Indicator Formula Template Table
Indicator |
Component | Template | Where |
---|---|---|---|
Acceleration Bands |
Upper |
AVG(Hz + 4 * w * Hz * (Hz - Lz) / (Hz + Lz), x) |
x =Period, w =Width, z =Offset |
Lower |
AVG(Lz - 4 * w * Lz * (Hz - Lz) / (Hz + Lz), x) |
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Aroon |
Down |
AROONDOWNx.z |
x =Period, z = Offset |
Up |
AROONUPx.z |
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Oscillator |
AROONUPx.z - AROONDOWNx.z |
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Average Directional Index |
ADX |
ADXd.s.z |
d =DI_Period, s =Smooth, z =Offset, r =ADXR_Period+Offset |
ADXR |
(ADXd.s.z + |
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Average True Range |
ATRx.z |
x =Period, z =Offset |
|
Balance of Power |
BOPy.z |
y =SMA, z =Offset |
|
Bollinger Bands |
Bottom |
BBBOT(d, x, z) |
x =Period, d =StdDev, z =Offset, Simple |
Top |
BBTOP(d, x, z) |
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Center |
tAVGCx.z |
x =Period, d =StdDev, z =Offset, t =AverageType |
|
Bollinger Bands %B |
(Cz - tAVGCx.z) / 2 / d / STDDEVx.z + .5 |
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Bollinger Bandwidth |
2 * d * STDDEVx.z / tAVGCx.z |
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Chaikin Money Flow |
AVG((2 * Cz - Lz - Hz) / (Hz - Lz - (Hz = Lz)) * Vz, x) / (AVGVx.z - (AVGVx.z = 0)) |
x =Period, z =Offset |
|
Chaikin Oscillator |
((q - 1) * XAVG(Vz * (2 * Cz - Hz - Lz) / (Hz - Lz), q) - (p - 1) * XAVG(Vz * (2 * Cz - Hz - Lz) / (Hz - Lz), p)) / 2 |
p =ShortPeriod, q =LongPeriod, z =Offset |
|
Chande Momentum Oscillator |
100 * (C - Cx) / SUM(ABS(C - C1), x) |
x =Period |
|
Close |
Cz |
z =Offset |
|
Commodity Channel Index |
CCIx.z |
x =Period, z =Offset |
|
Coppock Curve |
100 * FAVG(C / Cp + C / Cq - 2, w) |
p =ShortROC_Period, q =LongROC_Period, w =WMA Period |
|
Derivative Oscillator |
XAVG(XAVG(WRSIr.z, a), b) - AVG(XAVG(XAVG(WRSIr.z, a), b), c) |
r =RSI_Period, a =AVG1Period, b =AVG2Period, c =AVG3Period, z =Offset |
|
Detrended Price Oscillator |
C - AVGCx.y |
x =Period, y =ceiling(x/2)+1 |
|
Directional Movement |
-DI |
DIMINUSd.z |
d =Period, z =Offset, y =z +1 |
+DI |
DIPLUSd.z |
||
Dollar Volume |
Cz * Vz |
z =Offset |
|
Donchian Channels |
Bottom |
MINLx.z |
x =Period, z =Offset |
Top |
MAXHx.z |
||
Center |
(MAXHx.z + MINLx.z) / 2 |
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Double Exponential Moving Average |
2 * XAVG(w, x) - XAVG(XAVG(w, x), x) |
w =Formula, x =Period |
|
Double Smoothed Stochastic Bressert |
100 * XAVG((XAVG(STOCp.1.z, k) - MIN(XAVG(STOCp.1.z, k), p)) / (MAX(XAVG(STOCp.1.z, k), p) - MIN(XAVG(STOCp.1.z, k), p)), k) |
p =Period, k =%K, z =Offset |
|
Ease of Movement |
50000000 * AVG((H - L) * (H - H1 + L - L1) / (V + (V = 0)), x) |
x =Period |
|
Elder Ray Power |
Bear |
Lz - XAVGCx.z |
x =Period, z =Offset |
Bull |
Hz - XAVGCx.z |
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Elder Force Index |
Raw |
XAVG((C - C1) * V, x) |
x =Smoothing, m =MA_Period |
Trigger |
tAVG(XAVG((C - C1) * V, x), m) |
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Elliot Wave Oscillator |
AVGC5 - AVGC35 |
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Envelope Channels |
Bottom |
(1 - w / 100) * tAVGCx.z |
x =Period, w =Width(%), t =AverageType, z =Offset |
Top |
(1 + w / 100) * tAVGCx.z |
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Center |
tAVGCx.z |
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Width |
w / 50 * tAVGCx.z |
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Exponential Moving Average |
XAVG(w, x) |
w =Formula, x =Period |
|
Fast Stochastic |
%K |
STOCk.1.z |
k =%K, d =%D, z =Offset |
%D |
STOCk.d.z |
||
Fisher Transform |
2 * XAVG(ARCTANH(2 * XAVG(((Hz + Lz) / 2 - MINLx.z) / (MAXHx.z - MINLx.z) - .5, 5)), 3) |
x =Period, z =Offset |
|
Front Weighted Moving Average |
FAVG(w, x) |
w =Formula, x =Period |
|
Full Stochastic |
%K |
STOCp.k.z |
p =Period, k =%K, d =%D, z =Offset |
%D |
AVG(STOCp.k.z, d} |
||
Heiken-Ashi |
Open |
XAVG(O1 + H1 + L1 + C1, 3) / 4 |
|
High |
GREATEST(H, XAVG(O1 + H1 + L1 + C1, 3) / 4) |
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Low |
LEAST(L, XAVG(O1 + H1 + L1 + C1, 3) / 4) |
||
Close |
(O + H + L + C) / 4 |
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High |
Hz |
z =Offset |
|
Historical Volatility |
1600 * ABS((SUM(LOG(C / C1) ^ 2, x) - LOG(C / Cx) ^ 2 / x) / x) ^ .5 |
x =Period |
|
Historical Volatility Ratio |
SQR(ABS((SUM(LOG(C / C1) ^ 2, n) - LOG(C / Cn) ^ 2 / n) / n)) / SQR(ABS((SUM(LOG(C / C1) ^ 2, d) - LOG(C / Cd) ^ 2 / d) / d)) |
n =NumeratorPeriod, d =DenominatorPeriod |
|
Hull Moving Average |
HAVG(w, x) |
w =Formula, x =Period |
|
Kaufman Efficiency Ratio |
2 * RSIx.y.z - 100 |
x =Period, y =SMA, z =Offset |
|
Keltner Channels |
Upper |
tAVG((Hz + Lz + Cz) / 3 + w * ATR1.z, x) |
x =Period, w =ATR_Multiplier, z =Offset, t =AverageType |
Lower |
tAVG((Hz + Lz + Cz) / 3 - w * ATR1.z, x) |
||
Center |
tAVG(Hz + Lz + Cz, x) / 3 |
||
Width |
2 * w * tAVG(ATR1.z, x) |
||
Linear Regression |
Moving / Right End |
3 * FAVG(w, x) - 2 * AVG(w, x) |
w =Formula, x =Period |
Slope |
6 * (FAVG(w, x) - AVG(w, x)) / (x - 1) |
||
Left End |
4 * AVG(w, x) - 3 * FAVG(w, x) |
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Low |
Lz |
z =Offset |
|
Mass Index |
SUM(XAVG(Hz - Lz, 9) / XAVG(XAVG(Hz - Lz, 9), 9), x) |
x =Period, z =Offset |
|
Momentum |
100 * C / Cx |
x =Period |
|
Money Flow Index |
100 * SUM(IIF(H + L + C > H1 + L1 + C1, (H + L + C) * V, 0), x) / SUM((H + L + C) * V, x) |
x =Period |
|
MoneyStream |
MSy.z |
y =SMA, z =Offset |
|
Moving Average |
tAVG(w, x) |
w =Formula, x =Period, t =AverageType |
|
Moving Average Convergence Divergence (MACD) |
Raw |
MACDs.l.z |
s =Short, l =Long, x =Trigger, z =Offset |
Trigger |
XAVG(MACDs.l.z, x ) |
||
Histogram |
MACDs.l.z - XAVG(MACDs.l.z, x) |
||
Moving Volume Weighted Average Price |
AVG((Oz + Hz + Lz + Cz) * Vz, x) / 4 / AVGVx.z |
x =Period, z =Offset |
|
On Balance Volume |
OBVy.z |
y =SMA, z =Offset |
|
Open |
Oz |
z =Offset |
|
Percent Volume Oscillator (PVO) |
Raw |
100 * (tAVGVp.z / tAVGVq.z - 1) |
p =Short, q =Long, s =Signal, z =Offset, t =AverageType |
Trigger |
100 * (tAVG(tAVGVp.z / tAVGVq.z, s) - 1) |
||
Histogram |
100 * (tAVGVp.z / tAVGVq.z - XAVG(tAVGVp.z / tAVGVq.z, s)) |
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Pivot Points |
R4 |
(7 * H1 - 5 * L1 + C1) / 3 |
Only matches chart in daily and longer time frames. |
R3 |
(5 * H1 - 4 * L1 + 2 * C1) / 3 |
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R2 |
(4 * H1 - 2 * L1 + C1) / 3 |
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R1 |
(2 * H1 - L1 + 2 * C1) / 3 |
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PP |
(H1 + L1 + C1) / 3 |
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S1 |
(2 * L1 - H1 + 2 * C1) / 3 |
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S2 |
(4 * L1 - 2 * H1 + C1) / 3 |
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S3 |
(5 * L1 - 4 * H1 + 2 * C1) / 3 |
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S4 |
(7 * L1 - 5 * H1 + C1) / 3 |
||
Price | Open |
Oz |
z =Offset |
High |
Hz |
||
Low |
Lz |
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Close / Current |
Cz |
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Price Percent Oscillator (PPO) |
Raw |
100 * (tAVG(w, s) / tAVG(w, l) - 1) |
w =Formula, s =ShortPeriod, l =LongPeriod, x =Trigger, t =AverageType |
Trigger |
100 * tAVG(tAVG(w, s) / tAVG(w, l) - 1), x) |
||
Histogram |
100 * (tAVG(w, s) / tAVG(w, l) - tAVG(tAVG(w, s) / tAVG(w, l), x)) |
||
Percent Volume Oscillator (PVO) |
Raw |
100 * (XAVGVp.z / XAVGVq.z - 1) |
p =ShortPeriod, q =LongPeriod, s =SignalPeriod, z =Offset |
Trigger |
100 * (XAVG(XAVGVp.z / XAVGVq.z, s) - 1) |
||
Histogram |
100 * (XAVGVp.z / XAVGVq.z - XAVG(XAVGVp.z / XAVGVq.z, s)) |
||
Price Zone Oscillator |
100 * XAVG(IIF(Cz <= Cy, -Cz, Cz), p) / XAVGCp |
p =Period, z =Offset |
|
R-Squared (R^2) |
((x + 1) / 2 * (FAVG(w, x) - AVG(w, x)) / SQR((x ^ 2 - 1) * (AVG((w ) ^ 2, x) - AVG(w, x) ^ 2) / 12)) ^ 2 |
w =Formula, x =Period |
|
Rate of Change |
C - Cp |
p =Period |
|
Rate of Change Percent |
100 * (C / Cx - 1) |
x =Period |
|
Relative Strength Index (Plain RSI - not Wilder's) |
RSIx.y.z |
x =Period, y =SMA, z =Offset |
|
Simple Moving Average |
AVG(w, x) |
w =Formula, x =Period |
|
Slow Stochastic |
%K |
STOCk.3.z |
k =%K, d =%D, z =Offset |
%D |
AVG(STOCk.3.z, d) |
||
SMI Ergodic |
Indicator |
XAVG(XAVG(C - C1, p), q) / XAVG(XAVG(ABS(C - C1), p), q) |
p =ShortPeriod, q =LongPeriod, r =SignalPeriod |
Trigger |
XAVG(XAVG(XAVG(C - C1, p), q) / XAVG(XAVG(ABS(C - C1), p), q), r) |
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Oscillator |
XAVG(XAVG(C - C1, p), q) / XAVG(XAVG(ABS(C - C1), p), q) - XAVG(XAVG(XAVG(C - C1, p), q) / XAVG(XAVG(ABS(C - C1), p), q), r) |
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Standard Deviation (of Closing Prices) |
STDDEVx.z |
x =Period, z =Offset |
|
Standard Deviation |
SQR(ABS(SUM((w) ^ 2, x)- x * AVG(w, x) ^ 2) / x) |
w =Formua, x =Period |
|
Stochastic |
STOCx.y.z |
x =Period, y =SMA, z =Offset |
|
Stochastic Momentum Index (SMI) |
Indicator |
200 * XAVG(XAVG(Cz - (MAXHp.z + MINLp.z) / 2, a), b) / XAVG(XAVG(MAXHp.z - MINLp.z, a), b) |
p =Period, a =Smoothed, b =DoubleSmoothed, c =Signal, z =Offset |
Trigger |
200 * XAVG(XAVG(XAVG(Cz - (MAXHd.z + MINLd.z) / 2, a), b) / XAVG(XAVG(MAXHd.z - MINLd.z, a), b), c) |
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Stochastics RSI | %K |
100 * AVG((WRSIr.z - MIN(WRSIr.z, s)) / (MAX(WRSIr.z, s) - MIN(WRSIr.z, s)), k) |
r =RS_ Period, s =Stochastics_Period, k =%K, d =%D |
%D |
100 * AVG((AVG(WRSIr.z - MIN(WRSIr.z, s)) / (MAX(WRSIr.z, s) - MIN(WRSIr.z, s)), k), d) |
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Sum - Adds together the value of w over the most recent x bars. |
SUM(w, x) |
w =Numeric, x =Period |
|
Tilson T3 Moving Average |
-(f ^ 3) * XAVG(XAVG(XAVG(XAVG(XAVG(XAVGCx, x), x), x), x), x) + 3 * ((f ^ 2) + (f ^ 3)) * XAVG(XAVG(XAVG(XAVG(XAVGCx, x), x), x), x) - (6 * (f ^ 2) + 3 * (f + (f ^ 3))) * XAVG(XAVG(XAVG(XAVGCx, x), x), x) + (1 + 3 * f + (f ^ 3) + 3 * (f ^ 2)) * XAVG(XAVG(XAVGCx, x), x) |
f =Volume_Factor, x =Period |
|
Time Segmented Volume (TSV) |
TSVx.z |
x =Period, z =Offset |
|
Time Series Forecast |
AVG(w, x) + ((x - 1) / 2 + y) * 6 * (FAVG(w, x) - AVG(w, x)) / (x - 1) |
w =Formula, x =Period, y =ForecastBars |
|
Triple Exponential Moving Average (TEMA) |
3 * XAVG(w, x) - 3 * XAVG(XAVG(w, x), x) + XAVG(XAVG(XAVG(w, x), x), x) |
w =Formula, x =Period |
|
Triple Exponential Moving Average (TRIX) |
100 * (XAVG(XAVG(XAVGCx, x), x) / XAVG(XAVG(XAVGCx.1, x), x) - 1) |
w =Formula, x =Period |
|
True Strength Index |
XAVG(XAVG(C - C1, s), l) / XAVG(XAVG(ABS(C - C1), s), l) |
s =ShortPeriod, l =Long Period |
|
Ultimate Oscillator |
100 * (4 * SUM(C - LEAST(L, C1), p) / SUM(ATR, p) + 2 * SUM(C - LEAST(L, C1), q) / SUM(ATR, q) + SUM(C - LEAST(L, C1), r) / SUM(ATR, r)) / 7 |
p =ShortPeriod, q =MediumPeriod, r =LongPeriod |
|
Volume |
Vz |
z =Offset |
|
Volume Rate of Change |
V - Vp |
p =Period |
|
Volume Rate of Change Percent |
100 * (V / Vx - 1) |
x =Period |
|
Volume Weighted Moving Average |
tAVG((w) * V, x) / tAVGVx |
w =Formula, x =Period, t =AverageType |
|
Volume Zone Oscillator |
100 * XAVG(IIF(Cz <= Cy, -Vz, Vz), p) / XAVGVp.z |
p =Period, z =Offset, y =z +1 |
|
Vortex Indicator |
+VI |
AVG(ABS(H - L1), p) / XAVG(ATR, q) |
p =Period, q =(p*2)-1
|
-VI |
AVG(ABS(L - H1), p) / XAVG(ATR, q) |
||
Wilder's Relative Strength Index |
WRSIx.z |
x =Period, z =Offset |
|
Williams Alligator |
Jaw - Blue |
AVG(H8 + L8, 13) / 2 |
|
Teeth - Red |
AVG(H5 + L5, 8) / 2 |
||
Lips - Green |
AVG(H3 + L3, 5) / 2 |
||
Williams Acceleration/Deceleration |
(AVG(H + L, 5) - AVG(H + L, 34) - AVG(AVG(H + L, 5) - AVG(H + L, 34), 5)) / 2 |
||
Williams Awesome Oscillator |
(AVG(H + L, 5) - AVG(H + L, 34)) / 2 |
||
Williams Percent Range (%R) |
STOCx.y.z - 100 |
x =Period, y =SMA, z =Offset |
|
Worden Stochastic |
WSTOCx.y.z |
x =Period, y =SMA, z =Offset |