Documentation

Formulas

The Money Flow Index function computes a relationship between the typical stock price and stock volume over a specified number of time periods.

The Negative Volume Index function calculates a cumulative value based on days where the trading volume has decreased from the previous day.

The On Balance Volume function was developed by Joseph Granville. It calculates a cumulative volume that depends on stock price.

The On Balance Weighted Volume function calculates a cumulative volume that depends on stock price.

The Parabolic SAR (stop-and-reverse) function was developed by J. Welles Wilder, Jr. It is a lagging technical indicator that can help you to determine when a stock is set to have a change in trend.

The Positive Volume Index function calculates a cumulative value based on days where the trading volume has increased from the previous day.

The Rate of Change function is a variation on the Momentum formula. ROC calculates the percentage difference between the day's closing stock price and the price from a specified number of time periods in the past.

The Relative Strength Indicator function was developed by J. Welles Wilder. It compares the average of up closes against the average of down closes over a specified number of time periods.

The Trend Confirmation Indicator function computes the ratio between a short-term moving average and a longer-term moving average of the stock price.

The Ultimate Oscillator function was developed by Larry Williams. It computes a weighted total of three oscillators, each of which is calculated using a different time period.

The Aroon Oscillator function is calculated as the difference between the Aroon Up and Aroon Down indicators, with resulting values ranging from -100 to 100.

The Average Directional Index function was developed by J. Welles Wilder. It combines two other indicators, the Positive Directional Indicator and the Negative Directional Indicator, which were also developed by Wilder.

The Fast Stochastic function compares the close price of a stock against its price range (high-low) over a specified number of time periods. Applications of this formula include the generation of buy and sell signals.

The Moving Average Convergence-Divergence (MACD) function was developed by Gerald Appel. It computes the difference between a short-term and a long-term exponential moving average of the stock price.

The Slow Stochastic function compares the close price of a stock against its price range (high-low) over a specified number of time periods.

The Stochastic Oscillator function compares the close price of a stock against its price range (high-low) over a specified number of time periods.

The Volume Oscillator function computes the relationship between a short-term moving average and a long-term moving average of the stock volume.

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