Technical Analysis

ABANDS

Acceleration Bands (ABANDS) created by Price Headley. Plots bands around a simple moving average as the midpoint and the upper and lower bands are of equal distance from this midpoint. Look for breakouts outside these bands, while also using the shorter time frames to define likely support and resistance levels at the lower and upper Acceleration Bands. This indicator is usually plotted on the price chart.

ABANDS(high, low, close, period)

Returns an array with 3 results arrays. Upper on index 1, middle on index 2 and lower on index 3.

Return Type: Dynamic

Accumulation/Distribution Line (AD) Developed by Marc Chaikin, the Accumulation Distribution Line is a volume-based indicator designed to measure the cumulative flow of money into and out of a security. Chaikin originally referred to the indicator as the Cumulative Money Flow Line. As with cumulative indicators, the Accumulation Distribution Line is a running total of each period's Money Flow Volume. First, a multiplier is calculated based on the relationship of the close to the high-low range. Second, the Money Flow Multiplier is multiplied by the period's volume to come up with a Money Flow Volume. A running total of the Money Flow Volume forms the Accumulation Distribution Line. This indicator is usually plotted to its own chart.

AD(high, low, close, volume)

Returns the AD result.

Return Type: ListNumbers

ADOSC

Developed by Marc Chaikin, the Chaikin Oscillator (ADOSC) measures the momentum of the Accumulation Distribution Line using the MACD formula. (This makes it an indicator of an indicator.) The Chaikin Oscillator is the difference between the 3-day and 10-day EMAs of the Accumulation Distribution Line. Like other momentum indicators, this indicator is designed to anticipate directional changes in the Accumulation Distribution Line by measuring the momentum behind the movements. A momentum change is the first step to a trend change. This indicator is usually plotted to its own chart.

ADOSC(high, low, close, volume, fastPeriod, slowPeriod)

Returns the ADOSC result.

Return Type: ListNumbers

ADX

The Average Directional Index (ADX) depicts a presence or absence of a trend. ADX advices on the strength of the dominant forces that move market prices here and now. In other words, ADX advices on trend tendencies: whether the trend is going to continue and strengthen or it is about to lose its positions. This indicator is usually plotted to its own chart.

ADX(high, low, close, period)

Returns the ADX result.

Return Type: ListNumbers

ADXR

Average Directional Movement Index Rating (ADXR) is a smoothed version of ADX indicator and is used as a rating of the Directional Movement while smoothing out ADX values. If to compare ADXR to ADX, the smoother ADXR doesn't depend much on fast short-term market turns and reversals, which allows to minimize trading risks when relying on ADXR in the long term. This indicator is usually plotted to its own chart.

ADXR(high, low, close, period)

Returns the ADXR result.

Return Type: ListNumbers

AO

The Awesome Oscillator (AO) shows the difference in between the 5 SMA and 34 SMA. If to be precise, 5 SMA of mid-prices is subtracted from 34 SMA of mid-prices which allows to see the market momentum. This indicator is usually plotted to its own chart.

AO(hl2prices, shortLength, longLength)

Returns the AO result.

Return Type: ListNumbers

APO

The Absolute Price Oscillator (APO) displays the difference between two exponential moving averages of an asset's price and is expressed as an absolute value. This indicator is usually plotted to its own chart.

APO(prices, fastPeriod, slowPeriod, [ maType ])

Returns the APO result.

Return Type: ListNumbers

AROON

Aroon indicator is a young one, developed by Tushar Chande in 1995. Aroon was created to measure the strength of a trend and potentials for its continuation as well as the quality and type of the trend: up-trend, down-trend or sideways moving market. This indicator is usually plotted to its own chart.

AROON(high, low, period)

Returns an array with 2 results arrays. Aroon down on index 1 & Aroon up on index 2.

Return Type: Dynamic

AROONOSC

Aroon oscillator is based on Aroon Indicator. Aroon Oscillator is a trend-following indicator that illustrates the strength of a current trend and its potentials to last. This indicator is usually plotted to its own chart.

AROONOSC(high, low, period)

Returns the AROONOSC result.

Return Type: ListNumbers

ATR

The Average True Range (ATR), developed by Wilder, gives traders a feel of what the historical volatility was in order to prepare for trading in the actual market. Currency pairs that get lower ATR readings suggest lower market volatility, while currency pairs with higher ATR indicator readings require appropriate trading adjustments according to higher volatility. Wilder used the Moving average to smooth out the ATR indicator readings, so that ATR looks the way we know it. This indicator is usually plotted to its own chart.

ATR(high, low, close, period)

Returns the ATR result.

Return Type: ListNumbers

AVGDEV

The Average Deviation (AVGDEV) is simply an averaged version of the Standard Deviation (STDDEV). This indicator is usually plotted to its own chart.

AVGDEV(close, period)

Returns the AVGDEV result.

Return Type: ListNumbers

AVGPRICE

The Average Price (AVGPRICE) is the price between open, high, low and close (aka OHLC/4). This indicator is usually plotted on the price chart.

AVGPRICE(open, high, low, close)

Returns the AVGPRICE result.

Return Type: ListNumbers

BBANDS

The Bollinger Band (BBANDS) study created by John Bollinger plots upper and lower envelope bands around the price of the instrument. The width of the bands is based on the standard deviation of the closing prices from a moving average of price. This indicator is usually plotted on the price chart.

BBANDS(prices, period, devUp, devDn, [ maType ])

Returns an array with 3 results arrays. Upper on index 1, middle on index 2 and lower on index 3.

Return Type: Dynamic

BETA

The Beta (BETA) value can measure he volatility of a coin in relation to that of the market. For stock investors the beta value[1] of a portfolio is an important measure of risk, a value above 1 means the investment is more volatile than the market, a value lower than 1 is less volatile. It can be helpful to do a beta analysis for your portfolio to see how returns match up against the beta and spot real winners (low beta, high returns). Since most altcoins are still sold and bought using Bitcoin (BTC), its price could be used as the [Market's source data] (2nd input parameter), which results BTC a beta of 1. This indicator is usually plotted to its own chart.

BETA(prices1, prices2, period)

Returns the BETA result.

Return Type: ListNumbers

BOP

The Balance of Power (BOP) indicator measures the market strength of buyers against sellers by assessing the ability of each side to drive prices to an extreme level. The resulting values can be smoothed by a moving average. This indicator is usually plotted to its own chart.

BOP(open, high, low, close)

Returns the BOP result.

Return Type: ListNumbers

CCI

The Commodity Channel Index (CCI) compares the current price to an average price over a period of time. The indicator fluctuates above or below zero, moving into positive or negative territory. CCI is relatively high when prices are far above their average, but is relatively low when prices are far below their average. In this manner, CCI can be used to identify overbought and oversold levels, or to confirm trends. This indicator is usually plotted to its own chart.

CCI(high, low, close, period)

Returns the CCI result.

Return Type: ListNumbers

CDL

Candlestick pattern finder.

CDL(open, high, low, close, type, [ penetration ])

Returns a value. 0 is not found. Above 0 is long pattern found. Below 0 is short pattern found.

Return Type: ListNumbers

ChandelierExitLong

Calculates the chandelier exit long price.

ChandelierExitLong(high, close, low, [ depth ], [ multiplier ])

Returns the target price.

Return Type: Number

ChandelierExitShort

Calculates the chandelier exit short price.

ChandelierExitShort(high, close, low, [ depth ], [ multiplier ])

Returns the target price.

Return Type: Number

CMO

The Chande Momentum Oscillator (CMO) indicates overbought conditions when it reaches the 50 level and oversold conditions when it reaches −50. You can also look for signals based on the CMO crossing above and below a signal line composed of a 9-period moving average of the 20 period CMO. This indicator measures the trend strength. This indicator is usually plotted to its own chart.

CMO(prices, period)

Returns the CMO result.

Return Type: ListNumbers

COPPOCK

The Coppock Curve (COPPOCK) is a smoothed momentum oscillator developed by Edwin “Sedge” Coppock. It can help you isolate buying opportunities and exit points. Even though it was originally designed for long-term analysis, it can be used on intraday, daily or weekly charts and the settings can be adjusted to suit one's style. The main signals are generated with crosses above and below the zero line. This indicator is usually plotted to its own chart.

COPPOCK(prices, roc1, roc2, period)

Returns the COPPOCK result.

Return Type: ListNumbers

CORREL

The Correlation (CORREL) is a statistical measure that reflects the correlation between two assets. In other words, this statistic tells us how closely one security is related to the other. Coefficient is above zero when both securities move in the same direction (up or down) and below zero when the two securities move in opposite directions. This indicator can also help traders diversify by identifying assets with a low or negative correlation to the market. This indicator is usually plotted to its own chart.

CORREL(source1, source2, period)

Returns the CORREL result.

Return Type: ListNumbers

CRSI

The Connor's RSI (CRSI) is a momentum oscillator created by Larry Connors. Three components combine to form this momentum oscillator; The RSI, UpDown Length, and Rate-of-Change. Connors RSI outputs a value between 0 and 100, which is then used to identify short-term overbought and oversold conditions, or to confirm trends. This indicator is usually plotted to its own chart.

CRSI(prices, rsiPeriod, udPeriod, length)

Returns the CRSI result.

Return Type: ListNumbers

DEMA

The Double Exponential Moving Average (DEMA) was developed by Patrick Mulloy. It is used for smoothing price series and attempts to offer a smoothed average with less lag than a straight exponential moving average (EMA). This indicator is usually plotted directly on a price chart.

DEMA(prices, period)

Returns the DEMA result.

Return Type: ListNumbers

DONCHIAN

The Donchian Channel (DONCHIAN), developed by Richard Donchian. Donchian Channel is formed by taking the highest high and the lowest low of the last n periods. The area between the high and the low is the channel for the period chosen. This indicator is usually plotted on the price chart.

DONCHIAN(high, low, period)

Returns an array with 3 results arrays. Upper on index 1, middle on index 2 and lower on index 3.

Return Type: Dynamic

DPO

The Detrended Price Oscillator (DPO) is an indicator in technical analysis that attempts to eliminate the long-term trends in prices by using a displaced moving average so it does not react to the most current price action. This allows the indicator to show intermediate overbought and oversold levels effectively. This indicator is usually plotted on its own chart.

DPO(prices, shortLength, longLength)

Returns the DPO result.

Return Type: ListNumbers

DX

The Directional Movement Index (DX) is indicator in technical analysis which is based on two other Welles Wilder's indicators: negative directional indicator (-DI) and positive directional indicator (+DI). It was designed to evaluate the strength of a trend and to define a period of sideway trading. This indicator is usually plotted on its own chart.

DX(high, low, close, period)

Returns the DX result.

Return Type: ListNumbers

EMA

The Exponential Moving Average (EMA) is a weighted moving average (WMA) that gives more weighting, or importance, to recent price data than the simple moving average (SMA) does. This indicator is usually plotted on the price chart.

EMA(prices, period)

Returns the EMA result.

Return Type: ListNumbers

FastRSI

The FastRSI is a custom implementation from Haasonline. It uses a custom RSI and EMA calculation.

FastRSI(prices, period, signal)

Returns the FastRSI result.

Return Type: Dynamic

HT_DCPERIOD

Hilbert Transform - The Dominant Cycle Period (HT_DCPERIOD). The Hilbert Transform is a technique used to generate inphase and quadrature components of a de-trended real-valued "analytic-like" signal (such as a Price Series) in order to analyze variations of the instantaneous phase and amplitude. HTPeriod (or MESA Instantaneous Period) returns the period of the Dominant Cycle of the analytic signal as generated by the Hilbert Transform. The Dominant Cycle can be thought of as being the "most likely" period (in the range of 10 to 40) of a sine function of the Price Series.

HT_DCPERIOD(prices)

Returns the HT_DCPERIOD result.

Return Type: ListNumbers

HT_DCPHASE

Hilbert Transform - The Dominant Cycle Phase (HT_DCPHASE) The Hilbert Transform is a technique used to generate inphase and quadrature components of a de-trended real-valued "analytic-like" signal (such as a Price Series) in order to analyze variations of the instantaneous phase and amplitude. HTDCPhase returns the Hilbert Transform Phase of the Dominant Cycle. The Dominant Cycle Phase lies in the range of 0 to 360 degrees.

HT_DCPHASE(prices)

Returns the HT_DCPHASE result.

Return Type: ListNumbers

HT_PHASOR

Hilbert Transform - The Phasor Components (HT_PHASOR) The Hilbert Transform is a technique used to generate inphase and quadrature components of a de-trended real-valued "analytic-like" signal (such as a Price Series) in order to analyze variations of the instantaneous phase and amplitude. In-Phase is the Hilbert Transform generated In-Phase component of the input Price Series. Quadrature is the Hilbert Transform generated Quadrature component of the input Price Series.

HT_PHASOR(prices)

Returns the HT_PHASOR result.

Return Type: Dynamic

HT_SINE

Hilbert Transform - The SineWave (HT_SINE) The Hilbert Transform is a technique used to generate inphase and quadrature components of a de-trended real-valued "analytic-like" signal (such as a Price Series) in order to analyze variations of the instantaneous phase and amplitude. HTDCPhase returns the Hilbert Transform Phase of the Dominant Cycle. The Dominant Cycle Phase lies in the range of 0 to 360 degrees. The Hilbert Transform Sine is just the sine of the DC Phase. The Hilbert Transform Lead Sine is just the sine of the DC Phase advanced by 45 degrees.

HT_SINE(prices)

Returns the HT_SINE result.

Return Type: Dynamic

HT_TRENDLINE

Hilbert Transform - The Trend Line (HT_TRENDLINE) The Hilbert Transform is a technique used to generate inphase and quadrature components of a de-trended real-valued "analytic-like" signal (such as a Price Series) in order to analyze variations of the instantaneous phase and amplitude. HTTrendline (or MESA Instantaneous Trendline) returns the Price Series value after the Dominant Cycle of the analytic signal as generated by the Hilbert Transform has been removed. The Dominant Cycle can be thought of as being the "most likely" period (in the range of 10 to 40) of a sine function of the Price Series.

HT_TRENDLINE(prices)

Returns the HT_TRENDLINE result.

Return Type: ListNumbers

HT_TRENDMODE

Hilbert Transform - The Trend Mode (HT_TRENDMODE).

HT_TRENDMODE(prices)

Returns the HT_TRENDMODE result.

Return Type: ListNumbers

ICHIMOKU

The Ichimoku Clouds (ICHIMOKU) also known as Ichimoku Kinko Hyo, developed by journalist Goichi Hosoda, is a versatile indicator that defines support and resistance, identifies trend direction, gauges momentum and provides trading signals. Ichimoku Kinko Hyo translates into “one look equilibrium chart”. With one look, chartists can identify the trend and look for potential signals within that trend. Even though the Ichimoku Cloud may seem complicated when viewed on the price chart, it's actually a rather straightforward indicator; the concepts are easy to understand and the signals are well-defined.

ICHIMOKU(prices, tenkansen, kijunsen, senkouspanb)

Returns the ICHIMOKU result.

Return Type: Dynamic

IMI

The Intraday Momentum Index (IMI), developed by Tushar Chande, combines aspects of candlestick analysis with the relative strength index (RSI). The intraday indicator was designed to provide investors with a way to find optimal days to buy and sell.

IMI(open, close, period)

Returns the IMI result.

Return Type: ListNumbers

KAMA

The Kaufman's Adaptive Moving Average (KAMA), developed by Perry Kaufman, is an intelligent moving average. The powerful trend-following indicator is based on the Exponential Moving Average (EMA) and is responsive to both trend and volatility. Like all moving averages, the KAMA can be used to visualize the trend. This indicator is usually plotted on the price chart.

KAMA(prices, period, [ fastest ], [ slowest ])

Returns the KAMA result.

Return Type: ListNumbers

KAMA2

The Kaufman's Adaptive Moving Average (KAMA2), developed by Perry Kaufman, is an intelligent moving average. The powerful trend-following indicator is based on the Exponential Moving Average (EMA) and is responsive to both trend and volatility. Like all moving averages, the KAMA can be used to visualize the trend. This indicator is usually plotted on the price chart.

KAMA2(prices, period, [ fastest ], [ slowest ])

Returns the KAMA2 result.

Return Type: ListNumbers

KELTNER

The Keltner Channel (KELTNER), originally developed by Chester Keltner, extended by Linda Bradford Raschke, uses a volatility-based envelopes set above and below an exponential moving average. This indicator is similar to Bollinger Bands, which use the standard deviation (STDDEV) to set the bands. Instead of using the standard deviation, Keltner Channels use the Average True Range (ATR) to set channel width. The channels are typically set 2x ATR values above and below the EMA. The exponential moving average dictates direction and the Average True Range sets channel width. Keltner Channels are a trend following indicator used to identify reversals with channel breakouts and channel direction. Channels can also be used to identify overbought and oversold levels when the market is ranging. This indicator is usually plotted on the price chart.

KELTNER(high, low, close, emaPeriod, [ atrPeriod ], [ multiplier ])

Returns the KELTNER result.

Return Type: Dynamic

KRI

Kairi method (KRI) is similar to Momentum according to its application mode. The oscillator fluctuates around 0 but the fluctuation range is wider. KRI can be used for any time frame. It is one of the simplest oscillators. When creating the indicator, deviation of a price from its simple moving average is calculated and the reult is shown in percentage of the average.

KRI(prices, period)

Returns the KRI result.

Return Type: ListNumbers

KST

Know Sure Thing (KST), developed by Martin Pring, is a momentum oscillator based on the smoothed Rate-of-Change (ROC) for four different periods. In short, KST measures price momentum for four different price cycles, combining them into a single momentum oscillator. Like any other unbound momentum oscillator, chartists can use KST to look for divergences, signal line crossovers, and centerline crossovers. Pring frequently applied trend lines to KST. Although trend line signals do not occur often, Pring notes that such breaks reinforce signal line crossovers. This indicator is usually plotted on its own chart.

KST(prices, rocPeriod1, rocSmaPeriod1, rocPeriod2, rocSmaPeriod2, rocPeriod3, rocSmaPeriod3, rocPeriod4, rocSmaPeriod4, signalPeriod)

Returns the KST result.

Return Type: Dynamic

LINEARREG

The Linear Regression (LINEARREG) is a trend following indicator that plots a dynamic version of the linear regression indicator. The concept is to track the trend not using basic averages or weighted averages – as in the case of moving averages – but rather by taking the "best fit" line to match the data.

LINEARREG(prices, period, [ type ])

Returns the LINEARREG result.

Return Type: ListNumbers

MA

The Moving Averages (MA) combines multiple Moving Averages in one command. Works well together with the InputMaTypes() command. Supported types are: 'sma', 'ema', 'dema', 'tema', 'trima', 't3', 'mama', 'kama' and 'wma'.

MA(prices, period, maType)

Returns the MA result.

Return Type: ListNumbers

MACD

The Moving Average Convergence Divergence (MACD), developed by , is a trend-following momentum indicator that shows the relationship between two moving averages of an asset's price. The MACD is calculated by subtracting the longer-period Exponential Moving Average (EMA) from the shorter-period EMA.

MACD(prices, fastPeriod, slowPeriod, signalPeriod)

Returns the MACD result.

Return Type: Dynamic

MACDEXT

The Moving Average Convergence Divergence [Extended] (MACDEXT) is the same as MACD, but provides more parameters to fiddle with.

MACDEXT(prices, fastPeriod, fastType, slowPeriod, slowType, signalPeriod, signalType)

Returns the MACDEXT result.

Return Type: Dynamic

MACDFIX

The Moving Average Convergence Divergence [Fixed] (MACDFIX) is the same as MACD, but uses fixed periods for the fast (12) and slow (26) EMAs.

MACDFIX(prices, signalPeriod)

Returns the MACDFIX result.

Return Type: Dynamic

MAMA

The Mesa Adaptive Moving Average (MAMA) is a trend-following indicator which adapts to price movement "based on the rate change of phase as measured by the Hilbert Transform Discriminator". This method of adaptation features a fast and a slow moving average so that the composite moving average swiftly responds to price changes and holds the average value until the next bar’s close. The Averages act as support and resistance areas and the price will tend to react to them. This makes pullbacks to the MAMA and FAMA suitable with-trend entry areas. This indicator is usually plotted on the price chart. NOTE: The FastLimit and SlowLimit parameters should be between 0.01 and 0.99.

MAMA(prices, fastlimit, slowlimit)

Returns the MAMA result.

Return Type: Dynamic

MAVP

The Moving Average Variable Period (MAVP) is a moving average that adjusts itself based on the period settings given to it. The [inPeriods] array should be the same length as [prices] array. The Nth period will be used to calculate the Nth data point. It is essentially the same as changing the period yourself using the MA() command, but using this command instead, you can use for example the absolute (ABS) CMO output values as the periods: local periods = Abs(CMO(ClosePrices(), 20)).

MAVP(prices, inPeriods, minPeriod, maxPeriod, [ maType ])

Returns the MAVP result.

Return Type: ListNumbers

MAXINDEX

Max Index (MAXINDEX) will return the index of the highest high in source data within the given period. You can see this index as the "distance" to the highest high. To get the highest high value, use this index with the input array or use GetHigh/GetHighs command instead.

MAXINDEX(prices, period)

Returns the MAXINDEX result.

Return Type: Number

MEDPRICE

Median Price (MEDPRICE) indicator is simply the midpoint of market's prices. The Typical Price and Weighted Close are similar indicators. The Median Price indicator provides a simple, single-line chart of the market's"average price." This average price is useful when you want a simpler view of prices. This indicator is usually plotted on the price chart.

MEDPRICE(high, low)

Returns the MEDPRICE result.

Return Type: ListNumbers

MFI

The Money Flow Index (MFI), developed by Gene Quong and Avrum Soudack, is an oscillator that uses both price and volume to measure buying and selling pressure. MFI is also known as volume-weighted RSI. MFI starts with the typical price for each period. Money flow is positive when the typical price rises (buying pressure) and negative when the typical price declines (selling pressure). A ratio of positive and negative money flow is then plugged into an RSI formula to create an oscillator that moves between zero and one hundred. As a momentum oscillator tied to volume, MFI is best suited to identify reversals and price extremes with a variety of signals.

MFI(high, low, close, volume, period)

Returns the MFI result.

Return Type: ListNumbers

MIDPOINT

Midpoint price (MIDPOINT) is similar to the Midprice (MIDPRICE), except the highest and lowest values are returned from the same input field; the source data. Midpoint indicator calculates the highest close and lowest close within the look back period and averages the two values.

MIDPOINT(prices, period)

Returns the MIDPOINT result.

Return Type: ListNumbers

MIDPRICE

MidPrice (MIDPRICE) returns the midpoint value from two different input fields. The Midprice indicator calculates the highest high and lowest low within the look back period and averages the two values to return the Midprice.

MIDPRICE(high, low, period)

Returns the MIDPRICE result.

Return Type: ListNumbers

MININDEX

Min Index (MININDEX) will return the index of the lowest low in source data within the given period. You can see this index as the "distance" to the lowest low. To get the lowest low value, use this index with the input array or use GetLow/GetLows command instead.

MININDEX(prices, period)

Returns the MININDEX result.

Return Type: Number

MINUSDI

The Negative Directional indicator (MINUSDI) measures the presence of a downtrend and is part of the Average Directional Index (ADX). If -DI is sloping upward, it's a sign that the price downtrend is getting stronger. This indicator is nearly always plotted along with the Positive Directional indicator (PLUSDI).

MINUSDI(high, low, close, period)

Returns the MINUSDI result.

Return Type: ListNumbers

MINUSDM

The Negative Directional Movement (MINUSDM) indicator is the basis of the Negative Directional indicator (MINUSDI).

MINUSDM(high, low, period)

Returns the MINUSDM result.

Return Type: ListNumbers

MOM

The Momentum Indicator (MOM) is a leading indicator measuring a asset's rate-of-change. It compares the current price with the previous price from a number of periods ago. The ongoing plot forms an oscillator that moves above and below 0. This indicator is usually plotted on its own chart.

MOM(prices, period)

Returns the MOM result.

Return Type: ListNumbers

NATR

The Normalized Average True Range (NATR) is the normalized version of the Average True Range (ATR) indicator.

NATR(high, low, close, period)

Returns the NATR result.

Return Type: ListNumbers

OBV

The On-Balance Volume (OBV), developed by Joseph Granville, is a momentum indicator that uses volume flow to predict changes in asset price. He believed that when volume increases sharply without a significant change in the asset's price, the price will eventually jump upward or fall downward. This indicator is usually plotted on its own chart.

OBV(prices, volumes)

Returns the OBV result.

Return Type: ListNumbers

PLUSDI

The Positive Directional indicator (PLUSDI) measures the presence of an uptrend and is part of the Average Directional Index (ADX). If +DI is sloping upward, it's a sign that the price uptrend is getting stronger. This indicator is nearly always plotted along with the Negative Directional indicator (MINUSDI).

PLUSDI(high, low, close, period)

Returns the PLUSDI result.

Return Type: ListNumbers

PLUSDM

The Positive Directional Movement (PLUSDM) indicator is the basis of the Negative Directional indicator (PLUSDI).

PLUSDM(high, low, period)

Returns the PLUSDM result.

Return Type: ListNumbers

PPO

The Percentage Price Oscillator (PPO) is a momentum oscillator that measures the difference between two moving averages as a percentage of the larger moving average. As with its cousin, MACD, the Percentage Price Oscillator is shown with a signal line, a histogram and a centerline.

PPO(prices, fastPeriod, slowPeriod, maType)

Returns the PPO result.

Return Type: ListNumbers

ROC

The Rate-of-Change (ROC) is often used when speaking about momentum, and it can generally be expressed as a ratio between a change in one variable relative to a corresponding change in another; graphically, the rate of change is represented by the slope of a line. The ROC is often illustrated by the Greek letter delta. This indicator is usually plotted on its own chart.

ROC(prices, period)

Returns the ROC result.

Return Type: ListNumbers

ROCP

The Rate-of-Change Percentage (ROCP) is an alternative for ROC, showing the values as percentages rather than absolutes. This indicator is usually plotted on its own chart.

ROCP(prices, period)

Returns the ROCP result.

Return Type: ListNumbers

ROCR

The Rate-of-Change Ratio (ROCR) is an alternative for ROC, showing the values as a ratio rather than absolutes. This indicator is usually plotted on its own chart.

ROCR(prices, period)

Returns the ROCR result.

Return Type: ListNumbers

ROCR100

The Rate-of-Change Ratio 100 Scale (ROCR100) is an alternative for ROC, showing the values as a ratio rather than absolutes. This indicator is usually plotted on its own chart.

ROCR100(prices, period)

Returns the ROCR100 result.

Return Type: ListNumbers

RSI

The Relative Strength Index (RSI), developed by J. Welles Wilder, is a momentum oscillator that measures the speed and change of price movements. The RSI oscillates between zero and 100. Traditionally the RSI is considered overbought when above 70 and oversold when below 30, but can also be used to confirm trends. This indicator is usually plotted on its own chart.

RSI(prices, period)

Returns the RSI result.

Return Type: ListNumbers

RSI_ALTB

The Relative Strength Index (RSI_ALTB), developed by J. Welles Wilder, is a momentum oscillator that measures the speed and change of price movements. The RSI oscillates between zero and 100. Traditionally the RSI is considered overbought when above 70 and oversold when below 30, but can also be used to confirm trends. This indicator is usually plotted on its own chart.

RSI_ALTB(prices, period)

Returns the RSI_ALTB result.

Return Type: ListNumbers

SAR

The Parabolic Stop-And-Reverse (SAR), developed by Welles Wilder, refers to a price-and-time-based trading system. Wilder called this the "Parabolic Time/Price System." SAR stands for "stop and reverse", which is the actual indicator used in the system. SAR trails price as the trend extends over time. The indicator is below prices as they're rising and above prices as they're falling. In this regard, the indicator stops and reverses when the price trend reverses and breaks above or below the indicator. This indicator is usually plotted on the price chart.

SAR(high, low, acceleration, maxSpeed)

Returns the SAR result.

Return Type: ListNumbers

SAREXT

The Parabolic Stop-And-Reverse [Extended] (SAREXT) is the same indicator as SAR(), but opens up more parameters for the user to modify.

SAREXT(high, low, startValue, offsetOnReverse, accelInitLong, accelLong, accelMaxLong, accelInitShort, accelShort, accelMaxShort)

Returns the SAREXT result.

Return Type: ListNumbers

SlowRSI

The SlowRSI is a custom implementation from Haasonline. It uses a custom RSI and EMA calculation.

SlowRSI(prices, period, signal)

Returns the SlowRSI result.

Return Type: Dynamic

SMA

The Simple Moving Average (SMA) is an arithmetic moving average calculated by adding recent closing prices and then dividing that by the number of time periods in the calculation average. This indicator is usually plotted on the price chart.

SMA(prices, period)

Returns the SMA result.

Return Type: ListNumbers

SMA2

The Simple Moving Average (SMA2) is an arithmetic moving average calculated by adding recent closing prices and then dividing that by the number of time periods in the calculation average. This indicator is usually plotted on the price chart.

SMA2(prices, period)

Returns the SMA2 result.

Return Type: ListNumbers

SSTOCH

The Simple Stochastic (SSTOCH)

SSTOCH(prices, period)

Returns the SSTOCH result.

Return Type: ListNumbers

STDDEV

The Standard Deviation (STDDEV) is an indicator that measures the size of recent price moves of an asset, to predict how volatile the price may be in future. It can help you decide whether the volatility of the price is likely to increase or decrease. This indicator is usually plotted on its own chart.

STDDEV(prices, period, deviation)

Returns the STDDEV result.

Return Type: ListNumbers

STOCH

The Stochastic Oscillator [Full] (STOCH), developed by Dr. George Lane, is a momentum indicator that uses support and resistance levels. The term stochastic refers to the point of a current price in relation to its price range over a period of time.

STOCH(high, low, close, fastK, slowK, slowD)

Returns the STOCH result.

Return Type: Dynamic

STOCHF

The Stochastic Oscillator [Fast] (STOCHF).

STOCHF(high, low, close, fastK, fastD, maType)

Returns the STOCHF result.

Return Type: Dynamic

STOCHRSI

The Stochastic-RSI (STOCHRSI) is essentially an indicator of an indicator. The Stochastic RSI is an oscillator that calculates a value between 0 and 1 which is then plotted as a line. This indicator is primarily used for identifying overbought and oversold conditions. This indicator is usually plotted on its own chart.

STOCHRSI(prices, rsiPeriod, fastK, fastD, maType)

Returns the STOCHRSI result.

Return Type: Dynamic

T3

The Triple Exponential Moving Average (T3), developed by Tim Tillson, attempts to offers a moving average with better smoothing than traditional exponential moving average. This indicator is usually plotted on the price chart.

T3(prices, period, vFactor)

Returns the T3 result.

Return Type: ListNumbers

TEMA

The Triple Exponential Moving Average (TEMA), developed by Patrick Mulloy, offers a moving average with less lag then traditional exponential moving average. This indicator is usually plotted on the price chart.

TEMA(prices, period)

Returns the TEMA result.

Return Type: ListNumbers

TRANGE

The True Range (TRANGE) developed by J. Welles Wilder, is a technical analysis volatility indicator. The indicator does not provide an indication of price trend, simply the degree of price volatility. This indicator is usually plotted on its own chart.

TRANGE(high, low, close)

Returns the TRANGE result.

Return Type: ListNumbers

TRIMA

The Triangular Moving Average (TRIMA) is similar to other moving averages in that it shows the average (or mean) price over a specified number of data points (usually a number of price bars). However, the triangular moving average differs in that it is double smoothed — which also means it is averaged twice. This indicator is usually plotted on the price chart.

TRIMA(prices, period)

Returns the TRIMA result.

Return Type: ListNumbers

TRIX

TRIX is a momentum oscillator that displays the percent rate of change of a triple exponentially smoothed moving average. This indicator is usually plotted on its own chart.

TRIX(prices, period)

Returns the TRIX result.

Return Type: ListNumbers

TSF

Time Series Forecast (TSF) is a linear regression calculation that plots each bar’s current regression value using the least square fit method. This indicator is sometimes referred to as a moving linear regression similar to a moving average. For example, the TSF value that covers 10 days will have the same value as a 10-day Time Series Forecast. This differs slightly from the Linear Regression indicator in that the Linear Regression indicator does not add the slope to the ending value of the regression line. This indicator is usually plotted on the price chart.

TSF(prices, period)

Returns the TSF result.

Return Type: ListNumbers

TSI

The True Strength Index (TSI) is a momentum oscillator based on a double smoothing of price changes.

TSI(prices, periodA, periodB)

Returns the TSI result.

Return Type: ListNumbers

TYPPRICE

Typical Price (TYPPRICE) is simply an average of asset's price. The Median Price (MEDPRICE) and Weighted Close Price (WCLPRICE) are similar indicators. The Typical Price indicator provides a simple, single-line plot of the asset's average price.

TYPPRICE(high, low, close)

Returns the TYPPRICE result.

Return Type: ListNumbers

UDRSI

The UpDown RSI (UDRSI) is an RSI Based Indicator that uses an alternative formula to calculate the momentum oscillator. This Indicator works exactly like RSI but instead of determining this from the difference in price, it is calculated by what is called trend stepping. Trend stepping basically measures the closing price of a range of candles and when the price of one candle is lower than the next, it is calculated as 1 price step up. Because of this alternative calculation of Relative Strength Index, Up Down RSI produces some unique Trade Signals.

UDRSI(prices, period)

Returns the UDRSI result.

Return Type: ListNumbers

ULTOSC

The Ultimate Oscillator (ULTOSC), developed by Larry Williams, is a momentum oscillator designed to capture momentum across three different timeframes. The multiple timeframe objective seeks to avoid the pitfalls of other oscillators. Many momentum oscillators surge at the beginning of a strong advance, only to form a bearish divergence as the advance continues. This is because they are stuck with one timeframe. The Ultimate Oscillator attempts to correct this fault by incorporating longer timeframes into the basic formula. Williams identified a buy signal a based on a bullish divergence and a sell signal based on a bearish divergence.

ULTOSC(high, low, close, periodA, periodB, periodC)

Returns the ULTOSC result.

Return Type: ListNumbers

VAR

Variance (VAR), developed by Dr. Rene Koch, is the variance ratio indicator that measures the degree of mean reversion or trendiness in a time series. It is an easy and fast way to detect whether a price series is trending, mean reverting or following a random walk.

VAR(prices, period, deviation)

Returns the VAR result.

Return Type: ListNumbers

WCLPRICE

Weighted Close Price (WCLPRICE) is simply an average of an asset's price. It gets its name from the fact that extra weight is given to the closing price. The Median Price (MEDPRICE) and Typical Price (TYPPRICE) are similar indicators.

WCLPRICE(high, low, close)

Returns the WCLPRICE result.

Return Type: ListNumbers

WILLR

Williams %R (WILLR), also known as the Williams Percent Range, is a type of momentum indicator that moves between 0 and -100 and measures overbought and oversold levels. The Williams %R may be used to find entry and exit points in the market. This indicator is usually plotted on its own chart.

WILLR(high, low, close, period)

Returns the WILLR result.

Return Type: ListNumbers

WiMA

Wilder Moving Average (WiMA), also called Wilder's Smoothed Moving Average, is similar to the Exponential Moving Average. Compared to other moving averages, Wilders MA responds more slowly to price changes, where an n-period Wilder MA gives similar values to a 2n- period EMA. For example, a 14-period EMA has almost the same values as a 7-period Wilder MA.

WiMA(prices, period)

Returns the WiMA result.

Return Type: ListNumbers

WMA

The Weighted Moving Average (WMA) puts more weight on recent data and less on past data. This is done by multiplying each bar's price by a weighting factor. Because of its unique calculation, WMA will follow prices more closely than a corresponding Simple Moving Average.

WMA(prices, period)

Returns the WMA result.

Return Type: ListNumbers

WWS

Welles Wilder's Smoothing (WWS), developed by J. Welles Wilder, Jr. and is part of the Wilder's RSI indicator implementation. This indicator smoothes price movements to help you identify and spot bullish and bearish trends. This indicator is usually plotted on the price chart.

WWS(prices, period)

Returns the WWS result.

Return Type: ListNumbers

ZLEMA

The Zero-Lag Exponential Moving Average (ZLEMA), developed by John Ehlers and Ric Way. As is the case with the double exponential moving average (DEMA) and the triple exponential moving average (TEMA) and as indicated by the name, the aim is to eliminate the inherent lag associated to all trend following indicators which average a price over time. The idea is do a regular exponential moving average (EMA) calculation but on a de-lagged data instead of doing it on the regular data. Data is de-lagged by removing the data from "lag" days ago thus removing (or attempting to) the cumulative effect of the moving average.

ZLEMA(prices, period)

Returns the ZLEMA result.

Return Type: ListNumbers

ZLMA

The Zero Lag Moving Average (ZLMA) is the same as ZLEMA, but opens up the possibility to change the type of the moving average. The idea is do a regular moving average (MA) calculation but on a de-lagged data instead of doing it on the regular data. Data is de-lagged by removing the data from "lag" days ago thus removing (or attempting to) the cumulative effect of the moving average.

ZLMA(prices, period, [ maType ], [ maPeriod1 ], [ maPeriod2 ])

Returns the ZLMA result in an array.

Return Type: Dynamic

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Last updated 4 years ago