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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. …
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 …
You are a coding machine, and your contribution is greatly appreciated! The idea of having elegant and efficient code is close to my heart ... if I could only do it though lol
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 …
When I posted this indicator I'd not seen that NT includes 'KAMA'. I thought I'd finally posted something not available as a built-in ;-). I do notice minor differences in the calculated values, which I attribute to a difference in interpretation of the original documentation (I don't know which is correct). In my version the 'noise' is the sum of n - 1 deltas (1st bar vs 2nd bar, 2nd bar vs 3rd bar, etc.) In the Ninja version 'noise' is n deltas, which means period + 1 bars are involved in the calculation.
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.
