TS MAD Trend – Trend Filter with MAD Bands

A steady trend filter for NinjaTrader 8, built on the Mean Absolute Deviation

Most volatility bands are built on the standard deviation, which squares every move. One big candle and the bands blow wide open. TS MAD Trend uses the Mean Absolute Deviation (MAD) instead — the average distance of price from its average. A spike counts once, not squared, so the bands react less to a single outlier and the trend reads more steadily.

Three ways to read the trend

• MAD Bands — a moving average with an upper band at average + MAD × 1.4 and a lower band at average − MAD × 1.0. A close above the upper band turns the trend up; a close below the lower band turns it down. Pull-backs inside the bands do not flip it.
• For-Loop Momentum — price, weighted by its own MAD and smoothed, is compared with each of its values from 10 to 60 bars ago: +1 for every older value it is above, −1 for every one it is below. The score runs from −51 to +51. Above 23 the loop turns up; below 3 it turns down. The gap between the two stops it flipping on every wiggle.
• Combined — the average of the two. It turns up only when the bands and the loop both say up, and down only when both say down — the calmest of the three.

On your chart

You pick which read drives the chart. Every candle takes the trend’s colour, and each change gets a clear Long or Short label. The bands are drawn with a soft fill in the trend colour and a glowing average. A compact dark-and-gold panel shows all three reads at once — bands, loop with its live score, combined — plus the last signal and how many bars ago it was.

The second indicator, TS MAD Trend Loop, draws the momentum score in its own panel under the chart: a line coloured by its direction, the long and short thresholds, shaded zones and the latest value. One licence key runs both.

Honest by design

Everything is worked out when a bar closes. A colour or a label never changes afterwards — no repainting.

What you get

• TS MAD Trend Bands — MAD bands, glowing average, band fill, candle colours, Long / Short labels and panel
• TS MAD Trend Loop — the for-loop momentum score in its own panel
• Three signal modes: MAD bands, for loop, or combined
• 16 moving-average types for the bands and the loop
• Six colour palettes, including your own two colours
• Compact four-corner panel
• Real-time alerts with your own sound
• Strategy outputs (Trend, Signal, band and loop states, bands and score) for NinjaScript and the Market Analyzer
• 28-page illustrated PDF user guide and a video walkthrough
• 7-day free trial, lifetime updates, included in Pro Membership

Questions traders ask

Does it repaint?
No. It works on closed bars only.

Which timeframe should I use?
Start on a 15-minute chart: a few clear trend changes a day. Use the combined mode if you want fewer changes. On 1–5 minute charts the trend changes many times a day, so many traders use a 15-minute chart for direction and a faster chart for timing. The user guide explains this in full.

Which markets does it work on?
Any instrument and any bar type — NQ, ES, Gold, Crude and their micros, forex and stocks. It does not need volume (only the VWMA average type uses it).

Do I need both indicators?
No, each works on its own. Together they give the full picture, and the same key unlocks both.

Can I use it in a strategy?
Yes. It exposes Trend (+1 / −1), Signal (+1 on a Long flip, −1 on a Short flip), the state of each read, the bands and the loop score.

Can I try it first?
Yes. Leave the licence key empty for an automatic 7-day free trial.

Is it included in Pro Membership?
Yes. Pro Members unlock it with their membership key.

Please note: TS MAD Trend shows the trend and its changes — it does not predict price and places no orders. Educational tool, not financial advice.