bin/Custom/Indicators/SentinelLLMA_v1_0_0.cs
| Family | Indicators |
| Version | 1.0.0 |
| Size | 246 lines |
| Scope | public — ships in sentinel-suite |
| Class | SentinelLLMA_v1_0_0 |
| Namespace | NinjaTrader.NinjaScript.Indicators.Sentinel.Smoothers |
| Documented by | no doc tracks this artifact |
Rendered from the published copy in
sentinel-suite/src/, not the author’s private tree — so this page describes the file you actually have.
Sentinel LLMA — Low-Lag (Jurik-style) Moving Average (Sentinel smoother block) | Version v1.0.0
File: SentinelLLMA_v1_0_0.cs | namespace …Indicators.Sentinel.Smoothers | display "Sentinel LLMA"
⚠ NO ORDERS · NO STATE SEAM — a read-only SMOOTHER building block, not a Council voter. It draws a
smoothed low-lag line + a Sentinel glass card; it publishes nothing (a moving average has no verdict).
PROVENANCE / LICENSE: CLEAN-ROOM. The "AuLLMA" source ("Low Lag Moving Average", Length + Phase params)
is a JURIK-JMA-style adaptive filter: a 3-stage EMA cascade (preliminary EMA → detrend EMA → phase-
adjusted Kalman-style stage) whose smoothing factor is driven by a proprietary volatility-band estimator
(a sorted trimmed-mean "MidAvg" window). That volatility-adaptive stage is non-standard / proprietary.
This is a FRESH reimplementation from the CANONICAL public simplified JMA formula — no third-party code,
names, or structure were copied.
ASSUMPTION (noted per clean-room rule): I implemented the closest CANONICAL PUBLISHED form — the
simplified Jurik JMA with a FIXED smoothing factor (dynamic-volatility power = 1). I deliberately OMIT
the source's proprietary volatility-adaptive dynamic factor (its "MidAvg" trimmed-mean band + log/sqrt
scaling). Consequently output tracks the standard published JMA, not the exact Au/MidAvg curve. Length +
Phase are preserved with the standard JMA semantics: beta = 0.45·(Length−1) / (0.45·(Length−1) + 2);
phaseRatio = Phase<−100 ? 0.5 : Phase>100 ? 2.5 : Phase/100 + 1.5.
CHANGELOG
v1.0.0 (2026-07-12) — clean-room simplified Jurik (low-lag) MA + Sentinel plumbing (naming law, glass
card, label remover). Volatility-adaptive MidAvg stage omitted (see ASSUMPTION above).