EOD Market Data and Trading Software. The Accumulation Swing Index is a running total of the Swing Index. The Swing Index is calculated using only the two most recent bars, by summing it, the Accumulation Swing Index shows long-term trends. It will be positive in a long-term up trend, negative in a long-term down trend and it will hover around zero if the market is flat.

The shape of the Accumulation Swing Index line closely matches the shape of the price line. It can be interpreted by comparing it to the price and looking for divergence or confirmation.

The Accumulation Swing Index was developed by J. Welles Wilder and is described in his book New Concepts In Technical Trading Systems.

The Accumulate function calculates the running total of the input data. This is especially useful if the input data contains both positive and negative values so that the output will varry around zero. The ADX is a Welles Wilder style moving average of the Directional Movement Index DX.

The values range from 0 tobut rarely get above To interpret the ADX, consider a high number to be a strong trend, and a low number, a weak trend. The ADX was developed by J.

The ADXR is equal to the current ADX plus the ADX from n bars ago divided by 2. In effect, it is the average of the two ADX values. The ADXR smoothes the ADX, and is therefore less responsive, however, the ADXR filters out excessive tops and bottoms.

To interpret the ADXR, consider a high number to be a strong trend, and a low number, a weak trend. The ADXR was developed by J. The EMV emphasizes days in which the stock is moving easily and minimizes the days in which the stock is finding it difficult to move. This indicator is used frequently with equivolume charts to identify market formations. A buy signal is generated when the EMV crosses above zero, a sell signal when it crosses below zero. The volume is divided by a volume increment typically 10, to make the resultant numbers larger and easier to work with.

The EMV is usually smoothed with a moving average. The Arms Ease of Movement indicator was developed by Richard W. See also Arms Index TRIN. The Aroon indicator attempts to show when a new trend is dawning.

When the Aroon Up is staying between 70 and then it indicates an upward trend. When the Aroon Down is staying between 70 and then it indicates an downward trend. A strong upward trend is indicated when the Aroon Up is above 70 while the Aroon Down is below Likewise, a strong downward trend is indicated when the Aroon Down is above 70 while the Aroon Up is below Also look for crossovers.

When the Aroon Down crosses above the Aroon Up, it indicates a weakening of the upward trend and vice versa. The Aroon indicator was developed by Tushar S. The Aroon Oscillator is calculated by subtracting the Aroon Down from the Aroon Up. The resultant number will oscillate between and The Aroon Oscillator will be high when the Aroon Up is high and the Aroon Down is low, indicating a strong upward trend. The Aroon Oscillator will be low when the Aroon Down is high and the Aroon Up is low, indicating a strong downward trend.

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When the Up and Down are approximately equal, the Aroon Oscillator will hover around zero, indicating a weak trend or consolidation. See the Aroon indicator for more information. The ATR is a Welles Wilder style moving average of the True Range. The ATR is a measure of volatility. High ATR values indicate high volatility, and low values indicate low volatility, often seen when the price is flat. The ATR was developed by J.

Bollinger Bands consist of three lines. The middle band is a simple moving average generally 20 periods of the typical price TP. The upper and lower bands are F standard deviations generally 2 above and below the middle band. The bands widen and narrow when the volatility of the price is higher or lower, respectively. Bollinger Bands do not, in themselves, generate buy or sell signals. The Bollinger Band Width indicator is the distance between the upper and lower Bollinger Bands.

It is a measure of volatility. The Band Width value is higher when volatility is high, and lower when volatility is low. High Band Width values indicate that the current trend may be about to end. Low Band Width values indicate that a new trend may be about to start. See also Bollinger Bands. Bollinger Bands were developed by John Bollinger.

The CCI is designed to detect beginning and ending market trends. The range of to is the normal trading range. CCI values outside of this range indicate overbought or oversold conditions. You can also look for price divergence in the CCI. If the price is making new highs, and the CCI is not, then a price correction is likely.

The Commodity Channel Index was developed by Donald Lambert and is described in his article in the October issue of Commodities magazine now called Futures. This function is used by floor traders on Chicago Mercantile Exchange to calculate short term support and resistence levels for commodities.

It consists of two support an two resistance levels. The Chaikin Money Flow compares the total volume over the last n time periods to the total of volume times the Closing Location Value CLV over the last n time periods. The CLV calculates where the issue closes within its trading range. When the Chaikin Money Flow is above 0. If the Chaikin Money Flow remains below zero while the price is rising, it indicates a probable reversal. The Chaikin Money Flow indicator was developed by Marc Chaikin.

When the Chaikin Oscillator crosses above zero, it indicates a buy signal, and when it crosses below zero it indicates a sell signal.

Also look for price divergence to indicate bullish or bearish conditions. The Chaikin Oscillator was developed by Marc Chaikin.

The Chaikin Volatility indicator is the rate of change of the trading range. The indicator defines volatility as a increasing of the difference between the high and low. A rapid increases in the Chaikin Volatility indicate that a bottom is approaching. A slow decrease in the Chaikin Volatility indicates that a top is approaching. The Chaikin Volatility indicator was developed by Marc Chaikin.

The Chande Momentum Oscillator is a modified RSI. There are several ways to interpret the CMO. Values over 50 indicate overbought conditions, while values under indicate oversold conditions.

High CMO values indicate strong trends. When the CMO crosses above a moving average of the CMO, it is a buy signal, crossing down is a sell signal. The Chande Momentum Oscillator was developed by Tushar S. Chande and is described in the book The New Technical Trader by Tushar S. Chande and Stanley Kroll. The Commodity Selection Index is a composite indicator calculated by multiplying the ADXR Average Directional Movement Rating and the ATR Average True Range by a constant that incorporates the move value, commission and margin.

The CSI selects commodities that are suitable for short term trading those with high CSI values. The Commodity Selection Index was developed by J. The DEMA is a smoothing indicator with less lag than a straight exponential moving average.

DEMA is an acronym for Double Exponential Moving Average, but the calculation is more complex than just a moving average of a moving average. See also Exponential Moving Average, TEMA and T3. The Demand Index is a market strength indicator based on price and volume that calculates a ratio buying pressure to selling pressure.

It can be a leading indicator of price moves. The Demand Index can be interpreted by looking for divergence with price to indicate impending price moves. Peaks in the Demand Index signal a coming peak in price. When the Demand Index hovers around zero, it indicates weak price moves. The Demand Index was developed by James Sibbet.

The De-trended Price first calculates a regression line for a time series, then subtracts the slope of the line from the price. By removing the trend from the time series, the result is a series of detrended prices. It has the effect of flattening out the trend to make oscillations more visible. The Detrended Price Oscillator removes the trend in prices by subtracting a moving average of the price from the price.

The size property of the output array is set accordingly, and the last shift periods will not be graphed. The -DI is the percentage of the true range that is down. You should wait to enter a trade until the extreme point is reached. See also DX, ADX and ADXR.

The DI was developed by J. The DX is usually smoothed with a moving average i. To interpret the DX, consider a high number to be a strong trend, and a low number, a weak trend.

The DX was developed by J. The Down Average is a Welles Wilder style moving average of the decreases between consecutive prices. Used in the calculation of the RSI. The Dynamic Momentum Index is a variable term RSI.

The RSI term varies from 3 to The variable time period makes the RSI more responsive to short-term moves. The more volatile the price is, the shorter the time period is. It is interpreted in the same way as the RSI, but provides signals earlier.

The Dynamic Momentum Index was developed by Tushar S. Chande and Stanley Kroll and is described in their book The New Technical Trader. The Envelope Percent function creates plus and minus bands arround series of numbers, based on a percentage of the series. See also Envelolpe, Bollinger Bands, Price Channels and Projection Bands. The Exponential Moving Average is a staple of technical analysis and is used in countless technical indicators. In a Simple Moving Average, each value in the time period carries equal weight, and values outside of the time period are not included in the average.

However, the Exponential Moving Average is a cumulative calculation, including all data. Past values have a diminishing contribution to the average, while more recent values have a greater contribution. This method allows the moving average to be more responsive to changes in the data.

See also Least Squares MA, Simple MA, Triangular MA, Weighted MA, Welles MA, Variable MA, Volume Adjusted MA, Zero Lag Exponential MA, DEMA, TEMA and T3.

The Herrick Payoff Index measures the money flowing in and out of a futures contract based on the trading range, volume and open interest. The HPI is interpreted by looking for divergence with the price. The Herrick Payoff Index was developed by John Herrick. Ichimoku Kinko Hyo is Japanese for "one glance cloud chart. The calculation uses four different time periods which we call termT, termK, termS and termC.

The Ichimoku Kinko Hyo is graphed over the closing price line. The space between the Senkou spans is called the Cloud, and is usually graphed in a hatched pattern. The Senkou Spans are support and resistance lines. When the price is in the Cloud, the market is non-trending.

When the price is above the Cloud, the higher Span is the first support level and the lower Span is the second support level. When the price is below the Cloud, the lower Span is the first resistance level and the higher Span is the second resistance level.

Kijun-sen and Tenkan-sen are trend indicators. When the price is above the Kijun-sen, prices will likely continue to go up, when the price is below the Kijun-sen, prices will likely continue to go down. The direction of the Tenkan-sen indicates the direction of the trend. If the Tenkan-sen is flat, the market is in a non-trending channel. A buy signal is generated when the Chinkou Span crosses over the price, or when the Tenkan-sen crosses over the Kijun-sen.

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A sell signal is generated when the Chinkou Span crosses under the price, or when the Tenkan-sen crosses under the Kijun-sen. Look for confirmation when both crosses occur. The Ichimoku Kinko Hyo was developed by Goichi Hosoda before WWII, and published in The Intraday Momentum Index is similar to the RSI, but uses the movement between the open and close whereas the RSI uses the movement between the close and the previous close.

IMI values over 70 indicate an overbought condition, and values under 30 indicate oversold. The Intraday Momentum Index was developed by Tushar S. The Inertia indicator is the Relative Volatility Index RVI smoothed with a Least Squares Moving Average. Like the RVI, the Inertia ranges from 0 to Inertia signals long-term trends. Positive Inertia is indicated by values above 50, while values below 50 indicate negative inertia slowing. The KO is used with a signal line which is a 13 period Exponential Moving Average of the KO.

A buy signal is generated when the KO rises from below zero to cross above the trigger line. A sell signal is generated when the KO falls from its high and crosses below the trigger line. The Klinger Oscillator is also known as the Klinger Volume Oscillator or KVO. The Klinger Oscillator was developed by Stephen J. The Least Squares Moving Average first calculates a least squares regression line over the preceding time periods, then projects it forward to the current period.

In essence, it calculates what the value would be if the regression line continued. The Least Squares Moving Average is also known as an Endpoint Moving Average, a Time Series Moving Average or a Time Series Forecast.

See also Exponential MA, Simple MA, Triangular MA, Weighted MA, Welles MA, Variable MA, Volume Adjusted MA, Zero Lag Exponential MA, DEMA, TEMA and T3. The Mass Index is a moving sum of a 9 period Exponential Moving Average of the trading range high minus low divided by the double smoothed moving average of the range. The Mass Index is intended to identify trend reversals.

Higher Mass Index values are created by widening trading ranges, which indicate a trend reversal. The Mesa Sine Wave calculates two sine curves. When the two curves resemble a sine wave, the market is in a cycle, otherwise the market is trending. Signals are generated only when the market is in a cycle.

A buy signal is generated when the Sine crosses up over the Lead Sine, and a sell signal when the Sine crosses down below the Lead Sine. Market Facilitation Index MFI is the trading range divided by the volume. The MFI measures the price movement per unit of volume. To interpret the MFI, compare it to the volume. When the MFI is high and volume is low, it signals a fake trend which will soon reverse. When the MFI is low and volume is high, it signals a new trend in either direction is about to occur.

When the MFI utah forex trader low and volume is also low, it signals a fading market and an impending trend reversal. When the MFI is high selling covered call options for income volume is also high, it signals a strong trend.

The Market Facilitation Index was developed by Dr. Bill Williams and is described in his book, Trading Chaos. The Momentum is a measurement of the acceleration and deceleration of prices.

It indicates if prices are increasing at an increasing rate or decreasing at a decreasing rate. The Momentum function can be applied to the price, or to any other data series. The Money Flow Index calculates the ratio of money flowing into ichimoku kinko hyo trading system afl out of a security.

To interpret the Money Flow Index, look for divergence with price to signal reversals. Money Markos katsanos intermarket trading strategies Index values range from 0 to The Moving Average function calculates a moving average using one of eight methods: Exponential, Least Squares, Simple, Triangular, Variable, Weighted, Welles Wilder style, or Zero Lag Exponential.

The purpose of the function is to make it easy to change the calculation method by just changing one parameter. The Moving Average Convergence Divergence MACD is the difference between two Exponential Moving Averages. The Signal line is an Exponential Moving Average of the MACD. The Binary options which program to choose signals trend changes and indicates the start of new trend direction.

High values indicate overbought conditions, low values indicate oversold conditions. Divergence with the price indicates an end to the current trend, especially if the MACD is at extreme high or low values. When the MACD line crosses above the signal line a buy signal is generated. When the MACD crosses below the signal line a sell signal is generated. To confirm the signal, the MACD should be above zero for a buy, sentiment approach to negative expected return in the stock market below zero for a sell.

The time periods for the MACD are often given as 26 and However the function actually uses exponential constants of 0. To create a similar indicator with time periods other than those built into the MACD, use the Price Oscillator function. The MACD was developed by Gerald Appel. The MA Envelope function creates high and low bands around a moving average.

The MA High Low function creates moving averages of the high and the low. The Moving Dispersion calculates the absolute change between values over a given time period.

The Moving Regression Line function fills two output arrays with the slope and constant of a least squares regression line of the input data series over the given time period. This function is used in the calculation of several indicators.

It can be used to calculate the slope of the price or any indicator. The Moving Standard Deviation function fills the output Array with the standard deviation of the last n values of the input Array. It can take price or the output of any indicator as its input. Standard Deviation is often used as a measure of volatility. The Moving Standard Error function fills the output Array with the standard error of the last n values of the input Array.

The moving summation morgan stanley stock brokers the sum of the last n values.

It is a Simple Moving Average without dividing the sum by n. The moving sum is used in the calculation of many indicators. It can also be used to modify any existing indicator. The Net Momentum Oscillator NMO is a variation on the RSI. Negative Volume Index NVI attempts to identify bull markets by showing what the smart investors are doing.

It is based on the assumption smart investors dominate trading on light volume days and uninformed investors dominates trading on active days. The NVI changes on days when the volume is down and stays flat on up volume days.

Look for the NVI to rise above its one year moving average to signal a bull market. Also see the Positive Volume Index. The Negative and Positive Volume Index were developed by Norman Fosback and are described in his book, Stock Market Logic. The On Balance Open Interest OBOI is a total of the up and down open interest. The calculation is based on the On Balance Volume OBV.

When the close is higher than the previous close, the open interest is added to the running total, and when the close is lower than the previous close, the open interest is subtracted from the running total. This version of the OBOI is a moving total, not a cumulative total.

That is, only the values from the past n days are totaled. The On Balance Volume OBV is a cumulative total of the up and down volume. When the close is higher than the previous close, the volume is added to how does jpmc make money running total, and when the close is lower than the previous close, the volume is subtracted from the running total.

To interpret the OBV, look for the OBV to move with the price or precede price moves. If the price moves before the OBV, then it is a non-confirmed move. A series of rising peaks, or falling troughs, in the OBV indicates a strong trend. If the OBV is flat, then the market is not trending. The On Balance Volume was developed by Joseph Granville and is described in his book, New Strategy of Daily Stock Market Timing for Maximum Profit.

The breakout Array is filled with the following codes: The fieldtrend Array is filled with the following codes: Also see On Balance Volume and On Balance Volume, Moving.

This version of the On Balance Volume OBV is a moving total, not a cumulative total. That is, only the values from the past n days are totaled, as opposed to totaling all days from the beginning of the data series. See Bank of ireland london stock exchange Balance Volume for more information.

Also see On Balance Volume, Expanded System. The Oscillator function calculates the difference between two data series. It is a generic function that can take any price or indicator data as input. It is used in the calculation of many indicators. The Parabolic Msn stock market dow jones today calculates a trailing stop. Simply exit when the price crosses the SAR.

The SAR assumes that you are always in the market, and calculates the Stop And Reverse point when you would close a long position and open a short position or vice versa. The Parabolic SAR was developed by J. Welles Wilder and is described in his book, New Concepts In Technical Trading Systems. The Performance indicator displays the percentage difference between the price today and the price at the start of the data series.

It is also known as a normalized price. It can be useful for comparing the performance of two securities or a security and an index. The What binary options to buy 31 march Volume Index PVI attempts to identify bull markets.

The PVI shows what the uninformed investors are doing, while the Negative Volume Index shows what the smart investors are doing. The PVI changes on days when the volume is up and stays flat on down volume days. Also see the Negative Volume Index. The Positive and Negative Volume Index were developed by Norman Fosback and are described in his book, Stock Market Logic. The Percentage Volume Oscillator PVO is the percentage difference between two moving averages of volume.

The PVO has a maximum ofbut no minimum value. PVO crosses over zero when the fast Exponential Moving Average EMA is greater than the slow EMA indicating that volume is above average.

The PVO crosses below zero when the fast EMA is less than the slow EMA indicating that volume is nse share price live average.

The direction of the PVO curve indicates rising or falling volume levels. Look for strong volume rising PVO to confirm price trends. A moving average of the PVO can be used as a signal line to indicate longer term movements and to look for crossovers.

The Polarized Fractal Share stock market unitech indicator uses fractal geometry to determine how efficiently the price is moving. When the PFE is zigzagging around zero, then the price is congested and not trending.

The Price Volume Rank was developed as a simple indicator that could be calculated even without a computer. The basic interpretation is to buy when the PV Rank is below 2.

The Price Volume Rank was developed by Anthony J. The Price Volume Trend PVT is similar to the On Balance Volume OBV. However, the PVT is a cumulative total of volume times the percentage change of the close from the previous close.

So, it adds more of the volume to the total when the price makes greater moves. The PVT is interpreted in the same ways as the OBV.

See also On Balance Volume. The Price Channels indicator creates a high band of the highest high over the last n periods and a low band of the lowest low over the last n periods. The bands are support and resistance levels. See also Bollinger Bands, Envelope and Projection Bands.

The Price Oscillator shows the difference between two moving averages. It is basically a MACD, but the Price Oscillator can use any time periods. A buy signal is generate when the Price Oscillator rises above zero, and a sell signal when the it falls below zero. See also Price Oscillator Percent, MACD.

The Price Oscillator Percent shows the percentage difference between two moving averages. A buy signal is generate when the Price Oscillator Percent rises above zero, and a sell signal when the it falls below zero. See also Price Oscillator. The Projection Bands are support and resistance levels.

When the price reaches the upper band, it signals a price top and probable reversal. Likewise, when the price reaches the bottom band, it signals a bottom. The price will never actually break above or below the bands unlike Bollinger Bands. See also Projection Bandwidth and Projection Oscillator.

For other types of bands, see Bollinger Bands, Envelope and Price Channels. Projection Bands were developed by Mel Widner, Ph. Projection Bandwidth is based on the Projection Bands indicator. It is the ratio of the width of the bands to the midpoint. A low number indicates that the bands are narrowing, a high number means that the bands are widening. The band width is a measure of volatility. Narrow bands mean a narrow trading range and low volatility.

The Projection Oscillator is based on the Projection Bands indicator. The Oscillator calculates where the close lies within the band as a percentage. Therefore, an Oscillator value of 50 would mean that the close is in the middle of the band. A value of would mean that the close is equal to the top band, and zero means that it is equal to the low band.

The calculation is similar to a Stochastic which uses the raw highest high 60 second binary options indicator lowest low value, whereas the Projection Oscillator adds the regression line component, making it more sensitive.

The Projection Oscillator can be interpreted several ways. Look for divergence with price to indicate a trend reversal. A moving average of the oscillator can be used as a trigger line. The signal is stronger if it happens above 70 or below See also Projection Bands and Projection Bandwidth. The Qstick indicator is an exponential moving average of the difference between the open and close.

The "stick" in the name comes from candlestick charting. The body of a candlestick is from the open to the close.

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A white candlestick is an up and a black candlestick is a down day. Positive Qstick values indicate a majority of up days. The Range indicator compares the intraday range high — low to the inter-day close — previous close range. When the intraday range is greater than the how to buy philippine stocks online range, the Range Indicator will be a high value.

This signals an end to the current trend. When the Range Indicator is at a low level, a new trend is about to start. The Rate of Castle towers trading hours australia day 2013 function measures rate of change relative to previous periods. The function is used to determine how rapidly the data is changing.

The factor is usuallyand is used merely to make the numbers easier to interpret or graph. The function can be used to measure the Rate of Change of any data series, such as price or another indicator. When used with the price, it is referred to as the Price Rate Of Change, or PROC. The Relative Momentum Index RMI is a variation on the Relative Strength Index RSI. To gta online how to earn money up and down days, the RSI uses the close compared to the royal dutch shell class b ordinary shares dividend history close.

The RMI uses the close compared to the close n days ago. An RMI with a time period of 1 is equal to the RSI.

The RMI ranges from 0 to You can also look for divergence with price. See also Relative Strength Index. The Relative Strength Index RSI calculates a ratio of the recent upward price movements to the absolute price movement. The RSI ranges from 0 to The Relative Strength Index RSI was developed by J.

Welles Wilder and was first introduced in his article in the June, issue of Commodities magazine, now known as Futures magazine, and is detailed in his book New Concepts In Technical Trading Systems. The r-squared indicator calculates how well the price approximates a linear regression line. The indicator gets its name from the lease option tips & strategies on reiclub.com, which is, the square of the correlation coefficient referred to in forex balikbayan box san francisco by the Greek letter rho, or r.

The range of the r-squared is from zero to one. High r-squared values indicate a strong correlation, and an indication of a trend. The Relative Volatility Index RVI is based on the Relative Strength Index RSI. Whereas the RSI uses the average price change, the RVI uses a 9 period standard deviation of the price. The RVI indicator is a revision of the original RVI. The original version of the RVI is calculated using the closing price.

The revised version is calculated by taking the average of the original RVI of the high and the original RVI of the low. See Relative Volatility Index — Original Calculation for the original version. The RVI is a volatility indicator. It was developed as a compliment to and a confirmation of momentum based indicators. When used to confirm other signals, only buy when the RVI is over 50 and only sell when the RVI is under If a signal is ignored, buy when the RVI is over 60 and sell when the RVI is under Exit a long position if the RVI drops below 40 and exit a short position when the RVI rises above Also see the RVI Original.

The Random Walk Index RWI is used to determine if an issue is trending or in a random trading range by comparing it to a straight line.

The more random the price movement, the more the RWI fluctuates. An issue is trending higher if the RWI of the highs is greater than 1, while a downtrend is indicated if the RWI of the lows is greater than 1. A buy signal is generated when the long-term RWI of the highs is greater than 1 and the short-term RWI of the lows rises above 1.

A sell signal is generated when the long-term RWI of the lows is greater than 1 and the short-term RWI of the highs rises above 1. Moving Averages are used to smooth the data in an array to help eliminate noise and identify trends.

The Simple Moving Average is literally the simplest form of a moving average. Each output value is the average of the previous n values. This makes it less responsive to recent changes in the data, which can be useful for filtering out those changes.

See also Exponential MA, Least Squares MA, Triangular MA, Weighted MA, Welles MA, Variable MA, Volume Adjusted MA, Zero Lag Exponential MA, DEMA, TEMA and T3. The Stochastic Momentum Index SMI is based on the Stochastic Oscillator.

When the close is greater than the midpoint, the SMI is above zero, when the close is less than than the midpoint, the SMI is below zero.

The SMI is interpreted the same way as the Stochastic Oscillator. A buy signal is generated when the SMI rises aboveor when it crosses above the signal line. Also look for divergence with the price to signal the end of a trend or indicate a false trend. Standard Error Bands are a type of envelope. They look similar to Bollinger Bands, however the calculation and interpretation is different.

The middle band is a Least Squares Moving Average. The high band is the middle band plus a factor times the n period standard error. The low band is the middle band minus a factor times the n period standard error.

When the bands are close together, it means that there is a low standard error, which means that the price is in a trend. When the bands are farther apart, then the price is not trending. When the price is in a trend and the bands are close together, look for the bands to widen to signal the end of the trend. Standard Error Bands were developed by Jon Anderson. This is a general form of the Lane Stochastic Oscillator calculation that works on any Array, instead of Bars. This is very usefull for building composite indicators.

The general Stochastic theory still applies, that is, that as prices decrease, they tend to accumulate near the extreme lows, and when rising, they tend to accumulate near the extreme highs. The Stochastic Oscillator measures where the close is in relation to the recent trading range. The values range from zero to Also see the General Stochastic Calculation.

The Stochastic Indicator was developed by George C. Stochastic RSI StochRSI is an indicator of an indicator. It calculates the Relative Strength Indicator RSI relative to its range in order to increase the sensitivity of the standard RSI.

The values of the StochRSI are from zero to one. The Stochastic RSI can be interpreted several ways. A buy signal is generated when the StochRSI moves from oversold to above the midpoint.

A sell signal is generated when the StochRSI moves from overbought to below the midpoint. Also look for divergence with the price to indicate the end of a trend. See also Stochastic, Stochastic Oscillator and RSI.

The Stochastic RSI was developed by Tushar S. Chande and Stanley Kroll and is described in their book, The New Technical Trader. The Swing Index attempts to determine the real price. It is difficult to interpret in its raw form, and is usually summed to form the Accumulation Swing Index.

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It is important to use the correct limit move for the commodity you are analyzing e. The Swing Index was developed by J. The T3 is a type of moving average, or smoothing function. It is based on the DEMA. The T3 takes the DEMA calculation and adds a vfactor which is between zero and 1.

The resultant function is called the GD, or Generalized DEMA. A GD with vfactorof 1 is the same as the DEMA. A GD with a vfactor of zero is the same as an Exponential Moving Average. The T3 typically uses a vfactor of 0. The T3 triple-smoothes the data series by calling the GD three times. You can pass any value for tcount to the T3 function. For instance, a tcountof 4 would be quadruple-smoothed, in effect a T4. A tcount of 1 would be a single-smoothed GD. Any data series can be smoothed with the T3, including price or the output of another indicator.

See also Exponential Moving Average, DEMA and TEMA. The TEMA is a smoothing indicator with less lag than a straight exponential moving average. TEMA is an acronym for Triple Exponential Moving Average, but the calculation is more complex than that.

See also Exponential Moving Average, DEMA and T3. The True Range function is used in the calculation of many indicators, most notably, the Welles Wilder DX. It is a base calculation that is used to determine the normal trading range of a stock or commodity.

The Trend Score is a simple indicator that attempts to show when price is trending by looking at up and down days. The trend is equal to one when the price is greater than or equal to the previous price, and as a negative one when the price is less than the previous price. The Trend Score is the moving summation of those ones and negative ones over the past n periods. The Triangular Moving Average is a form of Weighted Moving Average wherein the weights are assigned in a triangular pattern.

For example, the weights for a 7 period Triangular Moving Average would be 1, 2, 3, 4, 3, 2, 1. This gives more weight to the middle of the time series and less weight to the oldest and newest data.

The Triangular Moving Average is mathematically equivalent to a Simple Moving Average of a Simple Moving Average. See also Exponential MA, Least Squares MA, Simple MA, Weighted MA, Welles MA, Variable MA, Volume Adjusted MA, Zero Lag Exponential MA, DEMA, TEMA and T3. The TRIX indicator calculates the rate of change of a triple exponential moving average. The values oscillate around zero. A typically 9 period exponential moving average of the TRIX can be used as a signal line.

The TRIX was developed by Jack K. The True Strength Index TSI is a variation of the Relative Strength Index RSI. The TSI uses a double smoothed exponential moving average of price momentum to eliminate choppy price changes and spot trend changes. This indicator has a little or no time lag. The True Strength Index was developed by William Blau and is described in his book Momentum, Direction, and Divergence. It is used in the calculation of several indicators.

It can be used to smooth an indicator that normally takes just the closing price as input. See also Average Price, Median Price and Weighted Close.

The Ultimate Oscillator is the weighted sum of three oscillators of different time periods. The typical time periods are 7, 14 and The values of the Ultimate Oscillator range from zero to Values over 70 indicate overbought conditions, and values under 30 indicate oversold conditions.

The Up Average is a Welles Wilder style moving average of the increases between consecutive prices. A Variable Moving Average is an exponential moving average that automatically adjusts the smoothing weight based on the volatility of the data series.

The more volatile the data is, the more weight is given to the more recent values. The Variable Moving Average solves a problem with most moving averages. In times of low volatility, such as when the price is trending, the moving average time period should be shorter to be sensitive to the inevitable break in the trend.

Whereas, in more volatile non-trending times, the moving average time period should be longer to filter out the choppiness. Almost any measure of volatility can be used in calculating the Variable Moving Average, however, most implementations use a 9 period Chande Momentum Oscillator CMO.

The Variable Moving Average is also known as the VIDYA Indicator. The Variable Moving Average was developed by Tushar S. In his October, article in the same magazine, Chande modified the VIDYA to use his own Chande Momentum Oscillator CMO as the Volatility Index.

See also Exponential MA, Least Squares MA, Simple MA, Triangular MA, Weighted MA, Welles MA, Volume Adjusted MA, Zero Lag Exponential MA, DEMA, TEMA and T3. The Vertical Horizontal Filter VHF determines whether prices are trending. When the VHF is rising, it indicates the formation of a trend. Higher VHF values indicate a stronger trend. When the VHF is falling, it indicates the trend is ending and price is becoming congested.

Very low VHF values indicate a trend may follow. The Vertical Horizontal Filter was developed by Adam White. VIDYA is an acronym of Variable Index DYnamic Average. The VIDYA is an exponential moving average that automatically adjusts the smoothing weight based on the volatility of the data series. The VIDYA solves a problem with most moving averages.

The VIDYA is also known as the Variable Moving Average. The VIDYA was developed by Tushar S. The Volume Weighted Moving Average is a weighted moving average that uses the volume as the weighting factor, so that higher volume days have more weight.

It is a non-cumulative moving average, in that only data within the time period is used in the calculation. See also Exponential MA, Least Squares MA, Simple MA, Triangular MA, Weighted MA, Welles MA, Variable MA, Zero Lag Exponential MA, DEMA, TEMA and T3. The Weighted Close is the average of the high, low and close of a bar, but the close is weighted, actually counted twice.

See also Average Price, Median Price and Typical Price. The Weighted Moving Average calculates a weight for each value in the series. The more recent values are assigned greater weights. The Weighted Moving Average is similar to a Simple Moving average in that it is not cumulative, that is, it only includes values in the time period unlike an Exponential Moving Average.

The Weighted Moving Average is similar to an Exponential Moving Average in that more recent data has a greater contribution to the average. See also Exponential MA, Least Squares MA, Simple MA, Triangular MA, Welles MA, Variable MA, Volume Adjusted MA, Zero Lag Exponential MA, DEMA, TEMA and T3.

The Welles Wilder method of calculating moving averages is very similar to a Simple Moving Average. Both calculations provide similar results. Welles designed his formula to be easily computed by hand or with a simple calculator.

See also Exponential MA, Least Squares MA, Simple MA, Triangular MA, Weighted MA, Variable MA, Volume Adjusted MA, Zero Lag Exponential MA, DEMA, TEMA and T3. The Welles Sum is the Welles Wilder method of creating the moving sum of a data series. Each value is the sum of the last n periods. The numbers will vary slightly from a simple arithmetic sum. See also Moving Sum. This function calculates the componants of the Welles Wilder Volatility System.

The components are as follows: ARC — the Average True Range ATR times a constant. The point at which a trade should be made close the current position and open a new position in the opposite direction. The Volatility System was developed by J. Look for divergence with price. When the price makes a new low, but the AD does not, look for the price to turn up, and vice versa. It was developed by Larry Williams. The values range from zero toand are charted on an inverted scale, that is, with zero at the top and at the bottom.

Values below 20 indicate an overbought condition and a sell signal is generated when it crosses the 20 line. Values over 80 indicate an oversold condition and a buy signal is generated when it crosses the 80 line. The Zero-Lag Exponential Moving Average is a variation on the Exponential Moving Average. The Zero-Lag keeps the benefit of the heavier weighting of recent values, but attempts to remove lag by subtracting older data to minimize the cumulative effect. See also Exponential MA, Least Squares MA, Simple MA, Triangular MA, Weighted MA, Welles MA, Variable MA, Volume Adjusted MA, DEMA, TEMA and T3.

The Zig Zag filters out small movements in price to highlight trends. It looks for price moves greater than the threshold level and plots straight lines between those points. The Zig Zag is more of a visual tool than an indicator.

It is non-predictive, in fact, the formula looks forward in time to find the zig zag points. The purpose of the Zig Zag is to make chart patterns clearer. Holiday Calendar View Holiday Calendar for Market Closures. Should you have an emergency with FTP or UA access, you may use our contact form for after hours support. Clean Data Here at CSI we take pride in our clean data.

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