Community Indicators library
Author: Eugene
Creation Date: 1/3/2009 5:21 AM
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Eugene

#1
Let's discuss Community Indicators here.

To start, it's just been updated to version 2009.01. Added LaguerreRSI, TD REI, Density of Consolidation, Gann Swing Oscillator and a fully configurable version of MACD Signal.

More details by this link.

Suggest your candidates to be included in the library, it's community-driven!
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Eugene

#2
Community.Indicators are updated to version 2009.02 and will now include:

* The Adaptive Lookback (Period Finder) indicator - highly universal 'adaptivity engine' for many indicators, bands, channels etc. We'll be covering its application in future Active Trader Mag issues.
* Martin Pring's Special K Daily and Special K Weekly indicators
* VK Bands and VKW Bands
* Trend Quality
* Community requested: Sqrt (Square root of series), Time Series Forecast and variable-length Ultimate Oscillator
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Eugene

#3
Community.Indicators updated to version 2009.03:

Added: Adaptive Laguerre filter
Fixed: Rolled back the 2009.02 Description change for indicators that use a Bars object parameter. The change was not necessary and adversely affected the utility of the Analysis Series visualizer.
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Eugene

#4
In this unscheduled update 2009.03.10, we include some more indicators and helpers:

Added: Beta
Added: LNRet + VarianceRatio /by Dr.Koch/
Added: Consecutive Days Up + Consecutive Days Down /by Glitch/
Added: Series is above /by Cone/ + Series is below
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Eugene

#5
Community Indicators Pack 2009.04 was uploaded --

Added: Trend Intensity Index (TII)
Added: Power and Log (requested by ss161)
Added: Keltner ATR bands (requested by Algotrader)
Added: ATR bands
Added: The Tenkan Sen and the Kijun Sen to the already existing Senkou Span A and Senkou Span B (Ichimoku)
Added: Excel Correlation (created by Michael Bytnar) and Correlation (created by Steve Salemy)
Fixed: Dreiss Choppiness index (description string)
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Eugene

#6
Service release 2009.04.2 --

* Fixed: Dynamic Momentum Indicator aka DyMoI - extraneous paramer removed (thanks to zentek)
* Fixed: Completely reverted the 2009.02 change to indicator description string (Analysis Series breaking)
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chuy

#7
I have downloaded and really like your new Community Indicators, especially the option to put in your own parameters for MACD.
However, would it be possible to add another option to parameters and give one the choice of using EMA or SMA for MACD?
I am trying to incorporate Linda Bradford Rasche's MACD settings, but I am not a programmer and your new MACD with user EMA settings gets me a little closer.
Appreciate your consideration of incorporating SMA as an option for the MACD.

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Eugene

#8
Thanks. Sorry, adding another option to such a popular indicator like MACD_Ex would not be a good move because it will break backward compatibility and force other people who are already using it to make fixes to their Strategy code.

What's more, adding another MACD_Ex indicator will make the Indicator list look confusing. Considering that your request for SMA in MACD is the only one, maybe we will better call it "Linda Raschke's 3/10 Oscillator" or something like that? In this case, I see no problem including what you want in the upcoming build of Community.Indicators.
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chuy

#9
Yes, my primary interest is in the "3/10" with HIstogram, Your inclusion of the Raschke 3/10 Oscillator with HIstogram as a separate indicator in future builds would be welcomed. Thanks.
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Eugene

#10
2009.05

* Added: Linda Raschke's 3/10 Oscillator (requested by chuy)
* Added: John Ehlers' Sine Wave indicator (created by DartboardTrader)
* Fixed: Adaptive Lookback formula optimizations (thanks to Robert for the heads-up)
* Fixed: Gann Swing Oscillator formula
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Eugene

#11
2009.06

* Added: Elder SafeZone Stop Long and Elder SafeZone Stop Short
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Eugene

#12
2009.07 is here

The most notable news is the addition of the missing Hilbert Transform filters (the complete set of Ehlers filters ported from WL4 - thanks to fundtimer): HTDCPhase, HTInPhase, HTLeadSin, HTPeriod, HTQuadrature, HTSin, HTTrendLine

Also, added TrendScore by Tushar Chande; Coppock curve; Widner Projection Bands and its companion indicators.
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Eugene

#13
Release 2009.08 highlights:

* Added: Shifted Moving Average
* Added: The ShiftDelay indicator
* Added: DV2 by D.Varadi (coded by Robert Sucher)

The Shifted MA and ShiftDelay indicators were developed by request (here).

The purpose of ShiftDelay is to easily create a delayed version of any indicator or data series already plotted on the chart. The ShiftedMA is targeted for rule-based Strategy users who need to utilize a typical moving average delayed by the user specified offset.
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062648398

#14
How do I access these extensions/indicators in a strategy?

I am trying to take the log ratio of 'close' values:

CODE:
Please log in to see this code.


The name 'log' does not exist in this context
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Eugene

#15
Just like with absolutely any other indicator e.g. SMA:
CODE:
Please log in to see this code.
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wh09

#16
It would be very helpful if the MACDEx_Signal3 data from a chart can be exported using "Copy Price Data to Clipboard", like other standard indicators. Thanks.
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Eugene

#17
It is already possible. Add the indicator, right click, select that option and the indicator data is copied to clipboard along with OHLCV.
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062648398

#18
My program told me extension was installed successfully but I do not see it in Extension Manager. Hence the same error continues? I restarted Wealth-Lab, etc.
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Eugene

#19
It is there, you just need to switch from Fidelity supported to Other extensions. Of course I assume you have included "using Community.Indicators" on top, did you?
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Eugene

#20
Release 2009.09 highlights:

* Added: DV2 bounded by D.Varadi (coded by Michael Bytnar)
* Added: BBandUpper2/BBandLower2 -- Bollinger Bands that allows to select calculation type: Sample or Population (by request of dansmo)
* Added: Moving Average Envelope (by request of hamblin1) - typical MA envelopes like in ActiveTrader Pro
* Fixed: TII

Note that starting from this build, the Extension won't install itself in Wealth-Lab 5.1-5.3 (update to 5.4).
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Eugene

#21
Here's what has been added to 2009.10:

* Added: DV Super Smoothed Double Stochastic Oscillator (DVSSDSO) by D.Varadi
* Added: Geometric and Arithmetic Mean Divergence Oscillator (GAMDO) by D.Varadi
* Added: PercentRank (coded by Michael Bytnar)
* Added: True Strength Index (TSI) by W.Blau
* Added: HiLoLimit by Dr.Koch (coded by thodder)
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Eugene

#22
In 2009.11 release of Community.Indicators:

* Added: Bill Williams Alligator, AwesomeOscillator, AccelerationDeceleration (requested by ayc868)
* Fixed: Online help links for the MACDEx family of indicators
* Changed: Possible to install in Wealth-Lab version 5.5 or higher
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Eugene

#23
Summary of changes in Community.Indicators 2009.11:

* Added: Twigg's Money Flow (requested by ayc868)
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Eugene

#24
Happy New Year! In this year's first build 2010.01:

* Added: Last Hour indicator (requested by zorgnak)
* Added: Pivot Point Bar (requested by rmpwealth, created by ss161 (Steve Salemy) and Cone (Robert Sucher))
* Changed: Possible to install in Wealth-Lab version 5.6 or higher
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Eugene

#25
Updated Community.Indicators to version 2010.02:

* Added: Cumulative Intraday Volume by Robert Sucher
* Added: Year To Date Gain
* Added: SMMA (Smoothed Moving Average Series)
* Added: CTI - Chande Trend Index
* Added: Irwin Cycle
* Added: StoneTrend
* Fixed: missing FirstValidValue for Projection Bands
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Eugene

#26
Community.Indicators updated to 2010.03:

* Added: InSync Index (requested by Mac_Trader)
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Eugene

#27
In this 2010.06 build of Community.Indicators:

* Added: Smoothed Parabolic
* Added: GMA (geometric moving average) - courtesy avishn
* Added: Kaufman's Efficiency Ratio (ER)
* Added: MAC-Z score by D.Varadi
* Added: AggZ by D.Varadi
* Added: Tim Tillson's T3 MA (created by Gary Fritz)
* Fixed: bug in Kase DevStop (found by thodder)
* Fixed: incorrect calculation of GAMDO (found/fixed by avishn)
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Eugene

#28
Not much to announce in this 2010.07 release:

* Fixed: Ultimate Oscillator with Variable Lengths producing Double.NaN
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Eugene

#29
Wealth-Lab 6 customers, please re-install the updated Community Indicators library.

What's new in 2010.09:

* Change: possible to install in Wealth-Lab 6
* Change: breaking change! Removed an extraneous Bars parameter in MACDEx and all dependent indicators. Check out the updated descriptions and reflect the change in your Strategy code!
* Added: MACDEx_Histogram3
* Added: Relative Momentum Indicator (RMI), courtesy dansmo
* Added: Wilder Swing Index
* Added: Accumulation Swing Index
* Added: PrcRank (PercentRank, matches MS Excel output, implements PartialValue) - courtesy avishn
* Added: DV2, PartialValue version - courtesy avishn
* Added: DV2 bounded, PartialValue version - courtesy avishn
* Added: DV Composite Fractal Efficiency Indicator (CFE)
* Added: DVI oscillator (courtesy DartBoardTrader)
* Added: PercentRank helper allows to drag & drop the indicator
* Fixed: PercentRank to match Excel (thanks DartBoardTrader)
* Fixed: Kaufman ER not appearing as an Oscillator to the system (i.e. no overbought/oversold levels in GUI properties dialog)
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Eugene

#30
MACDEx users! This indicator from Community Indicators has a breaking change in the current version 2010.09. MACDEx and its derivative indicators used in rule-based or code-based strategies alike before 6.0, will result in a compiler error.

Solution: for code-based strategies - remove an extraneous Bars parameter (check out the online help pages in the Wiki); for Rule Wizard - simply highlight an affected condition (that uses MACDEx or one of its derivatives) and re-select MACDEx (Histogram, etc.) from the Indicators list > Community Indicators.
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Eugene

#31
A bunch of breaking changes to a few indicators in 2010.10:

* Added: McClellan Oscillator
* Added: choice of SMMA (smoothed MA) to ShiftedMA
* Added: SeriesIsAboveValue, SeriesIsBelowValue
* Change: breaking change to DVCFE - added configurable PercentRank period
* Change: breaking change to Negative Closes - replaced Bars parameter with DataSeries
* Change: breaking change to Positive Closes - replaced Bars parameter with DataSeries
* Change: breaking change to Percentage Price Oscillator (PPO) - replaced Bars parameter with DataSeries; changed FirstValidValue to 3 times the largest lookback period (to stabilize)
* Fixed: hardcoded DVCFE periods
* Fixed: important fix to Bill Williams' Alligator Jaw, Teeth and Lips. Now they will use the correct moving average: Smoothed MA (SMMA) instead of Simple MA (SMA), confirmed by "Trading Chaos" book. Thanks beckerben.
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Eugene

#32
No breaking changes this time. Just wanted to thank Andrew (avishn) for his contribution to the library.

Summary of changes in 2010.11:

* Added: Kendall Tau Rank correlation (courtesy avishn)

P.S. Unfortunately, a brand spanking new trend indicator by David Varadi, MSR, didn't make it to the release. Nevertheless, here's it coded in Wealth-Lab.NET for those early adopters:

New trend indicator: MSR by David Varadi
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Eugene

#33
Summary of changes in 2010.12:

* Added: [LINK=/Forum/Posts/Supertrend-Indicator-31157#155843
]SuperTrend indicator[/LINK] (CMCSuperTrend and MTSuperTrendSeries versions)
* Added: [LINK=/Forum/Posts/New-trend-indicator-MSR-by-David-Varadi-31111
]MSR[/LINK] by David Varadi
* Added: DSR by David Varadi
* Added: [LINK=/Forum/Posts/Can-someone-translate-this-No-Lag-Moving-Average-code-31136#156038
]ALMA[/LINK] (Arnaud Legoux Moving Average) created by thodder - a new no-lag moving average
* Added: [LINK=/Forum/Posts/Mcginley-Dynamic-31194#156067
]McGinley Dynamic indicator[/LINK] (moving average), simplified version
* Changed: breaking change! Removed extraneous Bars parameter from Adaptive Laguerre
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Eugene

#34
New version is out - 2011.02. Summary of changes:

From the TrendStrength family of indicators by Jose Cruset, added four:

* Added: TrendStrengthA
* Added: TrendStrengthB
* Added: TrendStrengthC
* Added: TrendStrengthD
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Eugene

#35
What's new in Community Indicators library v.2011.03:

* Added: KVO (Klinger Volume Oscillator)
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Eugene

#36
No highlights in Community Indicators version 2011.04.

* Added: SMA2 (Simple moving average). Uses a different algorithm. Courtesy chamoun.

According to its author, this implementation is not as effective computationally as the Wealth-Lab version but is designed to better handle some special scenario:
QUOTE:
"...if an algorithm is using categorical variables relying on if X >,=,< Y type decisions than the differences become very problematic when your data series has zeros interspersed among large non zero #s. (...) The issue is not restricted to MoneyFlow but any series derived from the product of any two double numbers divided by a third number."
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Eugene

#37
New version is out - 2011.09.

Change summary:

* Added: Skewness requested by Christos
* Added: Kurtosis
* Change: possible to install in Wealth-Lab 6.2+
* Fixed: Broken Wiki link for Beta online manual
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Eugene

#38
What's new in Community Indicators library 2012.02:

* New: WLMA (Wealth-Lab Moving Average)
* New: Adaptive Lookback - fast swing version
* New: Bollinger BandWidth (requested by Ruschem)
* New: Bollinger %b (requested by Ruschem)
* Fix: Broken Wiki links for Correlation/CorrelationXL online manuals (thanks thodder)
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JDardon

#39
Eugene:
It seems that the latest incarnation of the Adaptive Lookback is labeled "fast swing version". Is this because there is an older version that captures longer periods? The calculation for this "fast swing" version is turning out too short periods for me (at least half of what I would calculate manually).
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Eugene

#40
The newly added 'fastSwing' version does not replace the old version. The calculation (which wasn't documented) is simply: take 2 bars before the swing bar and always 1 after (the default formula takes 2 bars on both sides).

The change was not breaking and does not affect existing code in any way. You can only use it by explicitly calling that overloaded call in your Strategy.
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JDardon

#41
Got it. Thanks.
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Eugene

#42
What's new in Community Indicators library 2012.05:

* Change: breaking change in VWAP calculation, formula fixed, now works on intraday data only (thanks jedediah)
* Change: installation possible in Wealth-Lab 6.3+
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Eugene

#43
What's new in Community Indicators library 2012.06:

* New: Swing indicators by Jon Macmichael (streak): SwingHiLo, SwingHi, SwingLo
* Fix: static Series method for Adaptive Lookback, fast version
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Eugene

#44
Version 2012.07 contains a stability fix and therefore is recommended to install.

* Fix: Many indicators could crash WL when Bars.Count < period.

Affected indicators: most of MACDEx, Alligator, Ichimoku and Varadi families, Adaptive Laguerre, Coppock, Correlation, CTI, DV2Bounded, Elder SafeZone stops, ER, InsyncIndex, KendallTauRankCorrelation, LNRet, RMI, ShiftDelay, ShiftedMA, SMA, StoneTrend, TSF, UltimateOsc2,

* Fix: removed "static Series method for Adaptive Lookback, fast version" from v2012.06 - breaks AdaptiveLookback
* Change: removed try/catch block from CorrelationXL (no longer required)
* New: EnvelopeUpper/EnvelopeLower supports SMMA
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Eugene

#45
What's new in Community Indicators library 2012.11:

* Turnover indicator (requested by swuzy)
* Possible to install in Wealth-Lab 6.4+ (requires .NET 4.0 framework)
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Eugene

#46
What's new in Community Indicators library 2012.12:

* New: DVO oscillator by David Varadi (courtesy avishn)
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Eugene

#47
What's new in Community Indicators library 2013.01+:

* New: ConnorsRSI indicator
* New: Adaptive Lookback: new overload for parameterless adaptive lookback
* New: Adaptive Lookback: new overload for precise swing detection to accompany the "fastSwing" constructor (thanks Yuriy)
* New: Derivative Oscillator (requested by sofia)
* Change: Breaking syntax change in ConsecDaysDown and ConsecDaysUp: removed extraneous Bars parameter
* Fix: ConsecDaysDown and ConsecDaysUp not honored the DataSeries input, always using Close
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klaizou

#48
Where can I find link to download updated community indicator library?
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Eugene

#49
Sorry for the inconvenience. After finishing the support portal (pretty soon), our webmaster will be adding the extension/strategy upload facility to the redesigned website. Once we become able to upload, many extensions will be updated instantly.

To stay in touch, enable "Check for updates on program start" in the Extension Manager. Or keep an eye on the home page (Extensions widget).
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Eugene

#50
What's new in Community Indicators library 2013.02:

New: Ability to plot an external symbol's OHLC data as a drag and drop indicator: External Symbol Plotter
New: PivotLevels indicator. When applied to Intraday data, scales to Daily. On Daily, works as usual.
New: Cutler's RSI
New: Rex Oscillator
Fix: ConnorsRSI indicator incorrect values

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Eugene

#51
What's new in Community Indicators library 2013.08:

* New: Hassler TSI (Trend Strength Index)
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Eugene

#52
What's new in Community Indicators library 2013.09:

* New: FractalUp, FractalUpBar, FractalDown, FractalDownBar (Bill Williams)
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Eugene

#53
What's new in Community Indicators library 2013.11:

* New: SMI (requested by lukeallen63)
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Eugene

#54
Community Indicators library 2014.05 highlights:

* New: included an optimized version of SMA (FastSMA) coded by user akuzn (Alexey Kuznetsov). Works faster by 30%

* Change: indicators that depend on SMA were switched to the new FastSMA for faster performance (by ~10-30%). For the complete list, refer to the change log.

* Change: some indicators were sped up by virtue of multi-core CPU support (parallelization)

* Change: speed up TSF indicator (algorithm optimization)

* Change: removed unnecessary duplicate (and slow) SMA2 indicator

* Fix: CorrelationXL out of memory exception, potential crash (replaced with Correlation internally)
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Eugene

#55
What's new in Community Indicators library 2014.07:

* New: Dorsey Mass Index
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Eugene

#56
What's new in Community Indicators library 2015.02:

* New: Ehlers Instantaneous Trendline 2 (ITrend) coded by user Carova (Vince Castelli)
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Carova

#57
Hi Eugene!

When you push this new indicator to code you get a rather strange set of limits for the slider
CODE:
Please log in to see this code.


Vince
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Eugene

#58
Hi Vince,

Well, you specified it like that in the code:

CODE:
Please log in to see this code.


Should be:

CODE:
Please log in to see this code.


I'll include the fix in a future release.
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Eugene

#59
What's new in Community Indicators library 2015.03:

* Fix: Ehlers Instantaneous Trendline 2 (ITrend): cosmetic change
* Fix: DSR, MSR, RMI, TII: lookback period change not applied immediately
* Change: requires .NET 4.5 Framework (Wealth-Lab 6.8 recommended)
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Eugene

#60
What's new in Community Indicators library 2015.04:

* Fix: fixed bug in TII, RMI indicators
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Eugene

#61
What's new in Community Indicators library 2015.04:

* New: "Up/Down and Intensity Day Summation Rank" oscillator (UDIDSRI)
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Eugene

#62
What's new in Community Indicators library 2015.06:

Fix: T3 indicator: problem when creating multiple indicators of the same kind (different series appear identic)
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Eugene

#63
What's new in Community Indicators library 2015.07:

* New: Kase CD Oscillator (requested by wealthpro25)
* New: Kase Peak Oscillator (requested by wealthpro25)
* New: KST indicator (requested by wealthpro25)
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Eugene

#64
What's new in Community Indicators library 2015.11:

* New: Alpha (requested by franzen)
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Eugene

#65
What's new in Community Indicators library 2017.02:

* Fix: FastSMA potential namespace conflict with TASCIndicators (runtime error Unable to cast object...): AggZ, AverageDistance, BBands, Correlation, DerivativeOscillator, DevStops, DVI, DVSuperSmoothedDSO, GAMDO, MACZ, TrendStrength
* Change: requires Wealth-Lab 6.9+
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Eugene

#66
What's new in Community Indicators library 2017.06:

* New: Added .Value method to Correlation and CorrelationXL indicators (requested by Carova)
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Eugene

#67
What's new in Community Indicators library 2017.10:

* Fix: DyMoI could crash on certain data (spotted by Darrell__)
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Eugene

#68
What's new in Community Indicators library 2017.11:

* Change: the DyMoI crash fix would take 50 on negative values (previously 0)
* New: Added .Value method to KendallTauRankCorrelation