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Adl
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Accumulation/Distribution Line (ADL) is a rolling accumulation of Chaikin Money Flow Volume.
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smaPeriod
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ConnorsRsi
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ConnorsRSI is a composite oscillator that incorporates RSI, winning/losing streaks, and percentile gain metrics on scale of 0 to 100.
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rsiPeriod,streakPeriod,rankPeriod
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CurrentPrice
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Latest Close Price
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PriceHistory
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Close price at candles back(eg. CurrentPrice = PriceHistory(0)).
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candlesBack
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candlesBack
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ChaikinOsc
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Chaikin Oscillator is the difference between fast and slow Exponential Moving Averages (EMA) of the Accumulation/Distribution Line (ADL).
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fastPeriod,slowPeriod
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Alma
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Arnaud Legoux Moving Average (ALMA) is a Gaussian distribution
weighted moving average of Close price over a lookback window.
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lookbackPeriod,offset,sigma
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BollingerBands
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Bollinger Bands® depict volatility as standard deviation boundary lines from a moving average of Close price.
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lookbackPeriod,standardDeviations
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Donchian
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Donchian Channels, also called Price Channels, are derived from highest High and lowest Low values over a lookback window.
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lookbackPeriod
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ElderRay
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The Elder-ray Index depicts buying and selling pressure, also known as Bull and Bear Power.
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lookbackPeriod
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DoubleEma
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Double Exponential Moving Average (DEMA) of the Close price.
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lookbackPeriod
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lookbackPeriod
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Ema
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Exponential Moving Average (EMA) of the Close price.
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lookbackPeriod
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lookbackPeriod
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TripleEma
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Triple Exponential Moving Average (TEMA) of the Close price. Note: TEMA is often confused with the alternative TRIX oscillator.
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lookbackPeriod
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lookbackPeriod
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Epma
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lookbackPeriod
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lookbackPeriod
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Fcb
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Fractal Chaos Bands outline high and low price channels to depict broad less-chaotic price movements. FCB is a channelized depiction of Williams Fractals.
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windowSpan
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FisherTransform
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lookbackPeriod
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Chandelier
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Chandelier Exit is typically used for stop-loss and can be computed for both long or short types.
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lookbackPeriod,multiplier
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Awesome
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Awesome Oscillator (aka Super AO) is a measure of the gap between a fast and slow period modified moving average.
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fastPeriod,slowPeriod
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Pvo
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Percentage Volume Oscillator (PVO) is a simple oscillator view of two converging/diverging exponential moving averages of Volume.
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fastPeriod,slowPeriod,signalPeriod
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Pmo
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Price Momentum Oscillator (PMO) is double-smoothed ROC based momentum indicator.
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timePeriod,smoothingPeriod,signalPeriod
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Adx
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Average Directional Movement Index (ADX) is a measure of price directional movement.
It includes upward and downward indicators, and is often used to measure strength of trend.
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lookbackPeriod
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BuyPrice
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Last Buy Price
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Aroon
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Aroon is a simple oscillator view of how long the new high or low price occured over a lookback window.
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lookbackPeriod
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Atr
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Average True Range (ATR) is a measure of volatility that captures gaps and limits between periods.
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lookbackPeriod
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SmaExtended
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Simple Moving Average (SMA) is the average of Close price over a lookback window. This extended variant includes mean absolute deviation (MAD), mean square error (MSE), and mean absolute percentage error (MAPE).
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lookbackPeriod
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lookbackPeriod
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Smma
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Smoothed Moving Average (SMMA) is the average of Close price over a lookback window using a smoothing method.
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lookbackPeriod
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lookbackPeriod
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StarcBands
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Stoller Average Range Channel (STARC) Bands, are based on an SMA centerline and ATR band widths.
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smaPeriod,multiplier,atrPeriod
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Cci
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Commodity Channel Index (CCI) is an oscillator depicting deviation from typical price range, often used to identify cyclical trends.
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lookbackPeriod
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ForceIndex
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The Force Index depicts volume-based buying and selling pressure.
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lookbackPeriod
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lookbackPeriod
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MinPrice
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Minimum Low Price over lookback window.
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lookbackPeriod
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lookbackPeriod
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MaxPrice
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Maximum High Price over lookback window.
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lookbackPeriod
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lookbackPeriod
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Chop
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Choppiness Index (CHOP) measures the trendiness or choppiness over N lookback periods
on a scale of 0 to 100.
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lookbackPeriod
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Cmf
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Chaikin Money Flow (CMF) is the simple moving average of Money Flow Volume (MFV).
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lookbackPeriod
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StochRsi
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Stochastic RSI is a Stochastic interpretation of the Relative Strength Index.
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rsiPeriod,stochPeriod,signalPeriod
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rsiPeriod,stochPeriod,signalPeriod,smoothPeriod
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Stoch
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Stochastic Oscillator is a momentum indicator that looks back N periods to produce a scale of 0 to 100.
%J is also included for the KDJ Index extension.
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lookbackPeriod,signalPeriod,smoothPeriod
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SuperTrend
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SuperTrend attempts to determine the primary trend of Close prices by using
Average True Range (ATR) band thresholds. It can indicate a buy/sell signal or a
trailing stop when the trend changes.
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lookbackPeriod,multiplier
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T3
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Tillson T3 is a smooth moving average that reduces both lag and overshooting.
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lookbackPeriod,volumeFactor
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WilliamsR
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Williams %R momentum indicator is a stochastic oscillator with scale of -100 to 0. It is exactly the same as the Fast variant of Stochastic Oscillator, but with a different scaling.
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lookbackPeriod
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Wma
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Weighted Moving Average (WMA) is the linear weighted average of Close price over N lookback periods. This also called Linear Weighted Moving Average (LWMA).
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lookbackPeriod
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lookbackPeriod
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Hma
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Hull Moving Average (HMA) is a modified weighted average of Close price over N lookback periods that reduces lag.
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lookbackPeriod
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lookbackPeriod
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HtTrendline
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Hilbert Transform Instantaneous Trendline (HTL) is a 5-period trendline of high/low price that uses signal processing to reduce noise.
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Ichimoku
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Ichimoku Cloud, also known as Ichimoku Kinkō Hyō, is a collection of indicators that depict support and resistance, momentum, and trend direction.
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signalPeriod,shortSpanPeriod,longSpanPeriod
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Kama
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Kaufman’s Adaptive Moving Average (KAMA) is an volatility adaptive moving average of Close price over configurable lookback periods.
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erPeriod,fastPeriod,slowPeriod
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Keltner
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Keltner Channels are based on an EMA centerline and ATR band widths. See also STARC Bands for an SMA centerline equivalent.
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emaPeriod,multiplier,atrPeriod
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Mama
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MESA Adaptive Moving Average (MAMA) is a 5-period adaptive moving average of high/low price.
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fastLimit,slowLimit
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Mfi
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Money Flow Index (MFI) is a price-volume oscillator that shows buying and selling momentum.
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lookbackPeriod
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Obv
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On-balance Volume (OBV) is a rolling accumulation of volume based on Close price direction.
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smaPeriod
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ParabolicSar
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Parabolic SAR (stop and reverse) is a price-time based indicator used to determine trend direction and reversals.
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accelerationStep,maxAccelerationFactor
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Macd
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Moving Average Convergence/Divergence (MACD) is a simple oscillator view of two converging/diverging exponential moving averages.
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fastPeriod,slowPeriod,signalPeriod
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Slope
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Slope of the best fit line is determined by an ordinary least-squares simple linear regression on Close price.
It can be used to help identify trend strength and direction.
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lookbackPeriod
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lookbackPeriod
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Kvo
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Klinger Oscillator depicts volume-based divergence between short and long-term money flow.
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fastPeriod,slowPeriod,signalPeriod
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Sma
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Simple Moving Average (SMA) is the average of Close price over a lookback window.
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lookbackPeriod
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lookbackPeriod
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Rsi
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Relative Strength Index (RSI) measures strength of the winning/losing streak over N lookback periods
on a scale of 0 to 100, to depict overbought and oversold conditions.
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lookbackPeriod
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StdDev
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Rolling Standard Deviation of Close price over a lookback window.
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lookbackPeriod
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lookbackPeriod,smaPeriod
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Bop
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Balance of Power (aka Balance of Market Power) is a momentum oscillator that depicts the strength of buying and selling pressure.
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smoothPeriod
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Trix
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Triple EMA Oscillator (TRIX) is the rate of change for a 3 EMA smoothing of the Close price over a lookback window. TRIX is often confused with TEMA.
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lookbackPeriod
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lookbackPeriod,signalPeriod
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Tsi
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True Strength Index (TSI) is a momentum oscillator that depicts trends in price changes.
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lookbackPeriod,smoothPeriod,signalPeriod
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UlcerIndex
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Ulcer Index (UI) is a measure of downside Close price volatility over a lookback window.
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lookbackPeriod
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Ultimate
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Ultimate Oscillator uses several lookback periods to weigh buying power against True Range price to produce on oversold / overbought oscillator.
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shortPeriod,middlePeriod,longPeriod
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VolSma
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Volume Simple Moving Average is the average volume over a lookback window.
This is helpful when you are trying to assess whether volume is above or below normal.
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lookbackPeriod
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lookbackPeriod
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MinClosePrice
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Minumum Close Price over lookback window.
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lookbackPeriod
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lookbackPeriod
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Vortex
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Vortex Indicator (VI) is a measure of price directional movement.
It includes positive and negative indicators, and is often used to identify trends and reversals.
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lookbackPeriod
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lookbackPeriod
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Vwap
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Volume Weighted Average Price (VWAP) is a Volume weighted average of Close price, typically used on intraday data.
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startDate
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MaxClosePrice
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Maximum Close Price over lookback window.
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lookbackPeriod
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lookbackPeriod
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LastLossMinutes
|
Minutes since last transaction was a loss.
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LastLossHours
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Hours since last transaction was a loss
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LastSellHours
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Hours Since Last Sell
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LastSellMinutes
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Minutes Since last Sell
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EngulfingCandle
|
Engulfing Candle 0= none 1 = Bullish 2 = Bearish
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PivotPoints
|
Pivot Points depict support and resistance levels, based on the prior lookback window. You can specify window size (e.g. month, week, day, etc).
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windowSize
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windowSize,pointType
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RollingPivots
|
Rolling Pivot Points is a modern update to traditional fixed calendar window Pivot Points.
It depicts support and resistance levels, based on a defined rolling window and offset.
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windowPeriod,offsetPeriod
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windowPeriod,offsetPeriod,pointType
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OverUnderMA
|
Time in row over or under the moving average.
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lookbackPeriod
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lookbackPeriod
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LastBuyMinutes
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Minutes Since Last Buy
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LastBuyHours
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Hours Since Last Buy
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CandlePattern
|
Candle Pattern
|
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minCandleSize,maxShortCandleSize,minCandleDifference
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minCandleSize,maxShortCandleSize,minCandleDifference
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SmaPct
|
Sma divided by current price
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lookbackPeriod,decimalPlaces
|
lookbackPeriod,decimalPlaces
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SmaDaily
|
Daily Moving Average
|
|
lookbackPeriod
|
lookbackPeriod
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LastBuyPrice
|
Price of last buy
|
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LastSellPrice
|
Price of last sell
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Sma1H
|
1 hour sma
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lookbackPeriod
|
lookbackPeriod
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Sma15m
|
15 minute sma
|
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lookbackPeriod
|
lookbackPeriod
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Rsi1H
|
1 Hour Rsi
|
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lookbackPeriod
|
lookbackPeriod
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CandlePercent
|
Percent Change Between Open and CLose of Candle
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HeikinAshi
|
Heikin-Ashi is a modified candlestick pattern that uses prior day for smoothing.
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BTFiddle