Custom Indicators

Custom Indicators
built on Jurik Tools

These free studies are included with a Jurik Tools installation onto the relevant charting platform.
Each study utilizes, and thereby requires, one or more Jurik Tools to be properly installed.

Select Your Platform ...

TradeStation

eSignal

MetaStock

Microsoft Excel

AmiBroker

NinjaTrader

Custom Indicators for TradeStation 8

In addition to the basic Easy Language functions of each Jurik tool (e.g. JMA, RSX, etc.), our installer also supplies, at no extra charge, various studies listed below. Rightmost column shows which Jurik Tools need to be enabled on your computer for that study to be automatically installed.

Indicator

Description

Requires these tools
to be installed

AMA	The original Jurik moving average. Excellent for high frequency noise reduction. CLICK HERE for a graphic demonstration.	JMA
JMA	Jurik's latest moving average with an improved gap response over AMA. CLICK HERE for a graphic demonstration #1. CLICK HERE for a graphic demonstration #2.	JMA
JMA reset	In this version of JMA, you can force the filter to jump to the current value in a time series and resume filtering from this new "start value". This is ideal for traders who want JMA to start on the price of the first bar of each day. CLICK HERE for a graphic demonstration.	JMA
JMA Fast-K	A JMA-based stochastic that replaces all four classical stochastics: Fast %K, Slow %K, Fast %D, Slow %D. To differentiate between them, all you need to do is change JMA's length parameter. CLICK HERE for a graphic demonstration.	JMA
JMA dStoch	A very smooth Fast-K double stochastic, sensitive to market acceleration and deceleration. CLICK HERE for a graphic demonstration.	JMA
JMA CCX	Jurik's version of the classic CCI indicator. Very smooth and timely. CLICK HERE for a graphic demonstration.	JMA
JMA DWMA xover	Plots JMA and a double-weighted moving average (DWMA) for crossover analysis. CLICK HERE for a graphic demonstration.	JMA
JMA DWMA MACD	A MACD oscillator measuring the distance between JMA and a double-weighted moving average (DWMA) CLICK HERE for a graphic demonstration.	JMA
JMA Keltner Band	The classic Keltner Band modified by using JMA in key calculations. CLICK HERE for a graphic demonstration.	JMA
JMA Bollinger Band	The classic Bollinger Band modified by using JMA in key calculations.	JMA
DMX	Plots Jurik's DMX in a pane under the price chart. CLICK HERE for a graphic demonstration.	JMA
DMX nogap	This version of DMX allows the user to designate when DMX is to ignore a huge price gap. This is handy when needing to keep DMX alive between trading sessions. CLICK HERE for a graphic demonstration.	JMA
RSX	Jurik's version of the classic RSI with dynamic speed control. The faster the market, the more quickly RSX changes values. This way, RSX grabs your attention only when the market requires your close observation. The indicator calculates a new speed for RSX on each bar. Output Range: -100 to +100. CLICK HERE for a graphic demonstration.	RSX
RSX nogap	This indicator is identical to indicator RSX, except that this one can compensate for between-session price gaps by eliminating the price difference created by a gap. Output Range: -100 to +100. CLICK HERE for a graphic demonstration.	RSX
RSX double	Plots a user defined blend of a fast RSX and slow RSX. Output Range: -100 to +100. CLICK HERE for a graphic demonstration.	RSX
RSX phased	Plots a user defined blend of a fast RSX and slow RSX. Output Range: -100 to +100. CLICK HERE for a graphic demonstration.	RSX
RSX on RSX	Plots a user defined blend of standard RSX and a special series where a the result of the first RSX is processed by another RSX. Especially good on markets reversing in a tight trading range. Output Range: -100 to +100. CLICK HERE for a graphic demonstration.	RSX
RSX on JMA	This indicator is identical to indicator RSX, except that price data is pre-smoothed by JMA. Doing so extends the range of RSX and produces fewer micro reversals. That lends itself to advanced analysis. Output Range: -100 to +100. CLICK HERE for a graphic demonstration.	RSX and JMA
VEL	Jurik's smooth version of the classic momentum indicator. Includes an option to normalize scale, which produces a plot whose overall scale is same across all markets. CLICK HERE for a graphic demonstration.	VEL
VEL nogap	This indicator is identical to indicator VEL, except that this one can compensate for between-session price gaps by eliminating the price difference created by a gap. CLICK HERE for a graphic demonstration.	VEL
VEL double	Plots a user defined blend of a fast VEL and slow VEL. Output Range: -1.5 to +1.5. CLICK HERE for a graphic demonstration.	VEL
VEL on VEL	Plots a user defined blend of standard VEL and a special series where a the result of the first VEL is processed by another VEL. Especially good on markets reversing in a tight trading range. Output Range: -1.5 to +1.5. CLICK HERE for a graphic demonstration.	VEL
CFB 24, 48, 96, 192	Plots CFB calculated on most recent (24, 48, 96 or 192) bars. CLICK HERE for a graphic demonstration.	CFB
CFB chan plot	Plots a dynamically expanding/contracting band around price. Band size is modulated by CFB. CLICK HERE for a graphic demonstration.	CFB
CFB chan index	Converts "CFB chan plot" to an oscillator, useful for generating trade signals. CLICK HERE for a graphic demonstration.	CFB
CFB dyna band	Plots a dynamically expanding/contracting band around price. JMA line is colored to indicate bull/bear market. Band size is modulated by CFB. CLICK HERE for a graphic demonstration.	CFB and JMA
CFB dyna Osc	Converts "CFB dyna Band" to an oscillator, useful for generating trade signals. CLICK HERE for a graphic demonstration.	CFB and JMA
CFB dyna RSX	Plots RSX with dynamic speed controlled by CFB. During market reversals, CFB makes RSX move faster, and thus more timely. CLICK HERE for a graphic demonstration.	CFB and RSX

FREE DOWNLOAD

Here is a complete example that shows how TradeStation can access a neural network (already built by Braincel) for real-time application.

Package includes the Excel worksheet that was used to build the neural net, the net descriptor file that TradeStation will access, an Easy Language function that sends data to and from the net, and an Easy Language indicator that plots the net's output.

Must already have Braincel installed.
Run .EXE file to expand into component files.
Read the included README text file before installing.

Custom Indicators for eSignal

When you install Jurik tools for eSignal, you also receive at no extra charge, various studies listed below. All threshold levels and indicator speed values are parameter controlled, as described in the documentation portion of each EFS file. These studies REQUIRE the chart background color to be BLACK (otherwise you won't see many of the signals).

We provide NO technical support for these free studies.

Basic Indicators (with static color)

This set of indicator employ eSignal's built-in function calls to JMA, VEL, DMX and RSX. These indicators do NOT change color according to market conditions.

Here is a GRAPHIC SAMPLE.

Basic JMA --- plots JMA over price bars
Basic VEL --- plots VEL and zero line
Basic RSX --- plots RSX and adjustable thresholds
Basic DMX --- plots DMX, DM- and DM+
Basic DWMA --- plots double weighted MA
MACD VEL/VEL --- plots 2 VEL signals or their difference (user option)
MACD RSX/RSX --- plots 2 RSX signals or their difference (user option)
MACD JMA/JMA --- plots the difference between 2 JMA signals
MACD JMA/DWMA --- plots the difference between JMA and double weighted MA signals
MACD RSX/RSX + trailing SMA --- plots RSX MACD and SMA of the MACD for crossover analysis
VEL + trailing JMA --- plots VEL and JMA(VEL) for crossover analysis
RSX + trailing JMA --- plots RSX and JMA(RSX) for crossover analysis
RSX + trailing SMA --- plots RSX and SMA(RSX) for crossover analysis
crossover JMA/JMA --- plots 2 JMA for crossover analysis
crossover JMA/DWMA --- plots JMA and double weighted MA for crossover analysis
Custom Price Line --- plots any valid EFS expression using Open, High, Low, Close
JMA on CCI --- JMA smoothed CCI indicator
VEL on VEL --- yields the slope of VEL
VEL on RSX --- yields the slope of RSX
RSX on JMA --- yields RSX on JMA smoothed price. Result pushes RSX towards the extremes
RSX on RSX --- yields one RSX on another RSX (great for markets in a tight trading range)
JMA stochastic with optional Fisher transform
JMA Keltner Band

Basic Indicators (with dynamic color)

This set of indicator employ eSignal's built-in function calls to JMA, VEL, DMX and RSX. These indicators change foreground and/or backround color according to market conditions.

Here is a GRAPHIC SAMPLE.

Basic JMA --- plots JMA over price bars
Basic VEL --- plots VEL and zero line
Basic RSX --- plots RSX and adjustable thresholds
Basic DMX --- plots DMX, DM- and DM+
MACD VEL/VEL --- plots 2 VEL signals or their difference (user option)
MACD RSX/RSX --- plots 2 RSX signals or their difference (user option)
MACD JMA/JMA --- plots the difference between 2 JMA signals
MACD JMA/DWMA --- plots the difference between JMA and double weighted MA signals
MACD RSX/RSX + trailing SMA --- plots RSX MACD and SMA of the MACD for crossover analysis
VEL + trailing JMA --- plots VEL and JMA(VEL) for crossover analysis
RSX + trailing JMA --- plots RSX and JMA(RSX) for crossover analysis
RSX + trailing SMA --- plots RSX and SMA(RSX) for crossover analysis
crossover JMA/JMA --- plots 2 JMA for crossover analysis
crossover JMA/DWMA --- plots JMA and double weighted MA for crossover analysis
Custom Price Line --- plots any valid EFS expression using Open, High, Low, Close
JMA on CCI --- JMA smoothed CCI indicator
VEL on VEL --- yields the slope of VEL
VEL on RSX --- yields the slope of RSX
RSX on JMA --- yields RSX on JMA smoothed price. Result pushes RSX towards the extremes
RSX on JMA histogram --- same as above, but shown as a color changing histogram
RSX on RSX --- yields one RSX on another RSX (great for markets in a tight trading range)
JMA stochastic with optional Fisher transform
JMA Keltner Band
DMX slope

Custom Indicators for AmiBroker

When you install Jurik tools for Amibroker, you also receive at no extra charge, various studies listed below. These indicators go beyond the standard plot line. Some change foreground and/or backround color according to market conditions. Rightmost column shows which Jurik Tool must be enabled on your computer for that study to be automatically installed.

Indicator

Description

Requires this tool
to be installed

JMA	Plots Jurik's JMA over price bars.	JMA
JMA-DWMA	Plots JMA and a double-weighted moving average (DWMA) on price bars for crossover analysis.	JMA
JMA-DWMA MACD	A MACD oscillator measuring the distance between JMA and a double-weighted moving average (DWMA)	JMA
JMA Fast-K Stochastic	A very smooth Fast-K stochastic. CLICK HERE for a graphic illustration.	JMA
JMA double Fast-K Stochastic	A very smooth Fast-K double stochastic, sensitive to market acceleration and deceleration.	JMA
JMA Phaser	The difference between two JMA, having same speed but different phase. CLICK HERE for a graphic illustration.	JMA
JMA CCX	The classic CCI modified by implementing JMA.	JMA
JMA Bollinger Band	The classic Bollinger Band modified by using JMA in key calculations.	JMA
DMX	Plots Jurik's DMX in a pane under the price chart.	JMA
JMA Spandex Stochastic	Creates Fast %K using Jurik's Spandex Band.	JMA+CFB
Spandex Band	Jurik's own band around price bars. CLICK HERE for a graphic illustration.	CFB
CFB	Plots Jurik's CFB in a pane under the price chart. CLICK HERE for a graphic illustration.	CFB
RSX	Plots Jurik's RSX in a pane under the price chart.	RSX
VEL	Plots Jurik's VEL in a pane under the price chart.	VEL

Custom Indicators, Functions and Strategies
for NinjaTrader 6.5 and 7.0

When you install Jurik tools for Ninja Trader, you also receive at no extra charge, various studies listed below.

These unlocked NinjaScript modules let you see our very readable coding style.
Indicator	Description

CCX	The classic CCI modified by inserting JMA in the formula.
CCX tutorial code	Code illustrating how to call CCX as a function inside another indicator.
DMX	The classic DMI modified by inserting JMA in the formula.
DMX plus/minus	The classic DMI+ and DMI- components of DMX, modified by inserting JMA in the formula.
DMX and T3	Plots both DMX and Tillson's T3 moving average of the DMX. Useful for crossover analysis.
DMX tutorial code	Code illustrating how to call DMX as a function inside another indicator.
JMA	Plots the popular JMA (Jurik Moving Average) over price bars.
JMA double Stochastic	A very smooth Fast-K double stochastic. Sensitive to market acceleration and deceleration.
JMA and DWMA	Plots JMA and a double-weighted moving average (DWMA) on price bars. DWMA has optimal lag and stiffness when paired with JMA. Useful for crossover analysis.
JMA DWMA MACD	A MACD-like oscillator measuring the distance between JMA and a double-weighted moving average (DWMA). DWMA has optimal lag and stiffness when paired with JMA.
JMA Keltner Band	The classic Keltner Band modified by inserting JMA in the formula.
RSX	Jurik's low-noise, low-lag version of the classic RSI (relative Strength Index).
RSX double	User controls the blending and color phase shifting of a fast and slow RSX.
RSX double (THD)	User controls the blending and color phase shifting of a fast and slow RSX. This alternate version was requested by Traders Help Desk.
RSX on JMA	Plots RSX on price data that has been pre-smoothed by JMA. This expands RSX's dynamic range.
RSX on RSX	Plots RSX of another RSX. Great for tracking cycles in a congested trading range.
Tillson T3	Tillson's T3 moving average has many uses, so we include a fast and efficient version of it.
VEL	Jurik's low-noise, low-lag version of the classic Momentum indicator.
VEL double	User controls the blending and color phase shifting of a fast and slow VEL.
VEL on VEL	Plots VEL of another VEL. Great for tracking cycles in a congested trading range. Includes option to automatically normalize the result into a price scale invariant form.

These unlocked NinjaScript modules are coded as efficient, callable FUNCTIONS.
Function	Description

Tillson T3	Tillson's T3 moving average.
Volatility Normalizer	Rescales any data series so that its new average volatility is approximately 1.0. Useful for creating scale invariant indicators.

These unlocked demonstration strategies plot all relevant indicators, showing how trade signals are generated.
Strategy	Description

DMX T3 crossover	Trade signals are generated by crossovers between DMX and its T3 trailing average.
JMA DWMA crossover	Trade signals are generated by crossovers between JMA and DWMA of price.
JMA JMA crossover	Trade signals are generated by crossovers between two JMAs of price.
JMA SMA crossover	Trade signals are generated by crossovers between JMA and SMA of price.
RSX on RSX	Trade signals are generated by color changes in a phase shifted RSX on RSX.

User Designed Indicators for MetaStock

We provide NO technical support for these modules.

FEATURES

Reference Guide covers installation and use.

Includes readable formulas.

Includes 3 colorful layout templates. See our graphic examples.

REQUIREMENTS

Metastock 7.2.1 or higher.

ALL 4 Jurik tools for MetaStock must be installed. See DETAILS

Read the REFERENCE GUIDE before installing.
Here are graphic examples..

Includes the following indicators:

.

CFB 24 bipolar (indicator + chart template) .	JMA pre-smoothes price data, RSX determines trend direction, CFB-24 is made bipolar (+/-) to show trend direction. .
CFB 48 bipolar (indicator + chart template) .	JMA pre-smoothes price data, RSX determines trend direction, CFB-48 is made bipolar(+/-) to show trend direction. .
RSX on JMA (indicator + chart template) .	JMA pre-smoothes price data, RSX is colored to show trend direction. .
Phased RSX on JMA (indicator + chart template) .	JMA pre-smoothes price data, phased advanced RSX is colored to show trend direction. .
JMA / RSX combination (layout template) .	Layout show various combinations of JMA and RSX indicators. Layout can be applied to any chart. .
JMA / CFB combination (layout template) .	Layout show various combinations of JMA and CFB indicators. Layout can be applied to any chart. .
JMA / VEL combination(layout template) .	Layout show various combinations of JMA and VEL indicators. Layout can be applied to any chart. .

For MetaStock 9.1-10
For MetaStock 8.0-9.0		Technical support is provided ONLY if you have all 4 Jurik tools installed for MetaStock.

Plug-ins for Microsoft Excel

We provide NO technical support for these modules.

DMX on a spreadsheet

This Excel spreadsheet shows how to use the JMA function to produce the DMX indicator. If you prefer, you may hide the columns that show intermediate calculations. Must have JMA already installed for Excel.

Spreadsheet Function Gets a Stock Quote

Now you can get refreshable stock quote data in Microsoft Excel by inserting the MSNStockQuote function in a worksheet cell. The function allows you to calculate formulas based on the function's return values so you can easily create your own financial analysis.

Scrolling Bar Chart

This Excel workbook contains a scrollable price bar chart. It allows the user to scroll back and forth over time, maintaining the same window width of data. Essentially, an adjustable slider determines what data is placed in a small region on a sheet, whose contents are charted. It is set up to show candlestick stock data with a technical indicator, both on the same chart. Nifty piece of work. Study it as a template, and make more for yourself.