of Gravity
- Adaptive Laguerre Filter
- Adaptive Relative Vigor Indicator
- Dominant Cycle
- Dominant Cycle Oscillator
- Hilbert Sinewave Oscillator
- Hilbert Transform 2
- Instantaneous Trend
- Laguerre Filter
- Laguerre RSI
- Median Indicator
- Smoothed Adaptive Momentum

This collection of Ehlers indicators was originally submitted by Piersh. I have simply ported the indicators to NinjaTrader 7.

Category NinjaTrader 7 Indicators

Details: Ehlers Collection for NT 7
Category: NinjaTrader 7 Indicators

February 20th, 2011
Size: 35.71 KB
Downloaded: 2754 times

Keywords: adaptive cci centerofgravity cybercycle dominantcycle filter hilbert laguerre median momentum rvi sinewave transform trend