Quick MA an alternative to Juirk MA

[Ninja B]

I remember a good while ago Elliot looking for something like this and he shared the Modified Optimal Elliptical Filter. The indicator is in Easy language. If someone could translate it, it would be very useful to all NT users.

Here's a pic comparing them. Jurik is cyan and Quick is yellow. Also attached is the code is in the zip file.

okay also posting the code.

// Plots a fractional-bar Quick Moving Average
// with the option to select gapless daily opens.
//
// copyright 2008 John McCormick jmactrader.com
//
// feel free to copy and use this code royalty free
// as long as it retains the above acknowledge
//

inputs:
Price(Close),
Quick_Length(9),
displace(0),
gapless(0); // set gap to a non-zero value to skip over opening daily gaps

Var: Length(maxlist(1,Quick_Length));

// GapLess

Vars: // gapless O,H,L,C where O=C[1]
RelO(0),
RelH(0),
RelL(0),
RelC(0),
gap(0),
Accum(0),
WtMean(0);

if date<>date[1] then begin
gap = O-C[1];
Accum = Accum+gap;
end;

RelO = O-Accum;
RelC = C-Accum;
RelH = H-Accum;
RelL = L-Accum;

// Gapless bars - end

WtMean = (RelH+RelL+RelC)/3;

// End Gapless

if gapless=0
then plot1[displace](FMA_Smooth(price,length),"FMA_Quick")
else plot1[displace](FMA_Smooth(RelC,length)+accum,"FMA_Quick");

Function-------------------------------------------------------

// generates very smooth and responsive moving average
// copyright 2008 John McCormick jmactrader.com
// feel free to copy and use this code royalty free
// as long as you don't remove the above acknowledgement
//

Inputs:
Price(numericseries),
Length(numericsimple);

Vars:
j(0),
workinglen(maxlist(1,absvalue(Length))),
peak(workinglen/3),
tot(0),
divisor(0);

Array:
val[100](0);

if workinglen>100 then workinglen=100; // use larger array to handle lengths over 100


tot=0;
divisor=0;
for j=1 to floor(workinglen+1) begin
if j<=peak then val[j]=j/peak
else val[j]=(workinglen+1-j)/(workinglen+1-peak);
tot=tot+price[j-1]*val[j];
divisor=divisor+val[j];
end;
if divisor<>0 then FMA_smooth=tot/divisor;

The code under the dashes is the smoothing function.

[NinjaTrader_Josh]

As a last resort you can try a 3rd party NinjaScript Consultant here if you want: http://www.ninjatrader.com/webnew/pa...injaScript.htm

[Elliott Wave]

MOEF is in this thread if anyone needs it.

http://www.ninjatrader-support2.com/...ad.php?p=42360

BTW, when it comes to short periods I've found that the closest thing to the JMA is the ADXVMA. For longer periods I think ZiNonLagMA and StepMA are just as good if not better than the JMA.

Also if you post the actual code you might have better luck than an ELD file which requires TS to open.

[Ninja B]

^^^ Thanks. I use StepMA also. It's great. Posted the actual code.

[WhoKnows]

As a Ninja beginner and non-programmer, I am entering the steep learning curve of going beyond the strategy builder.

I am trying to generate some strategies with the huge selection of MovingAverages. I see several indicators where lines change in color depending on trend conditions. However how do you use this in strategies?

As a simple approach I tried to use the ZiNonLagMA in a strategy, E.g. Just trying to buy where yellow goes to green and sell when green to yellow or red.

Is there a way to use the Plot Values "UpTrend", "DownTrend" and "NonTrend" directly in a strategy with some sort of a boolean expression?
e.g. If ..... is "UpTrend" then ....
It does not work with the strategy builder.


After looking at the indicator code, I tried to use the sTrend expression in a strategy with
UpTrend: "if ( ZiNonLagma.sTrend[0] > 0 && ZiNonLagma.sTrend[1] > 0 )" then ....
DownTrend: "if ( ZiNonLagma.sTrend[0] < 0 && ZiNonLagma.sTrend[1] < 0 )" then ....
It did not do what I wanted, but these expressions appear to trigger at least something.

However I got totally stuck with the NonTrend part.
If I understand the code in the indicator file correctly the NonTrend is determined first (before the Up and Downtrend) via a user definable filter calculation.

// Plot Non Trend
Values[2].Set( 0, serie[0] );

sTrend[0] = sTrend[1];

if ( serie[0] - serie[1] > filter * TickSize / splitTick )
sTrend.Set( 0, 1);
else if ( serie[1] - serie[0] > filter * TickSize / splitTick )
sTrend.Set(0, -1);
else
sTrend.Set(0, 0);



I tried using "ZiNonLagma.sTrend[0] = ZiNonLagma.sTrend[1]" as exit condition, but that did not work.


Anybody an idea or pointer on how to use the ZiNonLagMA correctly in a strategy?

PS I attached my non working teststrategy and the ZiNonLagMa indicator as this indicator was non easy to find... just stumbled on it when reading the posts.

[NinjaTrader_Josh]

Not sure exactly what you are trying. You cannot create plots from a strategy. However you can create DataSeries and the access it the information just like a plot.