Currently Browsing : technical analysis indicator

KST Indicator 0

Posted on 14, March 2014

in Category SID

Description for KST SID 412 Martin Pring’s KST Indicator The logic for this technical analysis indicator: # # Martin Pring's KST Indicator # my ($ROCPeriod1, $ROCPeriod2, $ROCPeriod3, $ROCPeriod4, $AvgLength1, $AvgLength2, $AvgLength3, $AvgLength4, $SignalLength) = @_; # Validate Periods ValidatePeriods($ROCPeriod1, $ROCPeriod2, $ROCPeriod3, $ROCPeriod4); ValidatePeriods($AvgLength1, $AvgLength2, $AvgLength3, $AvgLength4); ValidatePeriods($SignalLength); # Get the Rate of Change for all periods my $ROC1 = ROC(Close, $ROCPeriod1); my $ROC2 = ROC(Close, $ROCPeriod2); my $ROC3 = ROC(Close, $ROCPeriod3); my $ROC4 = ROC(Close, $ROCPeriod4); # Average out the ROCs my $ROCAvg1 = SMA($ROC1, $AvgLength1); my $ROCAvg2 = SMA($ROC2, $AvgLength2); my $ROCAvg3 = SMA($ROC3, $AvgLength3); my $ROCAvg4 = SMA($ROC4,

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The SMMA is a smoothed moving average, almost a blend of the simple mo 0

Posted on 12, March 2014

in Category SID

Description for SMMA SID 993 The SMMA is a smoothed moving average, almost a blend of the simple moving average with the exponential moving average The logic for this technical analysis indicator: #The SMMA is a smoothed moving average, almost a blend of the simple moving average with the exponential moving average. #Similar to all the other moving averages, the SMMA is used for identifying trends, only that the SMMA is developed to filter the majority of market noise in order to generate results with refined accuracy. my ($col,$period) = @_; my $sum1 = Sum($col,$period); my $moving = NewColumn(“SMMA($col,$period)”); SetValue($moving,0,Value($sum1/$period,0));

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Fractals 0

Posted on 3, March 2014

in Category SID

Description for Fractals SID 135 First introduced to Forex by Bill Williams. The logic for this technical analysis indicator: my $upFractal = If((Ref(High,-2) > Ref(High, -4)) && (Ref(High,-2) > Ref(High, -3)) && (Ref(High,-2) > Ref(High, -1)) && (Ref(High,-2) > High),Ref(High,-2),0); my $downFractal = If((Ref(Low,-2) <= Ref(Low, -4)) && (Ref(Low,-2) <= Ref(Low, -3)) && (Ref(Low,-2) <= Ref(Low, -1)) && (Ref(Low,-2) <= Low), Ref(Low,-2),0); my $upFractal2 = $upFractal; my $downFractal2 = $downFractal; my $prevUpValue; my $prevDownValue; #loop through the column handing zero cases. for my $i (1..NumberOfBars-1) { my $currUpValue = Value($upFractal,$i); my $currDownValue = Value($downFractal,$i); if($currUpValue==0){ SetValue($upFractal2,$i,$prevUpValue); }else{ $prevUpValue = $currUpValue;

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Awesome Oscillator 0

Posted on 3, March 2014

in Category SID

Description for AO SID 218 Awesome Oscillator developed by Bill Williams. The logic for this technical analysis indicator: #Awesome Oscillator developed by Bill Williams. my ($short_period,$long_period)=@_; $short_period = 5 unless $short_period; $long_period = 34 unless $long_period; my $median = (High+Low)/2; my $ao = SMA($median,$short_period)-SMA($median,$long_period); return ($ao)

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Accelerator Decelerator Oscillator 0

Posted on 3, March 2014

in Category SID

Description for AC SID 465 Accelerator/Decelerator Oscillator created by Bill Williams. The logic for this technical analysis indicator: #Accelerator/Decelerator Oscillator created by Bill Williams. #Dependencies: Awesome Oscillator. my ($period)=@_; $period = uc($period); $period = 5 unless $period; my $Awesome = AO(); my $iAC = $Awesome – SMA($Awesome,$period); return $i

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Gator Oscillator 0

Posted on 3, March 2014

in Category SID

Description for GatorOscillator SID 168 The Gator Oscillator was developed by Larry Williams to determine the start and end of a trend based on the Alligator. The logic for this technical analysis indicator: #The Gator Oscillator was developed by Larry Williams to determine the start and end of a trend based on the Alligator. my ($jaw,$teeth,$lips) = Alligator(13,8,8,5,5,3); my $topBars = abs($jaw-$teeth); my $bottomBars = (abs($teeth-$lips))*-1; SetColumnName($topBars, “Top Bars.”); SetColumnName($bottomBars, “Bottom Bars.”); return ($topBars,$bottomBars)

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Alligator Indicator 0

Posted on 3, March 2014

in Category SID

Description for Alligator SID 706 The Alligator was developed by Larry Williams. It is a triple moving average indicator. The logic for this technical analysis indicator: #The Alligator was developed by Larry Williams. It is a triple moving average indicator. my ($jawperiod,$jawshift,$teethperiod,$teethshift,$lipsperiod,$lipsshift,$ma)=@_; #Validate the periods ValidatePeriods($jawperiod,$teethperiod,$lipsperiod); #Convert the $ma parameter to upper-case $ma = uc($ma); #Set the default MA. $ma = 'SMMA' unless $ma; my($jaw,$teeth,$lips); #Create the jaws, teeth, and lips columns, based upon on the moving average type. if ($ma eq 'SMA') { $jaw = SMA(Ref(MedianPrice,-$jawshift),$jawperiod); $teeth = SMA(Ref(MedianPrice,-$teethshift),$teethperiod); $lips = SMA(Ref(MedianPrice,-$lipsshift),$lipsperiod); } if ($ma eq 'EMA') { $jaw

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Parabolic SAR 2

Posted on 13, February 2014

in Category SID

Description for ParabolicSAR SID 280 The Parabolic SAR indicator developed by Welles Wilder. Also known as the Parabolic Stop and Reverse indicator. The logic for this technical analysis indicator: #The Parabolic SAR indicator developed by Welles Wilder. my $IAF = 0.02; #Acceleration factor. my $MaxAF = 0.2; #Max acceleration. my $psar = NewColumn(“PSAR”); #Initialize. my $long = 1; #Assume long for initial conditions. my $af = $IAF; #Init acelleration factor. my $ep = Ref(Low,0); #Init extreme point. my $hp = Ref(High,0); my $lp = Ref(Low,0); for my $i (2..NumberOfBars-1){ if($long){ SetValue($psar,$i,Value($psar,$i-1)+$af*($hp-Value($psar,$i-1))); } else { SetValue($psar,$i,Value($psar,$i-1)+$af*($lp-Value($psar,$i-1))); } my $reverse = 0;

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