Big Mike's Trading Blog

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NinjaTrader VC.NinjaScript.Utility

This little file allows some indicators like TrendStrength, or new indicators if you write your own, to easily access multiple moving averages.

I've modified it to include a few extra moving averages:

public enum MovingAverageType
{
ADXVMA,
EMA,
HMA,
SMA,
SMMA,
VWMA,
Wilder,
WMA,
TMA,
T3,
TEMA,
VMA,
ZeroLagEMA,
ZeroLagTEMA,
ZeroLagHATEMA,
}

Here is a screen shot of the new TrendStrength indicator using a ZeroLagHATEMA plot.



You can download the NinjaTrader file to File -> Utilities -> Import from the link below. I've included all of these moving averages, plus an updated copy of TrendStrength that takes advantage of them.

http://www.mgbi.net/ninja/BigMikeTradingBlog_Apr18_2008_vcninja_and_trendstrength.zip

Mike

4 comments:

Anonymous said...

Dear Mike,

Thank you for sharing your work with the rest of us, I tried to download zip from the link provided but was getting error messages...Just wanted to check if the link is still active for Trend Strength Indicator with Multiple Ma's? Really excited to see this indicator at work!!! If the link is not working, would you be so kind to email to Oceanco1951@yahoo.com

Kind Regards,

David

Mike said...

Hi David,

Yes the link is active, please try again and let me know.

The indicator is quite useful. I find the TrendStrengthA (plots in its own panel) to be more useful than TrendStrengthMA (overlay on price). You should also try a couple of different plots on the same panel, like a LinReg plot and a VWMA plot.

Thanks,
Mike

Anonymous said...

Hi Mike,

Thank you for a prompt responce, yes couple hours later I was able to download the file, probably had some issues on my end of the line, once again thank you for the contribution, and congrats on your new blog site, can't wait for more information material from you!!!

Kind Regards,

David

Anonymous said...

Very nice. I'm curious if this could be used when optimizing a strategy to see which MA works better. Is there a way to do foreach(MovingAverageType) when optimizing?

DG

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