| | Class | Description |
|---|
 | AccumulationDistribution |
Accumulation/Distribution indicator (A/D) shows whether a stock is being accumulated or distributed. It uses both price and volume information.
Appears as a segment below the main price chart.
|
| AccumulativeSwingIndex |
Accumulative Swing Index (ASI) is a trend line measuring long-term trends in prices. ASI is the cumulative sum of the Swing Index.
Appears as a segment below the main price chart. Shows also the Swing Index in a separate segment.
|
| Aroon |
The Aroon Indicator identifies trend changes in the price. It also reveals the strength of that trend.
Consists of two lines: Aroon Up measuring the uptrend strength and Aroon Down measuring the downtrend strength.
Appears as a segment below the main price chart.
|
| AroonOscillator |
Aroon Oscillator measures the difference between Aroon-Up and Aroon-Down indicators.
Appears as a segment below the main price chart.
|
| AverageDirectionalIndex |
Average Directional Index (ADX) measures the overall strength of a trend by calculating the average of expanding price range values.
Directional Movement Indicators (-DI and +DI) can be shown together with the ADX line. The indicator uses Wilder's smoothing techniques.
Appears as a segment below the main price chart.
|
| AverageTrueRange |
Average True Range measures market volatility by calculating the average of true ranges over a given time range.
Appears as a segment below the main price chart.
|
| AwesomeOscillator |
Awesome Oscillator (AO) provides information about the strength of the stock and possible reversals.
It compares recent momentum with the momentum over a longer time frame. Shows as a small chart below the main price chart.
|
| BalanceOfPower |
Balance of Power (BOP) indicates how strongly the price moves towards higher or lower extremes by measuring the strength of buying and selling pressures.
Appears as a segment below the main price chart.
|
| BollingerBand |
Bollinger Band® is a technical analysis tool defined by a set of lines plotted typically two standard deviations
(up and down) away from a simple moving average (SMA) of the security's price.
Many traders believe the closer the prices move to the upper band, the more overbought the market,
and the closer the prices move to the lower band, the more oversold the market.
|
| CenterOfGravity |
Center fo Gravity (COG) is designed to anticipate future price movements. Since it has no lag, it can give clear signals of turning points in the price.
A Simple Moving Average can be displayed as a signal line. Appears as a segment below the main price chart.
|
| ChaikinMoneyFlow |
Chaikin Money Flow calculates a Volume-weighted average based on Accumulation-Distribution (A/D) line.
Appears as a segment below the main price chart.
|
| ChaikinOscillator |
Chaikin Oscillator calculates Moving Average Convergence-Divergence (MACD) based on Accumulation-Distribution (A/D) line.
It is used to detect trends and reversals. Appears as a segment below the main price chart.
|
| ChaikinVolatility |
Chaikin Volatility (CV) measures security's price volatility by comparing the range between High and Low values over a set period of time.
Appears as a segment below the main price chart.
|
| ChandeForecastOscillator |
Chande Forecast Oscillator (CFO) measures the difference between the closing price and the forecasted price of a n-period linear regression.
The result is shown as a percentage. Appears as a segment below the main price chart.
|
| ChandeMomentumOscillator |
Chande Momentum Oscillator is used to identify the relative strength or weakness of the market.
Appears as a segment below the main price chart.
|
| CommodityChannelIndex |
Commodity Channel Index (CCI) is designed to spot new trends and weaknesses in them, as well as to watch overbought and oversold levels.
Appears as a segment below the main price chart.
|
| CoppockCurve |
Coppock Curve is a price momentum indicator that is used to identify long-term buy and sell signals.
Long and short Rate of Change values and Weighted Moving Average are used in the calculations.
Appears as a segment below the main price chart.
|
| CorrelationCoefficient |
Correlation Coefficient measures the correlation between two securities, that is the linear relationship between the two variables.
Correlation Coefficient ranges from -1 to 1, -1 meaning perfect negative correlation and 1 meaning perfect positive correlation.
0 means no linear correlation. Appears as a segment below the main price chart.
|
| DetrendedPriceOscillator |
Detrended Price Oscillator (DPO) removes trend to estimate the length of price cycles.
Appears as a segment below the main price chart.
|
| DonchianChannels |
Donchian Channels consist of three lines: an upper band based on highest Highs, a lower band based on lowest Lows,
and a middle band marking the midrange of the other bands. Donchian Channels are used to identify bullish and bearish extremes.
|
| EaseOfMovement |
Ease of Movement (EOM or EMV) is a volume-based oscillator fluctuating above and below the zero line. It quantifies the relationship between the price and the volume,
thus measuring the ease of price movement. Appears as a segment below the main price chart.
|
| EhlerFisherTransform |
Ehler Fisher Transform (EFT) normalizes the prices over specified time periods, thus helping identifying significant price reversals.
Appears as a segment below the main price chart.
|
| ElderRayIndex |
The Elder-Ray Index (Elder-Ray Power Indicator) measures the market consensus over a period of time.
It consists of two indicators: Bull Power measuring the buying pressure and Bear Power measuring the selling pressure.
Appears as a segment below the main price chart.
|
| EldersForceIndex |
Elder's Force Index uses price and volume information to measure the strength of a price move.
Appears as a segment below the main price chart.
|
| ElderThermometerCustom |
This is a custom version of Elder Thermometer. It compares current High and Low values to High and Low values specific time periods ago,
and creates a histogram based on the result. Appears as a segment below the main price chart.
|
| ExponentialMovingAverage |
Exponential moving average (EMA)
|
| FractalChaosBands |
Fractal Chaos Bands (FCB) filter out insignificant price movements by plotting the high and low price fractals as a channel.
FCB can be used to tell if the market is trending.
|
| FractalChaosOscillator |
Fractal Chaos Oscillator (FCO) measures the trendiness of the market. It ranges between 1 (trending market) and -1 (chaotic market).
FCO is often used in intra-day trading. Appears as a segment below the main price chart.
|
| GopalakrishnanRangeIndex |
Gopalakrishnan Range Index (GAPO or GOPRI) measures the volatility of a stock or commodity. It uses logarithm of the price range
to determine the variability of price data. Appears as a segment below the main price chart.
|
| HighLowBands |
High Low Bands consist of three lines: a Triangular Moving Average line, and upper and lower band lines based on specific percentage of the TMA line.
High Low Bands can be used to identify bullish and bearish trends.
|
| HighMinusLow |
Indicator representing the "per period" range, in other words the difference between the High and the Low values.
Appears as a segment below the main price chart.
|
| HistoricalVolatilityIndex |
Historical Volatility Index (HVI) is an annualized volatility level of single period returns.
Appears as a segment below the main price chart.
|
| IchimokuCloud |
Ichimoku Cloud consists of several averaging lines and a lagging closing price line. The difference between two of the lines is colored to comprise the cloud.
Ichimoku Cloud is used to detect support and resistance levels. Momentum of the price and trend direction are also shown.
|
| Indicator |
Base class for all indicators
|
| IntradayMomentumIndex |
Intraday Momentum Index (IMI) is a version of Relative Strength Index (RSI), which uses the change from open to close
instead of the change from the previous close to the current close. Appears as a small chart below main price chart.
|
| KeltnerChannels |
Keltner Channels consist of three lines: an Exponential Moving Average line, and volatility based lines above and below it.
Average True Range is used for the volatility lines. Keltner Channels are used to follow trends and notice reversals in price.
|
| KlingerVolumeOscillator |
Klinger Volume Oscillator (KVO) predicts price reversals by comparing volume with price movements.
Appears as a segment below the main price chart.
KVO line is the difference between the selected moving average of short period data and long period data.
Signal line is Signal period moving average of KVO.
Histogram shows the difference between KVO and Signal.
|
| Kurtosis |
Kurtosis measures the "tailedness" of the probability distribution of the price. High Kurtosis indicates frequent price fluctuations in the past.
Appears as a segment below the main price chart.
|
| LinearRegression |
Linear Regression plots a trendline value for each data point using least squares method. The indicator consists of four lines:
slope, intercept, forecast and R squared. Of these slope and R squared are displayed in their own segments while intercept and forecast share one segment.
|
| LinearRegressionIF |
Linear Regression Intercept and Forecast lines. Added as a part of Linear Regression indicator.
Appears as a segment below the main price chart.
|
| LinearRegressionSlope |
Linear Regression Slope line. Added as a part of Linear Regression indicator.
Appears as a segment below the main price chart.
|
| MarketFacilitationIndex |
Market Facilitation Index measures the willingness of the market to move the price. The index values are shown as histogram bars with various colors.
These colors indicate the relation between the index and volume. Shows as a small chart below the main price chart.
|
| MassIndex |
Mass Index detects potential trend reversals in a stock's price by measuring the range between high and low prices over a period of time.
Appears as a segment below the main price chart.
|
| MedianPrice |
Median Price is the average of the High and Low prices for a time period. It is drawn as a single overlay line.
|
| MomentumOscillator |
The Momentum Oscillator compares the latest price to a price selected number of time periods ago. This version returns the normalized values,
i.e. the ratio between the prices. Appears as a segment below the main price chart.
|
| MoneyFlowIndex |
The Money Flow Index (MFI) uses price and volume data for identifying overbought or oversold signals.
It can also be used to spot divergences which warn of a trend change in price. MFI moves between 0 and 100.
Unlike many other oscillators such as the Relative Strength Index (RSI), the Money Flow Index incorporates both price and volume data.
|
| MovingAverage |
Moving average (MA) indicator base class
|
| MovingAverageConvergenceDivergence |
Moving Average Convergence Divergence indicator (MACD).
Appears below main price chart.
MACD line is the difference between Exponentially weighted Moving Average (EMA) of Short period data, and EMA of Long period data.
That is: EMA(price short period) - EMA(price long period).
Signal line is Signal period EMA of MACD.
Histogram shows the difference between MACD and Signal. That is: MACD - Signal.
|
| MovingAverageConvergenceDivergenceCustom |
Moving Average Convergence Divergence indicator (MACD) shows the difference between two moving averages of different lengths.
Appears as a segment below the main price chart.
This custom MACD allows using different moving averages for all smoothings.
Signal line is signal period moving average of MACD.
Histogram shows the difference between MACD and Signal.
|
| MovingAverageEnvelopes |
Moving Average Envelopes consist of three lines: a middle line based on selected moving average,
and upper and lower band lines based on specific percentage of the average line.
Moving Average Envelopes can be used to follow trends, as well as to identify overbought and oversold levels.
|
| NegativeVolumeIndex |
Negative Volume Index (NVI) tracks volume as it decreases from the previous day. Since NVI shows the actions of the majority of the traders,
it is usually used as a contrarian indicator; smart money is active on quiet days and not-so-smart money on busy days.
Appears as a segment below the main price chart.
|
| OnBalanceVolume |
On-Balance Volume (OBV) is developed to predict stock price changes by using volume changes.
Appears as a segment below the main price chart.
|
| OpenInterest |
Open interest is the total number of outstanding derivative contracts,
such as options or futures that have not been settled for an asset.
The total open interest does not count, nor does total of every buy and sell contract.
Instead, open interest provides a more accurate picture of the options trading activity,
and whether money flows into the futures and options market are increasing or decreasing.
Shows as a little chart with a line below main price chart.
|
| ParabolicSAR |
Parabolic Stop and Reverse (PSAR) indicator shows the current trend direction, and reveals potential price reversals.
PSAR appears either above (trending down) or below (trending up) the trading data as a series of dots.
|
| PercentagePriceOscillator |
Percentage Price Oscillator (PPO).
Appears below main price chart.
PPO line is the difference between Exponentially weighted Moving Average (EMA) of Short period data, and EMA of Long period data.
Signal line is Signal period EMA of PPO.
Histogram shows the percentage difference between PPO and Signal.
|
| PerformanceIndex |
Performance Index, sometimes called just Performance indicator, displays how much the price has changed since the first period.
The result is shown as a percentage, making it a "normalized" chart and thus useful when comparing securities.
Appears as a segment below the main price chart.
|
| PositiveVolumeIndex |
Positive Volume Index (PVI) tracks volume as it increases from the previous day. Since PVI shows the actions of the majority of the traders,
it is usually used as a contrarian indicator; smart money is active on quiet days and not-so-smart money on busy days.
Appears as a segment below the main price chart.
|
| PrettyGoodOscillator |
Pretty Good Oscillator (PGO) measures the distance between the latest close value and the moving average of the price. The result is then divided by
a moving average of the Average True Range. PGO is used to detect buy and sell signals. Appears as a segment below the main price chart.
|
| PriceVolumeTrend |
Price Volume Trend (PVT) uses actual trading volumes to confirm or invalidate the strength of a price trend. PVT takes the percentual
change in price into account when calculating its value. Appears as a segment below the main price chart.
|
| PrimeNumberBands |
Prime Number Bands find the closest prime number above and below the current price, and creates a band based on them.
|
| PrimeNumberOscillator |
Prime Number Oscillator (PNO) finds the nearest prime number to the current price and plots the difference as an oscillator line.
Appears as a segment below the main price chart.
|
| QStick |
The QStick indicator numerically identifies trends. It takes a moving average of the difference between the Open and Close prices.
Appears as a segment below the main price chart.
|
| RainbowOscillator |
Rainbow Oscillator is a trend-following indicator based on several recursive smoothings via moving averages of the price.
The indicator finds the highest and lowest values among these averages and creates an oscillator and a bandwidth based on them.
Appears as a segment below the main price chart.
|
| RandomWalkIndex |
Random Walk Index (RWI) compares price movements to random movements to determine if the movement is of random nature or part of a
statistically significant trend. RWI is therefore used to measure the strength of uptrends and downtrends.
Appears as a segment below the main price chart.
|
| RangeActionVerificationIndex |
Range Action Verification Index (RAVI) uses moving averages of different lengths to determine whether a market is trending.
Appears as a segment below the main price chart.
|
| RateOfChange |
Rate of Change indicator measures the price change between the current price and the price a certain number of periods ago.
The difference is shown as a percentage. Appears as a segment below the main price chart.
|
| RelativeStrengthIndex |
Relative Strength Index (RSI) compares the internal strength of a single security by calculating the average momentum over a set number of days.
Appears as a small chart below main price chart.
|
| SchaffTrendCycle |
Schaff Trend Cycle (STC) combines Slow Stochastic (%D) and Moving Average Convergence Divergence (MACD) indicators.
This creates a signal line that can be used to identify market trend as well as buy and sell signals.
Appears as a segment below the main price chart.
|
| SchaffTrendCycleSignal |
Schaff Trend Cycle (STC) combines Slow Stochastic (%D) and Moving Average Convergence Divergence (MACD) indicators
creating a signal line that can be used to identify market trend as well as buy and sell signals.
This version of STC uses the MACD Signal line as basis for Stochastic calculations.
Appears as a segment below the main price chart.
|
| SecondarySymbol |
Secondary symbol added to the main chart, displayed as a line.
It is added to the indicator collection as it behaves exactly like an overlay indicator.
When creating a Secondary Symbol in code, the main dataset should be added to the chart first,
otherwise the Secondary Symbol does not show any data.
|
| SegmentIndicator |
Segment indicator. Indicator appears as a small chart segment below the main price chart
|
| SimpleMovingAverage |
Simple moving average (SMA)
|
| Skewness |
Skewness measures the asymmetry of the probability distribution of the price. It gives information about the extremes of the data set.
Appears as a segment below the main price chart.
|
| SQNTrend |
SQN (System Quality Number) measures the quality of a trading system by comparing the mean and the standard deviation of the trading systems R-multiple distribution.
When this SQN formula is applied to the daily price change of a stock, it measures the trendiness of the market.
Appears as a segment below the main price chart.
|
| StandardDeviation |
Calculates the Standard Deviation of the price by comparing the current and historical price movements. Used to measure the volatility of the price.
Appears as a segment below the main price chart.
|
| StandardError |
Standard Error is an approximate standard deviation of a sample population. It indicates how much the population mean is likely to differ from the sample mean.
Appears as a segment below the main price chart.
|
| StandardErrorBands |
Standard Error Bands work similarly to Bollinger Bands, with the exception of using standard error instead of standard deviation
to calculate the upper and lower bands. The middle line is based on selected moving average.
|
| StochasticMomentumIndex |
Stochastic Momentum Index (SMI) is a variation of Stochastic Oscillator. It shows the distance between the current price and the midpoint of High/Low range.
SMI is therefore less unpredictable compared to regular Stochastic Oscillator. Appears as a segment below the main price chart.
|
| StochasticOscillator |
Stochastic Oscillator (SO) indicator compares a closing price to a range of prices over a time period.
It used to identify overbought and oversold levels. Appears as a segment below the main price chart.
|
| StochasticOscillatorSmoothed |
Stochastic Oscillator Smoothed indicator compares a closing price to a range of prices over a time period.
It used to identify overbought and oversold levels. Appears as a segment below the main price chart.
The difference between Smoothed SO and regular SO is that smoothed study smoothens also the stochastic (%K) line.
Different moving averages and time period counts can be used for %K and %D lines.
|
| StollerAverageRangeChannel |
Stoller Average Range Channels (STARC) are volatility-based envelopes set above and below a selected moving average. Similarly to Keltner Channels,
Average True Range (ATR) is used to plot the upper and lower bands. The moving average is based on the price of the security instead of its typical price.
|
| SuperTrend |
Supertrend is an indicator designed to follow trends and spot buy and sell signals. It is plotted on top of the price charts.
|
| SwingIndex |
Swing Index (SI) detects price trends of a security. It is often used as a part of the Accumulative Swing Index.
Appears as a segment below the main price chart.
|
| TimeSeriesMovingAverage |
Time Series Moving Average (TSMA), also known as Least Squares Moving Average, is a moving average based on linear regression line.
|
| TradeVolumeIndex |
Trade Volume Index (TVI) shows whether a security is being accumulated (bought) or distributed (sold). It moves distinctly when
significant changes in price and volume happen simultaneously. TVI is most often used with intraday data.
Appears as a segment below the main price chart.
|
| TriangularMovingAverage |
Triangular Moving Average (TMA) is a double smoothed Simple Moving Average. It puts more weight to the middle section of the data.
|
| TripleExponentialAverage |
Triple Exponential Average (TRIX) is a triple exponentially smoothed moving average shown as a percentage change.
It is designed to filter out unimportant price changes. Appears as a segment below the main price chart.
|
| TrueStrengthIndex |
True Strength Index (TSI) double smoothens the price changes, thus filtering out the noise. TSI can be used to identify trends and reversals
as well as to to determine overbought and oversold conditions. Appears as a segment below the main price chart.
|
| TwiggsMoneyFlow |
Twiggs Money Flow (TMF) is a variation of Chaikin Money Flow indicator. It uses True Range instead of Close Location Value
and moving averages (EMA) instead of cumulative volume. TMF can be used to evaluate money flow as bullish or bearish, and to warn of breakouts.
Appears as a segment below the main price chart.
|
| TwoHistogramsAndLine |
Custom Indicator.
Allows showing a line and two histograms in a separate segment based on the given data values.
|
| TypicalPrice |
Typical Price is the average of the High, Low and Close prices for a time period. It is drawn as a single overlay line.
|
| UltimateOscillator |
The Ultimate Oscillator (UO) captures momentum across three different timeframes, which reduces the volatility and generates fewer trade signals.
Therefore, UO is often used to identify buy and sell signals. Appears as a segment below the main price chart.
|
| UltimateOscillatorSmoothed |
The Ultimate Oscillator (UO) captures momentum across three different timeframes, which reduces the volatility and generates fewer trade signals.
Smoothed Ultimate Oscillator differs from the regular UO by using smoothing with a moving average instead of summation during the calculations.
Appears as a segment below the main price chart.
|
| VariableMovingAverage |
Variable Moving Average (VMA) is an Exponential Moving Average that automatically adjusts its smoothing based on the volatility of the price.
VMA uses Chande Momentum Oscillator to measure the volatility, whereas other similar indicator, Variable Index Dynamic Average (VIDYA), uses standard deviation.
|
| WeightedClose |
Weighted Close is the average price of each day, that puts more weight on Close price compared to High and Low. It is drawn as a single overlay line.
|
| WeightedMovingAverage |
Weighted moving average (WMA)
|
| WellesWilderSmoothingAverage |
Welles Wilder's Smoothing (WWS) indicator is a moving average that smoothens out price movements, which helps spotting bullish and bearish trends.
|
| VerticalHorizontalFilter |
Vertical Horizontal Filter (VHF) determines the trendiness (level of trend activity) of prices in order to identify trending phases and trading ranges.
Appears as a segment below the main price chart.
|
| VIDYA |
Variable Index Dynamic Average (VIDYA) is an Exponential Moving Average that automatically adjusts its smoothing based on the volatility of the price.
VIDYA uses standard deviation to calculate the volatility, whereas other similar indicator, Variable Moving Average (VMA), uses Chande Momentum Oscillator.
|
| WilliamsAccumulationDistribution |
Williams Accumulation Distribution (WAD) measures market strength and pressures and looks for marker divergence.
It helps confirm trend directions and strengths. Appears as a segment below the main price chart.
|
| WilliamsPercentRange |
Williams Percent Range, also known as Williams %R, measures overbought and oversold levels
by comparing the current closing price to the high-low range over a specific time period.
Appears as a segment below the main price chart.
|
| WilliamsVariableAccumulationDistribution |
Williams Variable Accumulation Distribution calculates the relationship between the open-close range and the high-low range,
which gives information about buying and selling pressures. Appears as a segment below the main price chart.
|
| Volume |
Volume is the number of traded securities over a certain time period.
Shows as a small chart below the main price chart.
|
| VolumeOscillator |
Volume Oscillator (VO) is a momentum oscillator for Volume, that works similarly to MACD. VO can be used to confirm or refute other signals.
Appears below main price chart.
VO line is the difference between the selected moving average of short period data and long period data.
Signal line is Signal period moving average of VO.
Histogram shows the difference between VO and Signal.
|
| VolumeRateOfChange |
Volume Rate of Change (VROC) indicator is similar to the regular Rate of Change, but is calculated based on volume instead of price.
It is used to measure the volatility in volume as well as to confirm price moves. Appears as a segment below the main price chart.
|
| VolumeWeightedMovingAverage |
Volume Weighted moving average (VWMA) takes volume into account when weighting prices during moving average calculations.
|
| ZValue |
Z-Value, also known as the Standard Score or Z-Score, is the number of standard deviations, by which a value is above or below the mean value of the data set.
Appears as a segment below the main price chart.
|
Classes