Sideways Market

[Gjoyce]

Does anyone have code for identification of a sideways moving market?
Thanks

[NinjaTrader_Austin]

Gjoyce, code like that would be very hopeful. When people do come up with something like what you want, they generally don't share it.

Some people like to use ADX to filter certain market conditions.

Maybe some community members can help you out.

[Elliott Wave]

ADX is too slow and laggy. The slope of the ADX on the other hand is much more useful.

[NinjaTrader_Austin]

ADX is too slow and laggy. The slope of the ADX on the other hand is much more useful.

Well the derivative of position is velocity and the derivative of velocity is, of course, acceleration. All very useful.

[Elliott Wave]

Kaufman's Effeciency Ratio can be quite useful as well.

[Gjoyce]

Thanks for the responses. In the email notification I received it discusses your 'trendiness' indicator etc - but in the thread it doesnt show anything. Am I missing something?
Thanks

[NinjaTrader_Austin]

Thanks for the responses. In the email notification I received it discusses your 'trendiness' indicator etc - but in the thread it doesnt show anything. Am I missing something?
Thanks

He edited his post after he originally posted it.

[Elliott Wave]

Thanks for the responses. In the email notification I received it discusses your 'trendiness' indicator etc - but in the thread it doesnt show anything. Am I missing something?
Thanks

Yeah, sorry about that.

There are some issues I still need to iron out. I'll post it when NT7 beta comes out.

You can also try searching the forums for the 'Damiani Volatmeter'. ATRatio can also be useful for determining trends.

Best of luck.

[Gjoyce]

Thanks for this. Much appreciated.

[gregid]

Yeah, sorry about that.

There are some issues I still need to iron out. I'll post it when NT7 beta comes out.


Best of luck.

Hi Elliott Wave,

Do you have any news on your trendiness indicator now when NT7 beta is released. Thanks in advance

[gabga100]

Kaufman's Effeciency Ratio can be quite useful as well.

Hey do you know where I could find these two choppyness indicators ? I reserached these terms but all I can get is a discussion on the super trend Indicator ...

Thank You

[NinjaTrader_Bertrand]

The ratio is part of the KAMA formula, you could review our default KAMA code for this...

[AnotherTrader]

Choppy versus Trending

Also see http://www.elitetrader.com/vb/showth...hreadid=184307

[gregid]

Actually Kaufmann's Efficiency Ratio has been already posted here in NT Forum:

http://www.ninjatrader-support2.com/vb/showthread.php?t=3016&highlight=efficiency+ratio

[gabga100]

Damiani

These discussions look awsome !

What about


the 'Damiani Volatmeter'


Is it coded suomewhere ?

The name looks very cool !!!!


Thank you!!!

Gabe