Regularized Momentum

Regularized Momentum

The Regularized Momentum indicator is a classic momentum calculation made with a Regularized Exponential Moving Average (or Regularized EMA) of Heikin Ashi median price (Heikin Ashi High + Heikin Ashi Low) / 2.

It returns a smoothed momentum, and instead of using the 0 line to trigger trend reversals, the indicator has ‘floating levels’ made with recent highest highs and lowest lows of the main oscillator.

The ‘Length’ and ‘Lambda’ settings are adjustable, these parameters smooth more or less the curve.


Share this

Risk disclosure:

No information on this site is investment advice or a solicitation to buy or sell any financial instrument. Past performance is not indicative of future results. Trading may expose you to risk of loss greater than your deposits and is only suitable for experienced investors who have sufficient financial means to bear such risk.

ProRealTime ITF files and other attachments : How to import ITF files into ProRealTime platform?

New! PRC is also now on YouTube, subscribe to our channel for exclusive content and tutorials

  1. Alai-n • 12/18/2017 #


  2. juanj • 12/18/2017 #

    Thank You Nicolas, the content of this site is literally the one thing keeping me to hold onto PRT. I’m still on vacation until Jan, but looking forward to again make some contributions once back in full swing.

    • Nicolas • 12/18/2017 #

      Thank you juanj, I’m looking forward for your next valuable contribution 🙂 Have a nice rest and happy new year.

  3. Warath • 12/18/2017 #

    Bonjour, tout nouveau sur le forum, j’essai de comprend un minimum la programmation et j’ai voulu essayer votre indicateur qui à l’air très bien, seulement quand je veux le valider la fenêtre erreur de syntaxe ouvre et me demande de définir la variable suivante : length6 / lambda / minmaxperiod / levelup / leveldown.
    Je me pense que je dois renseigner quelque chose, mais cela m’étonne. pouvez vous m’éclairer. Merci.

  4. Sonia • 12/18/2017 #

    Bonjour, Warath, je ne sais pas si tu as eu ta réponse ? Je débute aussi mais je pense pouvoir répondre à ta question.
    Quand tu crées un indicateur, tu fais un copier/coller de l’indicateur, parfois tu as besoin d’entrer des variables en plus, ce qui est le cas ici. Tu vas sur la clef à mollette en haut à gauche, tu cliques dessus et tu renseignes Nom dans le programme, ici : length6, tu ajoutes et tu rentres le settings renseigné par Nicolas dans le code : entier : 14. Tu fais çà pour tous et çà marche, normalement ?!?

  5. Jeff Hale • 12/18/2017 #

    I’m trying to apply the regularization calculation method to another value, which I’ve found to work great when applied to a chart. However, when I try to apply the indicator to a screener, I receive no results back. Is there anything in the above code that would prevent it from working in a screener or something else that would need to be done to get it to work. Very much appreciated!!!

    • Nicolas • 12/18/2017 #

      Please open a specific topic in our ProScreenr forum for that query. Please add all specifications on how the screener should work according to this indicator. Thank you.

  6. macbartin • 12/18/2017 #

    peut il être utiliser pour savoir la fin de tendance, ou plutôt en complément de “market mode” pour détecter la fin de la tendance si le momentum se retourne ? même si je doigt avouer ne pas trop comprendre le “momentum”

    • Nicolas • 12/18/2017 #

      Formule de l’indicateur Momentum:

      Le Momentum se calcule avec une simple soustraction pour chaque séance.

      Momentum = Clôture du cours du jour – Clôture de la période n choisie

  7. Roberto1 • 12/18/2017 #

    Hi, can this code be converted for the Nanotrader Platform or for the MT4 Platform?

    • Nicolas • 12/18/2017 #

      This website is dedicated for PRT programming, but you can still ask for private coding with our programming services:

Register or


avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar

+5 more likes

Related users ' posts
toufikg Bonjour , je trouve cet indicateur vraiment trés intéressant , peut on le rajouter au graph...
IV Mcm Vous devez faire un clic droit sur le prix > propriété > ajouter indicateur Si vous...
Fabian Hi Thomas, thanks for your explanations. Which indicator do you use in the screenshot ...
Thomas Thats On Balance Volume and Bollinger or SMA or what you want. It shows me the volume flow. ...
bertrandpinoy @MAKSIDE I would be grateful if you send me your version. have a nice day
Madrosat I Have not see a fully functioning automated strategy on your site?? Really have you???
juanj Hi Madrosat, why would it be on my site? I have developed it for my personal use and also to...
Madrosat ok I understood you are using prorealcode to hack the fish
imran Hi I have been trying to test a strategy to buy and sell based on the indicator cross overs...
Zigo I'am sorry that I answer so late, but the code seems to be working perfect. I use the indica...
jaginho Bonjour Vivien, je n'arrive pas à comprendre ce screener... En tout cas merci pour tes contr...
samsampop Superb, merci!
ESCapedTestSubject Interesting. Many thanks. What is the market open indicator that you use? Could you share ...
Lean Hi! I love your indicator, but from some days ago it doesn't work in pro real time, do you k...
oliverkeim Hi, also here not working. Only white lines.
Gaby333 not working the same thing as xtian saying?
fucode I need to calculate this in excel. Is it posible ? how ?
Nicolas Ask on an Excel website?!
2 years ago
ribes65 Buongiorno Illenza, Il tuo indicatore è molto efficace, ma non funziona su tutte le azion...
2 years ago
robertogozzi Sorry for my late reply. I’ll make it and open a new topic quite soon.
swapping ah ah ! je n'avais pas vue celui-ci, excellent robert ;)
robertogozzi Thank you swapping.
Didouqc Bonjour Nicolas, Merci pour cet indicateur, encore génial! Je souhaite faire une suggest...
Exalaxe Hey, i just noticed you optimized this strategy. Could i see your new version, please?
Andrea.1981 sorry i add my code but it not enter why i dont know
Andrea.1981 this is code simply stop , and you can see another version for stop / Codice principale...
Maik2404 wie kann ich den Code bekommen Paul?
jens_kittner Works with US Crude at 1h as well!
Jean-Claude REGIS Je préconise de regarder les graphiques H1 et M15 pour visualiser la tendance de fond et d'...
juanj Haven't been on this forum for ages! Just logged in to see what is happening and since this ...
robertogozzi Welcome back Juanji, why don’t you post your strategy in the ProOrder support, it’s a better...
Jean-Claude REGIS Merci Nicolas de la rep oui bien sur que le prix a une position identique le but est d'avoir...
cv Hi All, I am not very knowledgeable with coding. I have tried to add this indicator and get ...
Nicolas Download the .itf file and import it into the platform, you'll get all the necessary setting...
David Somogyi Hi, One year trades since Alpha running. Hopefully it w...
Nicolas Thanks for the update David!
sublime06 quelle parametre utilisé vous pour obtenir ces resultat ? merci