Dark
Theme
Light
Theme
Register
Username or Email
Username or Email
Password
Password
Forgot
Signup
Forgot
Browse
Register
Downloads / Indicators
Articles
Upgrade to Elite
Unanswered Posts
My Posts
Return to Homepage
Today's Posts
Trading Reviews and Vendors
Futures Brokers Reviews
Traders Hideout (general)
Platforms and Indicators
Trading Journals
Elite Trading Journals
Psychology and Money Management
Off-Topic
The Elite Circle
Webinars
Trading Articles
Main Trading Articles Index
Article Categories
Help, Tutorials, How-To's
Traders and Trading Methods
Platforms, Tools and Indicators
Terms (Glossary)
Article Tools
List New Articles
List Recent Article Changes
Random Article
Most Popular Articles
Category Groupings
Wanted Articles
Most Linked to from Forum
Go to Page...
Quotes
by TradingView
>
Downloads
>
Search
>
Categories
Show
Search
Help
Search
title and description
keywords
Advanced Search
Winning nominations
What's Hot
What's New
New Ratings
Some Random Entries
Home Category
Search Results
Searching for entries matching
efficiencyratio
, looking in keywords for any words
Found 1 matching entries
Sort by
Title (ascending)
Title (descending)
Hits (overall)
Hits (30 days)
Hits (7 days)
Hits (24 hours)
Date created (ascending)
Date created (descending)
Rating (ascending)
Rating (descending)
Submitter (ascending)
Submitter (descending)
Entries
Login to Download
Kaufman Efficiency Ratio
Exported using NT Version 7.0.1000.5
The Kaufman Eifficiency Ratio is also know as Fractal Efficiency. It can be used as a filter to differentiate between trending conditions and sideways markets.
The efficiency ratio compares the absolute amount of the n-period momentum to the sum of the absolute amounts of the last n close-to-close changes. If all close-to-close changes pointed in the same direction - meaning either n consecutive upcloses or n consecutive downcloses - the fractal efficiency will take the value 100. This is an indication for a strong trend. If the n-period momentum takes the value 0, the fractal efficiency becomes 0 as well, indicating chop.
The fractal efficiency is used by the Kaufman Adaptive Moving Average to identify chop periods.
This version of the Kaufman Efficiency Ratio has a few additional options:
Chopline
: I have added a chopline, which depends on the period of the Kaufman Efficiency Ratio. The formula for the chopline is 100/Sqrt(period).
Signalline
: I have added a signalline by using a Hull Moving Average(HMA). The market starts trending, when the Kaufman Efficiency Ratio has crossed both the signalline and the chopline from below.
Classic/Balanded
: The indicator allows for two different ways of calculating the Kaufman Efficiency Ratio. The 'Classic' option uses the original formula of Perry Kaufman. The 'Balanced' option replaces the absolute amount of the n-period momentum with the absolute amount of the n-period balanced momentum, which is based on a triangular moving average.
Update June 22, 2013: Minor modification to make indicator compatible with indicators/strategies running in COBC = false.
Category
NinjaTrader 7 Indicators
Details:
Kaufman Efficiency Ratio
Category:
NinjaTrader 7 Indicators
June 22nd, 2013
Size: 11.07 KB
Downloaded: 2023 times
Keywords:
chop
efficiencyratio
fractalefficiency
kama
kaufman
momentum
trend
935
Fat Tails
View Download Details
September 8th, 2017 08:56 AM
gdstuart
As usual, you have created a big improvement on the original and I appreciate it!
Vielen Dank, Herr FatTails!
October 12th, 2013 11:23 AM
coolfutures
Thanks for brilliant indicator as always..
August 7th, 2013 10:44 AM
datahogg
Thanks for your many excellent efforts.
July 21st, 2013 06:39 AM
Ganymed
Danke für die gute Arbeit
July 11th, 2013 12:33 PM
marvac
Thanks
More...
Category
The Elite Circle
NinjaTrader
- NinjaTrader 8 Indicators and More
- NinjaTrader Market Replay Data
- NinjaTrader 6.5 Indicators
- NinjaTrader 7 Indicators
- NinjaTrader 6.5 Strategies
- NinjaTrader 7 Strategies
- NinjaTrader 6.5 Templates
- NinjaTrader 7 Templates
- NinjaTrader 6.5 Miscellaneous
- NinjaTrader 7 Miscellaneous
Sierra Chart
MultiCharts
ThinkOrSwim
MetaTrader
- MetaTrader 4 Indicators
- MetaTrader 5 Indicators
Educational
Free Section
FXCM Strategy Trader (hidden)
Matlab Functions (hidden)
TradeStation (hidden)
futures io is now NexusFi
Trading Webinars How-to's
Trading Reviews & Products
Join Markets Chat waitlist
NinjaTrader Brokerage (Broker)
Ninja Mobile Trader (Server Hosting)
Apex Trader Funding (Prop Trading)
Tradovate (Trading Platform)
NinjaTrader (Trading Platform)
SharkIndicators (Trading Software)
© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.