|
Study Name
|
Parameters
|
Description
|
|
AD |
None |
The Accumulation/Distribution (AD) is a momentum
indicator that associates changes in price and
volume. The indicator is based on the premise that
the more volume that accompanies a price move, the
more significant the price move. |
|
AD Oscillator |
Fast Period
Slow Period |
Chaikin Oscillator (ADOCS) is moving average
oscillator based on the Accumulation / Distribution
indicator. |
|
ADXR |
Period |
The Directional Movement Rating function determines the
momentum in the Average Directional Movement,
effectively adding another layer of smoothing to the
Directional Movement Index. |
|
Aroon |
Period |
The Aroon indicator allows to anticipate changes in
security prices from trending to trading range. It
is a system which can be used to determine whether a
stock is trending or not and how strong the trend is.
|
|
Aroon Oscillator |
Period |
The Aroon Oscillator is the difference between the Aroon
Up and Aroon Down lines. An upward trend is
indicated as the Aroon oscillator passes upward
through the zero line. |
|
ATR |
Period |
Average True Range (ATR) indicator measures a
security's volatility. |
|
Bollinger bands |
Period
Deviation
Exponential |
Bollinger bands measure the support for, and
resistance to price changes of any particular stock,
by plotting the standard deviation of the moving
average of a price. |
|
CCI |
Period |
The Commodity Channel Index (CCI) measures the variation
of a security's price from its statistical mean.
High values show that prices are unusually high
compared to average prices whereas low values
indicate that prices are unusually low. |
|
CLV |
None |
The
Close Location Value (CLV) Accumulation Distribution
indicator uses the relationship between the open and
the close of the bar, and the range of the bar, to
weight and characterize the volume as Accumulation
(buying) or Distribution (selling). |
|
Directional Movement |
ADX Period
+DI, -DI Period |
The
+DI indicates the up average.
The
-DI indicates the down average.
The
ADX, average directional movement index, shows
whether a trend is in effect by smoothing the
difference between the +DI and -DI. |
|
DX |
Period |
The
Directional Movement Index function determines the
strength of the current price trend by comparing the
positive movement to the negative movement. |
|
Exponential MA |
Double
Period
Source = {Open, Low, High, Close} |
Exponential moving average (EMA) is a moving average
that gives extra weight to more recent price data. |
|
KAMA |
Period |
Kaufman's Adaptive Moving Average indicator is an
EMA using an Efficiency Ratio to modify the
smoothing constant, which ranges from a minimum of
Fast Length to a maximum of Slow Length. |
|
Linear
Regression |
Period |
The
Linear Regression indicator is based on the trend of
a security's price over a specified time period. The
trend is determined by calculating a linear
regression trendline using the "least squares fit"
method. The least squares fit technique fits a
trendline to the data in the chart by minimizing the
distance between the data points and the linear
regression trendline. |
|
MA |
Double
Period
Source = {Open, Low, High, Close} |
Moving
Average is calculated by adding together the closing
prices of a financial instrument over a certain
number of days and then dividing the sum by the
number of days involved. |
|
MACD |
Fast
Len
Slow Len
MACD Len |
Moving
Average Convergence/Divergence is a trend following
momentum indicator that shows the relationship
between two moving averages of prices. |
|
Maximum |
Period
|
Highest value over a specified period. |
|
MFI |
Period |
The
Money Flow indicator (MFI) illustrates the inflows
and outflows of cash in regards to a particular
stock. While a stock's price simply provides a
snapshot in time, Money Flow can show if the market
may be discounting some future, significant event. |
|
MidPoint |
Period |
Simply
(highest value + lowest value)/2. |
|
MidPrice |
Period |
Simply
(highest high + lowest low)/2. |
|
Minimum |
Period |
Lowest
value over a specified period. |
|
Momentum |
Period |
The
Momentum indicator measures the amount that a
security's price has changed over a given time span. |
|
Momentum Divergence |
Period |
The
Momentum Divergence (MomentumDiv) is a method to
compare how strong a stock's price action is
compared to the stock's underlying momentum. This
indicator takes the Moving Average Convergence
Divergence (MACD) indicator with the standard
12,26,9 setting and converts MACD on a scale from 0
to 100, similar. |
|
OBV |
None |
On
Balance Volume (OBV) is the weighted sum of volume
used to quantify buying or selling pressure to
either confirm the current price trend or warn of a
possible reversal. |
|
PVO |
None |
Price
Volume Oscillator (PVO) indicator calculates a fast,
or short, moving average and a long, or slow, moving
average. The difference between these two values is
then plotted. |
|
ROC |
Period |
The
Rate of Change (ROC) is an oscillator that displays
the difference between the current price and the
price x-time periods ago. As prices increase, the
ROC rises and as prices fall, the ROC falls. The
greater the change in prices, the greater the change
in the ROC. |
|
RSI |
Period |
Relative Strength Index (RSI) indicator calculates a
value based on the cumulative strength and weakness
of price, specified in the input Price, over the
period specified in the input Length. |
|
Stochastic Fast |
%K Period
%D
Period |
Stochastic Fast indicator calculates the location of
a current price in relation to its range over a
period of bars. |
|
T3 |
Period
Volume Factor |
T3 is
an adaptive moving average. It tracks the time
series more aggressively when making large moves. |
|
TEMA |
Period
|
TEMA
(Triple Exponential Moving Average) is a unique
composite of a single exponential moving average, a
double exponential moving average, and a triple
exponential moving average that provides less lag
than either of the three components individually. |
|
True
Range |
None
|
True
Range is defined as the largest of the following:
- The distance from current bar's high to current
bar's low.
- The distance from previous bar's close to current
bar's high.
- The distance from previous bar's close to current
bar's low. |
|
TRIMA |
Period
|
The
Triangular Moving Average (TRIMA) is simply a
double-smoothed simple moving average where the
middle portion of the data has more weight. |
|
TSF |
Period
|
The
Time Series Forecast (TSF) function displays the
statistical trend of a security's price over a
specified time period based on linear regression
analysis |
|
Volume |
None
|
Volume
is the number of shares traded on a stock exchange
for a given period, also known as market turnover. |
|
Williams %R |
Period
|
Williams %R (aka Persent R) is a momentum indicator
that measures overbought/oversold levels. |
